23
H index
37
i10 index
4136
Citations
New York University (NYU) (60% share) | 23 H index 37 i10 index 4136 Citations RESEARCH PRODUCTION: 48 Articles 38 Papers 1 Books 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Stephen J. Brown. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
---|---|
Yale School of Management Working Papers / Yale School of Management | 23 |
Year | Title of citing document | |
---|---|---|
2020 | Predicting bond return predictability. (2020). Thyrsgaard, Martin ; Kjar, Mads M ; Eriksen, Jonas N ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2020-09. Full description at Econpapers || Download paper | |
2020 | Asymmetric Connectedness of Fears in the U.S. Financial Sector. (2018). BarunÃÂk, Jozef ; Tunaru, Radu ; Bevilacqua, Mattia. In: Papers. RePEc:arx:papers:1810.12022. Full description at Econpapers || Download paper | |
2020 | Risk-neutral pricing for APT. (2019). Rasonyi, Miklos ; Carassus, Laurence. In: Papers. RePEc:arx:papers:1904.11252. Full description at Econpapers || Download paper | |
2020 | The Size Effect Revisited. (2019). Sarantsev, Andrey ; Liu, YI ; Grove, Taran ; Flores, Brandon. In: Papers. RePEc:arx:papers:1907.08911. Full description at Econpapers || Download paper | |
2020 | Low-volatility Anomaly and the Adaptive Multi-Factor Model. (2020). Jarrow, Robert ; Zhu, Liao ; Wells, Martin T ; Murataj, Rinald. In: Papers. RePEc:arx:papers:2003.08302. Full description at Econpapers || Download paper | |
2020 | False (and Missed) Discoveries in Financial Economics. (2020). Liu, Yan ; Harvey, Campbell R. In: Papers. RePEc:arx:papers:2006.04269. Full description at Econpapers || Download paper | |
2020 | Testing Semi-Strong Form Efficiency of the Prewar Japanese Stock Market. (2020). Noda, Akihiko ; Hirayama, Kenichi. In: Papers. RePEc:arx:papers:2008.00860. Full description at Econpapers || Download paper | |
2020 | Corporate Distress and Supervisory Blacklisting: The Italian Case. (2020). Anconetani, Rachele ; Gori, Leonella . In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20135. Full description at Econpapers || Download paper | |
2020 | Market Reactions to Corporate Governance Ranking Announcements: Evidence from Taiwan. (2020). HWANG, NENCHEN RICHARD ; Tai, Yihui. In: Abacus. RePEc:bla:abacus:v:56:y:2020:i:4:p:627-648. Full description at Econpapers || Download paper | |
2020 | The effects of environmental regulation on the stock market: the French experience. (2020). Pham, Huy ; Anh, Huy Nguyen ; Moosa, Imad ; Ramiah, Vikash. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3279-3304. Full description at Econpapers || Download paper | |
2020 | The role of the national institutional environment in IFRS convergence: a new approach. (2020). Patel, Chris ; Cao, June. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3367-3406. Full description at Econpapers || Download paper | |
2020 | Does takeover competition affect acquisition choices and bidding firm performance? Australian evidence. (2020). Gunasekarage, Abeyratna ; faff, robert. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3581-3619. Full description at Econpapers || Download paper | |
2020 | Death spiral PIPEs: a reconsideration of the evidence. (2020). Linnenluecke, Martina K ; Benson, Karen ; Rosov, Sviatoslav ; Morrison, David. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:4175-4194. Full description at Econpapers || Download paper | |
2020 | The impact on the cost of equity capital in the effects of integrated reporting quality. (2020). Salvi, Antonio ; Vitolla, Filippo ; Rubino, Michele ; Petruzzella, Felice ; Raimo, Nicola. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:2:p:519-529. Full description at Econpapers || Download paper | |
2020 | The contagion effect of environmental violations: The case of Dieselgate in Germany. (2020). Lueg, Rainer ; Bouzzine, Yassin Denis. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:8:p:3187-3202. Full description at Econpapers || Download paper | |
2020 | Shocks and fish stocks: The effect of disasters and policy announcements on listed fishing companies market value. (2020). Oueghlissi, Rim ; Scholtens, Bert. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:8:p:3636-3668. Full description at Econpapers || Download paper | |
2020 | Moving markets? Government bond investors and microeconomic policy changes. (2020). Wibbels, Erik ; Paniagua, Victoria ; Mosley, Layna. In: Economics and Politics. RePEc:bla:ecopol:v:32:y:2020:i:2:p:197-249. Full description at Econpapers || Download paper | |
