Richard C. Green : Citation Profile


Deceased: 2015-10-09

18

H index

21

i10 index

1903

Citations

RESEARCH PRODUCTION:

27

Articles

24

Papers

RESEARCH ACTIVITY:

   31 years (1984 - 2015). See details.
   Cites by year: 61
   Journals where Richard C. Green has often published
   Relations with other researchers
   Recent citing documents: 257.    Total self citations: 2 (0.1 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgr453
   Updated: 2022-05-21    RAS profile:    
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Relations with other researchers


Works with:

Biais, Bruno (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Richard C. Green.

Is cited by:

Schuerhoff, Norman (16)

wermers, russell (13)

Stambaugh, Robert (13)

Sialm, Clemens (13)

Pastor, Lubos (12)

Biais, Bruno (12)

Zhang, Lu (12)

Jagannathan, Ravi (11)

Kaniel, Ron (10)

Gottardi, Piero (9)

Ang, Andrew (8)

Cites to:

Jagannathan, Ravi (5)

wachter, susan (4)

Pindyck, Robert (3)

Phang, Sock-Yong (2)

Mariano, Roberto (2)

Glode, Vincent (2)

Kaplan, Steven (2)

Weitzman, Martin (1)

Weitzman, Martin (1)

Wei, Chishen (1)

Schoar, Antoinette (1)

Main data


Where Richard C. Green has published?


Journals with more than one article published# docs
Journal of Finance13
Journal of Financial Economics5
Review of Financial Studies3
Journal of Economic Theory2

Working Papers Series with more than one paper published# docs
GSIA Working Papers / Carnegie Mellon University, Tepper School of Business8
FAME Research Paper Series / International Center for Financial Asset Management and Engineering2

Recent works citing Richard C. Green (2021 and 2020)


YearTitle of citing document
2020Origins of Mutual Fund Skill: Market versus Accounting Based Asset Pricing Anomalies. (2020). Christiansen, Charlotte ; Xu, Yue ; Xing, Ran. In: CREATES Research Papers. RePEc:aah:create:2020-14.

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2021Spillovers of Senior Mutual Fund Managers’ Capital Raising Ability. (2021). Xu, Yue. In: CREATES Research Papers. RePEc:aah:create:2022-03.

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2021Transaction Cost Analytics for Corporate Bonds. (2019). Xu, Renyuan ; Lehalle, Charles-Albert ; Guo, Xin. In: Papers. RePEc:arx:papers:1903.09140.

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2020Company classification using machine learning. (2020). Steinert, Rick ; Shivarova, Antoniya ; Husmann, Sven. In: Papers. RePEc:arx:papers:2004.01496.

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2020Spanning analysis of stock market anomalies under Prospect Stochastic Dominance. (2020). Scaillet, Olivier ; Topaloglou, Nikolas ; Arvanitis, Stelios. In: Papers. RePEc:arx:papers:2004.02670.

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2020Decision-Making, Sub-Additive Recursive Matching Noise And Biases In Risk-Weighted Stock/Bond Index Calculation Methods In Incomplete Markets With Partially Observable Multi-Attribute Preferences. (2020). Nwogugu, Michael C. In: Papers. RePEc:arx:papers:2005.01708.

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2020False (and Missed) Discoveries in Financial Economics. (2020). Liu, Yan ; Harvey, Campbell R. In: Papers. RePEc:arx:papers:2006.04269.

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2020Deeply Equal-Weighted Subset Portfolios. (2020). Il, Sang. In: Papers. RePEc:arx:papers:2006.14402.

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2021An Empirical Assessment of Characteristics and Optimal Portfolios. (2021). Lamoureux, Christopher G ; Zhang, Huacheng. In: Papers. RePEc:arx:papers:2104.12975.

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2021Financing Entrepreneurship and Innovation in China. (2021). Shen, Tao ; Qu, Yuanyu ; Charles, ; Cong, Lin William. In: Papers. RePEc:arx:papers:2108.10982.

