George M. Constantinides : Citation Profile

Are you George M. Constantinides?

University of Chicago

23

H index

34

i10 index

7277

Citations

RESEARCH PRODUCTION:

48

Articles

39

Papers

1

Books

16

Chapters

EDITOR:

6

Books edited

2

Series edited

RESEARCH ACTIVITY:

   45 years (1976 - 2021). See details.
   Cites by year: 161
   Journals where George M. Constantinides has often published
   Relations with other researchers
   Recent citing documents: 374.    Total self citations: 37 (0.51 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pco144
   Updated: 2023-05-27    RAS profile: 2021-10-04    
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Relations with other researchers

Works with:

Perrakis, Stylianos (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with George M. Constantinides.

Is cited by:

Campbell, John (43)

Guiso, Luigi (34)

Krebs, Tom (32)

Schmukler, Sergio (32)

Guvenen, Fatih (32)

Ragot, Xavier (31)

Semenov, Andrei (29)

Stulz, René (29)

Perrakis, Stylianos (28)

Mehra, Rajnish (28)

Uppal, Raman (26)

Cites to:

Mehra, Rajnish (30)

Campbell, John (29)

Cochrane, John (23)

Perrakis, Stylianos (23)

Mankiw, N. Gregory (22)

Hansen, Lars (21)

Shiller, Robert (16)

Barro, Robert (14)

Chernov, Mikhail (12)

Jackwerth, Jens (12)

Abel, Andrew (12)

Main data

Where George M. Constantinides has published?

Journals with more than one article published# docs
Journal of Finance9
Journal of Financial Economics7
Journal of Political Economy5
Review of Financial Studies3
Management Science3
The Review of Asset Pricing Studies2
Journal of Economic Theory2
Critical Finance Review2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc21
CoFE Discussion Papers / University of Konstanz, Center of Finance and Econometrics (CoFE)3
Working Paper Series of the Department of Economics, University of Konstanz / Department of Economics, University of Konstanz2

Recent works citing George M. Constantinides (2022 and 2021)

YearTitle of citing document
2021The Young, the Old, and the Government: Demographics and Fiscal Multipliers. (2021). Rachedi, Omar ; Basso, Henrique S. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:13:y:2021:i:4:p:110-41.

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2021International Earnings Announcements: Tone, Forward-looking Statements, and Informativeness. (2021). Torsin, Wouter ; Thewissen, James ; Henry, Elaine. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021016.

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2021Beliefs About the Stock Market and Investment Choices: Evidence from a Field Experiment. (2021). Wohlfart, Johannes ; Weber, Annika ; Laudenbach, Christine. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:128.

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2021MEMORY, MULTIPLE EQUILIBRIA AND EMERGING MARKET CRISES. (2021). Pierri, Damian. In: Documentos de trabajo del Instituto Interdisciplinario de Economía Política (IIEP-BAIRES). RePEc:ake:iiepdt:202162.

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2021Simple Bounds for Transaction Costs. (2018). Muhle-Karbe, Johannes ; Bouchard, Bruno. In: Papers. RePEc:arx:papers:1802.06120.

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2021Optimal Information Acquisition and Consumption Under Habit Formation Preference. (2019). Yu, Xiang ; Yang, Yue. In: Papers. RePEc:arx:papers:1903.04257.

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2021Pricing contingent claims with short selling bans. (2019). Guo, Ivan ; Zhu, Song-Ping ; Ma, Guiyuan. In: Papers. RePEc:arx:papers:1910.04960.

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2023Identification in Economies with Frictions. (2020). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:2005.02010.

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2022Optimal Consumption with Reference to Past Spending Maximum. (2020). Yu, Xiang ; Pham, Huyen ; Li, Xun ; Deng, Shuoqing. In: Papers. RePEc:arx:papers:2006.07223.

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2022A Theory of Equivalent Expectation Measures for Expected Prices of Contingent Claims. (2020). Zhuo, Xiaoyang ; Nawalkha, Sanjay K. In: Papers. RePEc:arx:papers:2006.15312.

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2021On the Origin(s) of the Term Big Data. (2020). Diebold, Francis. In: Papers. RePEc:arx:papers:2008.05835.

