Harjoat Singh Bhamra : Citation Profile


Are you Harjoat Singh Bhamra?

Imperial College

7

H index

7

i10 index

330

Citations

RESEARCH PRODUCTION:

11

Articles

12

Papers

RESEARCH ACTIVITY:

   19 years (2000 - 2019). See details.
   Cites by year: 17
   Journals where Harjoat Singh Bhamra has often published
   Relations with other researchers
   Recent citing documents: 27.    Total self citations: 5 (1.49 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbh48
   Updated: 2021-02-20    RAS profile: 2019-04-10    
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Relations with other researchers


Works with:

Uppal, Raman (4)

Weber, Michael (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Harjoat Singh Bhamra.

Is cited by:

Coeurdacier, Nicolas (17)

Kollmann, Robert (12)

Martin, Philippe (11)

Gourio, Francois (8)

Weber, Michael (7)

Dionne, Georges (7)

Zeckhauser, Richard (6)

Chen, Hui (5)

Arnold, Marc (5)

Hommes, Cars (5)

Rashid, Abdul (5)

Cites to:

Campbell, John (13)

Goodfriend, Marvin (10)

Leland, Hayne (9)

Fama, Eugene (8)

Epstein, Larry (8)

Coeurdacier, Nicolas (8)

Zin, Stanley (8)

Obstfeld, Maurice (7)

Duffie, Darrell (7)

Ang, Andrew (6)

merton, robert (6)

Main data


Where Harjoat Singh Bhamra has published?


Journals with more than one article published# docs
Review of Financial Studies4
American Economic Review2
Journal of Economic Theory2

Recent works citing Harjoat Singh Bhamra (2021 and 2020)


YearTitle of citing document
2020Epstein-Zin Utility Maximization on Random Horizons. (2019). Huang, Yu-Jui ; Aurand, Joshua. In: Papers. RePEc:arx:papers:1903.08782.

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2020Asset Pricing with Heterogeneous Beliefs and Illiquidity. (2019). Tan, Xiaowei ; Nutz, Marcel ; Muhle-Karbe, Johannes. In: Papers. RePEc:arx:papers:1905.05730.

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2020Mortality and Healthcare: a Stochastic Control Analysis under Epstein-Zin Preferences. (2020). Huang, Yu-Jui ; Aurand, Joshua. In: Papers. RePEc:arx:papers:2003.01783.

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2020Monetary Momentum. (2020). Weber, Michael ; Neuhierl, Andreas. In: Working Papers. RePEc:bfi:wpaper:2020-39.

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2020Market Excess Returns, Variance and the Third Cumulant. (2020). Zhao, Huimin ; Chang, Eric C ; Zhang, Jin E. In: International Review of Finance. RePEc:bla:irvfin:v:20:y:2020:i:3:p:605-637.

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2020A Macrofinance View of U.S. Sovereign CDS Premiums. (2020). Chernov, Mikhail ; Schneider, Andres ; Schmid, Lukas. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2809-2844.

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2020Asset pricing with heterogeneous beliefs and illiquidity. (2020). Tan, Xiaowei ; Nutz, Marcel ; Muhlekarbe, Johannes. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:4:p:1392-1421.

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2020Protecting investors from themselves: Evidence from a regulatory intervention. (2020). Firth, Chris . In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635019302576.

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2020Bank loan supply shocks and leverage adjustment. (2020). Shikimi, Masayo. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:447-460.

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2020Disagreements with noisy signals and asset pricing. (2020). Cheng, Fengchao ; Ma, Chaoqun ; Hu, Duni ; Wang, Hailong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305424.

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2020The rise of passive investing and index-linked comovement. (2020). Gregoire, Vincent. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302992.

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2020The role of hormones in financial markets. (2020). Bose, Subir ; Li, Xin ; Ladley, Daniel. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521918307890.

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2020Does the external environment matter for the persistence of firms debt policy?. (2020). Chen, Liying ; Gao, Weiwei ; Huang, Zhen. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318304975.

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2020Strategic trade when securitized portfolio values are unknown. (2020). Piccotti, Louis R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:115:y:2020:i:c:s0378426620300832.

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2020Collateral constraints and asset prices. (2020). Han, Brandon Yueyang ; Chabakauri, Georgy. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:3:p:754-776.

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2020Related guarantee and implicit tunneling. (2020). Lin, Wenlian ; Lv, Shixian ; Zhang, Xiaoqian. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x20301116.

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2020Chinese economic policy uncertainty and U.S. households portfolio decisions. (2020). Jo, Chanik ; Jeon, Yoontae ; Lee, Kiryoung. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:64:y:2020:i:c:s0927538x20304510.

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2020SME financing with new credit guarantee contracts over the business cycle. (2020). Gan, Liu ; Xia, Xin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:515-538.

