G. Andrew Karolyi : Citation Profile


Are you G. Andrew Karolyi?

Cornell University

29

H index

44

i10 index

4342

Citations

RESEARCH PRODUCTION:

48

Articles

48

Papers

1

Books

1

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   27 years (1991 - 2018). See details.
   Cites by year: 160
   Journals where G. Andrew Karolyi has often published
   Relations with other researchers
   Recent citing documents: 630.    Total self citations: 36 (0.82 %)

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   Permalink: http://citec.repec.org/pka329
   Updated: 2020-01-15    RAS profile: 2017-03-16    
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Relations with other researchers


Works with:

Prasad, Eswar (3)

Ng, David (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 (49)

Stulz, René (45)

Warnock, Francis (34)

Claessens, Stijn (33)

Dungey, Mardi (26)

Bartram, Söhnke (24)

Leuz, Christian (23)

Fratzscher, Marcel (22)

ESQUEDA, OMAR (22)

Guidolin, Massimo (21)

Levine, Ross (19)

Cites to:

Shleifer, Andrei (65)

Stulz, René (54)

Lopez-de-Silanes, Florencio (39)

La Porta, Rafael (38)

Vishny, Robert (23)

Harvey, Campbell (21)

Bekaert, Geert (20)

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 Finance6
Pacific-Basin Finance Journal5
Review of Financial Studies4
Journal of Financial and Quantitative Analysis3
Journal of Empirical Finance3
Journal of Corporate Finance2
Journal of Applied Corporate Finance2
Review of 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
Working Papers / Hong Kong Institute for Monetary Research2

Recent works citing G. Andrew Karolyi (2018 and 2017)


YearTitle of citing document
2018Contagion between Islamic and Conventional Banks in Malaysia: Empirical Investigation using a DCC-GARCH Model العدوى بين البنوك الإسلامية والتقليدية في ماليزي. (2018). Khoufi, Walid ; ben Latifa, Monia. In: Articles published in the Journal of King Abdulaziz University: Islamic Economics.. RePEc:abd:kauiea:v:31:y:2018:i:1:no:11:p:167-178.

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2018Contagion between Islamic and Conventional Banks in Malaysia: Empirical Investigation using a DCC-GARCH Model العدوى بين البنوك الإسلامية والتقليدية في ماليزي. (2018). Khoufi, Walid ; ben Latifa, Monia. In: Articles published in the Journal of King Abdulaziz University: Islamic Economics.. RePEc:abd:kauiea:v:31:y:2018:i:1:p:167-178.

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2018A direct measurement of corporate financial constraints of SMEs and large firms in Mauritius. A firm level survey analysis. (2018). Jankee, Kheswar ; Prayagsing, Chakeel. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxv:y:2018:i:special:p:175-196.

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2018Political connection and allocation of capital in the corporate sector in Mauritius. A game approach (theoretical relationship). (2018). Jankee, Kheswar ; Prayagsing, Chakeel. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxv:y:2018:i:special:p:197-208.

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2017Wave after Wave: Contagion Risk from Commodity Markets. (2017). Leccadito, Arturo ; Algieri, Bernardina. In: Discussion Papers. RePEc:ags:ubzefd:257801.

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2019The Rise of Domestic Capital Markets for Corporate Financing: Lessons from East Asia. (2019). Schmukler, Sergio ; Cortina, Juan J ; Abraham, Facundo. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:154.

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2019Capital Inflows, Equity Issuance Activity, and Corporate Investment. (2019). Schmukler, Sergio ; Calomiris, Charles ; Larrain, Mauricio. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:156.

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2017Measuring the frequency dynamics of financial connectedness and systemic risk. (2017). Krehlik, Tomas ; Baruník, Jozef. In: Papers. RePEc:arx:papers:1507.01729.

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2018Quantile Coherency: A General Measure for Dependence between Cyclical Economic Variables. (2018). Baruník, Jozef ; Kley, Tobias. In: Papers. RePEc:arx:papers:1510.06946.

