G. Andrew Karolyi : Citation Profile


Are you G. Andrew Karolyi?

Cornell University

27

H index

38

i10 index

3489

Citations

RESEARCH PRODUCTION:

49

Articles

47

Papers

1

Books

1

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   25 years (1991 - 2016). See details.
   Cites by year: 139
   Journals where G. Andrew Karolyi has often published
   Relations with other researchers
   Recent citing documents: 229.    Total self citations: 37 (1.05 %)

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   Permalink: http://citec.repec.org/pka329
   Updated: 2017-03-25    RAS profile: 2017-03-16    
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Relations with other researchers


Works with:

Prasad, Eswar (3)

Ng, David (2)

Stulz, René (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with G. Andrew Karolyi.

Is cited by:

Schmukler, Sergio (54)

Warnock, Francis (46)

Stulz, René (45)

Claessens, Stijn (28)

Levine, Ross (26)

Dungey, Mardi (22)

Fratzscher, Marcel (22)

Bartram, Söhnke (21)

ESQUEDA, OMAR (20)

Leuz, Christian (20)

Korczak, Piotr (18)

Cites to:

Shleifer, Andrei (70)

Stulz, René (53)

Lopez-de-Silanes, Florencio (43)

La Porta, Rafael (42)

Vishny, Robert (27)

Harvey, Campbell (22)

Bekaert, Geert (21)

Campbell, John (19)

Weisbach, Michael (15)

Engle, Robert (12)

French, Kenneth (11)

Main data


Where G. Andrew Karolyi has published?


Journals with more than one article published# docs
Journal of Financial Economics9
Journal of Finance7
Pacific-Basin Finance Journal5
Review of Financial Studies4
Journal of Empirical Finance3
Journal of Financial and Quantitative Analysis3
Review of Finance2
Journal of Applied Corporate Finance2
Journal of Corporate Finance2

Working Papers Series with more than one paper published# docs
Working Paper Series / Ohio State University, Charles A. Dice Center for Research in Financial Economics22

Recent works citing G. Andrew Karolyi (2017 and 2016)


YearTitle of citing document
2016Dynamic Global Currency Hedging. (2016). Christensen, Bent Jesper ; Varneskov, Rasmus T. In: CREATES Research Papers. RePEc:aah:create:2016-03.

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2016Regulatory Races: The Effects of Jurisdictional Competition on Regulatory Standards. (2016). Carruthers, Bruce G ; Lamoreaux, Naomi R. In: Journal of Economic Literature. RePEc:aea:jeclit:v:54:y:2016:i:1:p:52-97.

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2016Banks Capital Structure and US Dollar Diversification of Assets: Does Reduction in Systemic Risk Offset Agency Costs?. (2016). Pedrono, Justine ; Violon, Aurelien . In: AMSE Working Papers. RePEc:aim:wpaimx:1610.

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2016A Tale of Two Consequences: Intended and Unintended Outcomes of the Japan TOPIX Tick Size Changes. (2016). Kashyap, Ravi . In: Papers. RePEc:arx:papers:1602.00839.

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2016Contagion in the worlds stock exchanges seen as a set of coupled oscillators. (2016). Bellenzier, Lucia ; Rotundo, Giulia ; Andersen, Jorgen Vitting . In: Papers. RePEc:arx:papers:1602.07452.

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2016Numerical and analytical methods for bond pricing in short rate convergence models of interest rates. (2016). Sevcovic, Daniel ; Stehlikova, Beata ; Buckova, Zuzana . In: Papers. RePEc:arx:papers:1607.04968.

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2016Has the pricing of stocks become more global?. (2016). Schrimpf, Andreas ; Petzev, Ivan ; Wagner, Alexander F. In: BIS Working Papers. RePEc:bis:biswps:560.

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2016Regional pull vs global push factors: China and US influence on Asia-Pacific financial markets. (2016). He, Dong ; Shu, Chang ; Wang, Honglin . In: BIS Working Papers. RePEc:bis:biswps:579.

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2016The Impact of Cross-Listing on the Home Markets Information Environment and Stock Price Efficiency. (2016). Dodd, Olga ; Gilbert, Aaron . In: The Financial Review. RePEc:bla:finrev:v:51:y:2016:i:3:p:299-328.

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2016Information in the Term Structure of Yield Curve Volatility. (2016). Cieslak, Anna ; Povala, Pavol . In: Journal of Finance. RePEc:bla:jfinan:v:71:y:2016:i:3:p:1393-1436.

