36
H index
45
i10 index
41760
Citations
University of Chicago | 36 H index 45 i10 index 41760 Citations RESEARCH PRODUCTION: 53 Articles 17 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Eugene F. Fama, Sr.. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
American Economic Review | 12 |
Journal of Finance | 11 |
The Journal of Business | 7 |
Journal of Financial Economics | 7 |
Journal of Political Economy | 6 |
Journal of Monetary Economics | 2 |
International Economic Review | 2 |
Journal of Law and Economics | 2 |
Year | Title of citing document | |
---|---|---|
2021 | Inflation and Economic Growth in Kenya: An Empirical Examination. (2021). Odhiambo, Nicholas M ; Saungweme, Talknice. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:3:p:1-25. Full description at Econpapers || Download paper | |
2021 | Analysing the relationship between global REITs and exchange rates: Fresh evidence from frequency-based quantile regressions. (2021). Adam, Anokye M ; Oyedokun, Tunbosun ; Tweneboah, George ; Junior, Peterson Owusu ; Ijasan, Kola. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:3:p:58-91. Full description at Econpapers || Download paper | |
2021 | Review on Behavioral Finance with Empirical Evidence. (2021). Woo, Kai-Yin ; Moslehpour, Massoud ; Hon, Tai-Yuen . In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:4:p:15-41. Full description at Econpapers || Download paper | |
2021 | Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas. (2021). Violante, Francesco ; Grassi, Stefano. In: CREATES Research Papers. RePEc:aah:create:2021-05. Full description at Econpapers || Download paper | |
2021 | The incremental information in the yield curve about future interest rate risk. (2021). Veliyev, Bezirgen ; Kjar, Mads Markvart ; Christensen, Bent Jesper. In: CREATES Research Papers. RePEc:aah:create:2021-11. Full description at Econpapers || Download paper | |
2022 | The Prior Adaptive Group Lasso and the Factor Zoo. (2022). Bertelsen, Kristoffer Pons. In: CREATES Research Papers. RePEc:aah:create:2022-05. Full description at Econpapers || Download paper | |
2022 | Behavioral Biases and the Decision-Making in Entrepreneurs and Managers. (2022). Nepomuceno, Liana Holanda ; de Camargo, Maria Jose ; Nobre, Fabio Chaves. In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration). RePEc:abg:anprac:v:26:y:2022:i:sup2022:1530. Full description at Econpapers || Download paper | |
2021 | Changing Objectives of Firms and Managerial Preferences: A Review of Models in Microeconomics. (2021). Kumar, Pradeep B. In: Shanlax International Journal of Management. RePEc:acg:managt:v:8:y:2021:i:4:p:43-46. Full description at Econpapers || Download paper | |
2022 | Popular Personal Financial Advice versus the Professors. (2022). Choi, James J. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:36:y:2022:i:4:p:167-92. Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2021 | Volatility Forecasting, Market Efficiency and Effect of Recession of SRI Indices. (2021). Roy, Subrata. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(627):y:2021:i:2(627):p:259-284. Full description at Econpapers || Download paper | |
2022 | Whether high frequency intraday data behave randomly: Evidence from NIFTY 50. (2022). Roy, Subrata. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(631):y:2022:i:2(631):p:65-80. Full description at Econpapers || Download paper | |
2021 | Multifactorial analysis of the price formation in the terms of a risk-free rate. (2021). Radu, Iulian ; Anghel, Mdlina-Gabriela ; Anghelache, Constantin. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(628):y:2021:i:3(628):p:33-44. Full description at Econpapers || Download paper | |
2022 | Multifractal analysis of equities. Evidence from the emerging and frontier banking sectors. (2022). Raju, Raghavender G ; Guptha, Siva Kiran ; Poojari, Akash P. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(632):y:2022:i:3(632):p:61-80. Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2021 | The Impact of Macroeconomic Variables on Capital Market Development in Botswana’s Economy. (2021). Molefhi, Koketso. In: African Journal of Economic Review. RePEc:ags:afjecr:315797. Full description at Econpapers || Download paper | |