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2020Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates. (2020). Moench, Emanuel ; Eusepi, Stefano ; Crump, Richard ; Cao, Shuo. In: Staff Reports. RePEc:fip:fednsr:88406.

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2020Growth Options and Credit Risk. (2020). Gamba, Andrea ; Saretto, Alessio. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:9:p:4269-4291.

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2020The Implications of Heterogeneity and Inequality for Asset Pricing. (2020). Panageas, Stavros. In: NBER Working Papers. RePEc:nbr:nberwo:26974.

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2020Credit Risk and the Transmission of Interest Rate Shocks. (2020). Yamarthy, Ram ; Palazzo, Berardino. In: Working Papers. RePEc:ofr:wpaper:20-05.

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2020Valuation with mixed financing strategies. (2020). de Maeyer, Imke ; Dierkes, Stefan . In: Business Research. RePEc:spr:busres:v:13:y:2020:i:3:d:10.1007_s40685-020-00126-w.

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2020Uncertainty and leverage nexus: does trade credit matter?. (2020). Jebran, Khalil ; Qin, Xuezhi ; Khan, Muhammad Arif. In: Eurasian Business Review. RePEc:spr:eurasi:v:10:y:2020:i:3:d:10.1007_s40821-020-00159-5.

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2020Asset prices in segmented and integrated markets. (2020). Wong, Kwok Chuen ; Guasoni, Paolo. In: Finance and Stochastics. RePEc:spr:finsto:v:24:y:2020:i:4:d:10.1007_s00780-020-00433-4.

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2020An optimization model of retiree decisions under recursive utility with housing. (2020). Aydilek, Harun. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:44:y:2020:i:2:d:10.1007_s12197-019-09485-5.

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2021Shareholder Heterogeneity, Asymmetric Information, and the Equilibrium Manager. (2021). Bianchi, Milo ; Dana, Rose-Anne ; Jouini, Elyes. In: TSE Working Papers. RePEc:tse:wpaper:125178.

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Works by Harjoat Singh Bhamra:


YearTitleTypeCited
2010Long Run Risks, Credit Markets, and Financial Structure In: American Economic Review.
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article2
2019Does Household Finance Matter? Small Financial Errors with Large Social Costs In: American Economic Review.
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article2
2017Does Household Finance Matter? Small Financial Errors with Large Social Costs.(2017) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 2
paper
2018Low Inflation: High Default Risk AND High Equity Valuations In: CESifo Working Paper Series.
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paper2
2018Low Inflation: High Default Risk AND High Equity Valuations.(2018) In: NBER Working Papers.
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This paper has another version. Agregated cites: 2
paper
2017Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy? In: CEPR Discussion Papers.
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paper0
2016Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy?.(2016) In: 2016 Meeting Papers.
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This paper has another version. Agregated cites: 0
paper
2018The Levered Equity Risk Premium and Credit Spreads: A Unified Framework In: CEPR Discussion Papers.
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paper87
2010The Levered Equity Risk Premium and Credit Spreads: A Unified Framework.(2010) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 87
article
2005The Role of Risk Aversion and Intertemporal Substitution in Dynamic Consumption-Portfolio Choicewith Recursive Utility In: CEPR Discussion Papers.
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paper26
2006The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility.(2006) In: Journal of Economic Dynamics and Control.
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This paper has another version. Agregated cites: 26
article
2006The Effect of Introducing a Non-redundant Derivative on the Volatility of Stock-Market Returns In: CEPR Discussion Papers.
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paper7
2013Asset Prices with Heterogeneity in Preferences and Beliefs In: CEPR Discussion Papers.
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paper49
2014Asset Prices with Heterogeneity in Preferences and Beliefs.(2014) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 49
article
2013Asset Prices with Heterogeneity in Preferences and Beliefs.(2013) In: 2013 Meeting Papers.
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This paper has another version. Agregated cites: 49
paper
2014A dynamic equilibrium model of imperfectly integrated financial markets In: Journal of Economic Theory.
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article46
2017Stochastic idiosyncratic cash flow risk and real options: Implications for stock returns In: Journal of Economic Theory.
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article0
2011Monetary policy and corporate default In: Journal of Monetary Economics.
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article12
2009The Effect of Introducing a Non-Redundant Derivative on the Volatility of Stock-Market Returns When Agents Differ in Risk Aversion In: Review of Financial Studies.
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article24
2010The Aggregate Dynamics of Capital Structure and Macroeconomic Risk In: Review of Financial Studies.
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article73
2015Stochastic Idiosyncratic Operating Risk and Real Options: Implications for Stock Returns In: 2015 Meeting Papers.
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paper0
2017Deflation, Sticky Leverage and Asset Prices In: 2017 Meeting Papers.
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paper0
2000IMITATION IN FINANCIAL MARKETS In: International Journal of Theoretical and Applied Finance (IJTAF).
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article0

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