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2016THE IMPACT OF EXCHANGE RATES AND INTEREST RATES ON BANK STOCK RETURNS: EVIDENCE FROM U.S. BANKS. (2016). Verma, Priti . In: Studies in Business and Economics. RePEc:blg:journl:v:11:y:2016:i:1:p:124-139.

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2016Contagion in International Stock and Currency Markets During Recent Crisis Episodes. (2016). Tuteja, Divya ; Dua, Pami. In: Working papers. RePEc:cde:cdewps:258.

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2017Dissecting Characteristics Nonparametrically. (2017). Freyberger, Joachim ; Weber, Michael ; Neuhierl, Andreas . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6391.

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2016How Do Investors and Firms React to an Unexpected Currency Appreciation Shock?. (2016). Fahlenbrach, Ruediger ; Efing, Matthias ; Herpfer, Christoph ; Kruger, Philipp . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1565.

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2016Mergers and Acquisitions in Latin America: Industrial Productivity and Corporate Governance. (2016). Gaitan Riaño, Sandra ; Cortés, Lina ; Vasco, Mateo ; Gaitan-Riao, Sandra ; Duran, Ivan A ; Cortes, Lina M. In: DOCUMENTOS DE TRABAJO CIEF. RePEc:col:000122:014436.

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2016Measuring sovereign risk spillovers and assessing the role of transmission channels: a spatial econometrics approach. (2016). Dossougoin, Cyrille ; Debarsy, Nicolas ; Gnabo, Jean-Yves ; Ertur, Cem . In: CORE Discussion Papers. RePEc:cor:louvco:2016053.

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2016The Impact of Sin Culture: Evidence from Earning Management and Alcohol Consumption in China. (2016). Zhang, Hong ; Li, Zhe ; Massa, Massimo ; Xu, Niahang . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11475.

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2016Market Fragmentation, Dissimulation, and the Disclosure of Insider Trades. (2016). Colla, Paolo ; Cespa, Giovanni . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11690.

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2016The Role of Emerging Economies in the Global Price Formation Process of Commodities: Evidence from Brazilian and U.S. Coffee Markets. (2016). Souza, Waldemar ; Gross, Christian ; Bohl, Martin T. In: CQE Working Papers. RePEc:cqe:wpaper:5116.

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2016Impact of the NYSE Shocks on the European Developed Capital Markets. (2016). Stefanescu, Razvan ; Dumitriu, Ramona . In: Risk in Contemporary Economy. RePEc:ddj:fserec:y:2016:p:327-334.

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2016US Crashes of 2008 and 1929 How did the French market react? An empirical study.. (2016). Hekimian, Raphael ; le Bris, David . In: EconomiX Working Papers. RePEc:drm:wpaper:2016-21.

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2016Volatility Transmission between Dow Jones Stock Index and Emerging Bond Index. (2016). SAADAOUI, Amir ; Boujelbene, Younes . In: Acta Universitatis Danubius. OEconomica. RePEc:dug:actaec:y:2016:i:2:p:194-216.

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2016Volatility Transmission between Dow Jones Stock Index and Emerging Bond Index. (2016). Saadaoui, Amir ; Boujelbene, Younes . In: EuroEconomica. RePEc:dug:journl:y:2016:i:2:p:194-216.

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2016Control of corruption, diversification and asset quality of Islamic and conventional banks. (2016). Yu, Min-Teh ; Liang, Hsin-Yu ; Chen, Naiwei . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00239.

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2017The Impact of the Sri Lankan Civil War on the Stock Market Performances. (2017). Jayakody, Shashitha Gimhani . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-51.

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2016A hybrid model for explaining the short-term dynamics of energy efficiency of China’s thermal power plants. (2016). Li, Ming-Jia ; Tao, Wen-Quan ; Song, Chen-Xi . In: Applied Energy. RePEc:eee:appene:v:169:y:2016:i:c:p:738-747.

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2016Are offshore firms worth more?. (2016). Durnev, Art ; Li, Tiemei ; Magnan, Michel . In: Journal of Corporate Finance. RePEc:eee:corfin:v:36:y:2016:i:c:p:131-156.

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2016Institutional investments in pure play stocks and implications for hedging decisions. (2016). Minton, Bernadette A ; Schrand, Catherine . In: Journal of Corporate Finance. RePEc:eee:corfin:v:37:y:2016:i:c:p:132-151.

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2016Executives horizon, internal governance and stock market liquidity. (2016). Jain, Pawan ; Mekhaimer, Mohamed ; Jiang, Christine . In: Journal of Corporate Finance. RePEc:eee:corfin:v:40:y:2016:i:c:p:1-23.

