11
H index
11
i10 index
1093
Citations
Cheung Kong Graduate School of Business | 11 H index 11 i10 index 1093 Citations RESEARCH PRODUCTION: 12 Articles 6 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Huining Henry Cao. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Review of Financial Studies | 5 |
Working Papers Series with more than one paper published | # docs |
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University of California at Los Angeles, Anderson Graduate School of Management / Anderson Graduate School of Management, UCLA | 2 |
Research Program in Finance Working Papers / University of California at Berkeley | 2 |
Year | Title of citing document | |
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2021 | Information Cascades and Social Learning. (2021). Hirshleifer, David ; Tamuz, Omer ; Bikhchandani, Sushil ; Welch, Ivo. In: Papers. RePEc:arx:papers:2105.11044. Full description at Econpapers || Download paper | |
2021 | Regret theory under fear of the unknown. (2021). Liu, Fang. In: Papers. RePEc:arx:papers:2108.01825. Full description at Econpapers || Download paper | |
2022 | Optimal Investment and Equilibrium Pricing under Ambiguity. (2022). Schneider, Paul ; Anthropelos, Michail. In: Papers. RePEc:arx:papers:2206.10489. Full description at Econpapers || Download paper | |
2021 | Does stock market liberalisation restrain corporate financialisation?. (2021). Li, Ziyang ; Yao, Mengchao ; Zhu, Yanyan ; Ying, Qianwei. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:5:p:6263-6294. Full description at Econpapers || Download paper | |
2022 | Economic uncertainty and Australian stock returns. (2022). Worthington, Andrew C ; Li, Bin ; Chen, Xiaoyue. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:3:p:3441-3474. Full description at Econpapers || Download paper | |
2022 | Dealers incentives to reveal their names. (2022). Karam, Arze. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:1:p:27-44. Full description at Econpapers || Download paper | |
2022 | Capital market liberalization and auditors accounting adjustments: Evidence from a quasi?experiment. (2022). Zhang, Min ; Wang, Cyndia ; Hope, Olekristian ; Deng, Yingwen. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:1-2:p:215-248. Full description at Econpapers || Download paper | |
2021 | The Geography of Real Property Information and Investment: Firm Location, Asset Location and Institutional Ownership. (2021). Ling, David ; Zhou, Tingyu ; Wang, Chongyu. In: Real Estate Economics. RePEc:bla:reesec:v:49:y:2021:i:1:p:287-331. Full description at Econpapers || Download paper | |
2022 | INSIDER TRADING, STOCK VOLATILITY, AND MARKET LIQUIDITY IN THE KOREAN CAPITAL MARKET. (2022). Gyungmin, Pyo. In: Studies in Business and Economics. RePEc:blg:journl:v:17:y:2022:i:3:p:175-189. Full description at Econpapers || Download paper | |
2021 | Is Hard and Soft Information Substitutable? Evidence from the Lockdowns. (2021). Massa, Massimo ; Bai, Jennie. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15744. Full description at Econpapers || Download paper | |
2021 | Pension Fund Equity Performance: Herding Does Not Pay Off. (2021). Bonetti, Matteo. In: Working Papers. RePEc:dnb:dnbwpp:729. Full description at Econpapers || Download paper | |
2021 | Applying Behavioral Economics to microcredit in China’s rural areas. (2021). Ma, Hong ; Oliphant, Wesley. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s221463502100099x. Full description at Econpapers || Download paper | |
2022 | Higher order risk attitudes of financial experts. (2022). Noussair, Charles ; Bottasso, Anna ; Hanaki, Nobuyuki ; Guerci, Eric ; Duchene, Sebastien. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:34:y:2022:i:c:s2214635022000211. Full description at Econpapers || Download paper | |
2021 | Effect of introducing Bitcoin futures on the underlying Bitcoin market efficiency: A multifractal analysis. (2021). Lv, Dayong ; Meng, LU ; Ruan, Qingsong. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:153:y:2021:i:p1:s0960077921009309. Full description at Econpapers || Download paper | |
