Burton Hollifield : Citation Profile


Are you Burton Hollifield?

Carnegie Mellon University

14

H index

16

i10 index

633

Citations

RESEARCH PRODUCTION:

16

Articles

33

Papers

1

Chapters

RESEARCH ACTIVITY:

   28 years (1990 - 2018). See details.
   Cites by year: 22
   Journals where Burton Hollifield has often published
   Relations with other researchers
   Recent citing documents: 120.    Total self citations: 2 (0.31 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pho211
   Updated: 2020-07-04    RAS profile: 2014-10-31    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Burton Hollifield.

Is cited by:

Chernov, Mikhail (9)

Backus, David (9)

Rudebusch, Glenn (9)

Degryse, Hans (8)

Uppal, Raman (7)

Zin, Stanley (7)

Foucault, Thierry (7)

Verdelhan, Adrien (7)

Biais, Bruno (6)

Bethune, Zachary (6)

Lustig, Hanno (6)

Cites to:

Campbell, John (11)

Pastor, Lubos (9)

Piazzesi, Monika (8)

Duffie, Darrell (7)

Stambaugh, Robert (6)

Pindyck, Robert (6)

Zin, Stanley (5)

Gertler, Mark (5)

Ang, Andrew (5)

Vayanos, Dimitri (4)

Backus, David (4)

Main data


Where Burton Hollifield has published?


Journals with more than one article published# docs
Journal of Finance4
Journal of Monetary Economics2
Journal of Financial Economics2

Working Papers Series with more than one paper published# docs
GSIA Working Papers / Carnegie Mellon University, Tepper School of Business16

Recent works citing Burton Hollifield (2018 and 2017)


YearTitle of citing document
2019Uncertainty and the Uncovered Interest Parity Condition: How Are They Related?. (2019). Terrones, Marco ; Ramírez-Rondán, N.R. ; Ramirez-Rondan, N R. In: Working Papers. RePEc:apc:wpaper:156.

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

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2020A Portfolio-Balance Model of Inflation and Yield Curve Determination. (2020). de los Rios, Antonio Diez. In: Staff Working Papers. RePEc:bca:bocawp:20-6.

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2017The Plight of Modern Markets: How Universal Banking Undermines Capital Markets. (2017). Sissoko, Carolyn. In: Economic Notes. RePEc:bla:ecnote:v:46:y:2017:i:1:p:53-104.

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2017The Manipulation Potential of Libor and Euribor. (2017). Eisl, Alexander ; Subrahmanyam, Marti G ; Jankowitsch, Rainer. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:4:p:604-647.

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2018Investment beliefs of endowments. (2018). Ang, Andrew ; Goetzmann, William N ; Ayala, Andrs. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:1:p:3-33.

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2017Asset Pricing Model Uncertainty: A Tradeoff between Bias and Variance. (2017). Tian, Weidong ; Zhou, Qing. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:2:p:289-324.

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2017Public Corruption in the U.S. States and Its Impact on Public Debt Pricing. (2017). Moldogaziev, Tima T ; Luby, Martin J ; Liu, Cheol. In: Kyklos. RePEc:bla:kyklos:v:70:y:2017:i:2:p:306-329.

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2017The Global Equity Premium Revisited: What Human Rights Imply for Assets’ Purchasing Power. (2017). Ronn, Ehud I ; Biakowski, Jdrzej. In: Working Papers in Economics. RePEc:cbt:econwp:17/19.

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2018Central Banks Going Long. (2018). Reis, Ricardo. In: Discussion Papers. RePEc:cfm:wpaper:1810.

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2019Central Banks Going Long. (2019). Reis, Ricardo. In: Central Banking, Analysis, and Economic Policies Book Series. RePEc:chb:bcchsb:v26c03pp043-081.

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2018Market Structure and Transaction Costs of Index CDSs. (2018). Trolle, Anders B ; Junge, Benjamin ; Collin-Dufresne, Pierre. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1840.