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2022Optimal Consumption under a Habit-Formation Constraint. (2020). Bayraktar, Erhan ; Angoshtari, Bahman ; Young, Virginia R. In: Papers. RePEc:arx:papers:2012.02277.

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2021Optimal investment in illiquid market with search frictions and transaction costs. (2021). Choi, Jin Hyuk ; Gang, Tae Ung. In: Papers. RePEc:arx:papers:2101.09936.

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2021Optimal Investment and Consumption under a Habit-Formation Constraint. (2021). Bayraktar, Erhan ; Young, Virginia R ; Angoshtari, Bahman. In: Papers. RePEc:arx:papers:2102.03414.

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2021No-Transaction Band Network: A Neural Network Architecture for Efficient Deep Hedging. (2021). Nakagawa, Kei ; Minami, Kentaro ; Ito, Katsuya ; Imajo, Kentaro ; Imaki, Shota. In: Papers. RePEc:arx:papers:2103.01775.

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2023Optimal Consumption with Loss Aversion and Reference to Past Spending Maximum. (2021). Zhang, Qinyi ; Yu, Xiang ; Li, Xun . In: Papers. RePEc:arx:papers:2108.02648.

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2022Solution to the Equity Premium Puzzle Using the Sufficiency Factor of the Model. (2021). Aras, Atilla. In: Papers. RePEc:arx:papers:2110.14405.

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2021Costly Trading. (2021). Isichenko, Michael. In: Papers. RePEc:arx:papers:2110.15239.

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2021Pricing S&P 500 Index Options with L\evy Jumps. (2021). Liang, Nan ; Xie, Bin. In: Papers. RePEc:arx:papers:2111.10033.

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2022Optimal measure preserving derivatives revisited. (2022). Beare, Brendan. In: Papers. RePEc:arx:papers:2201.09108.

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2022A mean field game approach to equilibrium consumption under external habit formation. (2022). Yu, Xiang ; Wang, Shihua ; Bo, Lijun. In: Papers. RePEc:arx:papers:2206.13341.

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2022Stochastic arbitrage with market index options. (2022). Seo, Juwon ; Beare, Brendan K. In: Papers. RePEc:arx:papers:2207.00949.

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2022Optimal consumption under a drawdown constraint over a finite horizon. (2022). Yu, Xiang ; Yi, Fahuai ; Li, Xun ; Chen, Xiaoshan. In: Papers. RePEc:arx:papers:2207.07848.

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2022Retirement spending problem under Habit Formation Model. (2022). Salisbury, T S ; Huang, H ; Kirusheva, S. In: Papers. RePEc:arx:papers:2210.06255.

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2022Liquidity Costs, Idiosyncratic Volatility and Expected Stock Returns. (2022). Satchell, Stephen ; Peat, Maurice ; Bradrania, Reza M. In: Papers. RePEc:arx:papers:2211.04695.

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2022Dynamic spending and portfolio decisions with a soft social norm. (2022). Bjerketvedt, Vegard Skonseng ; Tronnes, Haakon Andreas ; Harang, Fabian Andsem ; Mork, Knut Anton. In: Papers. RePEc:arx:papers:2212.10053.

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2023Labor Income Risk and the Cross-Section of Expected Returns. (2023). Pinchuk, Mykola. In: Papers. RePEc:arx:papers:2301.09173.

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2023Optimal Investment and Consumption Strategies with General and Linear Transaction Costs under CRRA Utility. (2023). Zhang, Qiang ; Miao, Yingting. In: Papers. RePEc:arx:papers:2304.07672.

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2021.

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2021Four Decades of Canadian Earnings Inequality and Dynamics Across Workers and Firms. (2021). Park, Youngmin ; Lochner, Lance ; Liu, Huju ; Bowlus, Audra ; Gouin-Bonenfant, Emilien. In: Staff Working Papers. RePEc:bca:bocawp:21-20.

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2021Liquidity, Pledgeability, and the Nature of Lending. (2021). Hu, Yunzhi ; Diamond, Douglas W ; Rajan, Raghuram G. In: Working Papers. RePEc:bfi:wpaper:2021-09.

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2021Testing external habits in an asset pricing model. (2021). Goenka, Aditya ; D'Addona, Stefano ; Boschi, Melisso . In: Discussion Papers. RePEc:bir:birmec:21-11.

