52
H index
77
i10 index
19420
Citations
Duke University (50% share) | 52 H index 77 i10 index 19420 Citations RESEARCH PRODUCTION: 69 Articles 59 Papers 3 Chapters EDITOR: Books edited 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 Campbell Harvey. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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NBER Working Papers / National Bureau of Economic Research, Inc | 45 |
Working Papers / HAL | 3 |
CEMA Working Papers / China Economics and Management Academy, Central University of Finance and Economics | 2 |
CEPR Discussion Papers / C.E.P.R. Discussion Papers | 2 |
Year | Title of citing document | |
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2022 | Betting on mean reversion in the VIX? Evidence from ETP flows. (2022). Posselt, Anders Merrild ; Nielsen, Ole Linnemann. In: CREATES Research Papers. RePEc:aah:create:2022-06. Full description at Econpapers || Download paper | |
2021 | How to Ensure Research Quality in Islamic Economics? ??? ???? ???? ????? ?? ???????? ?????????. (2021). Islahi, Abdul Azim. In: Journal of King Abdulaziz University: Islamic Economics. RePEc:abd:kauiea:v:34:y:2021:i:2:no:10:p:147-156. Full description at Econpapers || Download paper | |
2021 | Impact of ESG Rating of Companies on the Portfolio Performance. (2021). Samyukth, Ramkumar. In: Shanlax International Journal of Management. RePEc:acg:managt:v:8:y:2021:i:4:p:34-42. Full description at Econpapers || Download paper | |
2021 | Working Paper 352 - Liberalization, Technology Adoption, and Stock Returns: Evidence from Telecom. (2021). arezki, rabah ; Rossotto, Carlo Maria ; Fan, Rachel Yuting ; Dequiedt, Vianney. In: Working Paper Series. RePEc:adb:adbwps:2478. Full description at Econpapers || Download paper | |
2022 | Allocation of resources for risk management activities by business organisations in developing countries: Evidence from Zambia. (2022). Fadun, Olajide Solomon ; Silwimba, Peter. In: Bussecon Review of Social Sciences (2687-2285). RePEc:adi:bsrsss:v:4:y:2022:i:2:p:15-24. Full description at Econpapers || Download paper | |
2021 | Capital Controls: Theory and Evidence. (2021). Korinek, Anton ; Erten, Bilge ; Ocampo, Jos Antonio. In: Journal of Economic Literature. RePEc:aea:jeclit:v:59:y:2021:i:1:p:45-89. Full description at Econpapers || Download paper | |
2021 | Determinantes de la estructura de capital: un survey con énfasis en Latinoamérica. (2021). Grozs, Fernando Andres ; Dabos, Marcelo Pedro ; Bruno, Nestor. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4444. Full description at Econpapers || Download paper | |
2021 | The impact of non-banking financial markets on economic development. (2021). Andrei, Ioana Raluca. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(627):y:2021:i:2(627):p:5-18. Full description at Econpapers || Download paper | |
2022 | Assessing the performance of mutual funds. (2022). Radu, Iulian ; Iacob, Tefan Virgil ; Anghel, Mdlina-Gabriela ; Anghelache, Constantin. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(631):y:2022:i:2(631):p:175-186. Full description at Econpapers || Download paper | |
2022 | Model for estimating the profitability of placing asset portfolios on the capital market. (2022). Grigorescu, Dana Luiza ; Iacob, Tefan Virgil ; Anghel, Mdlina-Gabriela ; Anghelache, Constantin. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(631):y:2022:i:2(631):p:187-195. Full description at Econpapers || Download paper | |
2022 | Stock market linkages in Asia. Revisiting Granger causality evidences. (2022). Saji, T G. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(632):y:2022:i:3(632):p:151-168. Full description at Econpapers || Download paper | |
2022 | Why No Debt? A FRICTO Analysis of the Capital Structure of Cal-Maine Foods Inc.. (2022). White, Susan ; Carlos , . In: Applied Economics Teaching Resources (AETR). RePEc:ags:aaeatr:320048. Full description at Econpapers || Download paper | |
2022 | Financing Gap of Agro-food Firms and the Role of Policies. (2022). Toth, Marian ; Pokrivak, Jan. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:327264. 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 | The replicability crisis and the p-value debate – what are the consequences for the agricultural and food economics community?. (2021). Hüttel, Silke ; Heckelei, Thomas ; Rommel, Jens ; Odening, Martin. In: Discussion Papers. RePEc:ags:ubfred:316369. Full description at Econpapers || Download paper | |
2021 | Do retail investors bite off more than they can chew? A close look at their return objectives. (2021). Dhondt, Catherine ; Merli, Maxime ; de Winne, Rudy ; DEWINNE, Rudy . In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021003. Full description at Econpapers || Download paper | |
2021 | Earnings Management Methods and CEO Political Affiliation. (2021). Torsin, Wouter ; Thewissen, James ; Ozgur, Arslan-Ayaydin. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021017. Full description at Econpapers || Download paper | |