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2021Risk-Adjusted Valuation for Real Option Decisions. (2021). Ward, Charles ; Chen, XI ; Alexander, Carol. In: Papers. RePEc:arx:papers:2109.04793.

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2020Contagion in Dealer Networks. (2020). Walton, Adrian ; Fontaine, Jean-Sebastien. In: Staff Working Papers. RePEc:bca:bocawp:20-1.

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2021Centralizing Over-the-Counter Markets?. (2021). Allen, Jason ; Wittwer, Milena. In: Staff Working Papers. RePEc:bca:bocawp:21-39.

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2020Investors’ Behavior and Mutual Fund Portfolio Allocations in Brazil during the Global Financial Crisis. (). Linardi, Fernando M. In: Working Papers Series. RePEc:bcb:wpaper:517.

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2020Macroprudential stress testing: A proposal for the Luxembourg investment fund sector. (2020). Lee, Kang-Soek. In: BCL working papers. RePEc:bcl:bclwop:bclwp141.

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2020Monetary Momentum. (2020). Weber, Michael ; Neuhierl, Andreas. In: Working Papers. RePEc:bfi:wpaper:2020-39.

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2021Can Machine Learning Help to Select Portfolios of Mutual Funds?. (2021). , Andre ; Nogales, Francisco J ; Gil-Bazo, Javier ; Demiguel, Victor ; de Miguel, Victor . In: Working Papers. RePEc:bge:wpaper:1245.

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2020Structural holes and hedge fund return comovement: evidence from network‐connected stock hedge funds in China. (2020). Xiao, Tusheng ; Wang, Xueding ; Li, Yang. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2811-2841.

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2021Financial misreporting and peer firms operational efficiency. (2021). Yi, Sheng ; Lao, Brent. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:1:p:387-413.

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2020Examining the behavior of renewable‐energy fund investors. (2020). Martiballester, Carmenpilar ; Carmen Pilar Marti Ballester, . In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:6:p:2624-2634.

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2020Limited attention and portfolio choice: The impact of attention allocation on mutual fund performance. (2020). Pareek, Ankur ; Guptamukherjee, Swasti. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:4:p:1083-1125.

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2021Informativeness of mutual fund advertisements: Does advertising communicate fund quality to investors?. (2021). Pukthuanthong, Kuntara ; Obaid, Khaled. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:203-236.

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2021Economic policy uncertainty and momentum. (2021). Wu, Yangru ; Sun, Minxing ; Gu, Ming ; Xu, Weike. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:237-259.

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2021Rating labels and style investing: Evidence from Moodys rating recalibration. (2021). Wu, Chunchi ; Tao, Xinyuan. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:4:p:1047-1084.

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2020Stock market anomalies and baseball cards. (2020). Thompson, Linh ; Engelberg, Joseph ; Williams, Jared. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:3:p:461-479.

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2021Portfolios of actively managed mutual funds. (2021). Riley, Timothy B. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:2:p:205-230.

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2022Taking a long view: Investor trading horizon and earnings management strategy. (2022). Lee, Kyung Yun ; Jang, Yeejin. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:1:p:36-71.

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2020Relationship Trading in Over?the?Counter Markets. (2020). Schuerhoff, Norman ; Livdan, Dmitry ; Hendershott, Terrence ; Schurhoff, Norman. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:2:p:683-734.

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2020Tax?Efficient Asset Management: Evidence from Equity Mutual Funds. (2020). Sialm, Clemens ; Zhang, Hanjiang. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:2:p:735-777.

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2020Measuring Innovation and Product Differentiation: Evidence from Mutual Funds. (2020). Warner, Jerold B ; Kostovetsky, Leonard. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:2:p:779-823.

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2020What Drives Anomaly Returns?. (2020). Tetlock, Paul C ; Lochstoer, Lars A. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1417-1455.