2021 | Do state visits affect cross-border mergers and acquisitions?. (2021). Hao, Zhiwei ; Aleksanyan, Mark ; Verwijmeren, Patrick ; Vagenas-Nanos, Evangelos. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302443. Full description at Econpapers || Download paper | |
2021 | Mimicking insider trades. (2021). Thapa, Chandra ; Neupane, Biwesh ; Marshall, Andrew. In: Journal of Corporate Finance. RePEc:eee:corfin:v:68:y:2021:i:c:s0929119921000614. Full description at Econpapers || Download paper | |
2021 | Weather, institutional investors and earnings news. (2021). Sun, Lin ; Norris, Dylan ; Jiang, Danling. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001115. Full description at Econpapers || Download paper | |
2021 | Options trading and the cost of debt. (2021). Garcia, Sergio J ; Blanco, Ivan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001267. Full description at Econpapers || Download paper | |
2022 | Media-expressed tone, option characteristics, and stock return predictability. (2022). Fengler, Matthias ; Liu, Yanchu ; Hardle, Wolfgang Karl ; Chen, Cathy Yi-Hsuan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:134:y:2022:i:c:s0165188921002256. Full description at Econpapers || Download paper | |
2021 | COVID-19 pandemic effect on trading and returns: Evidence from the Chinese stock market. (2021). Ma, Hongkun ; Bing, Tao. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:384-396. Full description at Econpapers || Download paper | |
2021 | Prudence attitude and limited participation. (2021). Wang, Yanjie ; Huang, Helen ; Zhang, Shunming. In: Economic Modelling. RePEc:eee:ecmode:v:101:y:2021:i:c:s0264999321001231. Full description at Econpapers || Download paper | |
2022 | Optimal growth under model uncertainty. (2022). Xu, Yuhong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940821002254. Full description at Econpapers || Download paper | |
2021 | Loans from my neighbours: East Asian commercial banks, financial integration, and bank default risk. (2021). Le, Minh ; Roberts, Helen ; Diaz-Rainey, Ivan ; Thi, Dung Thuy. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s105752192100003x. Full description at Econpapers || Download paper | |
2021 | Feedback trading in retail-dominated assets: Evidence from the gold bullion coin market. (2021). Kallinterakis, Vasileios ; Charteris, Ailie. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000703. Full description at Econpapers || Download paper | |
2022 | Price leadership and asynchronous movements of multi-market listed stocks. (2022). Yuan, Yuan ; Tao, Ran ; Dzhambova, Krastina. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921002866. Full description at Econpapers || Download paper | |
2022 | Zero-leverage policy and stock price crash risk: Evidence from Korea. (2022). Park, Kunsu ; Choi, Young Mok. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000722. Full description at Econpapers || Download paper | |
2022 | Trading activity around chapter 11 filing. (2022). Lambertides, Neophytos ; Chelley-Steeley, Patricia L. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922000989. Full description at Econpapers || Download paper | |
2023 | From dusk till dawn (and vice versa): Overnight-versus-daytime reversals and feedback trading. (2023). Karaa, Rabaa ; Kallinterakis, Vasileios. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003933. Full description at Econpapers || Download paper | |
2021 | Noise traders incarnate: Describing a realistic noise trading process. (2021). Schmidt, Daniel ; Peress, Joel . In: Journal of Financial Markets. RePEc:eee:finmar:v:54:y:2021:i:c:s1386418120300872. Full description at Econpapers || Download paper | |
2022 | Option trading volume by moneyness, firm fundamentals, and expected stock returns. (2022). Zhou, YI. In: Journal of Financial Markets. RePEc:eee:finmar:v:58:y:2022:i:c:s1386418121000306. Full description at Econpapers || Download paper | |
2021 | Stock exchange consolidation and cross-border investment: An empirical assessment. (2021). Giofre', Maela. In: Journal of Financial Stability. RePEc:eee:finsta:v:53:y:2021:i:c:s1572308920300954. Full description at Econpapers || Download paper | |