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2016Going public abroad. (2016). Caglio, Cecilia ; Marietta-Westberg, Jennifer ; Hanley, Kathleen Weiss . In: Journal of Corporate Finance. RePEc:eee:corfin:v:41:y:2016:i:c:p:103-122.

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2016Cross-listing and corporate social responsibility. (2016). Boubakri, Narjess ; Guedhami, Omrane ; Wang, He ; el Ghoul, Sadok . In: Journal of Corporate Finance. RePEc:eee:corfin:v:41:y:2016:i:c:p:123-138.

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2016Culture and externally financed firm growth. (2016). Boubakri, Narjess ; Saffar, Walid . In: Journal of Corporate Finance. RePEc:eee:corfin:v:41:y:2016:i:c:p:502-520.

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2016The impact of cultural diversity in corporate boards on firm performance. (2016). Cimerova, Helena ; Dodd, Olga ; Frijns, Bart . In: Journal of Corporate Finance. RePEc:eee:corfin:v:41:y:2016:i:c:p:521-541.

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2016Why do countries matter so much in corporate social performance?. (2016). Cai, YE ; Statman, Meir ; Pan, Carrie H. In: Journal of Corporate Finance. RePEc:eee:corfin:v:41:y:2016:i:c:p:591-609.

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2016No contagion from Russia toward global equity markets after the 2014 international sanctions. (2016). Castagneto-Gissey, G ; Nivorozhkin, E. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:52:y:2016:i:c:p:79-98.

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2016Reducible diffusions with time-varying transformations with application to short-term interest rates. (2016). Hadri, Kaddour ; Cheng, Jie ; Bu, Ruijun . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pa:p:266-277.

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2016What can wavelets unveil about the vulnerabilities of monetary integration? A tale of Eurozone stock markets. (2016). Masih, Abul ; Dewandaru, Ginanjar ; Mansur, A. In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:981-996.

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2016Strategic noise trading of later-informed traders in a multi-market framework. (2016). Hsu, Chih-Hsiang . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:235-243.

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2016A high-frequency analysis of the interactions between REIT return and volatility. (2016). Zhou, Jian. In: Economic Modelling. RePEc:eee:ecmode:v:56:y:2016:i:c:p:102-108.

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2016International sign predictability of stock returns: The role of the United States. (2016). Pönkä, Harri ; Nyberg, Henri ; Ponka, Harri . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:323-338.

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2016Determinants of sovereign bond yield spreads and contagion in the peripheral EU countries. (2016). Brooks, Rob ; Fenech, Jean Pierre ; Silvapulle, Param ; Thomas, Alice. In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:83-92.

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2016Contagion in the worlds stock exchanges seen as a set of coupled oscillators. (2016). Rotundo, Giulia ; Bellenzier, Lucia ; Andersen, Jorgen Vitting . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:224-236.

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2016Financial crises and dynamic linkages across international stock and currency markets. (2016). Tuteja, Divya ; Dua, Pami. In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:249-261.

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2016Real estate global beta and spillovers: An international study. (2016). Liow, Kim ; Newell, Graeme . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:297-313.

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2016Location of trade, return comovements, and diversification benefits: Evidence from Asian country ETFs. (2016). Lee, Hsiu-Chuan ; Hsu, Chih-Hsiang . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:279-296.

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2017A revisit to economic exposure of U.S. multinational corporations. (2017). Hung, Pi-Hsia ; Lin, Lin ; Chou, De-Wai . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:39:y:2017:i:c:p:273-287.

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2016Do sovereign rating announcements have an impact on regional stock market co-movements? The case of Central and Eastern Europe. (2016). Erturk, Mutahhar ; Eraslan, Veysel ; Sensoy, Ahmet . In: Economic Systems. RePEc:eee:ecosys:v:40:y:2016:i:4:p:552-567.

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2016Information and the persistence of private-order contract enforcement institutions: An experimental analysis. (2016). Wilkening, Tom . In: European Economic Review. RePEc:eee:eecrev:v:89:y:2016:i:c:p:193-215.

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2016The price of freedom: A Fama–French freedom factor. (2016). Stocker, Marshall L. In: Emerging Markets Review. RePEc:eee:ememar:v:26:y:2016:i:c:p:1-19.

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2016Time-varying integration of the sovereign bond markets in European post-transition economies. (2016). Vizek, Maruška ; Tkalec, Marina ; Lee, Junsoo ; Imovi, Petra Posedel . In: Journal of Empirical Finance. RePEc:eee:empfin:v:36:y:2016:i:c:p:30-40.