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2020How Skilled Are Security Analysts?. (2020). Crotty, Kevin ; Crane, Alan. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1629-1675.

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2020Star Ratings and the Incentives of Mutual Funds. (2020). Weng, XI ; Li, Fei ; Huang, Chong. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1715-1765.

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2020What Matters to Individual Investors? Evidence from the Horses Mouth. (2020). Choi, James ; Robertson, Adriana Z. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:4:p:1965-2020.

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2020False (and Missed) Discoveries in Financial Economics. (2020). Harvey, Campbell R ; Liu, Yan. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2503-2553.

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2020The Mismatch Between Mutual Fund Scale and Skill. (2020). Song, Yang. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2555-2589.

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2020Market Structure and Transaction Costs of Index CDSs. (2020). Collindufresne, Pierre ; Trolle, Anders B ; Junge, Benjamin. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2719-2763.

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2021The Economics of Hedge Fund Startups: Theory and Empirical Evidence. (2021). Zhang, Hong ; Farnsworth, Grant ; Cao, Charles. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:3:p:1427-1469.

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2021Asset Managers: Institutional Performance and Factor Exposures. (2021). Morse, Adair ; Linnainmaa, Juhani T ; Gerakos, Joseph. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:4:p:2035-2075.

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2021Valuing Private Equity Investments Strip by Strip. (2021). van Nieuwerburgh, Stijn ; Gupta, Arpit. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:6:p:3255-3307.

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2022Skill, Scale, and Value Creation in the Mutual Fund Industry. (2022). Scaillet, Olivier ; Gagliardini, Patrick ; Barras, Laurent. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:601-638.

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2022Mutual fund performance and changes in factor exposure. (2022). Matallinsaez, Juan Carlos ; Juan Carlos Matallin Saez, ; de Mingolopez, Diego Victor ; Conlon, Thomas ; Bessler, Wolfgang. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:1:p:17-52.

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2021From Implicit to Explicit: The Impact of Disclosure Requirements on Hidden Transaction Costs. (2021). Watts, Edward M ; Eventov, Omri ; Cuny, Christine . In: Journal of Accounting Research. RePEc:bla:joares:v:59:y:2021:i:1:p:215-242.

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2021The Information Externality of Public Firms’ Financial Information in the State?Bond Secondary Market. (2021). Cheng, Stephanie F. In: Journal of Accounting Research. RePEc:bla:joares:v:59:y:2021:i:2:p:529-574.

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2022How is Earnings News Transmitted to Stock Prices?. (2022). Martineau, Charles ; Gregoire, Vincent. In: Journal of Accounting Research. RePEc:bla:joares:v:60:y:2022:i:1:p:261-297.

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2021Zero?intelligence versus human agents: An experimental analysis of the efficiency of Double Auctions and Over?the?Counter markets of varying sizes. (2021). Manzoni, Elena ; Centorrino, Samuele ; Attanasi, Giuseppe. In: Journal of Public Economic Theory. RePEc:bla:jpbect:v:23:y:2021:i:5:p:895-932.

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

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2020General?Purpose Local Government Defaults: Type, Trend, and Impact. (2020). Abbas, Yulianti ; Yang, Lang. In: Public Budgeting & Finance. RePEc:bla:pbudge:v:40:y:2020:i:4:p:62-85.

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2022Financial statement timeliness and bond?price dispersion in the municipal market. (2022). Abbas, Yulianti . In: Public Budgeting & Finance. RePEc:bla:pbudge:v:42:y:2022:i:1:p:66-97.

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2020The welfare cost of inflation with banking time. (2020). Gillman, Max ; Max, Gillman. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:20:y:2020:i:1:p:20:n:18.

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2020Relaxed Optimization: e-Rationalizability and the FOC-Departure Index in Consumer Theory. (2020). de Clippel, Geoffroy ; Rozen, Kareen ; DeClippel, Geoffroy . In: Working Papers. RePEc:bro:econwp:2020-07.