2021 | Economic policy uncertainty and cross-border mergers and acquisitions. (2021). Paudyal, Krishna ; Aldhawyan, Sulaiman ; Koirala, Santosh ; Thapa, Chandra. In: Journal of Financial Stability. RePEc:eee:finsta:v:56:y:2021:i:c:s1572308921000863. Full description at Econpapers || Download paper | |
2021 | Short selling patterns in cross-listed stocks. (2021). Zurbruegg, Ralf ; Peranginangin, Yessy ; Mihaylov, George ; Li, Shan. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028320300545. Full description at Econpapers || Download paper | |
2022 | News, sentiment and capital flows. (2022). Arulraj-Cordonier, Rachel ; Benhima, Kenza. In: Journal of International Economics. RePEc:eee:inecon:v:137:y:2022:i:c:s0022199622000538. Full description at Econpapers || Download paper | |
2021 | Investing during a Fintech Revolution: Ambiguity and return risk in cryptocurrencies. (2021). Mishra, Tapas ; Zhang, Zhuang ; Yarovaya, Larisa ; Luo, DI. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000810. Full description at Econpapers || Download paper | |
2022 | Foreign investments during financial crises: Institutional investors’ informational skills create value when familiarity does not. (2022). Jimenez-Garces, Sonia ; Tanos, Barbara Abou. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000683. Full description at Econpapers || Download paper | |
2022 | Sentiment and trading decisions in an ambiguous environment: A study on cryptocurrency traders. (2022). Bowden, James ; Gemayel, Roland. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122000981. Full description at Econpapers || Download paper | |
2021 | Wealth heterogeneity, information acquisition and equity home bias: Evidence from U.S. household surveys of consumer finance. (2021). Guo, Meixin ; Carpio, Ronaldo ; Pyun, Ju Hyun ; Liu, Yuan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:126:y:2021:i:c:s0378426621000583. Full description at Econpapers || Download paper | |
2022 | Information precision and return co-movements in private commercial real estate markets. (2022). Ruf, Daniel ; Fuss, Roland ; ROLAND FÜSS, . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426622000024. Full description at Econpapers || Download paper | |
2022 | Political corruption, trust, and household stock market participation. (2022). Liao, Yin ; Hanspal, Tobin ; Bu, DI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426622000425. Full description at Econpapers || Download paper | |
2022 | A stochastic programming model for dynamic portfolio management with financial derivatives. (2022). Varun, Vivek ; Consigli, Giorgio ; Barro, Diana. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:140:y:2022:i:c:s0378426622000450. Full description at Econpapers || Download paper | |
2021 | A tale of two forms of proximity: Geography and market. (2021). Sul, Hong Kee ; Chung, Chune Young ; Wang, Kainan. In: Journal of Business Research. RePEc:eee:jbrese:v:122:y:2021:i:c:p:14-23. Full description at Econpapers || Download paper | |
2021 | Ambiguity, asset illiquidity, and price variability. (2021). Zhou, Tong. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:191:y:2021:i:c:p:280-292. Full description at Econpapers || Download paper | |
2022 | Social interaction, volatility clustering, and momentum. (2022). Shi, Lei ; Santi, Caterina ; Li, Kai ; He, Xue-Zhong. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:203:y:2022:i:c:p:125-149. Full description at Econpapers || Download paper | |
2021 | Digital financial advice solutions – Evidence on factors affecting the future usage intention and the moderating effect of experience. (2021). , Julia ; Gerlach, Johannes M. In: Journal of Economics and Business. RePEc:eee:jebusi:v:117:y:2021:i:c:s0148619521000278. Full description at Econpapers || Download paper | |
2021 | Learning under ambiguity: An experiment in gradual information processing. (2021). Ngangoue, Kathleen M. In: Journal of Economic Theory. RePEc:eee:jetheo:v:195:y:2021:i:c:s0022053121000995. Full description at Econpapers || Download paper | |
