23
H index
34
i10 index
7277
Citations
University of Chicago | 23 H index 34 i10 index 7277 Citations RESEARCH PRODUCTION: 48 Articles 39 Papers 1 Books 16 Chapters EDITOR: 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 George M. Constantinides. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Finance | 9 |
Journal of Financial Economics | 7 |
Journal of Political Economy | 5 |
Review of Financial Studies | 3 |
Management Science | 3 |
The Review of Asset Pricing Studies | 2 |
Journal of Economic Theory | 2 |
Critical Finance Review | 2 |
Year | Title of citing document | |
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2021 | The 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. Full description at Econpapers || Download paper | |
2021 | International Earnings Announcements: Tone, Forward-looking Statements, and Informativeness. (2021). Torsin, Wouter ; Thewissen, James ; Henry, Elaine. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021016. Full description at Econpapers || Download paper | |
2021 | Beliefs 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. Full description at Econpapers || Download paper | |
2021 | MEMORY, 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. Full description at Econpapers || Download paper | |
2021 | Simple Bounds for Transaction Costs. (2018). Muhle-Karbe, Johannes ; Bouchard, Bruno. In: Papers. RePEc:arx:papers:1802.06120. Full description at Econpapers || Download paper | |
2021 | Optimal Information Acquisition and Consumption Under Habit Formation Preference. (2019). Yu, Xiang ; Yang, Yue. In: Papers. RePEc:arx:papers:1903.04257. Full description at Econpapers || Download paper | |
2021 | Pricing contingent claims with short selling bans. (2019). Guo, Ivan ; Zhu, Song-Ping ; Ma, Guiyuan. In: Papers. RePEc:arx:papers:1910.04960. Full description at Econpapers || Download paper | |
2023 | Identification in Economies with Frictions. (2020). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:2005.02010. Full description at Econpapers || Download paper | |
2022 | Optimal Consumption with Reference to Past Spending Maximum. (2020). Yu, Xiang ; Pham, Huyen ; Li, Xun ; Deng, Shuoqing. In: Papers. RePEc:arx:papers:2006.07223. Full description at Econpapers || Download paper | |
2022 | A Theory of Equivalent Expectation Measures for Expected Prices of Contingent Claims. (2020). Zhuo, Xiaoyang ; Nawalkha, Sanjay K. In: Papers. RePEc:arx:papers:2006.15312. Full description at Econpapers || Download paper | |
2021 | On the Origin(s) of the Term Big Data. (2020). Diebold, Francis. In: Papers. RePEc:arx:papers:2008.05835. Full description at Econpapers || Download paper | |
2022 | Optimal Consumption under a Habit-Formation Constraint. (2020). Bayraktar, Erhan ; Angoshtari, Bahman ; Young, Virginia R. In: Papers. RePEc:arx:papers:2012.02277. Full description at Econpapers || Download paper | |
2021 | Optimal investment in illiquid market with search frictions and transaction costs. (2021). Choi, Jin Hyuk ; Gang, Tae Ung. In: Papers. RePEc:arx:papers:2101.09936. Full description at Econpapers || Download paper | |
2021 | Optimal Investment and Consumption under a Habit-Formation Constraint. (2021). Bayraktar, Erhan ; Young, Virginia R ; Angoshtari, Bahman. In: Papers. RePEc:arx:papers:2102.03414. Full description at Econpapers || Download paper | |
2021 | No-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. Full description at Econpapers || Download paper | |
2023 | Optimal Consumption with Loss Aversion and Reference to Past Spending Maximum. (2021). Zhang, Qinyi ; Yu, Xiang ; Li, Xun . In: Papers. RePEc:arx:papers:2108.02648. Full description at Econpapers || Download paper | |
2022 | Solution to the Equity Premium Puzzle Using the Sufficiency Factor of the Model. (2021). Aras, Atilla. In: Papers. RePEc:arx:papers:2110.14405. Full description at Econpapers || Download paper | |
2021 | Costly Trading. (2021). Isichenko, Michael. In: Papers. RePEc:arx:papers:2110.15239. Full description at Econpapers || Download paper | |
2021 | Pricing S&P 500 Index Options with L\evy Jumps. (2021). Liang, Nan ; Xie, Bin. In: Papers. RePEc:arx:papers:2111.10033. Full description at Econpapers || Download paper | |
2022 | Optimal measure preserving derivatives revisited. (2022). Beare, Brendan. In: Papers. RePEc:arx:papers:2201.09108. Full description at Econpapers || Download paper | |
2022 | A 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. Full description at Econpapers || Download paper | |
2022 | Stochastic arbitrage with market index options. (2022). Seo, Juwon ; Beare, Brendan K. In: Papers. RePEc:arx:papers:2207.00949. Full description at Econpapers || Download paper | |
2022 | Optimal 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. Full description at Econpapers || Download paper | |
2022 | Retirement spending problem under Habit Formation Model. (2022). Salisbury, T S ; Huang, H ; Kirusheva, S. In: Papers. RePEc:arx:papers:2210.06255. Full description at Econpapers || Download paper | |
2022 | Liquidity Costs, Idiosyncratic Volatility and Expected Stock Returns. (2022). Satchell, Stephen ; Peat, Maurice ; Bradrania, Reza M. In: Papers. RePEc:arx:papers:2211.04695. Full description at Econpapers || Download paper | |
2022 | Dynamic 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. Full description at Econpapers || Download paper | |