2022 | Determinants of Stock Market Volatility in Africa. (2022). Uhunmwangho, Monday. In: African Journal of Economic Review. RePEc:ags:afjecr:320586. Full description at Econpapers || Download paper | |
2021 | The Welfare Cost of Ignoring the Beta. (2021). Gollier, Christian. In: FEEM Working Papers. RePEc:ags:feemwp:309916. Full description at Econpapers || Download paper | |
2021 | Carbon Boards and Transition Risk: Explicit and Implicit exposure implications for Total Stock Returns and Dividend Payouts. (2021). Xepapadeas, Anastasios ; Pareglio, Stefano ; Mazzarano, Matteo ; Guastella, Gianni. In: FEEM Working Papers. RePEc:ags:feemwp:316261. Full description at Econpapers || Download paper | |
2022 | Corporate Environmental Information Disclosure and Investor Response: Empirical Evidence from Chinas Capital Market. (2022). Zhang, ZhongXiang ; Meng, Jia. In: FEEM Working Papers. RePEc:ags:feemwp:317842. Full description at Econpapers || Download paper | |
2021 | Capital Gain Predictability Using Financial Ratios: A Case Study of Agribusiness Stocks. (2021). Abdurofi, Ilmas. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:316273. Full description at Econpapers || Download paper | |
2021 | The Impact of Public Information on Commodity Market Performance: The Response of Corn Futures to USDA Corn Production Forecasts. (2021). Effland, Anne ; Hoffman, Linwood ; Arnade, Carlos. In: Economic Research Report. RePEc:ags:uersrr:327189. Full description at Econpapers || Download paper | |
2022 | How Quarterly Reports Support the Market. (2022). Soenarno, Yanuar Nanok ; Natashya, Natashya. In: CECCAR Business Review. RePEc:ahd:journl:v:3:y:2022:i:9:p:55-61. Full description at Econpapers || Download paper | |
2022 | The Effect of Positive and Negative Events on Cryptocurrency Prices. (2022). Oget, Emrah. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:7:y:2022:i:1:p:16-31. Full description at Econpapers || Download paper | |
2022 | The impact of board characteristics on firm’s financial performance: A study on non-bank financial institutions of Bangladesh. (2022). Shahriar, K M ; Islam, Md Kamrul ; Lee, Younghwan. In: International Journal of Science and Business. RePEc:aif:journl:v:12:y:2022:i:1:p:58-69. Full description at Econpapers || Download paper | |
2022 | Do board characteristics affect financial performance of firms? An empirical study on Dhaka Stock Exchange (DSE) listed Insurance Companies of Bangladesh. (2022). Sharna, Sugandha Mobin ; Islam, Md Kamrul. In: International Journal of Science and Business. RePEc:aif:journl:v:14:y:2022:i:1:p:1-10. Full description at Econpapers || Download paper | |
2021 | Mediating Role of Innovation Capacity in the Relationship between Corporate governance and Firm Performance: evidence from Chinese listed firms. (2021). Xiaoyan, Zhou ; Gulema, Tolossa Fufa. In: International Journal of Science and Business. RePEc:aif:journl:v:5:y:2021:i:4:p:105-122. Full description at Econpapers || Download paper | |
2022 | Performance Evaluation of Mutual Fund Sector in Bangladesh, and Identification of Major Drawbacks. (2022). al Mamun, Abdullah ; Rahman, Md Habibur. In: International Journal of Science and Business. RePEc:aif:journl:v:8:y:2022:i:1:p:76-94. Full description at Econpapers || Download paper | |
2022 | Yoke of corporate governance and firm performance: A study of listed firms in Pakistan. (2022). Ali, Amjad ; Nisar, Sabahat ; Ahmed, Jawad ; Alim, Wajid. In: Indian Journal of Commerce and Management Studies. RePEc:aii:ijcmss:v:13:y:2022:i:1:p:08-17. Full description at Econpapers || Download paper | |