2021 | Credit Supply, Firms, and Earnings Inequality. (2021). Moser, Christian ; Wolter, Stefanie ; Wirth, Benjamin ; Saidi, Farzad. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:086. Full description at Econpapers || Download paper | |
2022 | Investor-Driven Corporate Finance: Evidence from Insurance Markets. (2022). Kubitza, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:144. 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 | Downside Systematic Risk in Pakistani Stock Market: Role of Corporate Governance, Financial Liberalization and Investor Sentiment. (2021). Malik, Qaisar ; Akbar, Muhammad ; Hussain, Shahzad ; Abbas, Nasir ; Ahmad, Tanveer. In: CAFE Working Papers. RePEc:akf:cafewp:14. Full description at Econpapers || Download paper | |
2021 | The Impact of CEO Overconfidence on Real Earnings Management: Evidence from M&A Transactions. (2021). Zouari, Ghazi ; Khlifi, Sawssen. In: Journal of Accounting and Management Information Systems. RePEc:ami:journl:v:20:y:2021:i:3:p:402-424. Full description at Econpapers || Download paper | |
2022 | Temporal Evidence on Threshold Hierarchy Based on Accruals and Real Earnings Management: Evidence from France And The US. (2022). Turki, Islem ; ben Amar, Anis. In: Journal of Accounting and Management Information Systems. RePEc:ami:journl:v:21:y:2022:i:3:p:373-396. Full description at Econpapers || Download paper | |
2021 | Government Size and Openness: Insights Based on Country Classifications. (2021). Sarı, Erkam ; HOTUNLUOGLU, Hakan . In: World Journal of Applied Economics. RePEc:ana:journl:v:7:y:2021:i:1:p:1-16. Full description at Econpapers || Download paper | |
2023 | Analysis of Dynamic Connectedness among Sovereign CDS Premia. (2023). Ceylan, Ozcan. In: World Journal of Applied Economics. RePEc:ana:journl:v:9:y:2023:i:1:p:33-47. Full description at Econpapers || Download paper | |
2021 | The illiquidity network of stocks in Chinas market crash. (2020). Zhao, Jichang ; Tan, Xiaoling. In: Papers. RePEc:arx:papers:2004.01917. Full description at Econpapers || Download paper | |
2021 | Tail Granger causalities and where to find them: extreme risk spillovers vs. spurious linkages. (2020). Lillo, Fabrizio ; Campajola, Carlo ; Zaoli, Silvia ; Mazzarisi, Piero. In: Papers. RePEc:arx:papers:2005.01160. 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 | Asymptotic Properties of the Maximum Likelihood Estimator in Endogenous Regime-Switching Models. (2020). Liu, Yan. In: Papers. RePEc:arx:papers:2010.04930. Full description at Econpapers || Download paper | |
2021 | Confronting Machine Learning With Financial Research. (2021). Kim, Jack ; el Harzli, Ouns ; Lommers, Kristof. In: Papers. RePEc:arx:papers:2103.00366. 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 | |
2022 | An Empirical Assessment of Characteristics and Optimal Portfolios. (2021). Lamoureux, Christopher G ; Zhang, Huacheng. In: Papers. RePEc:arx:papers:2104.12975. 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 | Time Varying Risk in U.S. Housing Sector and Real Estate Investment Trusts Equity Return. (2021). Alam, Masud. In: Papers. RePEc:arx:papers:2107.10455. Full description at Econpapers || Download paper | |
2021 | Risk-Adjusted Valuation for Real Option Decisions. (2021). Ward, Charles ; Chen, XI ; Alexander, Carol. In: Papers. RePEc:arx:papers:2109.04793. Full description at Econpapers || Download paper | |
2022 | Gambits: Theory and Evidence. (2021). Turk, Christian ; Polson, Nicholas ; Maharaj, Shiva. In: Papers. RePEc:arx:papers:2110.02755. Full description at Econpapers || Download paper | |
2021 | ESG and Sovereign Risk: What is Priced in by the Bond Market and Credit Rating Agencies?. (2021). Stagnol, Lauren ; Roncalli, Thierry ; Semet, Raphael. In: Papers. RePEc:arx:papers:2110.06617. Full description at Econpapers || Download paper | |
2022 | Industry Characteristics and Financial Risk Spillovers. (2022). Chiua, Wan-Chien ; Wang, Chih-Wei ; Pena, Juan Ignacio. In: Papers. RePEc:arx:papers:2202.02263. Full description at Econpapers || Download paper | |
2022 | Are all Credit Default Swap Databases equal?. (2022). Mayordomo, Sergio ; Schwartz, Eduardo S ; Pena, Juan Ignacio. In: Papers. RePEc:arx:papers:2202.02273. Full description at Econpapers || Download paper | |
2022 | Risk Parity Portfolios with Skewness Risk: An Application to Factor Investing and Alternative Risk Premia. (2022). Roncalli, Thierry ; Kostyuchyk, Nazar ; Bruder, Benjamin. In: Papers. RePEc:arx:papers:2202.10721. Full description at Econpapers || Download paper | |
2022 | Sparse multivariate modeling for stock returns predictability. (2022). Bernardi, Mauro ; Bianco, Nicolas ; Bianchi, Daniele. In: Papers. RePEc:arx:papers:2202.12644. Full description at Econpapers || Download paper | |
2022 | Do t-Statistic Hurdles Need to be Raised. (2022). Chen, Andrew Y. In: Papers. RePEc:arx:papers:2204.10275. Full description at Econpapers || Download paper | |