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2016A test of asymmetric comovement for state-dependent stock returns. (2016). Deng, Kaihua . In: Journal of Empirical Finance. RePEc:eee:empfin:v:36:y:2016:i:c:p:68-85.

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2016Leverage and asymmetric volatility: The firm-level evidence. (2016). Mazzotta, Stefano ; Ericsson, Jan ; Huang, Xiao . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:1-21.

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2016Effects of financial turmoil on financial integration and risk premia in emerging markets. (2016). COUHARDE, Cécile ; Boubakri, Salem ; Raymond, Helene . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:120-138.

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2016An infinite hidden Markov model for short-term interest rates. (2016). YANG, QIAO ; Maheu, John. In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:202-220.

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2016Free float and market liquidity around the world. (2016). Ding, Xiaoya ; Ni, Yang ; Zhong, Ligang . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:236-257.

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2016Bank fragility and contagion: Evidence from the bank CDS market. (2016). Ballester, Laura ; Gonzalez-Urteaga, Ana ; Casu, Barbara . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:394-416.

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2016Time-varying importance of country and industry factors in European corporate bonds. (2016). Zwinkels, Remco ; Qian, Zhaowen ; Pieterse-Bloem, Mary ; Verschoor, Willem . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:429-448.

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2016Linking the gas and oil markets with the stock market: Investigating the U.S. relationship. (2016). Gatfaoui, Hayette. In: Energy Economics. RePEc:eee:eneeco:v:53:y:2016:i:c:p:5-16.

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2016Oil prices and real estate investment trusts (REITs): Gradual-shift causality and volatility transmission analysis. (2016). Soytas, Ugur ; Nazlioglu, Saban ; Gormus, Alper N. In: Energy Economics. RePEc:eee:eneeco:v:60:y:2016:i:c:p:168-175.

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2016Intra- and inter-regional return and volatility spillovers across emerging and developed markets: Evidence from stock indices and stock index futures. (2016). Lau, Chi Keung ; Brzeszczynski, Janusz ; Yarovaya, Larisa ; Marco, Chi Keung ; Brzeszczyski, Janusz . In: International Review of Financial Analysis. RePEc:eee:finana:v:43:y:2016:i:c:p:96-114.

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2016An international study of shareholder protection in freeze-out M&A transactions. (2016). Ouyang, Wenjing ; Zhu, Pengcheng . In: International Review of Financial Analysis. RePEc:eee:finana:v:45:y:2016:i:c:p:157-171.

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2016Linkages between the ADR market and home country macroeconomic fundamentals: Evidence in the context of the BRICs. (2016). Roca, Eduardo ; Gupta, Rakesh ; Yuan, Tian . In: International Review of Financial Analysis. RePEc:eee:finana:v:45:y:2016:i:c:p:230-239.

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2016Financial sector development and dollarization in emerging economies. (2016). Marcelin, Isaac. In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:20-32.

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2016Managerial sentiment, consumer confidence and sector returns. (2016). Salhin, Ahmed ; Jones, Edward ; Sherif, Mohamed . In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:24-38.

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2016International stock market cointegration under the risk-neutral measure. (2016). Gagnon, Marie-Helene ; Toupin, Dominique ; Power, Gabriel J. In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:243-255.

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2016A quantum derivation of a reputational risk premium. (2016). Vizcaino-Gonzalez, Marcos ; Pineiro-Chousa, Juan . In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:304-309.

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2016Herd behavior and equity market liquidity: Evidence from major markets. (2016). Spyrou, Spyros ; Krokida, Styliani-Iris ; Galariotis, Emilios C. In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:140-149.

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2016Multiple lead underwriting syndicate and IPO pricing. (2016). Neupane, Suman ; Chung, Richard ; Vithanage, Kulunu . In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:193-208.

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2016On the intensity of liquidity spillovers in the Eurozone. (2016). Smimou, K ; Khallouli, W. In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:388-405.

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2016Dynamic spillover effects in futures markets: UK and US evidence. (2016). Antonakakis, Nikolaos ; Kizys, Renatas ; Floros, Christos . In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:406-418.

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2017Controlling shareholders and market timing: Evidence from cross-listing events. (2017). Esqueda, Omar A. In: International Review of Financial Analysis. RePEc:eee:finana:v:49:y:2017:i:c:p:12-23.

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2017Modeling the dynamics of institutional, foreign, and individual investors through price consensus. (2017). Ho, Jang ; Kwon, Do-Gyun ; Kim, Woo Chang ; Lee, Yongjae . In: International Review of Financial Analysis. RePEc:eee:finana:v:49:y:2017:i:c:p:166-175.