2020 | Bank liquidity, macroeconomic risk, and bank risk: Evidence from the Financial Services Modernization Act. (2020). Liu, Yongchin ; Lee, Yuyi ; Chen, Iju. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:1:p:143-175. Full description at Econpapers || Download paper | |
2020 | Innovations in financing: The impact of anchor investors in Indian IPOs. (2020). Chakrabarti, Binay Bhushan ; Bhattacharya, Arnab ; Petrova, Milena ; Ghosh, Chinmoy. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:4:p:1059-1106. Full description at Econpapers || Download paper | |
2020 | Capturing hedge fund risk factor exposures: Hedge fund return replication with ETFs. (2020). Li, Yongjia ; Duanmu, Jun ; Malakhov, Alexey. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:3:p:405-431. Full description at Econpapers || Download paper | |
2020 | Underlying risk preferences and analyst riskâ€taking behavior. (2020). Shemesh, Joshua ; Lee, Gladys ; Jona, Jonathan ; Cleary, Sean. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:47:y:2020:i:7-8:p:949-981. Full description at Econpapers || Download paper | |
2020 | False (and Missed) Discoveries in Financial Economics. (2020). Harvey, Campbell R ; Liu, Yan. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2503-2553. Full description at Econpapers || Download paper | |
2020 | Lowâ€Risk Anomalies?. (2020). Zechner, Josef ; Wagner, Christian ; Schneider, Paul. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2673-2718. Full description at Econpapers || Download paper | |
2020 | PREDICTING SYSTEMATIC RISK WITH MACROECONOMIC AND FINANCIAL VARIABLES. (2020). Ibrushi, Denada ; Cenesizoglu, Tolga. In: Journal of Financial Research. RePEc:bla:jfnres:v:43:y:2020:i:3:p:649-673. Full description at Econpapers || Download paper | |
2020 | Shareholder Value Effects of the Volkswagen Emissions Scandal on the Automotive Ecosystem. (2020). Singhal, Vinod R ; Jacobs, Brian W. In: Production and Operations Management. RePEc:bla:popmgt:v:29:y:2020:i:10:p:2230-2251. Full description at Econpapers || Download paper | |
2020 | Preâ€Hurricane Consumer Stockpiling and Postâ€Hurricane Product Availability: Empirical Evidence from Natural Experiments. (2020). Dresner, Martin ; Pan, Xiaodan ; Zhang, Jun A ; Mantin, Benny. In: Production and Operations Management. RePEc:bla:popmgt:v:29:y:2020:i:10:p:2350-2380. Full description at Econpapers || Download paper | |
2020 | Location matters: Valuing firmâ€specific nonmarket risk in the global mining industry. (2020). Shin, Jiyoung ; Ham, Shuna Shu ; Shapiro, Daniel ; Oh, Chang Hoon. In: Strategic Management Journal. RePEc:bla:stratm:v:41:y:2020:i:7:p:1210-1244. Full description at Econpapers || Download paper | |
2020 | On Unit Free Assessment of The Extent of Multilateral Distributional Variation. (2020). Linton, O ; Anderson, G ; Zelli, R ; Whang, Y-J., ; Pittau, M G. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20123. Full description at Econpapers || Download paper | |
2020 | On the Performance of Cryptocurrency Funds. (2020). Babiak, Mykola ; Bianchi, Daniele. In: CERGE-EI Working Papers. RePEc:cer:papers:wp672. Full description at Econpapers || Download paper | |
2020 | How financial markets react to Total’s strategy of becoming a responsible energy major?. (2020). Escoffier, Margaux. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-30. Full description at Econpapers || Download paper | |
2020 | The Testing of Efficient Market Hypotheses: A Study of Indian Pharmaceutical Industry. (2020). Yadav, Vaibhav ; Vyas, Meghna ; Hawaldar, Iqbal Thonse ; Soni, Rashmi ; Kumar, Abhay. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-03-25. Full description at Econpapers || Download paper | |
2020 | International Evidence of COVID-19 and Stock Market Returns: An Event Study Analysis. (2020). Bash, Ahmad. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-04-5. Full description at Econpapers || Download paper | |
2020 | Tourism companies risk exposures on text disclosure. (2020). Sun, Xiaolei ; Li, Guowen ; Wenli, Guo ; Feng, Yuyao. In: Annals of Tourism Research. RePEc:eee:anture:v:84:y:2020:i:c:s0160738320301304. Full description at Econpapers || Download paper | |
2020 | Protecting 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. Full description at Econpapers || Download paper | |
2020 | Winners and losers from supervisory enforcement actions against banks. (2020). Roman, Raluca A. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119918308216. Full description at Econpapers || Download paper | |
2020 | Bank regulatory size thresholds, merger and acquisition behavior, and small business lending. (2020). Johnson, Shane A ; Hu, Shuting ; Bindal, Shradha. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s092911991830840x. Full description at Econpapers || Download paper | |