2022 | The Anatomy of the Global Saving Glut. (2022). Schularick, Moritz ; Novokmet, Filip ; Bauluz, Luis. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:161. Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2022 | Earnings Management and Audit Report Lag: The Role of Audit Risk-Tunisian Evidence. (2022). Jarboui, Anis ; Fakhfakh, Imen. In: Journal of Accounting and Management Information Systems. RePEc:ami:journl:v:21:y:2022:i:1:p:113-135. Full description at Econpapers || Download paper | |
2022 | Can Financial Strength Indicators Form A Profitable Investment Strategy? The Case Of F-Score in Europe. (2022). Sakellaridou, Athanasia V ; Kampouris, Christos G ; Koutoupis, Andreas G. In: Journal of Accounting and Management Information Systems. RePEc:ami:journl:v:21:y:2022:i:3:p:355-372. Full description at Econpapers || Download paper | |
2021 | Impact of Shareholders’ Activism on Governance Practices and Firm Performance in Pakistan: A Response for Family Controlled Firms. (2021). Gillani, Seemab ; Amjad, Mariam ; Ehsan, Sadaf. In: iRASD Journal of Economics. RePEc:ani:irdjoe:v:3:y:2021:i:1:p:1-12. Full description at Econpapers || Download paper | |
2021 | Internal Audit Effectiveness and Audit Committee Characteristics:Empirical Evidence from Pakistan. (2021). Ahmad, Halimah Nasibah ; Salim, Basariah ; Rashid, Amad. In: iRASD Journal of Management. RePEc:ani:irdjom:v:3:y:2021:i:1:p:1-13. Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2022 | Out of Sync: Dispersed Short Selling and the Correction of Mispricing. (2022). Verwijmeren, Patrick ; Sotes-Paladino, Juan ; Gargano, Antonio. In: Working Papers. RePEc:aoz:wpaper:108. Full description at Econpapers || Download paper | |
2021 | Does Brexit Have a Bullish or Bearish Effect on the Taiwan Stock Market?. (2021). Lin, Tse Mao ; Yu, Jing Long ; Wu, Xin Hui. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2021:p:90-101. Full description at Econpapers || Download paper | |
2021 | Maximum drawdown, recovery and momentum. (2015). Choi, Jaehyung . In: Papers. RePEc:arx:papers:1403.8125. Full description at Econpapers || Download paper | |
2021 | Inference on the Sharpe ratio via the upsilon distribution. (2015). Pav, Steven E.. In: Papers. RePEc:arx:papers:1505.00829. Full description at Econpapers || Download paper | |
2022 | How brokers can optimally plot against traders. (2016). Lafond, Manuel . In: Papers. RePEc:arx:papers:1605.04949. Full description at Econpapers || Download paper | |
2022 | A Time-Varying Network for Cryptocurrencies. (2021). Tao, Yubo ; Hardle, Wolfgang Karl ; Guo, LI. In: Papers. RePEc:arx:papers:1802.03708. Full description at Econpapers || Download paper | |
2021 | High Dimensional Estimation and Multi-Factor Models. (2019). Jarrow, Robert ; Wells, Martin T ; Basu, Sumanta ; Zhu, Liao. In: Papers. RePEc:arx:papers:1804.08472. Full description at Econpapers || Download paper | |
2021 | Tail Risks, Asset prices, and Investment Horizons. (2018). BarunÃÂk, Jozef ; Nevrla, Matvej. In: Papers. RePEc:arx:papers:1806.06148. Full description at Econpapers || Download paper | |
2021 | NEU Meta-Learning and its Universal Approximation Properties. (2019). Hyndman, Cody B ; Kratsios, Anastasis. In: Papers. RePEc:arx:papers:1809.00082. Full description at Econpapers || Download paper | |
2021 | Deep Learning in Asset Pricing. (2019). Zhu, Jason ; Pelger, Markus ; Chen, Luyang. In: Papers. RePEc:arx:papers:1904.00745. Full description at Econpapers || Download paper | |
2022 | BERT-based Financial Sentiment Index and LSTM-based Stock Return Predictability. (2019). Xu, Yabo ; Wu, QI ; Li, Duan ; Mou, Hao ; Huang, Xin ; Git, Joshua Zoen. In: Papers. RePEc:arx:papers:1906.09024. Full description at Econpapers || Download paper | |
2021 | The Size Effect Revisited. (2019). Sarantsev, Andrey ; Liu, YI ; Grove, Taran ; Flores, Brandon. In: Papers. RePEc:arx:papers:1907.08911. Full description at Econpapers || Download paper | |
2021 | Uncertainty in the Hot Hand Fallacy: Detecting Streaky Alternatives in Random Bernoulli Sequences. (2019). Romano, Joseph P ; Ritzwoller, David M. In: Papers. RePEc:arx:papers:1908.01406. Full description at Econpapers || Download paper | |