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2017Belief Dispersion in the Stock Market. (2017). Basak, Suleyman ; Atmaz, Adem. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12056.

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2017Discriminatory Pricing of Over-The-Counter Derivatives. (2017). Timmer, Yannick ; Langfield, Sam ; Hoffmann, Peter ; Hau, Harald. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12525.

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2018Central Banks Going Long. (2018). Reis, Ricardo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12833.

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2018Frictional intermediation in over-the-counter markets. (2018). Weill, Pierre-Olivier ; Lester, Benjamin ; Hugonnier, Julien. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13126.

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2019Persistent Government Debt and Aggregate Risk Distribution. (2019). Raymond, Steve ; Nguyen, Thien ; Croce, Mariano Massimiliano. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13922.

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2018Socially responsible investment portfolios: Does the optimization process matter?. (2018). Sutcliffe, Charles ; Platanakis, Emmanouil ; Oikonomou, Ioannis. In: The British Accounting Review. RePEc:eee:bracre:v:50:y:2018:i:4:p:379-401.

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2017Does cross-listing increase managers propensity to listen to the market in M&A deals?. (2017). Abdallah, Wissam. In: Journal of Corporate Finance. RePEc:eee:corfin:v:46:y:2017:i:c:p:97-120.

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2019Taxes and financial frictions: Implications for corporate capital structure. (2019). Macnamara, Patrick. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:101:y:2019:i:c:p:82-100.

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2017Empirical properties of a heterogeneous agent model in large dimensions. (2017). Coqueret, Guillaume. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:77:y:2017:i:c:p:180-201.

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2019Term structure dynamics in a monetary economy with learning. (2019). Ono, Sadayuki . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:730-745.

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2017Trading mechanisms and market quality: Limit-order books versus dealership markets. (2017). Xing, Xiaochuan ; Xue, YI. In: Economics Letters. RePEc:eee:ecolet:v:154:y:2017:i:c:p:35-44.

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2017Testing for central dominance: Method and application. (2017). Kuan, Chung-Ming ; Tzeng, Larry Y ; Chuang, O-Chia . In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:2:p:368-378.

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2017Using principal component analysis to estimate a high dimensional factor model with high-frequency data. (2017). Ait-Sahalia, Yacine ; Xiu, Dacheng. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:384-399.

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2017Impact of pension system structure on international financial capital allocation. (2017). Staveley-O'Carroll, James ; Staveley-Ocarroll, Olena M. In: European Economic Review. RePEc:eee:eecrev:v:95:y:2017:i:c:p:1-22.

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2017The dynamic Black–Litterman approach to asset allocation. (2017). Harris, Richard ; Tan, Linzhi ; Stoja, Evarist. In: European Journal of Operational Research. RePEc:eee:ejores:v:259:y:2017:i:3:p:1085-1096.

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2018Naive versus optimal diversification: Tail risk and performance. (2018). Hwang, In Chang ; Xu, Simon ; In, Francis. In: European Journal of Operational Research. RePEc:eee:ejores:v:265:y:2018:i:1:p:372-388.

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2019Merton’s portfolio problem including market frictions: A closed-form formula supporting the shadow price approach. (2019). Ciommi, Mariateresa ; Recchioni, Maria Cristina ; Mariani, Francesca. In: European Journal of Operational Research. RePEc:eee:ejores:v:275:y:2019:i:3:p:1178-1189.

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2017Stock market liquidity, family ownership, and capital structure choices in an emerging country. (2017). Elbannan, Mona. In: Emerging Markets Review. RePEc:eee:ememar:v:33:y:2017:i:c:p:201-231.

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2017The success of option listings. (2017). Bernales, Alejandro. In: Journal of Empirical Finance. RePEc:eee:empfin:v:40:y:2017:i:c:p:139-161.

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2018Testing for leverage effects in the returns of US equities. (2018). Chorro, Christophe ; Lalaharison, Hanjarivo ; Ielpo, Florian ; Guegan, Dominique. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:290-306.