2022 | Impact of the political risk on food reserve ratio: evidence across countries. (2022). Yang, Xiaoguang ; Li, Shang ; Xing, Kai. In: Papers. RePEc:arx:papers:2206.12264. Full description at Econpapers || Download paper | |
2022 | Most claimed statistical findings in cross-sectional return predictability are likely true. (2022). Chen, Andrew Y. In: Papers. RePEc:arx:papers:2206.15365. 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 | Interrogation of A Bubble in the Indian Market. (2022). Suresh, N ; Gangadharan, Ganapathy G. In: Papers. RePEc:arx:papers:2207.13444. Full description at Econpapers || Download paper | |
2022 | A penalized two-pass regression to predict stock returns with time-varying risk premia. (2022). Scaillet, Olivier ; Guerrier, St'Ephane ; Bakalli, Gaetan. In: Papers. RePEc:arx:papers:2208.00972. Full description at Econpapers || Download paper | |
2022 | Estimation of growth in fund models. (2022). Ruf, Johannes ; Koo, Hyeng Keun ; Kardaras, Constantinos. In: Papers. RePEc:arx:papers:2208.02573. Full description at Econpapers || Download paper | |
2022 | Common Idiosyncratic Quantile Risk. (2022). Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267. Full description at Econpapers || Download paper | |
2022 | A Unified Framework for Estimation of High-dimensional Conditional Factor Models. (2022). Chen, Qihui. In: Papers. RePEc:arx:papers:2209.00391. Full description at Econpapers || Download paper | |
2022 | Index Tracking via Learning to Predict Market Sensitivities. (2022). Choi, Yongmin ; Kim, Jeonghun ; Hong, Yoonsik. In: Papers. RePEc:arx:papers:2209.00780. Full description at Econpapers || Download paper | |
2022 | Optimally Biased Expertise. (2022). Starkov, Egor ; Senkov, Maxim ; Matveenko, Andrei ; Ilinov, Pavel. In: Papers. RePEc:arx:papers:2209.13689. Full description at Econpapers || Download paper | |
2022 | Integrating multiple sources of ordinal information in portfolio optimization. (2022). Pferschy, Ulrich ; Mestel, Roland ; Hafner, Stephan ; Ccela, Eranda. In: Papers. RePEc:arx:papers:2211.00420. Full description at Econpapers || Download paper | |
2022 | State-dependent Asset Allocation Using Neural Networks. (2022). Neghab, Davood Pirayesh ; Bradrania, Reza. In: Papers. RePEc:arx:papers:2211.00871. Full description at Econpapers || Download paper | |
2023 | Zero-Leverage Puzzle. (2023). Pinchuk, Mykola. In: Papers. RePEc:arx:papers:2302.00761. Full description at Econpapers || Download paper | |
2023 | A Look at Financial Dependencies by Means of Econophysics and Financial Economics. (2023). di Matteo, T ; Raddant, M. In: Papers. RePEc:arx:papers:2302.08208. Full description at Econpapers || Download paper | |
2023 | The financial health of a company and the risk of its default: Back to the future. (2023). Fabrizi, Eugenio ; Dainelli, Francesco ; Bet, Gianmarco. In: Papers. RePEc:arx:papers:2302.10140. Full description at Econpapers || Download paper | |
2023 | Government Guarantees and Banks Income Smoothing. (2023). , Felipe ; Merkley, Kenneth J ; Dantas, Manuela M. In: Papers. RePEc:arx:papers:2303.03661. Full description at Econpapers || Download paper | |
2023 | Real Options Technique as a Tool of Strategic Risk Management. (2023). Savchuk, Volodymyr. In: Papers. RePEc:arx:papers:2303.09176. Full description at Econpapers || Download paper | |
2021 | Consumption Tax Reform and the Real Economy: Evidence from India’s Adoption of a Value-Added Tax. (2021). Ritadhi, S K ; Kulkarni, Nirupama ; Aneja, Abhay. In: Working Papers. RePEc:ash:wpaper:48. Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2021 | Dynamics of Foreign Portfolio Investment and Stock Market Returns During the COVID-19 Pandemic - Evidence From India. (2021). Kp, Prabheesh. In: Asian Economics Letters. RePEc:ayb:jrnael:17. Full description at Econpapers || Download paper | |
2023 | Narrative-Driven Fluctuations in Sentiment: Evidence Linking Traditional and Social Media. (2023). Song, Wenting ; MacAulay, Alistair. In: Staff Working Papers. RePEc:bca:bocawp:23-23. Full description at Econpapers || Download paper | |
2022 | The Effects of Climate Change on the Italian economy. (2022). Zeni, Federica ; de Blasio, Guido ; Deblasio, Guido ; Citino, Luca ; Alpino, Matteo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_728_22. Full description at Econpapers || Download paper | |
2021 | Managerial talent and managerial practices: are they complements?. (2021). Mocetti, Sauro ; Baltrunaite, Audinga ; Bovini, Giulia. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1335_21. Full description at Econpapers || Download paper | |
2021 | When the panic broke out: COVID-19 and investment funds portfolio rebalancing around the world. (2021). Santioni, Raffaele ; Affinito, Massimiliano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1342_21. Full description at Econpapers || Download paper | |
2022 | Firm liquidity and the transmission of monetary policy. (2022). Schiaffi, Stefano ; Bottero, Margherita. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1378_22. Full description at Econpapers || Download paper | |