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2021Optimal bank leverage and recapitalization in crowded markets. (2021). Bertsch, Christoph ; Mariathasan, Mike. In: BIS Working Papers. RePEc:bis:biswps:923.

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2021Executive Compensation and Company Valuation. (2021). Schueler, Andreas. In: Abacus. RePEc:bla:abacus:v:57:y:2021:i:2:p:297-324.

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2022Misvaluation and the Asset Growth Anomaly. (2022). Lambertides, Neophytos. In: Abacus. RePEc:bla:abacus:v:58:y:2022:i:1:p:105-141.

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2021Mandatory CSR disclosure, monitoring and investment efficiency: evidence from China. (2021). Tian, Gary Gang ; Liu, LI. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:1:p:595-644.

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2021Does compliance with Green Bond Principles bring any benefit to make G20’s ‘Green economy plan’ a reality?. (2021). Colombage, Sisira ; Madurika, Kariyawasam Galoluwage. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4257-4285.

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2021The effect of board of directors’ expertise and tax avoidance on corporate debt. (2021). Pazmandy, Gregory ; Govendir, Brett ; Richardson, Grant ; Lanis, Roman. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4475-4511.

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2021Firm?level political risk and Shari’ah compliance: equity capital cost and payouts policy. (2021). Balli, Faruk ; de Bruin, Anne ; Ozerballi, Hatice ; Karimov, Jamshid. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4639-4667.

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2021Behavioural portfolio theory revisited: lessons learned from the field. (2021). Horn, Matthias ; Oehler, Andreas. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:1743-1774.

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2021The impact of managerial discretion on fair value information in the Australian agricultural sector. (2021). Evans, Elaine ; Wright, Sue ; He, Liyu. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:1897-1930.

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2022External labour market competitions and stock price crash risk: evidence from exposures to competitor CEOs’ award?winning events. (2022). Wang, Dongyue ; Yi, Louise ; Li, Leye. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1421-1460.

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2022Financial innovation regulations and firm performance: Evidence from Chinese listed firms. (2022). Yang, Minhua. In: Australian Economic Papers. RePEc:bla:ausecp:v:61:y:2022:i:1:p:24-41.

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2021Gender quotas and company financial performance: A systematic review. (2021). Madison, Guy ; Yu, Jeong Jin. In: Economic Affairs. RePEc:bla:ecaffa:v:41:y:2021:i:3:p:377-390.

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2021Life with habit and expectation: A new explanation of equity premium puzzle. (2021). Cover, James ; Zhuang, Boyi. In: Economic Notes. RePEc:bla:ecnote:v:50:y:2021:i:1:n:e12174.

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2021Shedding light on a dark matter: Jump diffusion and option?implied investor preferences. (2021). Perrakis, Stylianos ; Oancea, Michael ; Ghanbari, Hamed. In: European Financial Management. RePEc:bla:eufman:v:27:y:2021:i:2:p:244-286.

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2021Relevance of the disposition effect on the options market: New evidence. (2021). Chou, Robin K ; Chiu, Hsinyu ; Chiang, Mihsiu. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:75-106.

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2021Anomalies enhanced: A portfolio rebalancing approach. (2021). Zhou, Guofu ; Huang, Dayong ; Han, Yufeng. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:2:p:371-424.

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2021The dark side of shareholder litigation: Evidence from corporate takeovers. (2021). Zhao, Yijia ; Chu, Yongqiang. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:3:p:845-873.

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2021Powerful independent directors. (2021). Morck, Randall ; Ma, Liping ; Fogel, Kathy. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:4:p:935-983.

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2022Economic forecasts, anchoring bias, and stock returns. (2022). Yu, Han ; Dutta, Sandip ; Birz, Gene. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:1:p:169-191.

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2022Does dividend policy affect sales growth in product markets? Evidence from the 2003 dividend tax cut. (2022). Ho, Joon ; Chino, Atsushi. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:2:p:539-571.

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2021Charitable inclination and the chief executive officers pay package. (2021). Mishra, Dev. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:1:p:85-108.

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2021Different ways of managing risk as reported in 10?Ks: A supervised learning approach. (2021). Seiler, Thomas ; Friberg, Richard. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:4:p:773-792.