2022 | Speculative trade under ambiguity. (2022). Werner, Jan. In: Journal of Economic Theory. RePEc:eee:jetheo:v:199:y:2022:i:c:s002205312100017x. Full description at Econpapers || Download paper | |
2022 | Portfolio concentration, portfolio inertia, and ambiguous correlation. (2022). Jiang, Julia ; Liu, Jun ; Tian, Weidong ; Zeng, Xudong. In: Journal of Economic Theory. RePEc:eee:jetheo:v:203:y:2022:i:c:s0022053122000539. Full description at Econpapers || Download paper | |
2021 | Does regulatory cooperation help integrate equity markets?. (2021). Silvers, Roger. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:3:p:1275-1300. Full description at Econpapers || Download paper | |
2022 | Is there a home field advantage in global markets?. (2022). Karolyi, Andrew G ; Jiao, Wei ; Jagannathan, Murali. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:2:p:742-770. Full description at Econpapers || Download paper | |
2022 | Ambiguity about volatility and investor behavior. (2022). Uhr, Charline ; Meyer, Steffen ; Kostopoulos, Dimitrios. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:1:p:277-296. Full description at Econpapers || Download paper | |
2022 | Green identity labeling, environmental information, and pro-environmental food choices. (2022). Nayga, Rodolfo ; Lin, Wen. In: Food Policy. RePEc:eee:jfpoli:v:106:y:2022:i:c:s0306919221001664. Full description at Econpapers || Download paper | |
2021 | Portfolio rebalancing in times of stress. (2021). Kaufmann, Sylvia ; Grisse, Christian ; Fischer, Andreas ; Greminger, Rafael P. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:113:y:2021:i:c:s0261560621000097. Full description at Econpapers || Download paper | |
2021 | The IRB model, bank regulatory arbitrage, and the Eurozone crisis. (2021). Liu, Cai. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:116:y:2021:i:c:s0261560621000620. Full description at Econpapers || Download paper | |
2022 | Taxation and the external wealth of nations: Evidence from bilateral portfolio holdings. (2022). Huizinga, Harry ; Wagner, Wolf ; Voget, Johannes ; Todtenhaupt, Maximilian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621001996. Full description at Econpapers || Download paper | |
2022 | Cross-border portfolio flows and news media coverage. (2022). Spagnolo, Nicola ; Ali, Faek Menla ; Caporale, Guglielmo Maria. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:126:y:2022:i:c:s0261560622000419. Full description at Econpapers || Download paper | |
2021 | Evaluating the performance of U.S. international equity closed-end funds. (2021). Fletcher, Jonathan. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:60:y:2021:i:c:s1042444x21000165. Full description at Econpapers || Download paper | |
2021 | Does corporate social responsibility reduce share price premium? Evidence from Chinas A- and H-shares. (2021). Xu, Chen ; Sun, Jianfei ; Luo, Rui ; Liao, Mingqing ; Deng, LU. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000767. Full description at Econpapers || Download paper | |
2021 | Political uncertainty and A-H share premium. (2021). Wang, Junbo ; Kong, Dongmin ; Cheng, XU. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x19304925. Full description at Econpapers || Download paper | |
2021 | The nonlinear effect of foreign ownership on capital structure in Japan: A panel threshold analysis. (2021). Goaied, Mohamed ; Zeitun, Rami. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21001013. Full description at Econpapers || Download paper | |
2021 | The way back home: Trading behaviours of foreign institutional investors in China amid the COVID-19 pandemic. (2021). Mao, Rui ; Xing, Mengying ; Wang, Jieyu ; Zhang, Jinhua. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21001256. Full description at Econpapers || Download paper | |
2022 | The world price of tail risk. (2022). Yang, Cheol-Won ; Lee, Kuan-Hui. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:71:y:2022:i:c:s0927538x21002031. Full description at Econpapers || Download paper | |
2022 | Domestic liquidity of cross-listed stocks: Evidence from the ADR market. (2022). Hassan, Kabir M ; Azmat, Saad ; Ghaffar, Hamza. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:75:y:2022:i:c:s0927538x2200138x. Full description at Econpapers || Download paper | |