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2019Optimal granularity for portfolio choice. (2019). Weissensteiner, Alex ; Luivjanska, Katarina ; Branger, Nicole. In: Journal of Empirical Finance. RePEc:eee:empfin:v:50:y:2019:i:c:p:125-146.

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2019The demand effect of yield-chasing retail investors: Evidence from the Chinese enterprise bond market. (2019). Zhong, Ninghua ; John, K C ; Wang, Shujing ; Liu, Clark . In: Journal of Empirical Finance. RePEc:eee:empfin:v:50:y:2019:i:c:p:57-77.

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2020The impact of short-selling and margin-buying on liquidity: Evidence from the Chinese stock market. (2020). Wan, Xiaoyuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:104-118.

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2019The global equity premium revisited: What human rights imply for assets purchasing power. (2019). Ronn, Ehud I ; Biakowski, Jdrzej. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:175-187.

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2018Some improved sparse and stable portfolio optimization problems. (2018). Dai, Zhifeng ; Wen, Fenghua. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:46-52.

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2019Make-take decisions under high-frequency trading competition. (2019). Bernales, Alejandro. In: Journal of Financial Markets. RePEc:eee:finmar:v:45:y:2019:i:c:p:1-18.

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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). Mei, Bin ; Zhang, Weiyi ; Restrepo, Hector. In: Forest Policy and Economics. RePEc:eee:forpol:v:113:y:2020:i:c:s1389934119306148.

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2017Did family firms perform better during the financial crisis? New insights from the S&P 500 firms. (2017). Zhou, Haoyong ; Wang, Yangbo ; He, Fan . In: Global Finance Journal. RePEc:eee:glofin:v:33:y:2017:i:c:p:88-103.

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2017Mean-variance versus naïve diversification: The role of mispricing. (2017). Yan, Cheng ; Zhang, Huazhu . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:61-81.

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2019Liquidity withdrawal in the FX spot market: A cross-country study using high-frequency data. (2019). Stenfors, Alexis ; Susai, Masayuki. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:59:y:2019:i:c:p:36-57.

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2019Does risk premium help uncover the uncovered interest parity failure?. (2019). Kumar, Satish. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443118302725.

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2017Voluntary disclosure and strategic stock repurchases. (2017). Kumar, Praveen ; Sivaramakrishnan, K ; Oded, Jacob ; Langberg, Nisan. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:63:y:2017:i:2:p:207-230.

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2018When knowledge is power: Evidence from the municipal bond market. (2018). Cuny, Christine. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:65:y:2018:i:1:p:109-128.

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2019Price discrimination against retail Investors: Evidence from mini options. (2019). Zhong, Zhaodong ; Zhao, Chen ; Li, Yubin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:50-64.

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2017Insider trading and the short-swing profit rule. (2017). Lenkey, Stephen L. In: Journal of Economic Theory. RePEc:eee:jetheo:v:169:y:2017:i:c:p:517-545.

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2018Liquidity misallocation in an over-the-counter market. (2018). Zhang, Shengxing. In: Journal of Economic Theory. RePEc:eee:jetheo:v:174:y:2018:i:c:p:16-56.

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2017The value of trading relations in turbulent times. (2017). SONG, ZHAOGANG ; Kermani, Amir ; di Maggio, Marco ; Dimaggio, Marco . In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:2:p:266-284.

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2017Are corporate inversions good for shareholders?. (2017). Levine, Oliver ; Glover, Brent ; Babkin, Anton. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:2:p:227-251.

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2018Belief-free price formation. (2018). Horner, Johannes ; Tomala, Tristan ; Lovo, Stefano. In: Journal of Financial Economics. RePEc:eee:jfinec:v:127:y:2018:i:2:p:342-365.