2020 | The fluctuating maturities of convertible bonds. (2020). Yang, Antti ; Verwijmeren, Patrick. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300201. Full description at Econpapers || Download paper | |
2020 | Navigating through economic policy uncertainty: The role of corporate cash holdings. (2020). Rhee, Ghon S ; Nguyen, MY ; Duong, Huu Nhan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300511. Full description at Econpapers || Download paper | |
2020 | Arbitrage vs. informed short selling: Evidence from convertible bond issuers. (2020). Koski, Jennifer L ; Henry, Tyler R ; Hackney, John . In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920301310. Full description at Econpapers || Download paper | |
2020 | Holding company affiliation and bank stability: Evidence from the US banking sector. (2020). Silva-Buston, Consuelo ; Raykov, Radoslav. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920301838. Full description at Econpapers || Download paper | |
2020 | The external financing of investment. (2020). Verwijmeren, Patrick ; Grundy, Bruce D. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920301899. Full description at Econpapers || Download paper | |
2020 | On short-term institutional trading skill, behavioral biases, and liquidity need. (2020). Ray, Rina ; Chakravarty, Sugato. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920301930. Full description at Econpapers || Download paper | |
2020 | Investor overconfidence and the security market line: New evidence from China. (2020). Li, Youwei ; Han, Xing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:117:y:2020:i:c:s0165188920301299. Full description at Econpapers || Download paper | |
2020 | Time to build and bond risk premia. (2020). Li, Kai ; Huang, Fuzhe ; Guo, Bin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:121:y:2020:i:c:s0165188920301925. Full description at Econpapers || Download paper | |
2020 | Why do (some) consumers purchase complex financial products? An experimental study on investment in hybrid securities. (2020). Dulleck, Uwe ; Basu, Anup K. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:67:y:2020:i:c:p:203-220. Full description at Econpapers || Download paper | |
2020 | The macroeconomic drivers in hedge fund beta management. (2020). Platania, Federico ; Lambert, Marie. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:65-80. Full description at Econpapers || Download paper | |
2021 | Is Textual Tone Informative or Inflated for Firm’s Future Value? Evidence from Chinese Listed Firms. (2021). Guo, Jian Luan ; Yao, Xiao ; Wu, Dong Xiao. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:513-525. Full description at Econpapers || Download paper | |
2021 | Investor sentiment and stock price: Empirical evidence from Chinese SEOs. (2021). Yan, Chao ; Huang, Yong ; Lan, Yueqin. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:703-714. Full description at Econpapers || Download paper | |
2021 | The response of hedge fund tail risk to macroeconomic shocks: A nonlinear VAR approach. (2021). Racicot, François-Ãric ; Theoret, Raymond ; Gregoriou, Greg N. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:843-872. Full description at Econpapers || Download paper | |
2021 | Do investor relations matter in the tourism industry? Evidence from public opinions in China. (2021). Huang, Zhixiong ; Yang, Wei ; Xu, Mingli. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:923-933. Full description at Econpapers || Download paper | |
2020 | Currency magnitude and cognitive biases: Evidence of dividend rounding in Latin America. (2020). Jakob, Keith ; Rubio, German ; Castillo, Augusto. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819301895. Full description at Econpapers || Download paper | |
2020 | Do natural disasters and geopolitical risks matter for cross-border country exchange-traded fund returns?. (2020). Lee, Chien-Chiang ; Chen, Mei-Ping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303183. Full description at Econpapers || Download paper | |
2020 | Market effects of private equity placement: Evidence from Chinese equity and bond markets. (2020). Li, Yanxi ; Guo, Sicen ; Yu, Conghui ; Shi, Jinyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s106294082030111x. Full description at Econpapers || Download paper | |
2020 | Happiness sentiments and the prediction of cross-border country exchange-traded fund returns. (2020). Lee, Chien-Chiang ; Chen, Mei-Ping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301510. Full description at Econpapers || Download paper | |