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2016Commonality in liquidity: Effects of monetary policy and macroeconomic announcements. (2016). Şensoy, Ahmet ; Sensoy, Ahmet . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:125-131.

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2016Global Merger and Acquisition (M&A) activity: 1992–2011. (2016). Yilmaz, Iil Sevilay ; Tanyeri, Baak . In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:110-117.

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2017Bayesian testing for short term interest rate models. (2017). Chen, Zhongtian ; Li, Yong ; Zhang, Yonghui . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:146-152.

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2017National culture and private benefits of control. (2017). Salzmann, Astrid ; Soypak, Kalender . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:199-206.

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2016Liquidity, style investing and excess comovement of exchange-traded fund returns. (2016). Broman, Markus S. In: Journal of Financial Markets. RePEc:eee:finmar:v:30:y:2016:i:c:p:27-53.

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2016Systemic risk spillovers in the European banking and sovereign network. (2016). Schienle, Melanie ; Hautsch, Nikolaus ; Betz, Frank ; Peltonen, Tuomas A. In: Journal of Financial Stability. RePEc:eee:finsta:v:25:y:2016:i:c:p:206-224.

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2016Impact of legal institutions on IPO survival: A global perspective. (2016). Goyal, Abhinav ; Espenlaub, Susanne ; Mohamed, Abdulkadir . In: Journal of Financial Stability. RePEc:eee:finsta:v:25:y:2016:i:c:p:98-112.

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2016The professional service firm (PSF) in a globalised economy: A study of the efficiency of securities firms in an emerging market. (2016). Demirbag, Mehmet ; Bayyurt, Nizamettin ; Basti, Eyup ; Akin, Ahmet ; McGuinness, Martina . In: International Business Review. RePEc:eee:iburev:v:25:y:2016:i:5:p:1089-1102.

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2016Variance decomposition of the country, industry, firm, and firm-year effects on dividend policy. (2016). Erkan, Asligul ; Judge, William Q ; Fainshmidt, Stav . In: International Business Review. RePEc:eee:iburev:v:25:y:2016:i:6:p:1309-1320.

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2017Coercive, normative and mimetic isomorphism as determinants of the voluntary assurance of sustainability reports. (2017). Garcia-Sanchez, Isabel-Maria ; Martinez-Ferrero, Jennifer . In: International Business Review. RePEc:eee:iburev:v:26:y:2017:i:1:p:102-118.

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2016The wealth effects of oil-related name changes on stock prices: Evidence from the U.S. and Canadian stock markets. (2016). Fok, Robert ; Chang, Yuanchen ; Yang, Shih-An . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:40:y:2016:i:c:p:26-45.

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2016Audit quality, investor protection and earnings management during the financial crisis of 2008: An international perspective. (2016). Persakis, Anthony ; Iatridis, George Emmanuel . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:41:y:2016:i:c:p:73-101.

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2016Sovereign wealth funds targets selection: A comparison with pension funds. (2016). Grira, Jocelyn ; Boubakri, Narjess ; Cosset, Jean-Claude . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:42:y:2016:i:c:p:60-76.

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2016The bonding hypothesis and the home market liquidity of Chinese cross-listed stocks. (2016). Huang, Ying ; Jiang, Christine X ; Jacoby, Gady . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:43:y:2016:i:c:p:146-157.

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2016Less is more: Testing financial integration using identification-robust asset pricing models. (2016). Beaulieu, Marie-Claude ; Khalaf, Lynda ; Gagnon, Marie-Helene . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:45:y:2016:i:c:p:171-190.

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2017An empirical comparison of transformed diffusion models for VIX and VIX futures. (2017). JAWADI, Fredj ; Bu, Ruijun ; Li, Yuyi . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:46:y:2017:i:c:p:116-127.

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2017Corporate governance practices, ownership structure, and corporate performance in the GCC countries. (2017). Ismail, Ahmad ; Abdallah, Abed Al-Nasser . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:46:y:2017:i:c:p:98-115.

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2016Location Decisions and the Liability of Foreignness: Spillover Effects Between Factor Market and Capital Market Strategies. (2016). Lindorfer, Robert ; D'Arcy, Anne ; Puck, Jonas . In: Journal of International Management. RePEc:eee:intman:v:22:y:2016:i:3:p:222-233.

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2016Cost of Capital in an International Context: Institutional Distance, Quality, and Dynamics. (2016). Muellner, Jakob ; Lindner, Thomas ; Puck, Jonas . In: Journal of International Management. RePEc:eee:intman:v:22:y:2016:i:3:p:234-248.