2021 | A Deep Learning Framework for Pricing Financial Instruments. (2019). Liu, Zhenming ; Cucuringu, Mihai ; Pizzoferrato, Andrea ; Zhang, Zheng ; Wu, Qiong. In: Papers. RePEc:arx:papers:1909.04497. Full description at Econpapers || Download paper | |
2022 | Weekly idiosyncratic risk metrics and idiosyncratic momentum: Evidence from the Chinese stock market. (2019). Zhou, Wei-Xing ; Shi, Huai-Long . In: Papers. RePEc:arx:papers:1910.13115. Full description at Econpapers || Download paper | |
2022 | Measuring the Time-Varying Market Efficiency in the Prewar Japanese Stock Market. (2019). Noda, Akihiko. In: Papers. RePEc:arx:papers:1911.04059. Full description at Econpapers || Download paper | |
2022 | High Dimensional Latent Panel Quantile Regression with an Application to Asset Pricing. (2019). Chen, Mingli ; Madrid, Oscar Hernan ; Belloni, Alexandre. In: Papers. RePEc:arx:papers:1912.02151. Full description at Econpapers || Download paper | |
2021 | Equity Factors: To Short Or Not To Short, That Is The Question. (2020). Ciliberti, Stefano ; Bouchaud, Jean-Philippe ; Benaych-Georges, Florent . In: Papers. RePEc:arx:papers:2003.10419. Full description at Econpapers || Download paper | |
2021 | Time-varying volatility in Bitcoin market and information flow at minute-level frequency. (2020). Antulov-Fantulin, Nino ; Barjavsi, Irena. In: Papers. RePEc:arx:papers:2004.00550. Full description at Econpapers || Download paper | |
2021 | An extensive study of stylized facts displayed by Bitcoin returns. (2020). Brigatti, E ; Bertella, M A ; Silva, J N ; F. N. M. de Sousa Filho, . In: Papers. RePEc:arx:papers:2004.05870. Full description at Econpapers || Download paper | |
2021 | A Time Series Analysis-Based Stock Price Prediction Using Machine Learning and Deep Learning Models. (2020). Sen, Jaydip ; Mehtab, Sidra. In: Papers. RePEc:arx:papers:2004.11697. Full description at Econpapers || Download paper | |
2021 | Inference with Many Weak Instruments. (2020). Sun, Liyang ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:2004.12445. Full description at Econpapers || Download paper | |
2021 | New robust inference for predictive regressions. (2020). Skrobotov, Anton ; Kim, Jihyun ; Ibragimov, Rustam. In: Papers. RePEc:arx:papers:2006.01191. Full description at Econpapers || Download paper | |
2021 | Dynamic Networks in Large Financial and Economic Systems. (2020). BarunÃÂk, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842. Full description at Econpapers || Download paper | |
2021 | Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics. (2020). Garcin, Matthieu ; Ammy-Driss, Ayoub. In: Papers. RePEc:arx:papers:2007.10727. Full description at Econpapers || Download paper | |
2021 | Testing Semi-Strong Form Efficiency of the Prewar Japanese Stock Market. (2020). Noda, Akihiko ; Hirayama, Kenichi. In: Papers. RePEc:arx:papers:2008.00860. Full description at Econpapers || Download paper | |
2021 | COVID-19: Tail Risk and Predictive Regressions. (2020). Skrobotov, Anton ; Semenov, Alexander ; Ibragimov, Rustam ; Distaso, Walter. In: Papers. RePEc:arx:papers:2009.02486. Full description at Econpapers || Download paper | |
2022 | Optimal Portfolio Using Factor Graphical Lasso. (2020). Seregina, Ekaterina ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2011.00435. Full description at Econpapers || Download paper | |
2021 | A Basket Half Full: Sparse Portfolios. (2020). Seregina, Ekaterina. In: Papers. RePEc:arx:papers:2011.04278. Full description at Econpapers || Download paper | |
2021 | Dirichlet policies for reinforced factor portfolios. (2020). Coqueret, Guillaume ; Andr, Eric. In: Papers. RePEc:arx:papers:2011.05381. Full description at Econpapers || Download paper | |
2021 | Sentiment Diffusion in Financial News Networks and Associated Market Movements. (2020). Yang, Jie ; Wan, Xingchen ; Dong, Xiaowen ; Zohren, Stefan ; Calliess, Jan-Peter ; Marinov, Slavi. In: Papers. RePEc:arx:papers:2011.06430. Full description at Econpapers || Download paper | |