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2019A 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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2017Pricing VIX Derivatives With Free Stochastic Volatility Model. (2017). Lin, Wei ; Chern, Shane . In: Papers. RePEc:arx:papers:1703.06020.

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2017Time-Varying Extreme Value Dependence with Application to Leading European Stock Markets. (2017). de Carvalho, Miguel ; Wadsworth, Jennifer ; Camilo, Daniela Castro . In: Papers. RePEc:arx:papers:1709.01198.

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2018Why Markets are Inefficient: A Gambling Theory of Financial Markets For Practitioners and Theorists. (2018). Moffitt, Steven D. In: Papers. RePEc:arx:papers:1801.01948.

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2018Closed-form approximations in derivatives pricing: The Kristensen-Mele approach. (2018). Kurz, Michael. In: Papers. RePEc:arx:papers:1804.08904.

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2018A Feynman-Kac type formula for a fixed delay CIR model. (2018). Nappo, Giovanna ; Flore, Federico. In: Papers. RePEc:arx:papers:1806.00997.

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2019A factor-model approach for correlation scenarios and correlation stress-testing. (2019). Woebbeking, Fabian ; Packham, Natalie. In: Papers. RePEc:arx:papers:1807.11381.

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2018Asymmetric Connectedness of Fears in the U.S. Financial Sector. (2018). Baruník, Jozef ; Tunaru, Radu ; Bevilacqua, Mattia. In: Papers. RePEc:arx:papers:1810.12022.

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2018Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures. (2018). Gatfaoui, Hayette. In: Papers. RePEc:arx:papers:1811.02382.

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2018Cross-Sectional Variation of Intraday Liquidity, Cross-Impact, and their Effect on Portfolio Execution. (2018). Moallemi, Ciamac C ; Maglaras, Costis ; Min, Seungki. In: Papers. RePEc:arx:papers:1811.05524.

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2019Deep Recurrent Factor Model: Interpretable Non-Linear and Time-Varying Multi-Factor Model. (2019). Izumi, Kiyoshi ; Abe, Masaya ; Ito, Tomoki ; Nakagawa, Kei. In: Papers. RePEc:arx:papers:1901.11493.

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2019Multimodal Deep Learning for Finance: Integrating and Forecasting International Stock Markets. (2019). Yoo, Seong Joon ; Il, Sang. In: Papers. RePEc:arx:papers:1903.06478.

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2019Deep Learning in Asset Pricing. (2019). Zhu, Jason ; Pelger, Markus ; Chen, Luyang. In: Papers. RePEc:arx:papers:1904.00745.

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2019Dynamic Dependence Modeling in financial time series. (2019). Aivaliotis, Georgios ; Liu, Haiyan ; Dou, Yali. In: Papers. RePEc:arx:papers:1908.05130.

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2019The Numerical Simulation of Quanto Option Prices Using Bayesian Statistical Methods. (2019). Wu, Jianhong ; Gao, Rui ; Li, Yaqiong ; Lin, Lisha. In: Papers. RePEc:arx:papers:1910.04075.

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2019Asset Prices with Investor Protection in Approximate Fractional Economy. (2019). Huang, Nan-Jing ; Wang, Ming-Hui ; Yang, Ben-Zhang ; Yue, Jia. In: Papers. RePEc:arx:papers:1911.00281.

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2019BitMEX Funding Correlation with Bitcoin Exchange Rate. (2019). Ammanamanchi, Pawan Sasanka ; Nimmagadda, Sai Srikar. In: Papers. RePEc:arx:papers:1912.03270.

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2019Drivers of Stock Market Returns in Sub-Saharan Africa: Evidence from Selected Countries. (2019). Adenutsi, Deodat Emilson ; Amoah, Anthony ; Tetteh, Joseph Emmanuel. In: Asian Development Policy Review. RePEc:asi:adprev:2019:p:191-208.

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2018Do Institutional Investors Drive Corporate Social Responsibility? International Evidence. (2018). Wagner, Hannes ; Roth, Lukas ; Lins, Karl V ; Dyck, Alexander. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1873.

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2018Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence. (2018). Guidolin, Massimo ; Orlov, Alexei G. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1887.