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2020Dynamic Equity Slope. (2020). Marfè, Roberto ; Zucchi, Francesca ; Colonnello, Stefano ; Breugem, Matthijs. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:626.

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2020On the Performance of Cryptocurrency Funds. (2020). Babiak, Mykola ; Bianchi, Daniele. In: CERGE-EI Working Papers. RePEc:cer:papers:wp672.

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2022La información pública periódica de los fondos de inversión: como influyen en las decisiones de los inversores.. (2022). Losada, Ramiro. In: CNMV Documentos de Trabajo. RePEc:cnv:docutr:dt_76es.

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2022Periodic public information on investment funds and how it influences investors´ decisions. (2022). Losada, Ramiro. In: CNMV Working Papers. RePEc:cnv:wpaper:dt_76en.

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2020Does Concurrent Management of Mutual Funds and Pension Plans Create Conflicts of Interest?. (2020). Marti, Carmen Pilar. In: Ensayos de Economía. RePEc:col:000418:018307.

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2021Crowding of International Mutual Funds. (2021). Wipplinger, Evert ; Inhoffen, Justus ; Dyakov, Teodor ; Gonzalez, Tanja Artiga. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1937.

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2020An Efficient Revealed Preference Test for the Maxmin Expected Utility Model. (2020). Demuynck, Thomas ; Staner, Clement. In: Working Papers ECARES. RePEc:eca:wpaper:2013/310013.

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2020Risk and return in international corporate bond markets. (2020). Bekaert, Geert ; de Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20202452.

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2020Fire sales by euro area banks and funds: what is their asset price impact?. (2020). Palligkinis, Spyros ; Pancaro, Cosimo ; Moccero, Diego ; Mirza, Harun. In: Working Paper Series. RePEc:ecb:ecbwps:20202491.

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2021Risky decision under laboratory deadline with experience and indirect self-selection. (2021). Das, Tanmoy ; Banerjee, Priyodorshi. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303749.

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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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2020The shrouded business of style drift in active mutual funds. (2020). Tam, On Kit ; Pei, Angeline Kim. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301115.

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2020Early indicators of fundraising success by venture capital firms. (2020). Lahr, Henry ; Trombley, Timothy E. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920301164.

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2020Uncertainty avoidance and mutual funds. (2020). Ramos, Sofia ; Miguel, Antonio F ; Medhat, Mamdouh ; Keswani, Aneel. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920301929.

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2021Convertible debt and asset substitution of multinational corporations. (2021). Batten, Jonathan ; Young, Martin R ; Khaw, Karren Lee-Hwei. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s092911992030287x.

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2021Strategic insider trading in foreign exchange markets. (2021). Szilagyi, Peter ; Batten, Jonathan ; Lonarski, Igor. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119920302625.

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2021Options trading and the cost of debt. (2021). Garcia, Sergio J ; Blanco, Ivan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001267.

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2020Security design with status concerns. (2020). Subrahmanyam, Marti ; Shapiro, Alex ; Makarov, Dmitry ; Basak, Suleyman. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:118:y:2020:i:c:s0165188920301445.

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2021Nonlinear effect of sentiment on momentum. (2021). Li, Kai. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921001883.

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2020Can foreign equity funds outperform their benchmarks? New evidence from fund-holding data for China. (2020). Yan, Cheng ; Wang, Guipu ; Zhang, Jinhua. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:11-20.

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2020Fire sales by euro area banks and funds: What is their asset price impact?. (2020). Palligkinis, Spyros ; Pancaro, Cosimo ; Moccero, Diego ; Mirza, Harun. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:430-444.

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2020Threshold effect of scale and skill in active mutual fund management. (2020). CHONG, Terence Tai Leung ; Sio, Chan-Ip ; Lee, Na Young. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305618.

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2020Corporate tax, financial leverage, and portfolio risk. (2020). Kim, Dongnyoung ; Chung, Chune Young ; Sub, Paul Moon. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301613.