2022 | Predicting S&P500 Index direction with Transfer Learning and a Causal Graph as main Input. (2021). Romain, Djoumbissie David. In: Papers. RePEc:arx:papers:2011.13113. Full description at Econpapers || Download paper | |
2022 | Deep reinforcement learning for portfolio management based on the empirical study of chinese stock market. (2021). Song, Qingyang ; Zhou, Xiaohua ; Huang, Gang. In: Papers. RePEc:arx:papers:2012.13773. Full description at Econpapers || Download paper | |
2021 | COVID19-HPSMP: COVID-19 Adopted Hybrid and Parallel Deep Information Fusion Framework for Stock Price Movement Prediction. (2021). Mohammadi, Arash ; Naderkhani, Farnoosh ; Salimibeni, Mohammad ; Ronaghi, Farnoush. In: Papers. RePEc:arx:papers:2101.02287. Full description at Econpapers || Download paper | |
2021 | Mining the Relationship Between COVID-19 Sentiment and Market Performance. (2021). Chen, Jeffery ; Xia, Ziyuan. In: Papers. RePEc:arx:papers:2101.02587. Full description at Econpapers || Download paper | |
2021 | Comparison of the effects of investor attention using search volume data before and after mobile device popularization. (2021). Min, Jonghyeon. In: Papers. RePEc:arx:papers:2101.03239. Full description at Econpapers || Download paper | |
2021 | Portfolio Construction Using Stratified Models. (2021). Boyd, Stephen ; Barratt, Shane ; Tuck, Jonathan. In: Papers. RePEc:arx:papers:2101.04113. Full description at Econpapers || Download paper | |
2021 | Beating the Market with Generalized Generating Portfolios. (2021). Mijatovic, Patrick. In: Papers. RePEc:arx:papers:2101.07084. Full description at Econpapers || Download paper | |
2021 | REST: Relational Event-driven Stock Trend Forecasting. (2021). Bian, Jiang ; Xu, Wentao ; Liu, Weiqing ; Yin, Jian. In: Papers. RePEc:arx:papers:2102.07372. Full description at Econpapers || Download paper | |
2021 | Time-varying properties of asymmetric volatility and multifractality in Bitcoin. (2021). Takaishi, Tetsuya. In: Papers. RePEc:arx:papers:2102.07425. Full description at Econpapers || Download paper | |
2021 | Deep Learning for Market by Order Data. (2021). Zohren, Stefan ; Lim, Bryan ; Zhang, Zihao. In: Papers. RePEc:arx:papers:2102.08811. Full description at Econpapers || Download paper | |
2022 | Bridging factor and sparse models. (2021). Medeiros, Marcelo C ; Masini, Ricardo ; Fan, Jianqing. In: Papers. RePEc:arx:papers:2102.11341. Full description at Econpapers || Download paper | |
2022 | Two-sided Singular Control of an Inventory with Unknown Demand Trend. (2021). Rodosthenous, Neofytos ; Ferrari, Giorgio ; Federico, Salvatore. In: Papers. RePEc:arx:papers:2102.11555. Full description at Econpapers || Download paper | |
2022 | Incorporating Financial Big Data in Small Portfolio Risk Analysis: Market Risk Management Approach. (2021). Yu, Seunghyeon ; Kim, Donggyu. In: Papers. RePEc:arx:papers:2102.12783. Full description at Econpapers || Download paper | |
2021 | The Kernel Trick for Nonlinear Factor Modeling. (2021). Kutateladze, Varlam. In: Papers. RePEc:arx:papers:2103.01266. Full description at Econpapers || Download paper | |
2022 | A Bayesian Graphical Approach for Large-Scale Portfolio Management with Fewer Historical Data. (2021). Oya, Sakae. In: Papers. RePEc:arx:papers:2103.05880. Full description at Econpapers || Download paper | |
2021 | Financial factors selection with knockoffs: fund replication, explanatory and prediction networks. (2021). Pelletier, Guillaume ; Bongiorno, Christian ; Challet, Damien. In: Papers. RePEc:arx:papers:2103.05921. Full description at Econpapers || Download paper | |
2021 | Feature Learning for Stock Price Prediction Shows a Significant Role of Analyst Rating. (2021). Khushi, Matloob ; Singh, Jaideep. In: Papers. RePEc:arx:papers:2103.09106. Full description at Econpapers || Download paper | |