2023 | Labor Income Risk and the Cross-Section of Expected Returns. (2023). Pinchuk, Mykola. In: Papers. RePEc:arx:papers:2301.09173. Full description at Econpapers || Download paper | |
2023 | Optimal 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. Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2021 | Four 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. Full description at Econpapers || Download paper | |
2021 | Liquidity, Pledgeability, and the Nature of Lending. (2021). Hu, Yunzhi ; Diamond, Douglas W ; Rajan, Raghuram G. In: Working Papers. RePEc:bfi:wpaper:2021-09. Full description at Econpapers || Download paper | |
2021 | Testing external habits in an asset pricing model. (2021). Goenka, Aditya ; D'Addona, Stefano ; Boschi, Melisso . In: Discussion Papers. RePEc:bir:birmec:21-11. Full description at Econpapers || Download paper | |
2021 | Optimal bank leverage and recapitalization in crowded markets. (2021). Bertsch, Christoph ; Mariathasan, Mike. In: BIS Working Papers. RePEc:bis:biswps:923. Full description at Econpapers || Download paper | |
2021 | Executive Compensation and Company Valuation. (2021). Schueler, Andreas. In: Abacus. RePEc:bla:abacus:v:57:y:2021:i:2:p:297-324. Full description at Econpapers || Download paper | |
2022 | Misvaluation and the Asset Growth Anomaly. (2022). Lambertides, Neophytos. In: Abacus. RePEc:bla:abacus:v:58:y:2022:i:1:p:105-141. Full description at Econpapers || Download paper | |
2021 | Mandatory 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. Full description at Econpapers || Download paper | |
2021 | Does 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Firm?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. Full description at Econpapers || Download paper | |
2021 | Behavioural 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2022 | External 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. Full description at Econpapers || Download paper | |
2022 | Financial 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. Full description at Econpapers || Download paper | |
2021 | Gender 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. Full description at Econpapers || Download paper | |
2021 | Life 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. Full description at Econpapers || Download paper | |
2021 | Shedding 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. Full description at Econpapers || Download paper | |
2021 | Relevance 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. Full description at Econpapers || Download paper | |
2021 | Anomalies 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Powerful independent directors. (2021). Morck, Randall ; Ma, Liping ; Fogel, Kathy. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:4:p:935-983. Full description at Econpapers || Download paper | |
2022 | Economic 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. Full description at Econpapers || Download paper | |
2022 | Does 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. Full description at Econpapers || Download paper | |
2021 | Charitable 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. Full description at Econpapers || Download paper | |
2021 | Different 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. Full description at Econpapers || Download paper | |
2021 | Compliance 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. Full description at Econpapers || Download paper | |
2021 | Audit 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2022 | Private 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. Full description at Econpapers || Download paper | |
2022 | Liquidity 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Who 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. Full description at Econpapers || Download paper | |
2021 | Trading 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. Full description at Econpapers || Download paper | |
2021 | Reinvestment 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. Full description at Econpapers || Download paper | |
2021 | Do 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. Full description at Econpapers || Download paper | |
2021 | Fire?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. Full description at Econpapers || Download paper | |
2022 | Long?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. Full description at Econpapers || Download paper | |
2022 | A 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. Full description at Econpapers || Download paper | |
2021 | Religious 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Non?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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Crazy 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. Full description at Econpapers || Download paper | |
2021 | Penalty 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. Full description at Econpapers || Download paper | |
2022 | Inter?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. Full description at Econpapers || Download paper | |
2021 | A 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. Full description at Econpapers || Download paper | |