2021 | The Yield Curve as a Predictor of Economic Activity in Mexico: The Role of the Term Premium. (2021). Ibarra-Ramirez, Raul . In: Working Papers. RePEc:bdm:wpaper:2021-07. Full description at Econpapers || Download paper | |
2021 | Financial Frictions in Mexico: Evidence from the Credit Spread and its Components. (2021). Pelez, Carlos D ; Aguirre, Mauricio Carabarn. In: Working Papers. RePEc:bdm:wpaper:2021-20. Full description at Econpapers || Download paper | |
2021 | Efecto del riesgo de tipo de cambio en la rentabilidad de los bonos soberanos en Colombia. (2021). Ardila-Dueas, Carlos David ; Vargas-Paez, Andrea Carolina. In: Borradores de Economia. RePEc:bdr:borrec:1165. Full description at Econpapers || Download paper | |
2021 | Indicador Combinado de Liquidez para la Deuda Pública Local Colombiana. (2021). Martinez-Cruz, Diego Alejandro. In: Borradores de Economia. RePEc:bdr:borrec:1167. Full description at Econpapers || Download paper | |
2022 | Financial Conditions and Macroeconomic Downside Risks in the Euro Area. (2022). Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:863. Full description at Econpapers || Download paper | |
2021 | Non-Standard Errors. (2021). Kirchler, Michael ; Johannesson, Magnus ; Huber, Juergen ; Holzmeister, Felix ; Dreber, Anna ; Menkveld, Albert J ; Gil-Bazo, Javier ; Brownlees, Christian ; Weitzel, Utz ; Razen, Michael ; Neussus, Sebastian. In: Working Papers. RePEc:bge:wpaper:1303. Full description at Econpapers || Download paper | |
2021 | Monetary Policy and Endogenous Financial Crises. (2021). Manea, Cristina ; Gali, Jordi ; Collard, Fabrice ; Boissay, Frederic. In: Working Papers. RePEc:bge:wpaper:1308. Full description at Econpapers || Download paper | |
2021 | Changing patterns of capital flows. (2021). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:66. Full description at Econpapers || Download paper | |
2022 | Global production linkages and stock market co-movement. (2022). Schrimpf, Andreas ; Auer, Raphael ; Wagner, Alexander F ; Iwadate, Bruce Muneaki. In: BIS Working Papers. RePEc:bis:biswps:1003. Full description at Econpapers || Download paper | |
2022 | Bank of Japans ETF purchase program and equity risk premium: a CAPM interpretation. (2022). Shino, Junnosuke ; Takahashi, Koji ; Katagiri, Mitsuru. In: BIS Working Papers. RePEc:bis:biswps:1029. Full description at Econpapers || Download paper | |
2021 | Firm-specific risk-neutral distributions with options and CDS. (2021). Jahan-Parvar, Mohammad ; Aramonte, Sirio ; Schindler, John W ; Rosen, Samuel. In: BIS Working Papers. RePEc:bis:biswps:921. Full description at Econpapers || Download paper | |
2022 | Monetary policy and endogenous financial crises. (2022). Collard, Fabrice ; Manea, Cristina ; Gali, Jordi ; Boissay, Jose Frederic. In: BIS Working Papers. RePEc:bis:biswps:991. Full description at Econpapers || Download paper | |
2022 | Capital flows and institutions. (2022). Igan, Deniz ; Puy, Damien ; Lauwers, Alexandre R. In: BIS Working Papers. RePEc:bis:biswps:994. Full description at Econpapers || Download paper | |
2021 | Choosing the Level of Significance: A Decision?theoretic Approach. (2021). Kim, Jae ; Choi, IN. In: Abacus. RePEc:bla:abacus:v:57:y:2021:i:1:p:27-71. Full description at Econpapers || Download paper | |
2021 | Asset Redeployability and Corporate Tax Avoidance. (2021). Alam, Nurul ; Habib, Ahsan ; Hasan, Mostafa Monzur. In: Abacus. RePEc:bla:abacus:v:57:y:2021:i:2:p:183-219. 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 | |
2022 | Business Model Disclosures, Market Values, and Earnings Persistence: Evidence From the UK. (2022). Nielsen, Christian ; Schaper, Stefan ; Simoni, Lorenzo. In: Abacus. RePEc:bla:abacus:v:58:y:2022:i:1:p:142-173. Full description at Econpapers || Download paper | |
2022 | Do Firms Learn from Pre?announcement Experience? Evidence from Optimistic Pre?announcements and Market Responses. (2022). Il, Hyung ; Lim, Youngdeok. In: Abacus. RePEc:bla:abacus:v:58:y:2022:i:2:p:365-392. Full description at Econpapers || Download paper | |
2021 | Institutions, banking structure and the cost of debt: new international evidence. (2021). Gonzalez, Victor M ; Alvarezbotas, Celia. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:1:p:265-303. Full description at Econpapers || Download paper | |
2021 | Financial 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. Full description at Econpapers || Download paper | |
2021 | The joint information role of analysts’ cash flow and earnings forecasts. (2021). Pal, Ananda M ; Mishra, Sagarika ; Gul, Ferdinand A ; Dhole, Sandip. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:1:p:499-541. Full description at Econpapers || Download paper | |
2021 | The role of accounting quality in corporate liquidity management. (2021). Li, Wulung. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:2:p:2631-2670. Full description at Econpapers || Download paper | |