2021 | Statistical Arbitrage Risk Premium by Machine Learning. (2021). Tam, Yu-Man. In: Papers. RePEc:arx:papers:2103.09987. Full description at Econpapers || Download paper | |
2021 | Divide-and-Conquer: A Distributed Hierarchical Factor Approach to Modeling Large-Scale Time Series Data. (2021). Tsay, Ruey S ; Gao, Zhaoxing. In: Papers. RePEc:arx:papers:2103.14626. Full description at Econpapers || Download paper | |
2022 | Robustifying Conditional Portfolio Decisions via Optimal Transport. (2021). Ye, Yinyu ; Delage, Erick ; Blanchet, Jose ; Zhang, Fan ; Nguyen, Viet Anh. In: Papers. RePEc:arx:papers:2103.16451. Full description at Econpapers || Download paper | |
2023 | Universal Prediction Band via Semi-Definite Programming. (2021). Liang, Tengyuan. In: Papers. RePEc:arx:papers:2103.17203. Full description at Econpapers || Download paper | |
2021 | Frequency-Dependent Higher Moment Risks. (2021). BarunÃk, Jozef ; Kurka, Josef. In: Papers. RePEc:arx:papers:2104.04264. Full description at Econpapers || Download paper | |
2021 | Financial Markets Prediction with Deep Learning. (2021). Wang, Degang ; Cao, YU ; Liu, Benyuan ; Sun, Tong. In: Papers. RePEc:arx:papers:2104.05413. Full description at Econpapers || Download paper | |
2021 | A Bayesian analysis of gain-loss asymmetry. (2021). Terenzi, Giulia ; di Iura, Andrea Giuseppe. In: Papers. RePEc:arx:papers:2104.06044. Full description at Econpapers || Download paper | |
2021 | A comparative study of Different Machine Learning Regressors For Stock Market Prediction. (2021). Ilyas, Muhammad ; Nawaz, Zubair ; Ashfaq, Nazish. In: Papers. RePEc:arx:papers:2104.07469. Full description at Econpapers || Download paper | |
2021 | Constructing long-short stock portfolio with a new listwise learn-to-rank algorithm. (2021). Zhang, Xin ; Chen, Zhixue ; Wu, Lan. In: Papers. RePEc:arx:papers:2104.12484. Full description at Econpapers || Download paper | |
2021 | Applying Convolutional Neural Networks for Stock Market Trends Identification. (2021). Zolotareva, Ekaterina. In: Papers. RePEc:arx:papers:2104.13948. Full description at Econpapers || Download paper | |
2021 | Why and how systematic strategies decay. (2021). Falck, Antoine ; Thesmar, David ; Rej, Adam. In: Papers. RePEc:arx:papers:2105.01380. Full description at Econpapers || Download paper | |
2021 | Can an Agency Role-Reversal Lead to an Organizational Collapse?; A Study Proposal. (2021). Haimberg, Yossi. In: Papers. RePEc:arx:papers:2105.04667. Full description at Econpapers || Download paper | |
2021 | Double robust inference for continuous updating GMM. (2021). Zhan, Zhaoguo ; Kleibergen, Frank. In: Papers. RePEc:arx:papers:2105.08345. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
---|---|---|---|
1970 | Multiperiod Consumption-Investment Decisions. In: American Economic Review. [Full Text][Citation analysis] | article | 81 |
1972 | The Number of Firms and Competition. In: American Economic Review. [Full Text][Citation analysis] | article | 12 |
1974 | The Empirical Relationships Between the Dividend and Investment Decisions of Firms. In: American Economic Review. [Full Text][Citation analysis] | article | 54 |
1974 | The Number of Firms and Competition: Reply. In: American Economic Review. [Citation analysis] | article | 0 |
1975 | Short-Term Interest Rates as Predictors of Inflation. In: American Economic Review. [Full Text][Citation analysis] | article | 276 |
1976 | Multiperiod Consumption-Investment Decisions: A Correction. In: American Economic Review. [Full Text][Citation analysis] | article | 1 |
1977 | Interest Rates and Inflation: The Message in the Entrails. In: American Economic Review. [Full Text][Citation analysis] | article | 9 |
1978 | The Effects of a Firms Investment and Financing Decisions on the Welfare of Its Security Holders. In: American Economic Review. [Full Text][Citation analysis] | article | 52 |
1979 | Money, Bonds, and Foreign Exchange. In: American Economic Review. [Full Text][Citation analysis] | article | 36 |