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2021Compliance with pension?related mandatory disclosures and debt financing. (2021). Tsalavoutas, Ioannis ; Opong, Kwaku ; Almaghrabi, Khadija S. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:48:y:2021:i:1-2:p:148-184.

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2021Audit committee quality indices, reporting quality and firm value. (2021). Powell, Ronan ; Almaqoushi, Wael. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:48:y:2021:i:1-2:p:185-229.

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2021The determinants of high?interest entrusted loans in China. (2021). Robert, ; Lee, Yitsung ; Yu, Yan . In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:48:y:2021:i:1-2:p:405-430.

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2022The signaling role of trade credit in bank lending decisions: Evidence from small and medium?sized enterprises. (2022). Verdoliva, Vincenzo ; Porzio, Claudio ; Sampagnaro, Gabriele ; del Gaudio, Belinda L. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:1-2:p:327-354.

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2022Private firms’ incentives and opportunities to manage earnings: Evidence from the use of inflation adjustments. (2022). Taillard, Jerome P ; Restrepo, Felipe. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:1-2:p:69-110.

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2022Liquidity measurement: A comparative review of the literature with a focus on high frequency. (2022). Ekinci, Cumhur ; Guloglu, Zeynep Cobandag. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:1:p:41-74.

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2021The Misguided Beliefs of Financial Advisors. (2021). Melzer, Brian ; Previtero, Alessandro ; Linnainmaa, Juhani T. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:2:p:587-621.

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2021Who Wears the Pants? Gender Identity Norms and Intrahousehold Financial Decision?Making. (2021). Ke, DA. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:3:p:1389-1425.

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2021Trading Costs and Informational Efficiency. (2021). Davila, Eduardo ; Parlatore, Cecilia. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:3:p:1471-1539.

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2021Reinvestment Risk and the Equity Term Structure. (2021). Gonalves, Andrei S. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:5:p:2153-2197.

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2021Do Intermediaries Matter for Aggregate Asset Prices?. (2021). Muir, Tyler ; Haddad, Valentin. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:6:p:2719-2761.

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2021Fire?Sale Spillovers in Debt Markets. (2021). Hortasu, Ali ; Falato, Antonio ; Shin, Chae Hee ; Li, Dan. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:6:p:3055-3102.

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2022Long?Run Risk: Is It There?. (2022). Matthies, Ben ; Liu, Yukun. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:3:p:1587-1633.

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2022A New Test of Risk Factor Relevance. (2022). Sussman, Abigail B ; Hartzmark, Samuel M ; Chinco, Alex. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:4:p:2183-2238.

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2021Religious differences and households investment decisions. (2021). Han, Seung H ; Kim, Kyoung T. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:4:p:753-788.

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2021The benefit of being public: Evidence from survival analysis of corporate financing. (2021). Yoshida, Takashi. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:4:p:839-874.

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2021Non?Answers During Conference Calls. (2021). Zakolyukina, Anastasia A ; Larcker, David F ; Gow, Ian D. In: Journal of Accounting Research. RePEc:bla:joares:v:59:y:2021:i:4:p:1349-1384.

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2021The whip and the Bible: Punishment versus internalization. (2021). Levine, David ; Dutta, Rohan ; Modica, Salvatore. In: Journal of Public Economic Theory. RePEc:bla:jpbect:v:23:y:2021:i:5:p:858-894.

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2021Crazy gamblers or cautious investors? Evidence from a peer?to?peer market in China. (2021). Yin, Shuxing ; Li, Yuelei ; Zhang, Wei ; Zhao, Yingxiu ; Yang, Yang. In: Manchester School. RePEc:bla:manchs:v:89:y:2021:i:5:p:507-525.

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2021Penalty method for portfolio selection with capital gains tax. (2021). Dai, Min ; Chen, Xinfu ; Bian, Baojun ; Qian, Shuaijie. In: Mathematical Finance. RePEc:bla:mathfi:v:31:y:2021:i:3:p:1013-1055.

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2022Inter?temporal mutual?fund management. (2022). Li, Yiqun ; Cheung, Ka Chun ; Bensoussan, Alain ; Phillip, Sheung Chi. In: Mathematical Finance. RePEc:bla:mathfi:v:32:y:2022:i:3:p:825-877.