2021 | Social trust and the speed of corporate leverage adjustment: evidence from around the globe. (2021). Faff, Robert ; Lu, Yue ; Huang, Peng. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:2:p:3261-3303. Full description at Econpapers || Download paper | |
2021 | Leverage deviation from the target debt ratio and leasing. (2021). Sankaran, Harikumar ; Rahman, Shofiqur ; Chowdhury, Hasibul. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:2:p:3481-3515. Full description at Econpapers || Download paper | |
2021 | Practice makes perfect? The effect of CEO and director experience on acquisition performance. (2021). Bugeja, Martin ; Ghannam, Samir ; Jeganathan, Davina. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:2:p:3781-3796. Full description at Econpapers || Download paper | |
2021 | Economic policy uncertainty exposure and earnings management: evidence from China. (2021). Wang, Hua ; Fang, Zhenming ; Yao, Shouyu ; Cui, Xin. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:3937-3976. Full description at Econpapers || Download paper | |
2021 | Do outliers matter? The predictive ability of average skewness on market returns using robust skewness measures. (2021). Yan, WU ; Shi, Jing ; Liao, Yin ; Han, Jianlei ; Bo, Xu Chong. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:3977-4006. 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 | 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 | Speed of adjustment towards target leverage: evidence from a quantile regression analysis. (2021). Truong, Cameron ; Hou, Greg ; Bai, Min ; Nguyen, Thao. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:4:p:5073-5109. Full description at Econpapers || Download paper | |
2021 | Accounting for intangibles and intellectual capital: a literature review from 2000 to 2020. (2021). Dumay, Johannes ; Hussinki, Henri ; Garanina, Tatiana. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:4:p:5111-5140. Full description at Econpapers || Download paper | |
2021 | Leverage constraints and corporate financing decisions. (2021). Zhou, Qing ; Yang, Liu. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:4:p:5199-5230. Full description at Econpapers || Download paper | |
2021 | Effect of positive tone in MD&A disclosure on capital structure adjustment speed: evidence from China. (2021). Yan, Lina ; Wu, Duowen ; Wang, Qian. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:4:p:5809-5845. Full description at Econpapers || Download paper | |
2021 | Does stock market liberalisation restrain corporate financialisation?. (2021). Li, Ziyang ; Yao, Mengchao ; Zhu, Yanyan ; Ying, Qianwei. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:5:p:6263-6294. Full description at Econpapers || Download paper | |
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Year | Title | Type | Cited |
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2017 | How to Write an Effective Referee Report and Improve the Scientific Review Process In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 10 |
2016 | Globalization and Asset Returns In: Annual Review of Financial Economics. [Full Text][Citation analysis] | article | 30 |
2008 | Managerial Response to the May 2003 Dividend Tax Cut In: Financial Management. [Full Text][Citation analysis] | article | 37 |
2018 | The Theory and Practice of Corporate Risk Management: Evidence from the Field In: Financial Management. [Full Text][Citation analysis] | article | 9 |
2002 | HOW DO CFOs MAKE CAPITAL BUDGETING AND CAPITAL STRUCTURE DECISIONS? In: Journal of Applied Corporate Finance. [Full Text][Citation analysis] | article | 67 |
1991 | The World Price of Covariance Risk. In: Journal of Finance. [Full Text][Citation analysis] | article | 482 |
1991 | S&P 100 Index Option Volatility. In: Journal of Finance. [Citation analysis] | article | 32 |
1992 | Seasonality and Consumption-Based Asset Pricing. In: Journal of Finance. [Full Text][Citation analysis] | article | 59 |
1995 | Time-Varying World Market Integration. In: Journal of Finance. [Full Text][Citation analysis] | article | 1090 |
1994 | Time-Varying World Market Integration.(1994) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1090 | paper | |
1999 | Conditioning Variables and the Cross Section of Stock Returns In: Journal of Finance. [Full Text][Citation analysis] | article | 339 |
1999 | Conditioning Variables and the Cross-Section of Stock Returns.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 339 | paper | |
2000 | Foreign Speculators and Emerging Equity Markets In: Journal of Finance. [Full Text][Citation analysis] | article | 918 |
1997 | Foreign Speculators and Emerging Equity Markets.(1997) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 918 | paper | |
1997 | Foreign Speculators and Emerging Equity Markets.(1997) In: William Davidson Institute Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 918 | paper | |
2000 | Conditional Skewness in Asset Pricing Tests In: Journal of Finance. [Full Text][Citation analysis] | article | 939 |
2007 | Global Growth Opportunities and Market Integration In: Journal of Finance. [Full Text][Citation analysis] | article | 169 |