2021 | Generalist 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. Full description at Econpapers || Download paper | |
2021 | Strategic 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. Full description at Econpapers || Download paper | |
2021 | Venture Capital Booms and Startup Financing. (2021). Nanda, Ramana ; Rhodes-Kropf, M ; Janeway, W. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2147. Full description at Econpapers || Download paper | |
2022 | Do 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. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2021 | Contracting 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. Full description at Econpapers || Download paper | |
2021 | Risk Appetite Fluctuations in the Insurance Industry. (2021). Rochet, Jean Charles ; Luciano, Elisa. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:666. Full description at Econpapers || Download paper | |
2021 | Distressed Acquisitions: Evidence from European Emerging Markets. (2021). Kočenda, Evžen ; Iwasaki, Ichiro ; Shida, Yoshisada. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9026. Full description at Econpapers || Download paper | |
2021 | CEO Compensation: Evidence from the Field. (2021). Jenter, Dirk ; Gosling, Tom ; Edmans, Alex. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9162. Full description at Econpapers || Download paper | |
2021 | An Equilibrium Theory of Nominal Exchange Rates. (2021). Hagedorn, Marcus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9290. Full description at Econpapers || Download paper | |
2021 | Decomposing the Disposition Effect. (2021). Fischer, Dominik S ; Maier, Johannes. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9334. Full description at Econpapers || Download paper | |
2021 | Beliefs 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. Full description at Econpapers || Download paper | |
2021 | Debt as Safe Asset. (2021). Merkel, Sebastian ; Sebastian, Sannikov ; Brunnermeier, Markus K. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9500. Full description at Econpapers || Download paper | |
2021 | Political Economy and Structural Transformation: Democracy, Regulation and Public Investment. (2021). Martinez-Bravo, Monica ; Wantchekon, Leonard. In: Working Papers. RePEc:cmf:wpaper:wp2021_2110. Full description at Econpapers || Download paper | |
2021 | Bubbles, 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. Full description at Econpapers || Download paper | |
2023 | Análisis 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. Full description at Econpapers || Download paper | |
2023 | Analysys 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. Full description at Econpapers || Download paper | |
2021 | International Asset Pricing with Strategic Business Groups. (2021). Zhang, Hong ; O'Donovan, James ; Massa, Massimo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15746. Full description at Econpapers || Download paper | |
2021 | Memory, multiple equilibria and emerging market crises. (2021). Pierri, Damian ; Reffett, Kevin. In: UC3M Working papers. Economics. RePEc:cte:werepe:32871. Full description at Econpapers || Download paper | |
2021 | The Lock-In Effect and the Corporate Payout Puzzle. (2021). Mitchell, Chris. In: ISER Discussion Paper. RePEc:dpr:wpaper:1070r. Full description at Econpapers || Download paper | |
2022 | Developing 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. Full description at Econpapers || Download paper | |
2022 | Testing 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. Full description at Econpapers || Download paper | |
2021 | Retail 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. Full description at Econpapers || Download paper | |
2021 | Do 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. Full description at Econpapers || Download paper | |
2021 | Dividends 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. Full description at Econpapers || Download paper | |
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2020 | Mispriced index option portfolios In: Financial Management. [Full Text][Citation analysis] | article | 7 |
2017 | Mispriced Index Option Portfolios.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
1978 | Market Risk Adjustment in Project Valuation. In: Journal of Finance. [Full Text][Citation analysis] | article | 59 |
1980 | Optimal Liquidation of Assets in the Presence of Personal Taxes: Implications for Asset Pricing. In: Journal of Finance. [Full Text][Citation analysis] | article | 18 |
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] | article | 6 |
1983 | Optimal Bond Trading with Personal Taxes: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves.(1983) In: NBER Working Papers. [Full Text][Citation analysis] 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] | article | 0 |
1985 | Debt and Taxes and Uncertainty: Discussion. In: Journal of Finance. [Full Text][Citation analysis] | article | 0 |
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] | article | 14 |
2001 | Merton H. Miller In: Journal of Finance. [Full Text][Citation analysis] | article | 0 |
2011 | Are Options on Index Futures Profitable for Risk?Averse Investors? Empirical Evidence In: Journal of Finance. [Citation analysis] | article | 19 |
2010 | Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