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2021A Real Options Model of Real Estate Development with Entitlement Risk. (2021). Womack, Kiplan S ; Clark, Steven P ; Cheng, Yiying. In: Real Estate Economics. RePEc:bla:reesec:v:49:y:2021:i:1:p:106-151.

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2021Generalist versus specialist CEOs and acquisitions: Two?sided matching and the impact of CEO characteristics on firm outcomes. (2021). Mindruta, Denisa ; Meyerdoyle, Philipp ; Huang, Sterling ; Chen, Guoli. In: Strategic Management Journal. RePEc:bla:stratm:v:42:y:2021:i:6:p:1184-1214.

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2021Strategic management during the financial crisis: How firms adjust their strategic investments in response to credit market disruptions. (2021). Ioannou, Ioannis ; Flammer, Caroline. In: Strategic Management Journal. RePEc:bla:stratm:v:42:y:2021:i:7:p:1275-1298.

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2021Venture Capital Booms and Startup Financing. (2021). Nanda, Ramana ; Rhodes-Kropf, M ; Janeway, W. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2147.

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2022Do consumption-based asset pricing models explain own-history predictability in stock market returns?. (2022). Ashby, M ; Linton, O B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2259.

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2022.

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2021Contracting Out Public Transit Services: An Incentive Performance-Based Approach. (2021). Pinto, João ; Matos, Pedro Verga ; Dos, Mario Coutinho. In: Working Papers de Economia (Economics Working Papers). RePEc:cap:wpaper:022021.

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2021Risk Appetite Fluctuations in the Insurance Industry. (2021). Rochet, Jean Charles ; Luciano, Elisa. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:666.

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2021Distressed Acquisitions: Evidence from European Emerging Markets. (2021). Kočenda, Evžen ; Iwasaki, Ichiro ; Shida, Yoshisada. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9026.

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2021CEO Compensation: Evidence from the Field. (2021). Jenter, Dirk ; Gosling, Tom ; Edmans, Alex. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9162.

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2021An Equilibrium Theory of Nominal Exchange Rates. (2021). Hagedorn, Marcus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9290.

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2021Decomposing the Disposition Effect. (2021). Fischer, Dominik S ; Maier, Johannes. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9334.

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2021Beliefs about the Stock Market and Investment Choices: Evidence from a Field Experiment. (2021). Wohlfart, Johannes ; Weber, Annika ; Laudenbach, Christine. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9427.

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2021Debt as Safe Asset. (2021). Merkel, Sebastian ; Sebastian, Sannikov ; Brunnermeier, Markus K. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9500.

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2021Political Economy and Structural Transformation: Democracy, Regulation and Public Investment. (2021). Martinez-Bravo, Monica ; Wantchekon, Leonard. In: Working Papers. RePEc:cmf:wpaper:wp2021_2110.

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2021Bubbles, Crashes, Ups and Downs in Economic Growth Theory and Evidence. (2021). Jinnai, Ryo ; Hirano, Tomohiro ; Guerron-Quintana, Pablo A. In: CIGS Working Paper Series. RePEc:cnn:wpaper:21-006e.

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2023Análisis sobre la implantación del impuesto español sobre transacciones financieras en los mercados de renta. (2023). Pastor, Albert Martinez. In: CNMV Documentos de Trabajo. RePEc:cnv:docutr:dt_83es.

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2023Analysys of the implementation of the Spanish Financial Transaction Tax in equity markets. (2023). Pastor, Albert Martinez. In: CNMV Working Papers. RePEc:cnv:wpaper:dt_83en.

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2021International Asset Pricing with Strategic Business Groups. (2021). Zhang, Hong ; O'Donovan, James ; Massa, Massimo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15746.

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2021Memory, multiple equilibria and emerging market crises. (2021). Pierri, Damian ; Reffett, Kevin. In: UC3M Working papers. Economics. RePEc:cte:werepe:32871.

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2021The Lock-In Effect and the Corporate Payout Puzzle. (2021). Mitchell, Chris. In: ISER Discussion Paper. RePEc:dpr:wpaper:1070r.