2021 | Extreme heat and stock market activity. (2021). el Ouadghiri, Imane ; Peillex, Jonathan ; Jaballah, Jamil ; Gomes, Mathieu. In: Ecological Economics. RePEc:eee:ecolec:v:179:y:2021:i:c:s092180092030015x. Full description at Econpapers || Download paper | |
2020 | The macro and asset pricing implications of rising Italian uncertainty: Evidence from a novel news-based macroeconomic policy uncertainty index. (2020). Pellizzari, Paolo ; Gufler, Ivan ; Donadelli, Michael. In: Economics Letters. RePEc:eee:ecolet:v:197:y:2020:i:c:s0165176520303669. Full description at Econpapers || Download paper | |
2020 | MaaS economics: Should we fight car ownership with subscriptions to alternative modes?. (2020). Graham, Daniel J ; Horcher, Daniel. In: Economics of Transportation. RePEc:eee:ecotra:v:22:y:2020:i:c:s2212012219300735. Full description at Econpapers || Download paper | |
2020 | An analysis of the stock market reaction to the announcements of the UK Soft Drinks Industry Levy. (2020). Penney, Tarra ; Adams, Jean ; Cornelsen, Laura ; Law, Cherry ; Smith, Richard ; White, Martin ; Rutter, Harry. In: Economics & Human Biology. RePEc:eee:ehbiol:v:38:y:2020:i:c:s1570677x19302096. Full description at Econpapers || Download paper | |
2020 | Hedge fund’s dynamic leverage decisions under time-inconsistent preferences. (2020). Zou, Zhentao ; Yang, Jinqiang ; Liu, BO. In: European Journal of Operational Research. RePEc:eee:ejores:v:284:y:2020:i:2:p:779-791. Full description at Econpapers || Download paper | |
2020 | Value at risk, cross-sectional returns and the role of investor sentiment. (2020). Zhu, Yifeng ; Bi, Jia. In: Journal of Empirical Finance. RePEc:eee:empfin:v:56:y:2020:i:c:p:1-18. Full description at Econpapers || Download paper | |
2020 | Testing moving average trading strategies on ETFs. (2020). Huang, Jingzhi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:57:y:2020:i:c:p:16-32. Full description at Econpapers || Download paper | |
2020 | Board independence and firm value: A quasi-natural experiment using Taiwanese data. (2020). Liu, Frank Hong ; Kao, Mao-Feng ; Jiang, Yuxiang ; Fan, Yaoyao. In: Journal of Empirical Finance. RePEc:eee:empfin:v:57:y:2020:i:c:p:71-88. Full description at Econpapers || Download paper | |
2020 | Beta and firm age. (2020). Moneta, Fabio ; Kim, Daehwan ; Chincarini, Ludwig B. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:50-74. Full description at Econpapers || Download paper | |
2020 | Hedge fund strategies: A non-parametric analysis. (2020). Canepa, Alessandra ; Skinner, Frank S ; De, Maria. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521919301802. Full description at Econpapers || Download paper | |
2020 | Do corporations learn from mispricing? Evidence from takeovers and corporate performance. (2020). Barbopoulos, Leonidas G ; Adra, Samer. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521917300972. Full description at Econpapers || Download paper | |
2020 | Time series momentum and macroeconomic risk. (2020). O'Brien, John ; Hutchinson, Mark C. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s1057521920301137. Full description at Econpapers || Download paper | |
2020 | Corporate governance convergence in the European M&A market. (2020). Momtaz, Paul P ; Drobetz, Wolfgang. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318306421. Full description at Econpapers || Download paper | |
2020 | Trust and delegation: A case to consider on broker rebates and investor sophistication. (2020). Kalay, Avner ; Haziza, Mor M. In: Journal of Financial Markets. RePEc:eee:finmar:v:49:y:2020:i:c:s1386418119303568. Full description at Econpapers || Download paper | |
2020 | The information content of real operating performance measures from the airline industry. (2020). Borochin, Paul. In: Journal of Financial Markets. RePEc:eee:finmar:v:50:y:2020:i:c:s1386418119303581. Full description at Econpapers || Download paper | |
2020 | In law we trust: Lawyer CEOs and stock liquidity. (2020). Pham, Mia Hang. In: Journal of Financial Markets. RePEc:eee:finmar:v:50:y:2020:i:c:s1386418120300173. Full description at Econpapers || Download paper | |
2020 | Return and information transmission of public and private timberland markets in the United States. (2020). Clutter, Michael L ; Mei, Bin. In: Forest Policy and Economics. RePEc:eee:forpol:v:113:y:2020:i:c:s138993411930187x. Full description at Econpapers || Download paper | |
