Jennifer Carpenter : Citation Profile


Are you Jennifer Carpenter?

New York University (NYU)

8

H index

8

i10 index

536

Citations

RESEARCH PRODUCTION:

4

Articles

8

Papers

RESEARCH ACTIVITY:

   24 years (1997 - 2021). See details.
   Cites by year: 22
   Journals where Jennifer Carpenter has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 1 (0.19 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca939
   Updated: 2022-11-19    RAS profile: 2013-05-31    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Jennifer Carpenter.

Is cited by:

Irwin, Scott (11)

Lo, Andrew (11)

Pavlova, Anna (9)

Basak, Suleyman (9)

Martines Filho, João (8)

Wang, Neng (7)

Miao, Jianjun (7)

Konstandatos, Otto (6)

Vaello-Sebastià, Antoni (6)

Jackwerth, Jens (6)

Xiong, Wei (6)

Cites to:

merton, robert (7)

Lopez-de-Silanes, Florencio (7)

Shleifer, Andrei (7)

La Porta, Rafael (7)

Henry, Peter (5)

Fama, Eugene (5)

Vishny, Robert (5)

Scholes, Myron (4)

Jarrow, Robert (4)

Huddart, Steven (4)

Brennan, Michael (4)

Main data


Where Jennifer Carpenter has published?


Journals with more than one article published# docs
Journal of Financial Economics3

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc2

Recent works citing Jennifer Carpenter (2022 and 2021)


YearTitle of citing document
2022Investor learning and mutual fund flows. (2022). Yan, Hong ; Wei, Kelsey D ; Huang, Jennifer. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:3:p:739-765.

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2022Can technical indicators predict the Chinese equity risk premium?. (2022). Glabadanidis, Paskalis ; Sun, Mingwei. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:1:p:114-142.

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2022Optimal fund menus. (2022). Hugonnier, Julien ; Cvitani, Jaka. In: Mathematical Finance. RePEc:bla:mathfi:v:32:y:2022:i:2:p:455-516.

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2021Macroeconomic forecasts and commodity futures volatility. (2021). Liu, Xiaoquan ; Jiang, Ying ; Deschamps, Bruno ; Guo, Ranran ; Ye, Wuyi. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:981-994.

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2021Estimating yield spreads volatility using GARCH-type models. (2021). Kim, Dong H ; Jung, Hojin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000310.

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2021A model of delegation with a VaR constraint. (2021). Qiu, Zhigang ; Wang, Hefei ; Li, AO ; Jiang, Ying ; Guo, Rui. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320317098.

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2021Variable annuities: Market incompleteness and policyholder behavior. (2021). Moenig, Thorsten. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:63-78.

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2021Do corporate insiders trade on future stock price crash risk?. (2021). Taffler, Richard ; Ren, Helen Mengbing ; He, Guanming. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:56:y:2021:i:4:d:10.1007_s11156-020-00936-3.

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2021A Panel Regression Approach to Holdings-Based Fund Performance Measures. (2021). Wang, Junbo L ; Ferson, Wayne. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:11:y:2021:i:4:p:695-734..

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2021On the underestimation of risk in hedge fund performance persistence: geolocation and investment strategy effects.. (2021). Klubinski, William ; Verousis, Thanos. In: MPRA Paper. RePEc:pra:mprapa:109766.

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2022Analyzing interactive call, default, and conversion policies for corporate bonds. (2022). Chang, Haohan ; Zhou, Lei ; Dai, TianShyr ; Liu, Liangchih. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:8:p:1597-1638.

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Works by Jennifer Carpenter:


YearTitleTypeCited
2002Corporate Bond Valuation and Hedging with Stochastic Interest Rates and Endogenous Bankruptcy In: CEPR Discussion Papers.
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paper60
1998The exercise and valuation of executive stock options In: Journal of Financial Economics.
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article146
1997The Exercise and Valuation of Executive Stock Options.(1997) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]
This paper has another version. Agregated cites: 146
paper
1999Survivorship bias and attrition effects in measures of performance persistence In: Journal of Financial Economics.
[Full Text][Citation analysis]
article92
1998Survivorship Bias and Attrition Effects in Measures of Performance Persistence.(1998) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]
This paper has another version. Agregated cites: 92
paper
2010Optimal exercise of executive stock options and implications for firm cost In: Journal of Financial Economics.
[Full Text][Citation analysis]
article30
1997The Optimal Dynamic Investment Policy for a Fund Manager Compensated with an Incentive Fee In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]
paper6
1999Portfolio Performance and Agency In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Full Text][Citation analysis]
paper43
1999Does Option Compensation Increase Managerial Risk Appetite? In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Full Text][Citation analysis]
paper88
2015The Real Value of Chinas Stock Market In: NBER Working Papers.
[Full Text][Citation analysis]
paper20
2021The Price and Quantity of Interest Rate Risk In: NBER Working Papers.
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paper0
2001Executive Stock Option Exercises and Inside Information. In: The Journal of Business.
[Full Text][Citation analysis]
article51

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