1981 | Stock Returns, Real Activity, Inflation, and Money. In: American Economic Review. [Full Text][Citation analysis] | article | 826 |
1983 | Stock Returns, Real Activity, Inflation, and Money: Reply. In: American Economic Review. [Full Text][Citation analysis] | article | 8 |
1987 | The Information in Long-Maturity Forward Rates. In: American Economic Review. [Full Text][Citation analysis] | article | 690 |
2004 | The Capital Asset Pricing Model: Theory and Evidence In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 398 |
1970 | Efficient Capital Markets: A Review of Theory and Empirical Work. In: Journal of Finance. [Full Text][Citation analysis] | article | 4447 |
1972 | Components of Investment Performance. In: Journal of Finance. [Full Text][Citation analysis] | article | 89 |
1973 | A Note on the Market Model and the Two-Parameter Model. In: Journal of Finance. [Full Text][Citation analysis] | article | 8 |
1974 | Long-Term Growth in a Short-Term Market. In: Journal of Finance. [Full Text][Citation analysis] | article | 11 |
1976 | Efficient Capital Markets: Reply. In: Journal of Finance. [Full Text][Citation analysis] | article | 33 |
1990 | Stock Returns, Expected Returns, and Real Activity. In: Journal of Finance. [Full Text][Citation analysis] | article | 570 |
1991 | Efficient Capital Markets: II. In: Journal of Finance. [Full Text][Citation analysis] | article | 1479 |
1992 | The Cross-Section of Expected Stock Returns. In: Journal of Finance. [Full Text][Citation analysis] | article | 4021 |
1995 | Size and Book-to-Market Factors in Earnings and Returns. In: Journal of Finance. [Full Text][Citation analysis] | article | 881 |
1996 | Multifactor Explanations of Asset Pricing Anomalies. In: Journal of Finance. [Full Text][Citation analysis] | article | 1866 |
1996 | The CAPM Is Wanted, Dead or Alive. In: Journal of Finance. [Full Text][Citation analysis] | article | 86 |
1990 | Editorial In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 0 |
1993 | Common risk factors in the returns on stocks and bonds In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 7714 |
1997 | Industry costs of equity In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 1601 |
1998 | Market efficiency, long-term returns, and behavioral finance In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 1121 |
Market Efficiency, Long-term Returns, and Behavioral Finance.() In: CRSP working papers. [Citation analysis] This paper has another version. Agregated cites: 1121 | paper | ||
Market Efficiency, Long-Term Returns, and Behavioral Finance..() In: CRSP working papers. [Citation analysis] This paper has another version. Agregated cites: 1121 | paper | ||
2001 | Disappearing dividends: changing firm characteristics or lower propensity to pay? In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 926 |
Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay?..() In: CRSP working papers. [Citation analysis] This paper has another version. Agregated cites: 926 | paper | ||
2004 | New lists: Fundamentals and survival rates In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 194 |
2005 | Financing decisions: who issues stock? In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 238 |
1990 | Term-structure forecasts of interest rates, inflation and real returns In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 209 |
1992 | Transitory variation in investment and output In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 36 |
1969 | The Adjustment of Stock Prices to New Information. In: International Economic Review. [Full Text][Citation analysis] | article | 900 |
1969 | Cash Balance and Simple Dynamic Portfolio Problems with Proportional Costs. In: International Economic Review. [Full Text][Citation analysis] | article | 39 |
2002 | Testing Trade-Off and Pecking Order Predictions About Dividends and Debt In: Review of Financial Studies. [Citation analysis] | article | 969 |