2020 | Fines and reputational sanctions: The case of cartels. (2020). Majied, Zherou ; Ormosi, Peter L ; Mariuzzo, Franco. In: International Journal of Industrial Organization. RePEc:eee:indorg:v:69:y:2020:i:c:s0167718720300060. Full description at Econpapers || Download paper | |
2020 | The diffusion of complex securities: The case of CAT bonds. (2020). Guedes, Jose ; Faias, Jose Afonso. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:90:y:2020:i:c:p:46-57. Full description at Econpapers || Download paper | |
2020 | Earnings acceleration and stock returns. (2020). Narayanamoorthy, Ganapathi ; He, Shuoyuan. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:69:y:2020:i:1:s0165410119300333. Full description at Econpapers || Download paper | |
2020 | The impacts of COVID-19 on the global airline industry: An event study approach. (2020). Kotcharin, Suntichai ; Maneenop, Sakkakom. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:89:y:2020:i:c:s0969699720305032. Full description at Econpapers || Download paper | |
2020 | Compulsive gambling in the financial markets: Evidence from two investor surveys. (2020). Cox, Ruben ; Kouwenberg, Roy ; Kamolsareeratana, Atcha. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302808. Full description at Econpapers || Download paper | |
2020 | On Becoming an O-SII (“Other Systemically Important Institutionâ€). (2020). Sprincean, Nicu ; AndrieÈ™, Alin Marius ; Ongena, Steven ; Nistor, Simona. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302961. Full description at Econpapers || Download paper | |
2020 | The surface of implied firm’s asset volatility. (2020). Silaghi, Florina ; Lovreta, Lidija. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426617302789. Full description at Econpapers || Download paper | |
2020 | The informativeness of derivatives use: Evidence from corporate disclosure through public announcements. (2020). Raman, Vikas ; Hoelscher, Seth A ; Fernando, Chitru S. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:114:y:2020:i:c:s0378426619303048. Full description at Econpapers || Download paper | |
2020 | Beta uncertainty. (2020). Prokopczuk, Marcel ; Simen, Chardin Wese ; Hollstein, Fabian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:116:y:2020:i:c:s0378426620301011. Full description at Econpapers || Download paper | |
2020 | Banking stress test effects on returns and risks. (2020). de Haan, Jakob ; Neretina, Ekaterina ; Sahin, Cenkhan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:117:y:2020:i:c:s0378426620301096. Full description at Econpapers || Download paper | |
2020 | The Shareholders response to a firms first international acquisition. (2020). Lawrence, Edward R ; Hibbert, Ann Marie ; Dandapani, Krishnan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301187. Full description at Econpapers || Download paper | |
2020 | Do the most prominent firms really make the worst deals? How selection issues affect inferences from M&A studies. (2020). O'Brien, William ; Harris, Jeremiah ; Austin, Josh. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301540. Full description at Econpapers || Download paper | |
2020 | Dodd-Franking the hedge Funds. (2020). Johan, Sofia ; Dai, NA ; Cumming, Douglas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426617302261. Full description at Econpapers || Download paper | |
2020 | Does news affect disagreement in global markets?. (2020). Chen, Tao. In: Journal of Business Research. RePEc:eee:jbrese:v:109:y:2020:i:c:p:174-183. Full description at Econpapers || Download paper | |
2020 | Distracted passive institutional shareholders and firm transparency. (2020). Yu, Yangxin ; Xinyu, Yang ; Zhang, Junrui ; Xue, Xiaolin. In: Journal of Business Research. RePEc:eee:jbrese:v:110:y:2020:i:c:p:347-359. Full description at Econpapers || Download paper | |
2020 | A new event study method to forecast stock returns: The case of Facebook. (2020). Huarng, Kun-Huang ; Yu, Tiffany Hui-Kuang . In: Journal of Business Research. RePEc:eee:jbrese:v:115:y:2020:i:c:p:317-321. Full description at Econpapers || Download paper | |
2020 | Post earnings announcement drift, liquidity and zero leverage firms: Evidence from the UK stock market. (2020). Gregoriou, Andros ; Zhang, Sijia. In: Journal of Business Research. RePEc:eee:jbrese:v:116:y:2020:i:c:p:13-26. Full description at Econpapers || Download paper | |
2021 | Information asymmetry, cross-listing, and post-M&A performance. (2021). Zeng, Yuping ; Song, Sangcheol ; Zhou, Bing. In: Journal of Business Research. RePEc:eee:jbrese:v:122:y:2021:i:c:p:447-457. Full description at Econpapers || Download paper | |