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2016Sovereign Wealth Funds Internationalization Strategies: The Use of Investment Vehicles. (2016). Murtinu, Samuele ; Scalera, Vittoria G. In: Journal of International Management. RePEc:eee:intman:v:22:y:2016:i:3:p:249-264.

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2016A strategic perspective of cross-listing by emerging market firms: Evidence from Indonesia, Mexico, Poland and South Africa. (2016). Bhaumik, Sumon ; Driffield, Nigel ; Temouri, Yama . In: Journal of International Management. RePEc:eee:intman:v:22:y:2016:i:3:p:265-279.

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2016Are foreign IPOs really foreign? Price efficiency and information asymmetry of Chinese foreign IPOs. (2016). Tourani-Rad, Alireza ; Chen, Jun ; Gilbert, Aaron . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:63:y:2016:i:c:p:95-106.

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2016The MAX effect: An exploration of risk and mispricing explanations. (2016). Zhong, Angel ; Gray, Philip . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:65:y:2016:i:c:p:76-90.

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2016Earnings management, capital structure, and the role of institutional environments. (2016). Yu, Jin ; An, Zhe . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:68:y:2016:i:c:p:131-152.

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2016Does the uncertainty of firm-level fundamentals help explain cross-sectional differences in liquidity commonality?. (2016). faff, robert ; Isshaq, Zangina . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:68:y:2016:i:c:p:153-161.

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2016Long-term industry reversals. (2016). Mazouz, Khelifa ; Wu, Yuliang . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:68:y:2016:i:c:p:236-250.

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2016Derivatives usage, securitization, and the crash sensitivity of bank stocks. (2016). Trapp, Rouven . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:71:y:2016:i:c:p:183-205.

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2016Credible reforms and stock return volatility: Evidence from privatization. (2016). Some, Hyacinthe Y ; Valery, Pascale ; Cosset, Jean-Claude . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:72:y:2016:i:c:p:99-120.

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2016Bank integration and co-movements across housing markets. (2016). Milcheva, Stanimira ; Zhu, Bing . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:72:y:2016:i:s:p:s148-s171.

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

G. Andrew Karolyi has edited the books:


YearTitleTypeCited

Works by G. Andrew Karolyi:


YearTitleTypeCited
2003International Real Estate Returns: A Multifactor, Multicountry Approach In: ERES.
[Full Text][Citation analysis]
paper27
1995A Multivariate GARCH Model of International Transmissions of Stock Returns and Volatility: The Case of the United States and Canada. In: Journal of Business & Economic Statistics.
[Citation analysis]
article163
2011The Ultimate Irrelevance Proposition in Finance? In: The Financial Review.
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article2
2003Does International Financial Contagion Really Exist? In: International Finance.
[Full Text][Citation analysis]
article58
2004DOES INTERNATIONAL FINANCIAL CONTAGION REALLY EXIST?.(2004) In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 58
article
1998SOURCING EQUITY INTERNATIONALLY WITH DEPOSITARY RECEIPT OFFERINGS: TWO EXCEPTIONS THAT PROVE THE RULE In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]
article0
1992 An Empirical Comparison of Alternative Models of the Short-Term Interest Rate. In: Journal of Finance.
[Full Text][Citation analysis]
article391
1996 Why Do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements. In: Journal of Finance.
[Full Text][Citation analysis]
article162
1999The Effects of Market Segmentation and Investor Recognition on Asset Prices: Evidence from Foreign Stocks Listing in the United States In: Journal of Finance.
[Full Text][Citation analysis]
article197
2007Multimarket Trading and Liquidity: Theory and Evidence In: Journal of Finance.
[Full Text][Citation analysis]
article13
2009Private Benefits of Control, Ownership, and the Cross-listing Decision In: Journal of Finance.
[Full Text][Citation analysis]
article66
2005Private Benefits of Control, Ownership, and the Cross-Listing Decision.(2005) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 66
paper
2005Private Benefits of Control, Ownership, and the Cross-Listing Decision.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 66
paper
2005Private Benefits of Control, Ownership, and the Cross-Listing Decision.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 66
paper
2010Why Do Foreign Firms Leave U.S. Equity Markets? In: Journal of Finance.
[Full Text][Citation analysis]
article27
2009Why Do Foreign Firms Leave U.S. Equity Markets?.(2009) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27
paper
2008Why Do Foreign Firms Leave U.S. Equity Markets?.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27
paper
2015Regulatory Arbitrage and Cross-Border Bank Acquisitions In: Journal of Finance.
[Full Text][Citation analysis]
article4
2009Discussion of A Lobbying Approach to Evaluating the Sarbanes-Oxley Act of 2002 In: Journal of Accounting Research.
[Full Text][Citation analysis]
article2
2008Discussion of A Lobbying Approach to Evaluating the Sarbanes-Oxley Act of 2002.(2008) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2003International Real Estate Returns: A Multifactor, Multicountry Approach In: Real Estate Economics.
[Full Text][Citation analysis]
article30
1993A Bayesian Approach to Modeling Stock Return Volatility for Option Valuation In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article11
2000The Long-Run Performance of Global Equity Offerings In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article41
2009Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article15
2007Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks.(2007) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
paper
2004Understanding Electricity Price Volatility within and across Markets In: Working Paper Series.
[Full Text][Citation analysis]
paper15
2004The World of Cross-Listings and Cross-Listings of the World: Challenging Conventional Wisdom In: Working Paper Series.
[Full Text][Citation analysis]
paper112
2006The World of Cross-Listings and Cross-Listings of the World: Challenging Conventional Wisdom.(2006) In: Review of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 112
article
2004Why Do Countries Matter So Much for Corporate Governance? In: Working Paper Series.
[Full Text][Citation analysis]
paper202
2007Why do countries matter so much for corporate governance?.(2007) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 202
article
2004Why Do Countries Matter So Much for Corporate Governance?.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 202
paper
2004The Economic Consequences of Increased Disclosure:Evidence from International Cross-Listings In: Working Paper Series.
[Full Text][Citation analysis]
paper83
2006The economic consequences of increased disclosure: Evidence from international cross-listings.(2006) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 83
article
2004Multi-market Trading and Arbitrage In: Working Paper Series.
[Full Text][Citation analysis]
paper46
2010Multi-market trading and arbitrage.(2010) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 46
article
2005Terrorism and the Stock Market In: Working Paper Series.
[Full Text][Citation analysis]
paper4
2004The Impact of the Introduction of the Euro on Foreign Exchange Rate Risk Exposures In: Working Paper Series.
[Full Text][Citation analysis]
paper45
2006The impact of the introduction of the Euro on foreign exchange rate risk exposures.(2006) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 45
article
2002The Impact of the Introduction of the Euro on Foreign Exchange Rate Risk Exposures.(2002) In: Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 45
paper
2005Indirect Robust Estimation of the Short-term Interest Rate Process In: Working Paper Series.
[Full Text][Citation analysis]
paper12
2007Indirect robust estimation of the short-term interest rate process.(2007) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
article
2005Indirect Robust Estimation of the Short-term interest Rate Process.(2005) In: FAME Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2005Indirect Robust Estimation of the Short-term Interest Rate Process;.(2005) In: Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2007Indirect robust estimation of the short-term interest rate process.(2007) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 12
paper
2006Price and Volatility Transmission across Borders In: Working Paper Series.
[Full Text][Citation analysis]
paper21
2006The Consequences of Terrorism for Financial Markets: What Do We Know? In: Working Paper Series.
[Full Text][Citation analysis]
paper4
2006What Factors Drive Global Stock Returns? In: Working Paper Series.
[Full Text][Citation analysis]
paper56
2011What Factors Drive Global Stock Returns?.(2011) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 56
article
2007An Assessment of Terrorism-Related Investing Strategies In: Working Paper Series.
[Full Text][Citation analysis]
paper0