2022 | Contagious populists: The impact of election information shocks on populist party preferences in Germany. (2022). Kellermann, Kim Leonie ; Gerling, Lena. In: European Journal of Political Economy. RePEc:eee:poleco:v:72:y:2022:i:c:s0176268021000847. Full description at Econpapers || Download paper | |
2021 | Strategic technology commercialization in the supply chain under network effects. (2021). Li, Yongjian ; Cui, Wei ; Lyu, Gaoyan ; Wang, Wei. In: International Journal of Production Economics. RePEc:eee:proeco:v:231:y:2021:i:c:s0925527320302577. Full description at Econpapers || Download paper | |
2021 | Financing electricity access in Africa: A choice experiment study of household investor preferences for renewable energy investments in Ghana. (2021). Menyeh, Bridget Okyerebea. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:146:y:2021:i:c:s1364032121004202. Full description at Econpapers || Download paper | |
2021 | Stock price crashes in emerging markets. (2021). Qin, Yafeng ; Zhang, Huiping ; Bai, Min. In: International Review of Economics & Finance. RePEc:eee:reveco:v:72:y:2021:i:c:p:466-482. Full description at Econpapers || Download paper | |
2022 | The effect of cultural heterogeneity on cash holdings of multinational businesses. (2022). Zhang, John Fan ; So, Jacky Yuk-Chow. In: Research in International Business and Finance. RePEc:eee:riibaf:v:61:y:2022:i:c:s0275531922000484. Full description at Econpapers || Download paper | |
2022 | Persuading crowds. (2022). Lorecchio, Caio. In: UB Economics Working Papers. RePEc:ewp:wpaper:434web. Full description at Econpapers || Download paper | |
2021 | Ambiguity, Long-Run Risks, and Asset Prices. (2021). Wei, Bin. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:93476. Full description at Econpapers || Download paper | |
2021 | Order Routing Decisions for a Fragmented Market: A Review. (2021). Zhao, LE ; Mishra, Suchismita. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:556-:d:680965. Full description at Econpapers || Download paper | |
2022 | Information Spillovers Prior to M&A Announcements. (2022). Clancey-Shang, Danjue. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:10:p:455-:d:939354. Full description at Econpapers || Download paper | |
2021 | Investors’ Trading Activity and Information Asymmetry: Evidence from the Romanian Stock Market. (2021). Tudor, Cristiana. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:8:p:149-:d:617758. Full description at Econpapers || Download paper | |
2021 | Business Models 4.0 Using Network Effects: Case Study of the Cyfrowy Polsat Group. (2021). Wilczyski, Maciej ; Trzaska, Rafa ; Niemczyk, Jerzy ; Borowski, Kamil. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:21:p:11570-:d:660333. Full description at Econpapers || Download paper | |
2021 | The Asymmetric Impact of Funding Liquidity Risk on the Volatility of Stock Portfolios during the COVID-19 Crisis. (2021). Soytas, Ugur ; Kocaarslan, Baris. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:4:p:2286-:d:502552. Full description at Econpapers || Download paper | |
2021 | The joint cross section of stocks and options. (2021). Subrahmanyam, Avanidhar ; Muravyev, Dmitriy ; Kurov, Alexander ; Chordia, Tarun. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:3:p:1758-1778. Full description at Econpapers || Download paper | |
2021 | Does Public Debt Ownership Structure Matter for a Borrowing Country?. (2021). Piscarreta, Carlos Alberto. In: Working Papers REM. RePEc:ise:remwps:wp01902021. Full description at Econpapers || Download paper | |
2021 | The Irrational Market: Considering the effect of the online community Wall Street Bets on Financial Market Variables. (2021). Tortosa-Ausina, Emili ; Arribas, Ivan ; Witts, David William. In: Working Papers. RePEc:jau:wpaper:2021/13. Full description at Econpapers || Download paper | |
2021 | Welfare implications of mitigating investment uncertainty. (2021). Sakamoto, Jun ; Ogawa, Takayuki. In: Annals of Finance. RePEc:kap:annfin:v:17:y:2021:i:4:d:10.1007_s10436-021-00395-3. Full description at Econpapers || Download paper | |