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2018Disagreement about inflation and the yield curve. (2018). Heyerdahl-Larsen, Christian ; Gallmeyer, Michael ; Illeditsch, Philipp ; Ehling, Paul. In: Journal of Financial Economics. RePEc:eee:jfinec:v:127:y:2018:i:3:p:459-484.

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2018The execution quality of corporate bonds. (2018). Ohara, Maureen ; Zhou, Xing ; Wang, Yihui. In: Journal of Financial Economics. RePEc:eee:jfinec:v:130:y:2018:i:2:p:308-326.

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2020Financing dies in darkness? The impact of newspaper closures on public finance. (2020). Gao, Pengjie ; Murphy, Dermot ; Lee, Chang . In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:2:p:445-467.

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2020OTC premia. (2020). Ranaldo, Angelo ; Vasios, Michalis ; Cenedese, Gino. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:1:p:86-105.

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2018The effect of mortgage broker licensing under the originate-to-distribute model: Evidence from the U.S. mortgage market. (2018). Shi, Lan ; Zhang, Yan . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:35:y:2018:i:pa:p:70-85.

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2019Disagreement beta. (2019). Yan, Hongjun ; Song, Zhaogang ; Lu, Xiaomeng ; Gao, George P. In: Journal of Monetary Economics. RePEc:eee:moneco:v:107:y:2019:i:c:p:96-113.

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2017After the tide: Commodity currencies and global trade. (2017). Roussanov, Nikolai ; Ready, Robert ; Ward, Colin. In: Journal of Monetary Economics. RePEc:eee:moneco:v:85:y:2017:i:c:p:69-86.

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2017The politics of government financial management: Evidence from state bonds. (2017). Brown, Craig. In: Journal of Monetary Economics. RePEc:eee:moneco:v:90:y:2017:i:c:p:158-175.

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2018Big data in finance and the growth of large firms. (2018). Begenau, Juliane ; Veldkamp, Laura ; Farboodi, Maryam. In: Journal of Monetary Economics. RePEc:eee:moneco:v:97:y:2018:i:c:p:71-87.

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2019Speed and trading behavior in an order-driven market. (2019). Park, Seongkyu (Gilbert) ; Ryu, Doojin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:145-164.

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2020Limit order submission risks, order choice, and tick size. (2020). Yamamoto, Ryuichi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:59:y:2020:i:c:s0927538x19302732.

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2019Sparse and robust mean–variance portfolio optimization problems. (2019). Wang, Fei ; Dai, Zhifeng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:1371-1378.

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2018Decomposing the predictive power of local and global financial valuation ratios. (2018). Lawrenz, Jochen ; Zorn, Josef. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:137-149.

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2019Does cross-listing in the US improve investment efficiency? Evidence from UK firms. (2019). Abdallah, Wissam. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:72:y:2019:i:c:p:215-231.

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2017Foreign bias in Australias international equity holdings. (2017). Mishra, Anil. In: Review of Financial Economics. RePEc:eee:revfin:v:33:y:2017:i:c:p:41-54.

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2017CEO compensation and banks’ risk-taking during pre and post financial crisis periods. (2017). Ali, Syed Zulfiqar ; Akbar, Saeed ; Liu, Jia ; Cao, Sichen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1489-1503.

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2020State ownership and the cost of debt: Evidence from corporate bond issuances in China. (2020). Shen, Zhe ; Qiao, Zheng ; Liu, Yangshu ; Ge, Yao . In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919308888.

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2020Regime shift, speculation, and stock price. (2020). ZHANG, SHUOXUN ; Qin, Zhenjiang ; Fu, Yishu ; Du, KE. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s027553191931027x.

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2018Liquidity misallocation in an over-the-counter market. (2018). Zhang, Shengxing. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:86800.

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2018Central banks going long. (2018). Reis, Ricardo. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:87618.

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2018Trading and information diffusion in OTC markets. (2018). Kondor, Péter ; Babus, Ana. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:88050.

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2018Financial Intermediation Chains in an OTC Market. (2018). Yan, Hongjun ; Wei, Bin ; Shen, JI. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2018-15.