2004 | Global Growth Opportunities and Market Integration.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 169 | paper | |
2012 | Report of the Editor of the Journal of Finance for the Year 2011 In: Journal of Finance. [Full Text][Citation analysis] | article | 0 |
2017 | Presidential Address: The Scientific Outlook in Financial Economics In: Journal of Finance. [Full Text][Citation analysis] | article | 126 |
2003 | Equity Market Liberalization in Emerging Markets In: Journal of Financial Research. [Full Text][Citation analysis] | article | 117 |
2003 | Equity market liberalization in emerging markets.(2003) In: Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 117 | article | |
1993 | Strategic Treasury Debt Management in Public Policy In: Review of Policy Research. [Full Text][Citation analysis] | article | 0 |
1997 | The Relation between the Term Structure of Interest Rates and Canadian Economic Growth. In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 43 |
2006 | Liquidity and Expected Returns: Lessons from Emerging Markets In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 413 |
2005 | Liquidity and Expected Returns: Lessons From Emerging Markets.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 413 | paper | |
2007 | Liquidity and Expected Returns: Lessons from Emerging Markets.(2007) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 413 | article | |
2010 | What Segments Equity Markets? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 212 |
2010 | What Segments Equity Markets?.(2010) In: NBP Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 212 | paper | |
2009 | What Segments Equity Markets?.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 212 | paper | |
2011 | What Segments Equity Markets?.(2011) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 212 | article | |
2002 | What Determines Expected International Asset Returns? In: Annals of Economics and Finance. [Full Text][Citation analysis] | article | 51 |
2002 | What Determines Expected International Asset Returns?.(2002) In: CEMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | paper | |
1994 | What determines expected international asset returns ?.(1994) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 51 | paper | |
1994 | What determines expected international asset returns ?.(1994) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 51 | paper | |
1994 | What Determines Expected International Asset Returns?.(1994) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | paper | |
1993 | International asset pricing with alternative distributional specifications In: CEMA Working Papers. [Full Text][Citation analysis] | paper | 64 |
1993 | International asset pricing with alternative distributional specifications.(1993) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 64 | article | |
1999 | Autoregressive Conditional Skewness In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 348 |
2010 | Managerial Miscalibration In: Working Paper Series. [Full Text][Citation analysis] | paper | 181 |
2010 | Managerial Miscalibration.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 181 | paper | |
2000 | Are Correlations of Stock Returns Justified by Subsequent Changes in National Outputs? In: Working Papers. [Full Text][Citation analysis] | paper | 98 |
2003 | Are correlations of stock returns justified by subsequent changes in national outputs?.(2003) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 98 | article | |
2016 | Political risk and international valuation In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 33 |
2001 | Emerging equity markets and economic development In: Journal of Development Economics. [Full Text][Citation analysis] | article | 224 |
2000 | Emerging Equity Markets and Economic Development.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 224 | paper | |
2002 | Research in emerging markets finance: looking to the future In: Emerging Markets Review. [Full Text][Citation analysis] | article | 177 |
2003 | Emerging markets finance In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 335 |
2001 | The specification of conditional expectations In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 143 |
2005 | The long-run equity risk premium In: Finance Research Letters. [Full Text][Citation analysis] | article | 37 |
2002 | The impact of the Federal Reserve Banks open market operations In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 16 |
1994 | The Impact of the Federal Reserve Banks Open Market Operations.(1994) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2005 | The economic implications of corporate financial reporting In: Journal of Accounting and Economics. [Full Text][Citation analysis] | article | 1320 |
2004 | The Economic Implications of Corporate Financial Reporting.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1320 | paper | |
2013 | Earnings quality: Evidence from the field In: Journal of Accounting and Economics. [Full Text][Citation analysis] | article | 155 |