2021 | Comparative Study of Momentum and Contrarian Behavior of Different Investors: Evidence from the Indian Market. (2021). Bapat, Varadraj ; Chhimwal, Bhaskar. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:1:d:10.1007_s10690-020-09315-3. Full description at Econpapers || Download paper | |
2022 | Predictor Choice, Investor Types, and the Price Impact of Trades on the Tokyo Stock Exchange. (2022). Yamamoto, Ryuichi. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:1:d:10.1007_s10614-020-10084-4. Full description at Econpapers || Download paper | |
2021 | Familiarity bias and earnings-based equity valuation. (2021). Zhang, Yinglei ; Young, Danqing ; Dong, Yashu. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:57:y:2021:i:2:d:10.1007_s11156-020-00949-y. Full description at Econpapers || Download paper | |
2022 | Foreign ownership and the enforcement of corporate governance reforms. (2022). Neupane, Suman ; Marshall, Andrew ; Bhatta, Bibek ; Thapa, Chandra. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:58:y:2022:i:2:d:10.1007_s11156-021-01002-2. Full description at Econpapers || Download paper | |
2023 | A dark side to options trading? Evidence from corporate default risk. (2023). Luo, Shikong ; Yang, Haoyi. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:2:d:10.1007_s11156-022-01110-7. Full description at Econpapers || Download paper | |
2021 | Participation in risk sharing under ambiguity. (2021). Werner, Jan. In: Theory and Decision. RePEc:kap:theord:v:90:y:2021:i:3:d:10.1007_s11238-020-09787-9. Full description at Econpapers || Download paper | |
2021 | Is Hard and Soft Information Substitutable? Evidence from Lockdown. (2021). Massa, Massimo ; Bai, Jennie. In: NBER Working Papers. RePEc:nbr:nberwo:29513. Full description at Econpapers || Download paper | |
2022 | Do I Really Want to Hear The News? Public Information Arrival and Investor Beliefs. (2022). Izhakian, Yehuda ; Cookson, Anthony J ; Ben-Rephael, Azi. In: SocArXiv. RePEc:osf:socarx:ud7yw. Full description at Econpapers || Download paper | |
2021 | A Model of Endogenous Risk Intolerance and LSAPs: Asset Prices and Aggregate Demand in a “COVID-19” Shock. (2021). Simsek, Alp ; Caballero, Ricardo J. In: Review of Financial Studies. RePEc:oup:rfinst:v:34:y:2021:i:11:p:5522-5580.. Full description at Econpapers || Download paper | |
2022 | Global Portfolio Rebalancing and Exchange Rates. (2022). Rey, Helene ; Hau, Harald ; Camanho, Nelson. In: Review of Financial Studies. RePEc:oup:rfinst:v:35:y:2022:i:11:p:5228-5274.. Full description at Econpapers || Download paper | |
2021 | Information Cascades and Social Learning. (2021). Hirshleifer, David ; Tamuz, Omer ; Bikhchandani, Sushil ; Welch, Ivo. In: MPRA Paper. RePEc:pra:mprapa:107927. Full description at Econpapers || Download paper | |
2023 | Do pension funds reach for yield? Evidence from a new database. (2023). Konradt, Maximilian. In: MPRA Paper. RePEc:pra:mprapa:116209. Full description at Econpapers || Download paper | |
2022 | Foreign Fund Flows and Equity Prices during the COVID-19 Pandemic: Evidence from India. (2022). Kumar, Kiran K ; Anshuman, Ravi V ; Acharya, Viral V. In: ADBI Working Papers. RePEc:ris:adbiwp:1333. Full description at Econpapers || Download paper | |
2022 | Long term optimal investment with regime switching: inflation, information and short sales. (2022). Zhang, Detao ; Si, Kehan ; Hakim, Akeb ; Bellalah, Mondher. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:2:d:10.1007_s10479-020-03692-8. Full description at Econpapers || Download paper | |
2021 | Bayesian analysis of time-varying interactions between stock returns and foreign equity flows. (2021). Sevil, Guven ; Baba, Boubekeur. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00267-9. Full description at Econpapers || Download paper | |
2021 | The effect of option trading. (2021). Li, Keming. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00279-5. Full description at Econpapers || Download paper | |
2022 | The Impact of China’s Capital Market Opening Up to the Domestic Stock Idiosyncratic Risk. (2022). Du, Chenpeng. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:12:y:2022:i:2:f:12_2_5. Full description at Econpapers || Download paper | |