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2018Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence. (2018). Guidolin, Massimo ; Orlov, Alexei. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1890.

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2019The Predictability of Real Estate Excess Returns: An Out-of-Sample Economic Value Analysis. (2019). Guidolin, Massimo ; Petrova, Milena ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19122.

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2017Stock Market Integration and Financial Crises: Evidence from Chinese Sectoral Portfolios. (2017). Daly, Vincent ; Li, Hong. In: Review of Economics & Finance. RePEc:bap:journl:170403.

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2018Covariance Risk and the Ripple Effect in the UK Regional Housing Market. (2018). Morley, Bruce ; Thomas, Dennis . In: Review of Economics & Finance. RePEc:bap:journl:180301.

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2018Interdependence and asymmetries: Latin American ADRs and developed markets. (2018). Costa, Ana Carolina ; Gaio, Luiz Eduardo ; Junior, Tabajara Pimenta . In: Brazilian Business Review. RePEc:bbz:fcpbbr:v:15:y:2018:i:4:p391-409.

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2018Multivariate Jump Diffusion Model with Markovian Contagion. (2018). de Carvalho, Pablo ; Gupta, Aparna ; Campos, Pablo Jose. In: Working Papers Series. RePEc:bcb:wpaper:482.

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2017CONDITIONAL CO-MOVEMENT AND DYNAMIC INTERACTIONS: US AND BRIC EQUITY MARKETS. (2017). Singh, Amanjot. In: Economic Annals. RePEc:beo:journl:v:62:y:2017:i:212:p:85-112.

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2017Pandemic crises in financial systems: a simulation-model to complement stress-testing frameworks.. (2017). Idier, Julien ; Piquard, T. In: Working papers. RePEc:bfr:banfra:621.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2017Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676.

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2017Why Do Canadian Firms Cross-list? The Flip Side of the Issue. (2017). Charitou, Andreas ; Louca, Christodoulos. In: Abacus. RePEc:bla:abacus:v:53:y:2017:i:2:p:211-239.

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2017Impact of the global financial crisis on Islamic and conventional stocks and bonds. (2017). Akhtar, Shumi ; Smith, Tom ; Jahromi, Maria. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:3:p:623-655.

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2018Market timing as an explanation for the short‐lived premium on cross‐listing. (2018). Clarkson, Peter M ; Ragunathan, Vanitha ; Gray, Stephen F. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:131-157.

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2018Low‐frequency volatility of real estate securities and macroeconomic risk. (2018). Lee, Chyi Lin ; Stevenson, Simon. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:311-342.

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2018The Impact of Corporate Governance Quality on Earnings Management: Evidence from European Companies Cross†listed in the US. (2018). Bajra, Ujkan ; Cadez, Simon. In: Australian Accounting Review. RePEc:bla:ausact:v:28:y:2018:i:2:p:152-166.

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2018Institutional Investor Protection Pressures versus Firm Incentives in the Disclosure of Integrated Reporting. (2018). Garcaa, Isabela Mara ; Gmez, Ligia Nogueraa. In: Australian Accounting Review. RePEc:bla:ausact:v:28:y:2018:i:2:p:199-219.

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2017Diversification into Emerging Markets – An Australian and the US Perspective Using a Time-varying Approach. (2017). Gupta, Rakesh ; Jithendranathan, Thadavillil ; Yang, Junhao . In: Australian Economic Papers. RePEc:bla:ausecp:v:56:y:2017:i:2:p:134-162.

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2018THE ROLE OF REGULATORY ARBITRAGE IN U.S. BANKS INTERNATIONAL FLOWS: BANK‐LEVEL EVIDENCE. (2018). Temesvary, Judit. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:4:p:2077-2098.

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2017Integration between the London and New York Stock Exchanges, 1825–1925. (2017). Campbell, Gareth ; Rogers, Meeghan. In: Economic History Review. RePEc:bla:ehsrev:v:70:y:2017:i:4:p:1185-1218.

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2017The Investment CAPM. (2017). Zhang, LU. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:4:p:545-603.