Testing Tradeoff and Pecking Order Predictions about Dividends and Debt.â€.() In: CRSP working papers. [Citation analysis] This paper has another version. Agregated cites: 969 | paper | ||
1972 | Perfect Competition and Optimal Production Decisions under Uncertainty In: Bell Journal of Economics. [Full Text][Citation analysis] | article | 8 |
1991 | Time, Salary, and Incentive Payoffs in Labor Contracts. In: Journal of Labor Economics. [Full Text][Citation analysis] | article | 21 |
1983 | Separation of Ownership and Control. In: Journal of Law and Economics. [Full Text][Citation analysis] | article | 3569 |
1983 | Agency Problems and Residual Claims. In: Journal of Law and Economics. [Full Text][Citation analysis] | article | 833 |
1971 | Information and Capital Markets. In: The Journal of Business. [Full Text][Citation analysis] | article | 12 |
1979 | Inflation, Interest, and Relative Prices. In: The Journal of Business. [Full Text][Citation analysis] | article | 7 |
1982 | Inflation, Output, and Money. In: The Journal of Business. [Full Text][Citation analysis] | article | 31 |
1987 | Commodity Futures Prices: Some Evidence on Forecast Power, Premiums,and the Theory of Storage. In: The Journal of Business. [Full Text][Citation analysis] | article | 418 |
1990 | Contract Costs and Financing Decisions. In: The Journal of Business. [Full Text][Citation analysis] | article | 45 |
1996 | Discounting under Uncertainty. In: The Journal of Business. [Full Text][Citation analysis] | article | 28 |
2000 | Forecasting Profitability and Earnings. In: The Journal of Business. [Full Text][Citation analysis] | article | 208 |
Forecasting Profitability and Earnings.() In: CRSP working papers. [Citation analysis] This paper has another version. Agregated cites: 208 | paper | ||
Forecasting Profitability and Earnings..() In: CRSP working papers. [Citation analysis] This paper has another version. Agregated cites: 208 | paper | ||
1971 | Risk, Return, and Equilibrium. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 28 |
1973 | Risk, Return, and Equilibrium: Empirical Tests. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 3700 |
1973 | Risk, Return, and Portfolio Analysis: Reply. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 1 |
1976 | Inflation Uncertainty and Expected Returns on Treasury Bills. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 49 |
1980 | Agency Problems and the Theory of the Firm. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 2004 |
1988 | Permanent and Temporary Components of Stock Prices. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 876 |
Taxes, Financing Decisions, and Firm Value In: CRSP working papers. [Citation analysis] | paper | 0 | |
Determining the Number of Priced State Variables in the ICAPM In: CRSP working papers. [Citation analysis] | paper | 1 | |
Determining the Number of Priced State Variables in the ICAPM..() In: CRSP working papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | ||
Value versus Growth: The International Evidence In: CRSP working papers. [Citation analysis] | paper | 0 | |
Value Versus Growth: The International Evidence..() In: CRSP working papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | ||
The Corporate Cost of Capital and the Return on Corporate Investment In: CRSP working papers. [Citation analysis] | paper | 0 | |
The Corporate Cost of Capital and the Return on Corporate Investment.() In: CRSP working papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | ||
Characteristics, Covariances, and Average Returns: 1929 to 1997 In: CRSP working papers. [Citation analysis] | paper | 32 | |
Characteristics, Covariances, and Average Returns: 1929-1997..() In: CRSP working papers. [Citation analysis] This paper has another version. Agregated cites: 32 | paper | ||
The Equity Premium. In: CRSP working papers. [Citation analysis] | paper | 8 | |
Newly Listed Firms: Fundamentals, Survival Rates, and Returns In: CRSP working papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 6 2023. Contact: CitEc Team