1994 | Sources of risk and expected returns in global equity markets In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 150 |
1994 | Sources of Risk and Expected Returns in Global Equity Markets.(1994) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 150 | paper | |
1997 | Fundamental determinants of national equity market returns: A perspective on conditional asset pricing In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 38 |
1996 | Fundamental Determinants of National Equity Market Returns: A Perspective on Conditional Asset Pricing.(1996) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
2013 | Managerial attitudes and corporate actions In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 299 |
2013 | The European Union, the Euro, and equity market integration In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 81 |
2010 | The European Union, the Euro, and Equity Market Integration.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 81 | paper | |
2011 | The European Union, the Euro, and Equity Market Integration.(2011) In: 2011 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 81 | paper | |
2015 | Capital allocation and delegation of decision-making authority within firms In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 104 |
2011 | Capital Allocation and Delegation of Decision-Making Authority within Firms.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 104 | paper | |
1988 | The real term structure and consumption growth In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 309 |
1989 | Time-varying conditional covariances in tests of asset pricing models In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 336 |
1990 | Bayesian inference in asset pricing tests In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 40 |
1996 | Market timing ability and volatility implied in investment newsletters asset allocation recommendations In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 72 |
1994 | Market Timing Ability and Volatility Implied in Investment Newletters Asset Allocation Recommendations.(1994) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 72 | paper | |
1997 | Emerging equity market volatility In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 758 |
1995 | Emerging Equity Market Volatility.(1995) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 758 | paper | |
2001 | The theory and practice of corporate finance: evidence from the field In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 1502 |
2002 | Dating the integration of world equity markets In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 260 |
1998 | Dating the Integration of World Equity Markets.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 260 | paper | |
2004 | The effect of capital structure when expected agency costs are extreme In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 160 |
2001 | The Effect of Capital Structure When Expected Agency Costs are Extreme.(2001) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 160 | paper | |
2005 | Does financial liberalization spur growth? In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 1067 |
2004 | Does Financial Liberalization Spur Growth?.(2004) In: Working Paper Research. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1067 | paper | |
2001 | Does Financial Liberalization Spur Growth?.(2001) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1067 | paper | |
2005 | Payout policy in the 21st century In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 716 |
2003 | Payout Policy in the 21st Century.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 716 | paper | |
2010 | The real effects of financial constraints: Evidence from a financial crisis In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 829 |
2009 | The Real Effects of Financial Constraints: Evidence from a Financial Crisis.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 829 | paper | |
2002 | The dynamics of emerging market equity flows In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 191 |
1999 | The Dynamics of Emerging Market Equity Flows.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 191 | paper | |
2011 | Financial Openness and Productivity In: World Development. [Full Text][Citation analysis] | article | 142 |
2009 | Financial Openness and Productivity.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 142 | paper | |
1997 | Are Common Swings in International Stock Returns Justified by Subsequent Changes in National Outputs ? In: Working Papers. [Citation analysis] | paper | 2 |
2004 | Dynamic Trading Strategies and Portfolio Choice In: SIFR Research Report Series. [Full Text][Citation analysis] | paper | 11 |
2004 | Dynamic Trading Strategies and Portfolio Choice.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2009 | Investor Competence, Trading Frequency, and Home Bias In: Management Science. [Full Text][Citation analysis] | article | 166 |
2005 | Investor Competence, Trading Frequency, and Home Bias.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 166 | paper | |