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2017Extreme Returns in the European financial crisis. (2017). Chouliaras, Andreas ; Grammatikos, Theoharry. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:4:p:728-760.

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2017Determinants of Management Earnings Forecasts: The Case of Global Shipping IPOs. (2017). Drobetz, Wolfgang ; Merikas, Andreas ; Gounopoulos, Dimitrios. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:5:p:975-1015.

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2018Pricing Sovereign Debt: Foreign versus Local Parameters. (2018). Bradley, Michael ; Gulati, Mitu ; de Lira, Irving Arturo ; de Fontenay, Elisabeth. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:2:p:261-297.

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2018The profitability effect: Insights from international equity markets. (2018). Chen, Tefeng ; Xie, Feixue ; John, K C ; Sun, Lei. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:4:p:545-580.

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2019The face of risk: CEO facial masculinity and firm risk. (2019). Park, Soohyun ; Kim, Han Y ; Kamiya, Shinichi. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:2:p:239-270.

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2018Distress Anomaly and Shareholder Risk: International Evidence. (2018). Eisdorfer, Assaf ; Zhdanov, Alexei ; Goyal, Amit. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:3:p:553-581.

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2019When and Why Do Takeovers Lead to Fraud?. (2019). Kim, Woojin ; Park, Kyung Suh ; Lee, Eun Jung ; Byun, Hee Sub . In: Financial Management. RePEc:bla:finmgt:v:48:y:2019:i:1:p:45-76.

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2018Public News Arrival and Cross‐Asset Correlation Breakdown. (2018). Yu, Jing ; Liu, WaiMan ; Ho, KinYip . In: International Review of Finance. RePEc:bla:irvfin:v:18:y:2018:i:3:p:411-451.

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2017A CLOSER LOOK AT VALUE PREMIUM: LITERATURE REVIEW AND SYNTHESIS. (2017). Pätäri, Eero ; Leivo, Timo ; Patari, Eero. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:31:y:2017:i:1:p:79-168.

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2017Managing Mortality Risk With Longevity Bonds When Mortality Rates Are Cointegrated. (2017). Wong, Tat Wing ; Chiu, Mei Choi. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:84:y:2017:i:3:p:987-1023.

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2017Bilateral Tax Treaties and GDP Comovement. (2017). Weber, Caroline ; Sly, Nicholas. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:2:p:292-319.

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2017Board representation in international joint ventures. (2017). , Ilya ; Bensaou, Ben ; Reuer, Jeffrey J ; Ertug, Gokhan. In: Strategic Management Journal. RePEc:bla:stratm:v:38:y:2017:i:4:p:920-938.

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2017The Future of Money: Liquidity co-movement between financial institutions and real estate firms: evidence from China. (2017). Xie, RU ; Williams, Jonathan ; Huang, Sheng. In: Working Papers. RePEc:bng:wpaper:17004.

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2017Forecasting multidimensional tail risk at short and long horizons. (2017). Stoja, Evarist ; Polanski, Arnold. In: Bank of England working papers. RePEc:boe:boeewp:0660.

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2019Ownership structure and the cost of debt : Evidence from the Chinese corporate bond market. (2019). Lu, Haitian ; Hasan, Iftekhar ; Gu, Xian ; Chatterjee, Sris. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2019_018.

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2018CONTAGION AND CORRELATION IN EMPIRICAL MODELS OF BANK CREDIT RISK IN ISRAEL. (2018). Beenstock, Michael ; Khatib, Mahmood. In: Israel Economic Review. RePEc:boi:isrerv:v:15:y:2018:i:1:p:1-34.

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2018Global Stock Return Comovements: Trends and Determinants. (2018). Inaba, Kei-Ichiro. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e07.

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2017Stock markets volatility spillovers during financial crises: A DCC-MGARCH with skewed-t density approach. (2017). Balaa, Dahiru A ; Takimotob, Taro . In: Borsa Istanbul Review. RePEc:bor:bistre:v:17:y:2017:i:1:p:25-48.