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2022Developing reconciled quarterly distributional national wealth – insight into inequality and wealth structures. (2022). Sola, Pierre ; Grilli, Joseph ; Riera, Pau Gaya ; Engel, Janina. In: Working Paper Series. RePEc:ecb:ecbwps:20222687.

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2022Testing for the uncovered interest parity condition in a small open economy: A state space modelling approach. (2022). Jayanthakumaran, Kankesu ; Harvie, Charles ; Nepal, Rabindra ; Bhatta, Guna Raj. In: Journal of Asian Economics. RePEc:eee:asieco:v:82:y:2022:i:c:s1049007822000811.

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2021Retail investor risk-seeking, attention, and the January effect. (2021). Schmidt, Adam ; Chen, Zhongdong ; Wang, Jinai. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000551.

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2021Do global equity mutual funds exhibit home bias?. (2021). Liu, Ming ; Hiraki, Takato. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000526.

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2021Dividends and economic policy uncertainty: International evidence. (2021). el Ghoul, Sadok ; Attig, Najah ; Zheng, Xiaolan ; Guedhami, Omrane. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302297.

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More than 100 citations found, this list is not complete...

George M. Constantinides is editor of

Journal
Handbook of the Economics of Finance
Handbook of the Economics of Finance

George M. Constantinides has edited the books:

YearTitleTypeCited

Works by George M. Constantinides:

YearTitleTypeCited
2020Mispriced index option portfolios In: Financial Management.
[Full Text][Citation analysis]		article7
2017Mispriced Index Option Portfolios.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
1978Market Risk Adjustment in Project Valuation. In: Journal of Finance.
[Full Text][Citation analysis]		article59
1980 Optimal Liquidation of Assets in the Presence of Personal Taxes: Implications for Asset Pricing. In: Journal of Finance.
[Full Text][Citation analysis]		article18
1982 Optimal Bond Trading with Personal Tax: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves. In: Journal of Finance.
[Full Text][Citation analysis]		article6
1983Optimal Bond Trading with Personal Taxes: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves.(1983) In: NBER Working Papers.
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This paper has another version. Agregated cites: 6		paper
1982 To Pay or Not to Pay Dividend: Discussion. In: Journal of Finance.
[Full Text][Citation analysis]		article0
1985 Debt and Taxes and Uncertainty: Discussion. In: Journal of Finance.
[Full Text][Citation analysis]		article0
1985 The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence: Discussion. In: Journal of Finance.
[Full Text][Citation analysis]		article14
2001Merton H. Miller In: Journal of Finance.
[Full Text][Citation analysis]		article0
2011Are Options on Index Futures Profitable for Risk?Averse Investors? Empirical Evidence In: Journal of Finance.
[Citation analysis]		article19
2010Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 19		paper
2008Are options on index futures profitable for risk averse investors? Empirical evidence.(2008) In: CoFE Discussion Papers.
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This paper has another version. Agregated cites: 19		paper
2017Asset Pricing with Countercyclical Household Consumption Risk In: Journal of Finance.
[Full Text][Citation analysis]		article47
2014Asset Pricing with Countercyclical Household Consumption Risk.(2014) In: NBER Working Papers.
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This paper has another version. Agregated cites: 47		paper
2015Asset Pricing with Countercyclical Household Consumption Risk.(2015) In: 2015 Meeting Papers.
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This paper has another version. Agregated cites: 47		paper
2006MARKET ORGANIZATION AND THE PRICES OF FINANCIAL ASSETS* In: Manchester School.
[Full Text][Citation analysis]		article0
2005Market Oganization and the prices of financial Assets.(2005) In: Money Macro and Finance (MMF) Research Group Conference 2005.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2001Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities In: Mathematical Finance.
[Full Text][Citation analysis]		article20
Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities..() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 20		paper
1990Habit formation: a resolution of the equity premium puzzle In: Levine's Working Paper Archive.
[Full Text][Citation analysis]		paper1007
1990Habit Formation: A Resolution of the Equity Premium Puzzle..(1990) In: Journal of Political Economy.
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This paper has another version. Agregated cites: 1007		article
1979A Note on the Suboptimality of Dollar-Cost Averaging as an Investment Policy In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article18
1983Capital Market Equilibrium with Personal Tax. In: Econometrica.
[Full Text][Citation analysis]		article119
2002Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article21
2002Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs.(2002) In: NBER Working Papers.
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This paper has another version. Agregated cites: 21		paper
1993Time nonseparability in aggregate consumption : International evidence In: European Economic Review.
[Full Text][Citation analysis]		article57
1992Time Nonseparability in Aggregate Consumption: International Evidence.(1992) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 57		paper
1976Portfolio selection with transactions costs In: Journal of Economic Theory.
[Full Text][Citation analysis]		article134
1984Strategic analysis of the competitive exercise of certain financial options In: Journal of Economic Theory.
[Full Text][Citation analysis]		article8
1984Optimal stock trading with personal taxes : Implications for prices and the abnormal January returns In: Journal of Financial Economics.
[Full Text][Citation analysis]		article111
1983Optimal Stock Trading with Personal Taxes: Implications for Prices and the Abnormal January Returns.(1983) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 111		paper
1984Optimal bond trading with personal taxes In: Journal of Financial Economics.
[Full Text][Citation analysis]		article52
2005OPTIMAL BOND TRADING WITH PERSONAL TAXES.(2005) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 52		chapter
1984Warrant exercise and bond conversion in competitive markets In: Journal of Financial Economics.
[Full Text][Citation analysis]		article17
1991Habit persistence and durability in aggregate consumption: Empirical tests In: Journal of Financial Economics.
[Full Text][Citation analysis]		article266
1991Habit Persistence and Durability in Aggregate Consumption: Empirical Tests.(1991) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 266		paper
1976Comment on Chen, Kim and Kon In: Journal of Financial Economics.
[Full Text][Citation analysis]		article1
1976Cash management: An inventory control limit approach : Richard Homonoff and David Wiley Mullins, Jr., (D.C. Heath, Lexington, 1975) pp. xv + 104 In: Journal of Financial Economics.
[Full Text][Citation analysis]		article0
1980Admissible uncertainty in the intertemporal asset pricing model In: Journal of Financial Economics.
[Full Text][Citation analysis]		article14
1988Optimal Population Growth and the Social Welfare Function In: Eastern Economic Journal.
[Full Text][Citation analysis]		article2
2008Asset pricing tests with long run risks in consumption growth In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper63
2008Asset Pricing Tests with Long Run Risks in Consumption Growth.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 63		paper
2011Asset Pricing Tests with Long-run Risks in Consumption Growth.(2011) In: The Review of Asset Pricing Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 63		article
2017The Past, Present, and Future of Economics: A Celebration of the 125-Year Anniversary of the JPE and of Chicago Economics In: Natural Field Experiments.
[Full Text][Citation analysis]		paper3
1997Junior Cant Borrow: A New Perspective on the Equity Premium Puzzle In: Columbia - Graduate School of Business.
[Citation analysis]		paper247
1998Junior Cant Borrow: A New Perspective on the Equity Premium Puzzle.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 247		paper
2002Junior Cant Borrow: A New Perspective on the Equity Premium Puzzle.(2002) In: The Quarterly Journal of Economics.
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This paper has another version. Agregated cites: 247		article