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2021Stock market reactions to upside and downside volatility of Bitcoin: A quantile analysis. (2021). , Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000188.

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2021Long-term wealth growth portfolio allocation under parameter uncertainty: A non-conservative robust approach. (2021). Zhang, Tianlun ; Zhu, BO. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000620.

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2022Catering to investors through capital expenditures: Testing assets substitution problem around financing. (2022). Huang, Hsin-Yi ; Ho, Ruey-Jenn ; Chao, Ching-Hsiang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001698.

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2020A simple model of a money-management market with rational and extrapolative investors. (2020). spiegler, ran. In: European Economic Review. RePEc:eee:eecrev:v:127:y:2020:i:c:s0014292120301203.

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2020Hedge fund’s dynamic leverage decisions under time-inconsistent preferences. (2020). Zou, Zhentao ; Yang, Jinqiang ; Liu, BO. In: European Journal of Operational Research. RePEc:eee:ejores:v:284:y:2020:i:2:p:779-791.

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2020Integrated dynamic models for hedging international portfolio risks. (2020). Vladimirou, Hercules ; Topaloglou, Nikolas ; Zenios, Stavros A. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:1:p:48-65.

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2022Copula-based Black–Litterman portfolio optimization. (2022). Stephan, Andreas ; Ostermark, Ralf ; Sahamkhadam, Maziar. In: European Journal of Operational Research. RePEc:eee:ejores:v:297:y:2022:i:3:p:1055-1070.

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2021Timing is money: The factor timing ability of hedge fund managers. (2021). , Remco ; Osinga, Albert Jakob. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:266-281.

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2021Endogeneity in the mutual fund flow–performance relationship: An instrumental variables solution. (2021). Rakowski, David ; Yamani, Ehab. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:247-271.

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2021Investment restrictions and fund performance. (2021). Hong, Xin ; Fulkerson, Jon A. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:317-336.

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2021Determinants of project bond prices – Insights into infrastructure and energy capital markets. (2021). Wunsche, Andreas ; Horsch, Andreas ; Heyde, Frank ; Richter, Sylvia. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321000803.

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2021Cash holdings and oil price uncertainty exposures. (2021). Tong, Xinle ; Wang, Yudong ; Wu, XI. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321002085.

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2021Firm age and realized idiosyncratic return volatility in China: The role of short-sales constraints. (2021). Zhang, Qun ; Liu, Hao. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000879.

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2021Meeting new peers: The effects of Morningstar category reassignment on fund flows and star ratings. (2021). Mavruk, Taylan ; Holmen, Martin ; Fang, Dawei. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001757.

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2021The economic gain of being small in the mutual fund industry: U.S. and international evidence. (2021). Angelidis, Timotheos ; Fessas, Michalis ; Babalos, Vassilios. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001848.

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2021Do machines beat humans? Evidence from mutual fund performance persistence. (2021). Chen, Yihao ; Miguel, Antonio F. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002398.

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2022How do investors perceive convertible bond issuing decisions?. (2022). Veld, Chris ; Merkoulova, Yulia ; Dutordoir, Marie. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001161.

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2020Self-fulfilling arbitrages necessitate crash risk. (2020). Kim, Soohun ; Ahn, Dong-Hyun ; Seo, Kyoungwon. In: Journal of Financial Markets. RePEc:eee:finmar:v:51:y:2020:i:c:s1386418120300161.

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2021Equity investor sentiment and bond market reaction: Test of overinvestment and capital flow hypotheses. (2021). Chen, Wen. In: Journal of Financial Markets. RePEc:eee:finmar:v:55:y:2021:i:c:s1386418120300586.

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2022Hedge fund hold ’em. (2022). Ray, Sugata ; Mortal, Sandra ; Lu, Yan. In: Journal of Financial Markets. RePEc:eee:finmar:v:57:y:2022:i:c:s1386418120300859.