1998 | Measurement Error and Nonlinearity in the Earnings-Returns Relation. In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 9 |
2000 | Capital Flows and the Behavior of Emerging Market Equity Returns In: NBER Chapters. [Full Text][Citation analysis] | chapter | 109 |
1998 | Capital Flows and the Behavior of Emerging Market Equity Returns.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 109 | paper | |
1994 | An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns In: NBER Chapters. [Full Text][Citation analysis] | chapter | 23 |
1993 | An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns.(1993) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
2004 | Growth Volatility and Financial Liberalization In: NBER Working Papers. [Full Text][Citation analysis] | paper | 296 |
2005 | The Tactical and Strategic Value of Commodity Futures In: NBER Working Papers. [Full Text][Citation analysis] | paper | 12 |
2007 | Managerial Overconfidence and Corporate Policies In: NBER Working Papers. [Full Text][Citation analysis] | paper | 103 |
2010 | A Corporate Beauty Contest In: NBER Working Papers. [Full Text][Citation analysis] | paper | 25 |
2010 | Liquidity Management and Corporate Investment During a Financial Crisis In: NBER Working Papers. [Full Text][Citation analysis] | paper | 253 |
2011 | Liquidity Management and Corporate Investment During a Financial Crisis.(2011) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 253 | article | |
2013 | The Golden Dilemma In: NBER Working Papers. [Full Text][Citation analysis] | paper | 42 |
2014 | Political Risk Spreads In: NBER Working Papers. [Full Text][Citation analysis] | paper | 66 |
2014 | Political risk spreads.(2014) In: Journal of International Business Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 66 | article | |
2014 | . . . and the Cross-Section of Expected Returns In: NBER Working Papers. [Full Text][Citation analysis] | paper | 15 |
2016 | Rethinking Performance Evaluation In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
2017 | Corporate Culture: Evidence from the Field In: NBER Working Papers. [Full Text][Citation analysis] | paper | 30 |
2020 | The Persistence of Miscalibration In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
2023 | An Anatomy of Crypto-Enabled Cybercrimes In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
1994 | Predictable Risk and Returns in Emerging Markets In: NBER Working Papers. [Full Text][Citation analysis] | paper | 627 |
1995 | Predictable Risk and Returns in Emerging Markets..(1995) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 627 | article | |
1994 | Conditional Asset Allocation in Emerging Markets In: NBER Working Papers. [Full Text][Citation analysis] | paper | 29 |
1999 | Economic, Financial, and Fundamental Global Risk In and Out of the EMU In: NBER Working Papers. [Full Text][Citation analysis] | paper | 17 |
2001 | Expectations of Equity Risk Premia, Volatility and Asymmetry from a Corporate Finance Perspective In: NBER Working Papers. [Full Text][Citation analysis] | paper | 40 |
2003 | Market Integration and Contagion In: NBER Working Papers. [Full Text][Citation analysis] | paper | 577 |
2005 | Market Integration and Contagion.(2005) In: The Journal of Business. [Full Text][Citation analysis] This paper has another version. Agregated cites: 577 | article | |
2008 | The Effect of the May 2003 Dividend Tax Cut on Corporate Dividend Policy: Empirical and Survey Evidence In: National Tax Journal. [Full Text][Citation analysis] | article | 4 |
2011 | Access to Liquidity and Corporate Investment in Europe during the Financial Crisis In: Review of Finance. [Full Text][Citation analysis] | article | 33 |
2016 | Editors Choice … and the Cross-Section of Expected Returns In: Review of Financial Studies. [Full Text][Citation analysis] | article | 74 |
2018 | Detecting Repeatable Performance In: Review of Financial Studies. [Full Text][Citation analysis] | article | 17 |
1991 | Volatility in the Foreign Currency Futures Market. In: Review of Financial Studies. [Full Text][Citation analysis] | article | 112 |
1993 | The Risk and Predictability of International Equity Returns. In: Review of Financial Studies. [Full Text][Citation analysis] | article | 427 |
1995 | The Risk Exposure of Emerging Equity Markets. In: The World Bank Economic Review. [Citation analysis] | article | 88 |
2017 | The management of political risk In: Journal of International Business Studies. [Full Text][Citation analysis] | article | 33 |
2010 | Portfolio selection with higher moments In: Quantitative Finance. [Full Text][Citation analysis] | article | 131 |
1991 | The Variation of Economic Risk Premiums. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 673 |
1992 | Dividends and S&P 100 index option valuation In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 15 |
2015 | The Strategic and Tactical Value of Commodity Futures In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 1 |
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