2021 | Uncertainty of M&As under asymmetric estimation. (2021). Kanungo, Rama Prasad. In: Journal of Business Research. RePEc:eee:jbrese:v:122:y:2021:i:c:p:774-793. Full description at Econpapers || Download paper | |
2021 | The economic worth of loyalty programs: An event study analysis. (2021). Bhattacharya, Abhi ; Faramarzi, Ashkan. In: Journal of Business Research. RePEc:eee:jbrese:v:123:y:2021:i:c:p:313-323. Full description at Econpapers || Download paper | |
2021 | The effect of subscription-based direct-to-consumer channel additions on firm value. (2021). Fennell, Patrick B ; Pasirayi, Simbarashe. In: Journal of Business Research. RePEc:eee:jbrese:v:123:y:2021:i:c:p:355-366. Full description at Econpapers || Download paper | |
2021 | Is quantitative and qualitative information relevant for choosing mutual funds?. (2021). Duran-Santomil, Pablo ; Otero-Gonzalez, Luis. In: Journal of Business Research. RePEc:eee:jbrese:v:123:y:2021:i:c:p:476-488. Full description at Econpapers || Download paper | |
2020 | Are entrepreneurs special? Evidence from board appointments. (2020). Tian, Gloria Y ; Parwada, Jerry T ; Kung, Wilson ; Faleye, Olubunmi. In: Journal of Business Venturing. RePEc:eee:jbvent:v:35:y:2020:i:3:s0883902617309072. Full description at Econpapers || Download paper | |
2020 | Hype or help? Journalists’ perceptions of mispriced stocks. (2020). Jacobs, Heiko. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:178:y:2020:i:c:p:550-565. Full description at Econpapers || Download paper | |
2020 | The wealth effects of merger and acquisition announcements on bondholders: New evidence from the over-the-counter market. (2020). Wu, Wei ; Ramaya, Krishnan ; Chen, Fan. In: Journal of Economics and Business. RePEc:eee:jebusi:v:107:y:2020:i:c:s0148619518300419. Full description at Econpapers || Download paper | |
2020 | Show me the money: The monetary policy risk premium. (2020). Ozdagli, Ali ; Velikov, Mihail. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:2:p:320-339. Full description at Econpapers || Download paper | |
2020 | Measuring skewness premia. (2020). Langlois, Hugues. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:2:p:399-424. Full description at Econpapers || Download paper | |
2020 | Betting against correlation: Testing theories of the low-risk effect. (2020). Pedersen, Lasse Heje ; Gormsen, Niels Joachim ; Frazzini, Andrea ; Asness, Cliff. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:3:p:629-652. Full description at Econpapers || Download paper | |
2020 | Left-tail momentum: Underreaction to bad news, costly arbitrage and equity returns. (2020). Atilgan, Yigit ; Demirtas, Ozgur K ; Bali, Turan G ; Gunaydin, Doruk A. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:3:p:725-753. Full description at Econpapers || Download paper | |
2020 | Adverse selection and the performance of private equity co-investments. (2020). Schemmerl, Christoph ; Jenkinson, Tim ; Braun, Reiner. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:1:p:44-62. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
---|---|---|---|
1988 | Stable Factors in Security Returns: Identification Using Cross-Validation: Comment. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 0 |
2011 | The efficient markets hypothesis: The demise of the demon of chance? In: Accounting and Finance. [Citation analysis] | article | 6 |
2012 | Quantitative measures of operational risk: an application to funds management In: Accounting and Finance. [Full Text][Citation analysis] | article | 2 |
2005 | Portfolio Concentration and Investment Manager Performance* In: International Review of Finance. [Full Text][Citation analysis] | article | 20 |
2013 | Hedge Fund Involvement in Convertible Securities In: Journal of Applied Corporate Finance. [Full Text][Citation analysis] | article | 1 |
1983 | A New Approach to Testing Asset Pricing Models: The Bilinear Paradigm. In: Journal of Finance. [Full Text][Citation analysis] | article | 27 |
1983 | Estimation Risk and Simple Rules for Optimal Portfolio Selection. In: Journal of Finance. [Full Text][Citation analysis] | article | 13 |
1984 | Anomalies in Security Returns and the Specification of the Market Model. In: Journal of Finance. [Full Text][Citation analysis] | article | 3 |
1984 | Benefits of Bank Diversification: The Evidence from Shareholder Returns: Discussion. In: Journal of Finance. [Full Text][Citation analysis] | article | 0 |
1986 | The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates. In: Journal of Finance. [Full Text][Citation analysis] | article | 70 |
1995 | Performance Persistence. In: Journal of Finance. [Full Text][Citation analysis] | article | 304 |