2008 | Are options on index futures profitable for risk averse investors? Empirical evidence.(2008) In: CoFE Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
2017 | Asset Pricing with Countercyclical Household Consumption Risk In: Journal of Finance. [Full Text][Citation analysis] | article | 47 |
2014 | Asset Pricing with Countercyclical Household Consumption Risk.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | paper | |
2015 | Asset Pricing with Countercyclical Household Consumption Risk.(2015) In: 2015 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | paper | |
2006 | MARKET ORGANIZATION AND THE PRICES OF FINANCIAL ASSETS* In: Manchester School. [Full Text][Citation analysis] | article | 0 |
2005 | Market 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 | |
2001 | Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities In: Mathematical Finance. [Full Text][Citation analysis] | article | 20 |
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 | ||
1990 | Habit formation: a resolution of the equity premium puzzle In: Levine's Working Paper Archive. [Full Text][Citation analysis] | paper | 1007 |
1990 | Habit Formation: A Resolution of the Equity Premium Puzzle..(1990) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1007 | article | |
1979 | A Note on the Suboptimality of Dollar-Cost Averaging as an Investment Policy In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 18 |
1983 | Capital Market Equilibrium with Personal Tax. In: Econometrica. [Full Text][Citation analysis] | article | 119 |
2002 | Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 21 |
2002 | Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
1993 | Time nonseparability in aggregate consumption : International evidence In: European Economic Review. [Full Text][Citation analysis] | article | 57 |
1992 | Time Nonseparability in Aggregate Consumption: International Evidence.(1992) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 57 | paper | |
1976 | Portfolio selection with transactions costs In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 134 |
1984 | Strategic analysis of the competitive exercise of certain financial options In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 8 |
1984 | Optimal stock trading with personal taxes : Implications for prices and the abnormal January returns In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 111 |
1983 | Optimal 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 | |
1984 | Optimal bond trading with personal taxes In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 52 |
2005 | OPTIMAL BOND TRADING WITH PERSONAL TAXES.(2005) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | chapter | |
1984 | Warrant exercise and bond conversion in competitive markets In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 17 |
1991 | Habit persistence and durability in aggregate consumption: Empirical tests In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 266 |
1991 | Habit 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 | |
1976 | Comment on Chen, Kim and Kon In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 1 |
1976 | Cash 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] | article | 0 |
1980 | Admissible uncertainty in the intertemporal asset pricing model In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 14 |
1988 | Optimal Population Growth and the Social Welfare Function In: Eastern Economic Journal. [Full Text][Citation analysis] | article | 2 |
2008 | Asset pricing tests with long run risks in consumption growth In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 63 |
2008 | Asset 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 | |
2011 | Asset 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 | |
2017 | The 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] | paper | 3 |
1997 | Junior Cant Borrow: A New Perspective on the Equity Premium Puzzle In: Columbia - Graduate School of Business. [Citation analysis] | paper | 247 |
1998 | Junior 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 | |
2002 | Junior Cant Borrow: A New Perspective on the Equity Premium Puzzle.(2002) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] 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 | ||
1999 | Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence In: Rodney L. White Center for Financial Research Working Papers. [Full Text][Citation analysis] | paper | 230 |
1999 | Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 230 | paper | |
2002 | Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 230 | paper | |
2002 | Asset 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 | |
1999 | Asset 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 | |
1976 | Stochastic Cash Management with Fixed and Proportional Transaction Costs In: Management Science. [Full Text][Citation analysis] | article | 25 |
1976 | Note--Optimal Portfolio Revision with Proportional Transaction Costs: Extension to Hara Utility Functions and Exogenous Deterministic Income In: Management Science. [Full Text][Citation analysis] | article | 3 |
1979 | Multiperiod Consumption and Investment Behavior with Convex Transactions Costs In: Management Science. [Full Text][Citation analysis] | article | 43 |
1978 | Existence of Optimal Simple Policies for Discounted-Cost Inventory and Cash Management in Continuous Time In: Operations Research. [Full Text][Citation analysis] | article | 47 |