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2017Taxes and the Fed : Theory and Evidence from Equities. (2017). Waller, William ; Diercks, Anthony M. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-104.

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2017Asset Issuance in Over-the-Counter Markets. (2017). Trachter, Nicholas ; Sultanum, Bruno ; Bethune, Zachary. In: Working Paper. RePEc:fip:fedrwp:17-13.

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2019An Information-Based Theory of Financial Intermediation. (2019). Trachter, Nicholas ; Sultanum, Bruno ; Bethune, Zachary. In: Working Paper. RePEc:fip:fedrwp:19-12.

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2018Revisiting M&M with Taxes: An Alternative Equilibrating Process. (2018). Kopecky, Kenneth J ; Tucker, Alan L ; Sugrue, Timothy F ; Li, Zhichuan. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:1:p:10-:d:127097.

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2019Dantzig Type Optimization Method with Applications to Portfolio Selection. (2019). Lee, Sung Chul ; Park, Seyoung ; Kim, Geonwoo. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:11:p:3216-:d:238590.

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2019Does Chinese Financial Market Information Promote Listed Manufacturing Firms’ Productivity?. (2019). Lai, Fujun ; Feng, Qingxiang ; Wang, Qian. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:2:p:329-:d:196555.

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2017Testing for Leverage Effects in the Returns of US Equities. (2017). Lalaharison, Hanjarivo ; Ielpo, Florian ; GUEGAN, Dominique ; Chorro, Christophe. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-00973922.

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2017Empirical properties of a heterogeneous agent model in large dimensions. (2017). Coqueret, Guillaume. In: Post-Print. RePEc:hal:journl:hal-02000726.

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2017Testing for Leverage Effect in Financial Returns. (2014). Lalaharison, Hanjarivo ; Guegan, Dominique ; Chorro, Christophe ; Ielpo, Florian. In: Post-Print. RePEc:hal:journl:halshs-00973922.

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2018Portfolio Selection using New Factors based on Firm Characteristics. (2018). Suh, Sangwon. In: Journal of Economic Development. RePEc:jed:journl:v:43:y:2018:i:1:p:77-99.

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2017A Generalized Factor Model with Local Factors. (2017). Freyaldenhoven, Simon. In: 2017 Papers. RePEc:jmp:jm2017:pfr361.

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2018New methods in the classical economics of uncertainty: comparing risks. (2018). Kimball, Miles ; Gollier, Christian. In: The Geneva Papers on Risk and Insurance Theory. RePEc:kap:geneva:v:43:y:2018:i:1:d:10.1057_s10713-018-0026-y.

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2018The political affiliation effect on state credit risk. (2018). Cestau, Dario. In: Public Choice. RePEc:kap:pubcho:v:175:y:2018:i:1:d:10.1007_s11127-018-0519-3.

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2017Diversification benefits of risk portfolio models: a case of Taiwan’s stock market. (2017). Yu, Jing-Rung ; Yang, Jian-Hong ; Wan- Jiun Paul Chiou, . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:48:y:2017:i:2:d:10.1007_s11156-016-0558-0.

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2017When do managers listen to the market? Impact of learning in acquisitions of private firms. (2017). Chira, Inga ; Madura, Jeff ; Garcia-Feijoo, Luis. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:49:y:2017:i:2:d:10.1007_s11156-016-0599-4.

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2018Stock price informativeness on the sensitivity of strategic M&A investment to Q. (2018). Ouyang, Wenjing ; Szewczyk, Samuel H. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:3:d:10.1007_s11156-017-0645-x.

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2019The Design and Regulation of High Frequency Traders. (2019). Ladley, Daniel. In: Discussion Papers in Economics. RePEc:lec:leecon:19/02.

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2017Testing for Leverage Effects in the Returns of US Equities. (2017). Lalaharison, Hanjarivo ; Ielpo, Florian ; Guegan, Dominique ; Chorro, Christophe. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:14022r.