2005 | Performance Persistence.(2005) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 304 | paper | |
1995 | Survival. In: Journal of Finance. [Full Text][Citation analysis] | article | 50 |
2008 | Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration In: Journal of Finance. [Full Text][Citation analysis] | article | 51 |
2009 | Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration.(2009) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | paper | |
2018 | Sensation Seeking and Hedge Funds In: Journal of Finance. [Full Text][Citation analysis] | article | 5 |
1986 | The Theory of Public Utility Pricing In: Cambridge Books. [Citation analysis] | book | 97 |
1979 | The Effect of Estimation Risk on Capital Market Equilibrium In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 30 |
1985 | Differential Information and Security Market Equilibrium In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 170 |
2017 | A Lottery-Demand-Based Explanation of the Beta Anomaly In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 26 |
1984 | Model Selection When There Is Minimal Prior Information. In: Econometrica. [Full Text][Citation analysis] | article | 13 |
2019 | What is the role of institutional investors in corporate capital structure decisions? A survey analysis In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 1 |
2008 | The returns to value and momentum in Asian Markets In: Emerging Markets Review. [Full Text][Citation analysis] | article | 19 |
2008 | The return to value in Asian stock markets In: Emerging Markets Review. [Full Text][Citation analysis] | article | 6 |
2008 | Elusive return predictability: Discussion In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
2012 | Estimating the cost of capital with basis assets In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 1 |
2017 | Starting on the wrong foot: Seasonality in mutual fund performance In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 2 |
2019 | Upside potential of hedge funds as a predictor of future performance In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 0 |
2011 | Do hedge funds exposures to risk factors predict their future returns? In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 29 |
2012 | Trust and delegation In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 20 |
2009 | Trust and Delegation.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
2009 | Trust and Delegation.(2009) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
2012 | Systematic risk and the cross section of hedge fund returns In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 35 |
2014 | Macroeconomic risk and hedge fund returns In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 57 |
2017 | Is economic uncertainty priced in the cross-section of stock returns? In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 22 |
1984 | Differential information and the small firm effect In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 106 |
1985 | Using daily stock returns : The case of event studies In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 1540 |
1985 | Derived factors in event studies In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 13 |
1997 | Mutual fund styles In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 81 |
1998 | Mutual Fund Styles.(1998) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 81 | paper | |
1980 | Measuring security price performance In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 652 |
2003 | An analysis of the relative performance of Japanese and foreign money management In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 0 |
2002 | An Analysis of the Relative Performance of Japanese and Foreign Money Management.(2002) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2004 | An Analysis of the Relative Performance of Japanese and Foreign Money Management.(2004) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2009 | Risk premia in international equity markets revisited In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 3 |
1993 | Risk premia in Pacific-Basin capital markets In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 17 |
2001 | Doubling: Nick Leesons trading strategy In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 4 |
2001 | Hedge funds: Omniscient or just plain wrong In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 2 |
1997 | Offshore Hedge Funds: Survival and Performance 1989-1995 In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. [Citation analysis] | paper | 10 |
1997 | Offshore Hedge Funds: Survival and Performance 1989-1995.(1997) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