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2021Vulnerable asset management? The case of mutual funds. (2021). Fricke, Daniel. In: Journal of Financial Stability. RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301005.

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2020The time-varying role of timberland in long-term, mixed-asset portfolios under the mean conditional value-at-risk framework. (2020). Zhang, Weiyi ; Restrepo, Hector ; Mei, Bin. In: Forest Policy and Economics. RePEc:eee:forpol:v:113:y:2020:i:c:s1389934119306148.

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2020Dynamic price discovery: Transparency vs. information design. (2020). Song, Fei ; Kakhbod, Ali. In: Games and Economic Behavior. RePEc:eee:gamebe:v:122:y:2020:i:c:p:203-232.

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2021Asset liquidity, business risk, and beta. (2021). Nejadmalayeri, Ali. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028320301319.

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2021Are hedge fund managers skilled?. (2021). Stetsyuk, Ivan ; Kooli, Maher. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s104402832030274x.

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2021Do Sukuk provide diversification benefits to conventional bond investors? Evidence from Turkey. (2021). Karan, Mehmet Baha ; Arslan-Ayaydin, Ozgur ; Pirgaip, Burak. In: Global Finance Journal. RePEc:eee:glofin:v:50:y:2021:i:c:s1044028319303151.

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2022Price sensitivity of the consumer-investor: Evidence from energy prices and mutual fund fees. (2022). Gupta-Mukherjee, Swasti ; Mi, Hae. In: Global Finance Journal. RePEc:eee:glofin:v:51:y:2022:i:c:s1044028321000934.

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

Works by Richard C. Green:


YearTitleTypeCited
1985 Risk Aversion and Arbitrage. In: Journal of Finance.
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article4
1985 The Structure and Incentive Effects of Corporate Tax Liabilities. In: Journal of Finance.
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article23
1986 Benchmark Portfolio Inefficiency and Deviations from the Security Market Line. In: Journal of Finance.
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article17
1986 Positively Weighted Portfolios on the Minimum-Variance Frontier. In: Journal of Finance.
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article9
1987 Tax Arbitrage and the Existence of Equilibrium Prices for Financial Assets. In: Journal of Finance.
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article35
1992 When Will Mean-Variance Efficient Portfolios Be Well Diversified? In: Journal of Finance.
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article106
1990WHEN WILL MEAN-VARIANCE EFFICIENT PORTFOLIOS BE WELL DIVERSIFIED?.(1990) In: GSIA Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 106
paper
1997 Are There Tax Effects in the Relative Pricing of U.S. Government Bonds? In: Journal of Finance.
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article28
1999Optimal Investment, Growth Options, and Security Returns In: Journal of Finance.
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article374
Optimal Investment, Growth Options and Security Returns.() In: GSIA Working Papers.
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This paper has another version. Agregated cites: 374
paper
1998Optimal Investment, Growth Options, and Security Returns.(1998) In: NBER Working Papers.
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This paper has another version. Agregated cites: 374
paper
2001Report of the Editor of The Journal of Finance for the year 2000 In: Journal of Finance.
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article0
2007Presidential Address: Issuers, Underwriter Syndicates, and Aftermarket Transparency In: Journal of Finance.
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article18
2010Price Discovery in Illiquid Markets: Do Financial Asset Prices Rise Faster Than They Fall? In: Journal of Finance.
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article44
2012Financial Expertise as an Arms Race In: Journal of Finance.
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article57
2010Financial Expertise as an Arms Race.(2010) In: Discussion Paper.
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This paper has another version. Agregated cites: 57
paper
2010Financial Expertise as an Arms Race.(2010) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 57
paper
2010Financial Expertise as an Arms Race.(2010) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 57
paper
2017Advance Refundings of Municipal Bonds In: Journal of Finance.
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article7
2013Advance Refundings of Municipal Bonds.(2013) In: NBER Working Papers.
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This paper has another version. Agregated cites: 7
paper
2012Tax-Subsidized Underpricing: Issuers and Underwriters in the Market for Build America Bonds In: Swiss Finance Institute Research Paper Series.
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paper0
2012Tax-Subsidized Underpricing: Issuers and Underwriters in the Market for Build America Bonds.(2012) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 0
paper
Financial Intermediation and the Costs of Trading in an Opaque Market In: GSIA Working Papers.
[Citation analysis]
paper69
2005Financial Intermediation and the Costs of Trading in an Opaque Market.(2005) In: FAME Research Paper Series.
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This paper has another version. Agregated cites: 69
paper
2007Financial Intermediation and the Costs of Trading in an Opaque Market.(2007) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 69
article
0000The Microstructure of the Bond Market in the 20th Century In: GSIA Working Papers.
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paper35
2007The Microstructure of the Bond Market in the 20th Century.(2007) In: IDEI Working Papers.
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This paper has another version. Agregated cites: 35
paper
2019The Microstructure of the Bond Market in the 20th Century.(2019) In: Review of Economic Dynamics.
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This paper has another version. Agregated cites: 35
article
2018The Microstructure of the Bond Market in the 20th Century.(2018) In: TSE Working Papers.
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This paper has another version. Agregated cites: 35
paper
2002Dealer Intermediation and Price Behavior in the Aftermarket for New Bond Issues In: GSIA Working Papers.
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paper57
2007Dealer intermediation and price behavior in the aftermarket for new bond issues.(2007) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 57
article
The Personal-Tax Advantages of Equity In: GSIA Working Papers.
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paper33
2000The Personal Tax Advantage of Equity.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
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This paper has another version. Agregated cites: 33
paper
2003The personal-tax advantages of equity.(2003) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 33
article
1997Valuation and Return Dynamics of Research and Development Ventures In: GSIA Working Papers.
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paper2
Ex-Day Behavior of Lottery Bonds In: GSIA Working Papers.
[Full Text][Citation analysis]
paper0
2009Misaligned Incentives and Mortgage Lending in Asia In: Microeconomics Working Papers.
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paper1
1986Expected utility maximization and demand behavior In: Journal of Economic Theory.
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article19
1987Spanning and completeness in markets with contingent claims In: Journal of Economic Theory.
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article43
2011Information spillovers and performance persistence for hedge funds In: Journal of Financial Economics.
[Full Text][Citation analysis]
article21
1984Investment incentives, debt, and warrants In: Journal of Financial Economics.
[Full Text][Citation analysis]
article198
1999Ex-day behavior with dividend preference and limitations to short-term arbitrage: the case of Swedish lottery bonds In: Journal of Financial Economics.
[Full Text][Citation analysis]
article37
2002Mutual Fund Flows and Performance in Rational Markets In: FAME Research Paper Series.
[Full Text][Citation analysis]
paper617
2002Mutual Fund Flows and Performance in Rational Markets.(2002) In: NBER Working Papers.
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This paper has another version. Agregated cites: 617
paper
2004Mutual Fund Flows and Performance in Rational Markets.(2004) In: Journal of Political Economy.
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This paper has another version. Agregated cites: 617
article
1992Stationary Equilibria with Incomplete Markets and Overlapping Generations. In: International Economic Review.
[Full Text][Citation analysis]
article15
1998Valuation and Return Dynamics of New Ventures In: NBER Working Papers.
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paper3
1998Valuation and Return Dynamics of New Ventures..(1998) In: Research Program in Finance Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2014Predators and Prey on Wall Street In: Review of Asset Pricing Studies.
[Full Text][Citation analysis]
article0
1997The Valuation of Nonsystematic Risks and the Pricing of Swedish Lottery Bonds. In: Review of Financial Studies.
[Citation analysis]
article7
1993A Simple Model of the Taxable and Tax-Exempt Yield Curves. In: Review of Financial Studies.
[Full Text][Citation analysis]
article24

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