2021 | Call auction, continuous trading and closing price formation. (2021). Li, Jiayi ; Zhou, Guangyou ; Luo, Sumei. In: Quantitative Finance. RePEc:taf:quantf:v:21:y:2021:i:6:p:1037-1065. Full description at Econpapers || Download paper | |
2021 | Does Ambiguity Generate Demand for Options?. (2021). Nishiwaki, Takashi. In: Working Papers. RePEc:wap:wpaper:2102. Full description at Econpapers || Download paper | |
2021 | Investors trading behaviour and stock market volatility during crisis periods: A dual long?memory model for the Korean Stock Exchange. (2021). Kartsaklas, Aris ; Yfanti, Stavroula ; Karanasos, Menelaos ; Caporale, Guglielmo Maria. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:4441-4461. Full description at Econpapers || Download paper | |
2022 | Investor types trading around the short?term reversal pattern. (2022). Ulku, Numan ; Onishchenko, Olena. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2627-2647. Full description at Econpapers || Download paper | |
2022 | One session options: Playing the announcement lottery?. (2022). Robertson, Cameron D ; Liu, Zhangxin ; Smales, Lee A. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:2:p:192-211. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2009 | Portfolio Performance Measurement: a No Arbitrage Bounds Approach In: European Financial Management. [Full Text][Citation analysis] | article | 4 |
1997 | International Portfolio Investment Flows. In: Journal of Finance. [Full Text][Citation analysis] | article | 531 |
1997 | International Portfolio Investment Flows..(1997) In: Research Program in Finance Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 531 | paper | |
1994 | Imperfect Competition in Noncompetitive Securities Markets with Diversely Informed Traders In: University of California at Los Angeles, Anderson Graduate School of Management. [Full Text][Citation analysis] | paper | 1 |
2003 | The Dynamics of International Equity Market Expectations In: University of California at Los Angeles, Anderson Graduate School of Management. [Full Text][Citation analysis] | paper | 53 |
2005 | The dynamics of international equity market expectations.(2005) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 53 | article | |
2011 | Taking the road less traveled by: Does conversation eradicate pernicious cascades? In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 19 |
2003 | Inventory Information In: Working Papers. [Full Text][Citation analysis] | paper | 50 |
2003 | Inventory Information.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 50 | paper | |
2006 | Inventory Information.(2006) In: The Journal of Business. [Full Text][Citation analysis] This paper has another version. Agregated cites: 50 | article | |
2004 | Product Strategy for Innovators in Markets with Network Effects In: Marketing Science. [Full Text][Citation analysis] | article | 44 |
2011 | Fear of the Unknown: Familiarity and Economic Decisions In: Review of Finance. [Full Text][Citation analysis] | article | 41 |
1999 | The Effect of Derivative Assets on Information Acquisition and Price Behavior in a Rational Expectations Equilibrium. In: Review of Financial Studies. [Citation analysis] | article | 58 |
2002 | Sidelined Investors, Trading-Generated News, and Security Returns In: Review of Financial Studies. [Citation analysis] | article | 37 |
2005 | Model Uncertainty, Limited Market Participation, and Asset Prices In: Review of Financial Studies. [Full Text][Citation analysis] | article | 138 |
2009 | Differences of Opinion of Public Information and Speculative Trading in Stocks and Options In: Review of Financial Studies. [Full Text][Citation analysis] | article | 44 |
1996 | Information, Trade, and Derivative Securities. In: Review of Financial Studies. [Full Text][Citation analysis] | article | 72 |
1995 | Imperfect Competition in Securities Markets with Diversely Informed Traders. In: Research Program in Finance Working Papers. [Citation analysis] | paper | 1 |
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