Junior Cant borrow: A New Perspective on the Equity Premium Puzzle..() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 247		paper
1999Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence In: Rodney L. White Center for Financial Research Working Papers.
[Full Text][Citation analysis]		paper230
1999Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
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2002Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
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2002Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence.(2002) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 230		article
1999Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence.(1999) In: CRSP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 230		paper
1976Stochastic Cash Management with Fixed and Proportional Transaction Costs In: Management Science.
[Full Text][Citation analysis]		article25
1976Note--Optimal Portfolio Revision with Proportional Transaction Costs: Extension to Hara Utility Functions and Exogenous Deterministic Income In: Management Science.
[Full Text][Citation analysis]		article3
1979Multiperiod Consumption and Investment Behavior with Convex Transactions Costs In: Management Science.
[Full Text][Citation analysis]		article43
1978Existence of Optimal Simple Policies for Discounted-Cost Inventory and Cash Management in Continuous Time In: Operations Research.
[Full Text][Citation analysis]		article47
2005Junior must pay: pricing the implicit put in privatizing Social Security In: Annals of Finance.
[Full Text][Citation analysis]		article12
2002Junior Must Pay: Pricing the Implicit Put in Privatizing Social Security.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12		paper
2011The Puzzle of Index Option Returns In: Working Paper Series of the Department of Economics, University of Konstanz.
[Full Text][Citation analysis]		paper45
2012The Puzzle of Index Option Returns.(2012) In: Working Paper Series of the Department of Economics, University of Konstanz.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 45		paper
2013The Puzzle of Index Option Returns.(2013) In: The Review of Asset Pricing Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 45		article
1997Transaction Costs and the Pricing of Financial Assets In: Multinational Finance Journal.
[Full Text][Citation analysis]		article6
2005Junior is Rich: Bequests as Consumption In: NBER Working Papers.
[Full Text][Citation analysis]		paper14
2007Junior is rich: bequests as consumption.(2007) In: Economic Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14		article
2008Mispricing of S&P 500 Index Options In: NBER Working Papers.
[Full Text][Citation analysis]		paper45
2009Mispricing of S&P 500 Index Options.(2009) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 45		article
2009Mispricing of S&P 500 Index Options.(2009) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 45		article
2005Mispricing of S&P 500 index options.(2005) In: CoFE Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 45		paper
2010The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth In: NBER Working Papers.
[Full Text][Citation analysis]		paper6
2012The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth.(2012) In: 2012 Meeting Papers.
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This paper has another version. Agregated cites: 6		paper
2014Prices, Consumption, and Dividends Over the Business Cycle: A Tale of Two Regimes In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2015The Supply and Demand of S&P 500 Put Options In: NBER Working Papers.
[Full Text][Citation analysis]		paper4
2021The Supply and Demand of S&P 500 Put Options.(2021) In: Critical Finance Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		article
2017What Information Drives Asset Prices? In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
2021Welfare Costs of Idiosyncratic and Aggregate Consumption Shocks In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2002Rational Asset Prices In: NBER Working Papers.
[Full Text][Citation analysis]		paper47
2021Mispricing of Index Options with Respect to Stochastic Dominance Bounds? A Reply In: Critical Finance Review.
[Full Text][Citation analysis]		article0
1992A Theory of the Nominal Term Structure of Interest Rates. In: Review of Financial Studies.
[Full Text][Citation analysis]		article154
2007Option Pricing: Real and Risk-Neutral Distributions In: MPRA Paper.
[Full Text][Citation analysis]		paper10
2005Option pricing: Real and risk-neutral distributions.(2005) In: CoFE Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		paper
1999Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences In: Finance and Stochastics.
[Full Text][Citation analysis]		article31
Bounds on Prices of Contingent Claims in an Intertemporal Economy with Proportional Transaction Costs and General Preferences.() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 31		paper
1982Intertemporal Asset Pricing with Heterogeneous Consumers and without Demand Aggregation. In: The Journal of Business.
[Full Text][Citation analysis]		article132
2017Asset Pricing: Models and Empirical Evidence In: Journal of Political Economy.
[Full Text][Citation analysis]		article2
1996Asset Pricing with Heterogeneous Consumers. In: Journal of Political Economy.
[Full Text][Citation analysis]		article647
1986Capital Market Equilibrium with Transaction Costs. In: Journal of Political Economy.
[Full Text][Citation analysis]		article369
2005Capital Market Equilibrium with Transaction Costs.(2005) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 369		chapter
2015Financial Derivatives:Futures, Forwards, Swaps, Options, Corporate Securities, and Credit Default Swaps In: World Scientific Books.
[Full Text][Citation analysis]		book0
2005Theory of Valuation: Overview and Recent Developments In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2015Introduction to Forward and Futures Contracts In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2015Pricing Forwards and Futures In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2015Interest Rate and Currency Swaps In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2015Introduction to Options and No-Arbitrage Restrictions In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2015Trading Strategies and Slope and Convexity Restrictions In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2015Optimal Early Exercise of American Options In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2015Binomial Option Pricing In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2015Using the Binomial Model In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2015The Black–Scholes–Merton Option Pricing Formula In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2015Options on Futures In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2015Risk Management In: World Scientific Book Chapters.
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2015Empirical Evidence and Fixes In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2015Corporate Securities and Credit Risk In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0

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