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2017Tax Advantages and Imperfect Competition in Auctions for Municipal Bonds. (2017). Suárez Serrato, Juan Carlos ; Suarez, Juan Carlos ; Roberts, James W ; Ordin, Andrey ; Garrett, Daniel . In: NBER Working Papers. RePEc:nbr:nberwo:23473.

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2019Persistent Government Debt and Aggregate Risk Distribution. (2019). Croce, Mariano ; Raymond, Steve ; Nguyen, Thien T. In: NBER Working Papers. RePEc:nbr:nberwo:26177.

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2017House price collapses: policy responses and lessons learned. (2017). MacFarlan, Maitland. In: Reserve Bank of New Zealand Bulletin. RePEc:nzb:nzbbul:dec2017:10.

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2017Resolving the Spanning Puzzle in Macro-Finance Term Structure Models. (2017). Rudebusch, Glenn ; Bauer, Michael. In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:2:p:511-553..

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2018Do Behavioral Biases Affect Order Aggressiveness?. (2018). Bian, Jiangze ; Zhou, Hao ; Shi, Donghui ; Chan, Kalok. In: Review of Finance. RePEc:oup:revfin:v:22:y:2018:i:3:p:1121-1151..

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2019Taking the right course navigating the ERC universe. (2019). Orsini, Cesare ; Savona, Roberto. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:3:d:10.1057_s41260-019-00117-5.

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2018New methods in the classical economics of uncertainty: comparing risks. (2018). Kimball, Miles S ; Gollier, Christian. In: The Geneva Risk and Insurance Review. RePEc:pal:genrir:v:43:y:2018:i:1:d:10.1057_s10713-018-0026-y.

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2017Algorithmic Trading Behaviour and High-Frequency Liquidity Withdrawal in the FX Spot Market. (2017). Stenfors, Alexis ; Susai, Masayuki. In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2017-04.

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

Works by Burton Hollifield:


YearTitleTypeCited
2004Corporate Decisions, Information and Prices: Do Managers Move Prices or Do Prices Move Managers? In: Economic Notes.
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article6
1992 When Will Mean-Variance Efficient Portfolios Be Well Diversified? In: Journal of Finance.
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article83
1990WHEN WILL MEAN-VARIANCE EFFICIENT PORTFOLIOS BE WELL DIVERSIFIED?.(1990) In: GSIA Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 83
paper
1997 Defensive Mechanisms and Managerial Discretion. In: Journal of Finance.
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article5
1997 An Examination of Uncovered Interest Rate Parity in Segmented International Commodity Markets. In: Journal of Finance.
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article29
2006Estimating the Gains from Trade in Limit‐Order Markets In: Journal of Finance.
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article44
2004Estimating the Gains From Trade in Limit Order Markets.(2004) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 44
paper
Financial Intermediation and the Costs of Trading in an Opaque Market In: GSIA Working Papers.
[Citation analysis]
paper53
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: 53
paper
Liquidity Discovery and Asset Pricing In: GSIA Working Papers.
[Citation analysis]
paper4
2004Liquidity Discovery and Asset Pricing.(2004) In: Econometric Society 2004 North American Summer Meetings.
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This paper has another version. Agregated cites: 4
paper
2004Liquidity Discovery and Asset Pricing.(2004) In: 2004 Meeting Papers.
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This paper has another version. Agregated cites: 4
paper
The Foreign Exchange Risk Premium: Real and Nominal Factors In: GSIA Working Papers.
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paper19
1999The Foreign Exchange Risk Premium: Real and Nominal Factors..(1999) In: GSIA Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 19
paper
2001The Foreign Exchange Risk Premium: Real and Nominal Factors.(2001) In: Working Papers.
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This paper has another version. Agregated cites: 19
paper
An Examination of Heterogeneous Beliefs with a Short Sale Constraint In: GSIA Working Papers.
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paper16
Corporate Decisions, Information, and Prices: Do Managers Move Prices or Do Prices Move Managers? In: GSIA Working Papers.
[Full Text][Citation analysis]
paper0
Empirical Analysis of Limit Order Markets In: GSIA Working Papers.
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paper79
2001Empirical Analysis of Limit Order Markets.(2001) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 79
paper
1999An Empirical Analysis of Limit Order Markets.(1999) In: Rodney L. White Center for Financial Research Working Papers.
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This paper has another version. Agregated cites: 79
paper
2004Empirical Analysis of Limit Order Markets.(2004) In: Review of Economic Studies.
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This paper has another version. Agregated cites: 79
article
When are Mutual Fund Investors Smart? Evidence from Conditional Fund Flows In: GSIA Working Papers.
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paper0
1998Financial leverage and the leverage effect: A market and firm analysis In: GSIA Working Papers.
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paper1
What Broker Charges Reveal about Mortgage Credit Risk previously entitled The Role of Mortgage Brokers in the Subprime Crisis In: GSIA Working Papers.
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paper0
Defining bad news: Changes in return distribution that decrease risky asset demand In: GSIA Working Papers.
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paper3
2009Defining Bad News: Changes in Return Distributions That Decrease Risky Asset Demand.(2009) In: Management Science.
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This paper has another version. Agregated cites: 3
article
2002Dealer Intermediation and Price Behavior in the Aftermarket for New Bond Issues In: GSIA Working Papers.
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paper44
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: 44
article
Throwing Good Money After Bad In: GSIA Working Papers.
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paper0
Liquidity Supply and Demand: Empirical Evidence from the Vancouver Stock Exchange In: GSIA Working Papers.
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paper6
The Personal-Tax Advantages of Equity In: GSIA Working Papers.
[Full Text][Citation analysis]
paper31
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: 31
paper
2003The personal-tax advantages of equity.(2003) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 31
article
2002Liquidity Supply and Demand in Limit Order Markets In: CEPR Discussion Papers.
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paper19
1994Corporate Financing Decisions and Anonymous Trading In: Journal of Financial and Quantitative Analysis.
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article3
2003A Bayesian analysis of a variance decomposition for stock returns In: Journal of Empirical Finance.
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article7
2002Comment on: : Stock volatility in the new millennium: how wacky is Nasdaq? In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article4
2005Taylor rules, McCallum rules and the term structure of interest rates In: Journal of Monetary Economics.
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article52
2005Taylor Rules, McCallum Rules and the Term Structure of Interest Rates.(2005) In: NBER Working Papers.
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This paper has another version. Agregated cites: 52
paper
2005Taylor Rules, McCallum Rules and the Term Structure of Interest Rates.(2005) In: 2005 Meeting Papers.
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This paper has another version. Agregated cites: 52
paper
2018Preventing Controversial Catastrophes In: Finance and Economics Discussion Series.
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paper0
2007Arbitrage-free bond pricing with dynamic macroeconomic models In: Review.
[Full Text][Citation analysis]
article42
2007Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 42
paper
2014How Subprime Borrowers and Mortgage Brokers Shared the Pie In: Working Paper Series.
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paper0
2010The Role of Mortgage Brokers in the Subprime Crisis In: NBER Chapters.
[Citation analysis]
chapter12
2010The Role of Mortgage Brokers in the Subprime Crisis.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2009Is Investor Rationality Time Varying? Evidence from the Mutual Fund Industry In: NBER Working Papers.
[Full Text][Citation analysis]
paper6
2008An Examination of Heterogeneous Beliefs with a Short-Sale Constraint in a Dynamic Economy In: Review of Finance.
[Full Text][Citation analysis]
article41
1995Investment and Insider Trading. In: Review of Financial Studies.
[Full Text][Citation analysis]
article14
2006Financial Leverage Does Not Cause the Leverage Effect In: 2006 Meeting Papers.
[Citation analysis]
paper10

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