2007Common Patterns in Commonality in Returns, Liquidity, and Turnover around the World In: Working Paper Series.
[Full Text][Citation analysis]
paper0
2007Has New York Become Less Competitive in Global Markets? Evaluating Foreign Listing Choices over Time In: Working Paper Series.
[Full Text][Citation analysis]
paper8
2007Has New York Become Less Competitive in Global Markets? Evaluating Foreign Listing Choices Over Time.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2008Why Do Foreign Firms Leave U.S. Equity Markets? An Analysis of Deregistrations under SEC Exchange Act Rule 12h-6 In: Working Paper Series.
[Full Text][Citation analysis]
paper1
2011The U.S. Left Behind: The Rise of IPO Activity around the World In: Working Paper Series.
[Full Text][Citation analysis]
paper3
2011The U.S. Left Behind: The Rise of IPO Activity Around the World.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2012Financial Globalization and the Rise of IPOs outside the U.S. In: Working Paper Series.
[Full Text][Citation analysis]
paper1
2015The U.S. Listing Gap In: Working Paper Series.
[Full Text][Citation analysis]
paper0
2015The U.S. listing gap.(2015) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2016The gravity of culture for finance In: Journal of Corporate Finance.
[Full Text][Citation analysis]
article3
2003DaimlerChrysler AG, the first truly global share In: Journal of Corporate Finance.
[Full Text][Citation analysis]
article11
2012Corporate governance, agency problems and international cross-listings: A defense of the bonding hypothesis In: Emerging Markets Review.
[Full Text][Citation analysis]
article14
2004Momentum strategies: some bootstrap tests In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article8
2003Are financial assets priced locally or globally? In: Handbook of the Economics of Finance.
[Full Text][Citation analysis]
chapter190
2002Are Financial Assets Priced Locally or Globally?.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 190
paper
1998Multimarket trading and liquidity: a transaction data analysis of Canada-US interlistings In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article69
2012Understanding commonality in liquidity around the world In: Journal of Financial Economics.
[Full Text][Citation analysis]
article75
2013The U.S. left behind? Financial globalization and the rise of IPOs outside the U.S. In: Journal of Financial Economics.
[Full Text][Citation analysis]
article8
1992Global financial markets and the risk premium on U.S. equity In: Journal of Financial Economics.
[Full Text][Citation analysis]
article113
1992Global Financial Markets and the Risk Premium on U.S. Equity.(1992) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 113
paper
1998Another look at the role of the industrial structure of markets for international diversification strategies In: Journal of Financial Economics.
[Full Text][Citation analysis]
article141
1996Another Look at the Role of the Industrial Structure of Markets for International Diversification Strategies.(1996) In: Research in Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 141
paper
2004Why are foreign firms listed in the U.S. worth more? In: Journal of Financial Economics.
[Full Text][Citation analysis]
article327
2001Why are Foreign Firms Listed in the U.S. Worth More?.(2001) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 327
paper
2009Has New York become less competitive than London in global markets? Evaluating foreign listing choices over time In: Journal of Financial Economics.
[Full Text][Citation analysis]
article44
2002Did the Asian financial crisis scare foreign investors out of Japan? In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article51
2002A retrospective evaluation of the Pacific-Basin Finance Journal: 1993-2002 In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article0
1994Good news, bad news and international spillovers of stock return volatility between Japan and the U.S. In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article42
1995Good news, band news and international spilovers of stock return volatility between Japan and the U.S..(1995) In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 42
article
2000Preface In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article0
2009A (partial) resolution of the Chinese discount puzzle In: Journal of Financial Economic Policy.
[Full Text][Citation analysis]
article3
2010What is Different about Government-Controlled Acquirers in Cross-Border Acquisitions? In: Working Papers.
[Full Text][Citation analysis]
paper7
2001A new approach to measuring financial contagion In: Proceedings.
[Citation analysis]
paper335
2000A New Approach to Measuring Financial Contagion.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 335
paper
2003A New Approach to Measuring Financial Contagion.(2003) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 335
article
2013The Coming Wave In: Working Papers.
[Full Text][Citation analysis]
paper1
1992Predicting Risk: Some New Generalizations In: Management Science.
[Full Text][Citation analysis]
article6
2015The Coming Wave: Where Do Emerging Market Investors Put Their Money? In: IZA Discussion Papers.
[Full Text][Citation analysis]
paper0
2015The Coming Wave: Where Do Emerging Market Investors Put Their Money?.(2015) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
1998The Variation of Economic Risk Premiums in Real Estate Returns. In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]
article37
2016Home Bias, an Academic Puzzle In: Review of Finance.
[Full Text][Citation analysis]
article0
2016The Cross-Section of Expected Returns: Where We Stand Today In: Review of Financial Studies.
[Full Text][Citation analysis]
article0
1991Intraday Volatility in the Stock Index and Stock Index Futures Markets. In: Review of Financial Studies.
[Full Text][Citation analysis]
article92
2015Cracking the Emerging Markets Enigma In: OUP Catalogue.
[Citation analysis]
book0
1993International Listings of Stocks: The Case of Canada and the U.S. In: Journal of International Business Studies.
[Full Text][Citation analysis]
article52
2004The Role of American Depositary Receipts in the Development of Emerging Equity Markets In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
article24
1995Why do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements using ADRS In: Research in Financial Economics.
[Full Text][Citation analysis]
paper2
1996Adjusted Forward Rates as Predictors of Future Spot Rates In: Research in Financial Economics.
[Full Text][Citation analysis]
paper4
1996The Effects of Market Segmentation and Illiquidity on Asset Prices: Evidence from Foreign Stocks Listing in the US In: Research in Financial Economics.
[Full Text][Citation analysis]
paper8

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