1998 | Offshore Hedge Funds: Survival and Performance, 1989-1995.(1998) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
1997 | Post-Announcement Drift In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. [Citation analysis] | paper | 0 |
1998 | Offshore Hedge Funds: Survival & Performance 1989-1995 In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. [Citation analysis] | paper | 0 |
2008 | Offshore Hedge Funds: Survival & Performance 1989-1995.(2008) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
1998 | The Japanese Open-End Fund Puzzle In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. [Citation analysis] | paper | 10 |
1998 | The Japanese Open-End Fund Puzzle.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2001 | The Japanese Open-End Fund Puzzle..(2001) In: The Journal of Business. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
1998 | The Dow Theory: William Peter Hamiltons Track Record Re-Considered In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. [Citation analysis] | paper | 27 |
2004 | The Dow Theory: William Peter Hamiltons Track Record Re-considered.(2004) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
2008 | The Dow Theory: William Peter Hamiltons Track Record Re-Considered.(2008) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
1998 | Hedge Funds and the Asian Currency Crisis of 1997 In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. [Citation analysis] | paper | 23 |
1998 | Hedge Funds and the Asian Currency Crisis of 1997.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
2008 | Hedge Funds and the Asian Currency Crisis of 1997.(2008) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
1999 | Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. [Full Text][Citation analysis] | paper | 11 |
2004 | Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs.(2004) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2008 | Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs.(2008) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2013 | Do Hedge Funds Outperform Stocks and Bonds? In: Management Science. [Full Text][Citation analysis] | article | 19 |
1998 | Positive Portfolio Factors In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2004 | Positive Portfolio Factors.(2004) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2008 | Positive Portfolio Factors.(2008) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2001 | Hedge Funds With Style In: NBER Working Papers. [Full Text][Citation analysis] | paper | 36 |
2001 | Hedge Funds With Style.(2001) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 36 | paper | |
2008 | Hedge Funds With Style.(2008) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 36 | paper | |
2003 | Fees on Fees in Funds of Funds In: NBER Working Papers. [Full Text][Citation analysis] | paper | 33 |
2005 | FEES ON FEES IN FUNDS OF FUNDS.(2005) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | chapter | |
2004 | Fees on Fees in Funds of Funds.(2004) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
2009 | Fees on Fees in Funds of Funds.(2009) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
2003 | Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows In: NBER Working Papers. [Full Text][Citation analysis] | paper | 49 |
2002 | Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows.(2002) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | paper | |
2008 | Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows.(2008) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | paper | |
2012 | Diversification in Funds of Hedge Funds: Is It Possible to Overdiversify? In: Review of Asset Pricing Studies. [Full Text][Citation analysis] | article | 5 |
2012 | Convertibles and Hedge Funds as Distributors of Equity Exposure In: Review of Financial Studies. [Full Text][Citation analysis] | article | 24 |
1992 | Survivorship Bias in Performance Studies. In: Review of Financial Studies. [Full Text][Citation analysis] | article | 245 |
1997 | Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 2 |
1977 | Heteroscedasticity in the Market Model: A Comment. In: The Journal of Business. [Full Text][Citation analysis] | article | 3 |
1999 | Offshore Hedge Funds: Survival and Performance, 1989-95. In: The Journal of Business. [Full Text][Citation analysis] | article | 122 |
2009 | Estimating Operational Risk for Hedge Funds: The ?-Score In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 16 |
2008 | The Open-End Japanese Mutual Fund Puzzle In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2021. Contact: CitEc Team