2005 | Junior must pay: pricing the implicit put in privatizing Social Security In: Annals of Finance. [Full Text][Citation analysis] | article | 12 |
2002 | Junior 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 | |
2011 | The Puzzle of Index Option Returns In: Working Paper Series of the Department of Economics, University of Konstanz. [Full Text][Citation analysis] | paper | 45 |
2012 | The 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 | |
2013 | The 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 | |
1997 | Transaction Costs and the Pricing of Financial Assets In: Multinational Finance Journal. [Full Text][Citation analysis] | article | 6 |
2005 | Junior is Rich: Bequests as Consumption In: NBER Working Papers. [Full Text][Citation analysis] | paper | 14 |
2007 | Junior is rich: bequests as consumption.(2007) In: Economic Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
2008 | Mispricing of S&P 500 Index Options In: NBER Working Papers. [Full Text][Citation analysis] | paper | 45 |
2009 | Mispricing 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 | |
2009 | Mispricing 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 | |
2005 | Mispricing of S&P 500 index options.(2005) In: CoFE Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | paper | |
2010 | The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth In: NBER Working Papers. [Full Text][Citation analysis] | paper | 6 |
2012 | The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth.(2012) In: 2012 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2014 | Prices, Consumption, and Dividends Over the Business Cycle: A Tale of Two Regimes In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
2015 | The Supply and Demand of S&P 500 Put Options In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
2021 | The 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 | |
2017 | What Information Drives Asset Prices? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
2021 | Welfare Costs of Idiosyncratic and Aggregate Consumption Shocks In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2002 | Rational Asset Prices In: NBER Working Papers. [Full Text][Citation analysis] | paper | 47 |
2021 | Mispricing of Index Options with Respect to Stochastic Dominance Bounds? A Reply In: Critical Finance Review. [Full Text][Citation analysis] | article | 0 |
1992 | A Theory of the Nominal Term Structure of Interest Rates. In: Review of Financial Studies. [Full Text][Citation analysis] | article | 154 |
2007 | Option Pricing: Real and Risk-Neutral Distributions In: MPRA Paper. [Full Text][Citation analysis] | paper | 10 |
2005 | Option pricing: Real and risk-neutral distributions.(2005) In: CoFE Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
1999 | Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences In: Finance and Stochastics. [Full Text][Citation analysis] | article | 31 |
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 | ||
1982 | Intertemporal Asset Pricing with Heterogeneous Consumers and without Demand Aggregation. In: The Journal of Business. [Full Text][Citation analysis] | article | 132 |
2017 | Asset Pricing: Models and Empirical Evidence In: Journal of Political Economy. [Full Text][Citation analysis] | article | 2 |
1996 | Asset Pricing with Heterogeneous Consumers. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 647 |
1986 | Capital Market Equilibrium with Transaction Costs. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 369 |
2005 | Capital Market Equilibrium with Transaction Costs.(2005) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 369 | chapter | |
2015 | Financial Derivatives:Futures, Forwards, Swaps, Options, Corporate Securities, and Credit Default Swaps In: World Scientific Books. [Full Text][Citation analysis] | book | 0 |
2005 | Theory of Valuation: Overview and Recent Developments In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2015 | Introduction to Forward and Futures Contracts In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2015 | Pricing Forwards and Futures In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2015 | Interest Rate and Currency Swaps In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2015 | Introduction to Options and No-Arbitrage Restrictions In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2015 | Trading Strategies and Slope and Convexity Restrictions In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2015 | Optimal Early Exercise of American Options In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2015 | Binomial Option Pricing In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2015 | Using the Binomial Model In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2015 | The Black–Scholes–Merton Option Pricing Formula In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2015 | Options on Futures In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2015 | Risk Management In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2015 | Empirical Evidence and Fixes In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2015 | Corporate Securities and Credit Risk In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
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