Harjoat Singh Bhamra : Citation Profile


Are you Harjoat Singh Bhamra?

Imperial College

7

H index

7

i10 index

351

Citations

RESEARCH PRODUCTION:

11

Articles

12

Papers

RESEARCH ACTIVITY:

   19 years (2000 - 2019). See details.
   Cites by year: 18
   Journals where Harjoat Singh Bhamra has often published
   Relations with other researchers
   Recent citing documents: 47.    Total self citations: 5 (1.4 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbh48
   Updated: 2022-01-15    RAS profile: 2021-09-07    
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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)

Rashid, Abdul (6)

Zeckhauser, Richard (6)

Hommes, Cars (5)

Perri, Fabrizio (5)

Boyarchenko, Nina (5)

Cites to:

Campbell, John (13)

Goodfriend, Marvin (10)

Leland, Hayne (9)

Coeurdacier, Nicolas (8)

Zin, Stanley (8)

Epstein, Larry (8)

Fama, Eugene (8)

Duffie, Darrell (7)

Obstfeld, Maurice (7)

Stulz, René (6)

French, Kenneth (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
2021Epstein-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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2021Mortality 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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2021Are U.S. firms using more short-term debt?. (2021). Wei, Siqi ; Lin, Zhilu ; Byun, Seong K. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001334.

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2021How common are credit-less recoveries? Firm-level evidence on the role of financial markets in crisis recovery. (2021). Demirguc-Kunt, Asli ; Maksimovic, Vojislav ; Demirgu-Kunt, Asli ; Ayyagari, Meghana. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001371.

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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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2021Heterogeneous beliefs with herding behaviors and asset pricing in two goods world. (2021). Hu, Duni ; Wang, Hailong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000632.

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2021Moral hazard, debt overhang and capital structure. (2021). Wen, Chunhui ; Gan, Liu ; Yang, BO. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001509.

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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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2021Capital structure adjustment speed over the business cycle. (2021). Chen, Yifei ; Lv, Wujun ; Gan, Liu. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612319305185.

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2021International coordination of macroprudential policies with capital flows and financial asymmetries. (2021). Phelan, Gregory ; Chen, William. In: Journal of Financial Stability. RePEc:eee:finsta:v:56:y:2021:i:c:s1572308921000899.

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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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2021Systematic risk, debt maturity, and the term structure of credit spreads. (2021). Yang, Jun ; Xu, YU ; Chen, Hui. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:3:p:770-799.

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2021Asset pricing with index investing. (2021). Rytchkov, Oleg ; Chabakauri, Georgy. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:1:p:195-216.

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2021Heterogeneous intermediary asset pricing. (2021). Kargar, Mahyar. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:2:p:505-532.

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2021Unemployment and credit risk. (2021). Bai, Hang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:1:p:127-145.

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2021Macroeconomic uncertainty shocks and households’ consumption choice. (2021). Jeon, Yoontae ; Lee, Kiryoung ; Nam, Eun-Young. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:68:y:2021:i:c:s0164070421000185.

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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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2021Financial literacy and financial decision-making at older ages. (2021). Mitchell, Olivia ; Rohwedder, Susann ; Fong, Joelle H. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:65:y:2021:i:c:s0927538x20306934.

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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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2021The financial conservatism of firms in emerging economies. (2021). Areneke, Geofry ; Aftab, Nadeem ; Chipeta, Chimwemwe ; Machokoto, Michael. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921001045.

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2021Macro Uncertainties and Tests of Capital Structure Theories across Renewable and Non-Renewable Resource Companies. (2021). Tatsuyoshi, Okimoto ; Irawan, Denny. In: Discussion papers. RePEc:eti:dpaper:21055.

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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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2021The Term Structure of Expectations. (2021). Moench, Emanuel ; Eusepi, Stefano ; Crump, Richard ; Preston, Bruce. In: Staff Reports. RePEc:fip:fednsr:93341.

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2021Investigating the Determinants of Credit Spread Using a Markov Regime-Switching Model: Evidence from Banks in Taiwan. (2021). Lee, Kuo-Jung ; Lu, Su-Lien. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:17:p:9535-:d:621039.

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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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2021Pattern and Trends of Financing in the Indian Manufacturing Sector. (2021). Das, Seshanwita ; Sinha, Pramod. In: Studies in Microeconomics. RePEc:sae:miceco:v:9:y:2021:i:1:p:105-127.

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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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2021Live fast, die young: equilibrium and survival in large economies. (2021). Beddock, Arthur ; Jouini, Elyes. In: Economic Theory. RePEc:spr:joecth:v:71:y:2021:i:3:d:10.1007_s00199-020-01268-y.

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

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2021Equilibrium CEO Contract with Belief Heterogeneity. (2021). Bianchi, Milo ; Jouini, Elyes ; Dana, Rose-Anne. In: TSE Working Papers. RePEc:tse:wpaper:125984.

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2021Heterogeneous investment horizons, risk regimes, and realized jumps. (2021). Gradojevic, Nikola ; Erdemlioglu, Deniz. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:617-643.

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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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article3
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: 3
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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paper93
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: 93
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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paper58
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: 58
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: 58
paper
2014A dynamic equilibrium model of imperfectly integrated financial markets In: Journal of Economic Theory.
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article43
2017Stochastic idiosyncratic cash flow risk and real options: Implications for stock returns In: Journal of Economic Theory.
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2011Monetary policy and corporate default In: Journal of Monetary Economics.
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article13
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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article26
2010The Aggregate Dynamics of Capital Structure and Macroeconomic Risk In: Review of Financial Studies.
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article78
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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2000IMITATION IN FINANCIAL MARKETS In: International Journal of Theoretical and Applied Finance (IJTAF).
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article0

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