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2017Diversification benefit and return performance of REITs using CAPM and Fama-French: Evidence from Turkey. (2017). coskun, yener ; Yilmaz, Bilgi ; Selcuk-Kestel, Sevtap A. In: Borsa Istanbul Review. RePEc:bor:bistre:v:17:y:2017:i:4:p:199-215.

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2019Liquidity and tail-risk interdependencies in the euro area sovereign bond market. (2019). Filiani, Pasquale ; Dunne, Peter G ; Clancy, Daragh. In: Research Technical Papers. RePEc:cbi:wpaper:11/rt/19.

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2018Investigating New Types of Decoupling: Minority Shareholder Protection in the Law & Corporate Practice. (2018). Business, Centre For ; Schnyder, Gerhard. In: Working Papers. RePEc:cbr:cbrwps:wp502.

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2018Illiquidity and Volatility Spillover effects in Equity Markets during and after the Global Financial Crisis: an MEM approach. (2018). Xu, Yongdeng ; Taylor, Nick ; Lu, Wenna. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/6.

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

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2018Dissecting Characteristics Nonparametrically. (2018). Weber, Michael ; Neuhierl, Andreas ; Freyberger, Joachim. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7187.

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2019Punish One, Teach A Hundred: The Sobering Effect of Punishment on the Unpunished. (2019). Weber, Michael ; Xie, Jin ; D'Acunto, Francesco. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7512.

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2019Chinese acquisitions abroad: are they different?. (2019). Xing, Jing ; Sultan, Samina ; Hugger, Felix ; Fuest, Clemens. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7585.

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2018Fragmentation and Strategic Market-Making. (2018). Moinas, Sophie ; Daures Lescourret, Laurence. In: EconPol Working Paper. RePEc:ces:econwp:_15.

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2019What Drives Chinese Overseas M&A Investment? Evidence from Micro Data. (2019). Fuest, Clemens ; Xing, Jing ; Sultan, Samina ; Hugger, Felix. In: EconPol Working Paper. RePEc:ces:econwp:_33.

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2017El efecto de los flujos de capitales en los precios de las viviendas: una estimación de datos de panel. (2017). Vasquez, Harold A. In: Investigación Conjunta-Joint Research. RePEc:cml:incocp:4sp-2.

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2017The World We Live In: Local or Global?. (2017). Koedijk, Kees ; van Toor, Joris ; Horst, Jenke Ter ; Mahieu, Ronald J. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11831.

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2017Inefficient Globalization of Finance: Evidence from Marketing-Oriented Overseas Expansions of Low-Skilled Mutual Fund Families. (2017). Cheng, SI ; Zhang, Hong ; Massa, Massimo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11990.

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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460.

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2018Risk Everywhere: Modeling and Managing Volatility. (2018). Bollerslev, Tim ; Pedersen, Lasse Heje ; Huss, John ; Hood, Benjamin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12687.

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2018The Role of Stakeholders in Corporate Governance: A View from Accounting Research. (2018). Ormazabal, Gaizka. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12775.

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2018Regulatory Competition in Banking: A General Equilibrium Approach. (2018). Gersbach, Hans ; Papageorgiou, Stylianos ; Haller, Hans. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12791.

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2019Corporate Control around the World. (2019). Papaioannou, Elias ; Aminadav, Gur . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13706.

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2017Regulatory arbitrage and the efficiency of banking regulation. (2017). Boyer, Pierre ; Kempf, Hubert. In: Working Papers. RePEc:crs:wpaper:2017-06.

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2017Investor Relations Quality and Mispricing. (2017). Kotchoni, Rachidi ; Mama, Houdou Basse . In: EconomiX Working Papers. RePEc:drm:wpaper:2017-33.

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2017Identification of Global and National Shocks in International Financial Markets via General Dynamic Factor Models. (2017). Soccorsi, Stefano ; Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/248676.

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2017Estimating the implied distribution of the future short term interest rate using the Longstaff-Schwartz model. (2000). Hördahl, Peter ; Hordahl, P.. In: Working Paper Series. RePEc:ecb:ecbwps:20000016.

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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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2019Stock Market Reaction to Terrorist Attacks and Political Uncertainty: Empirical Evidence from the Tunisian Stock Exchange. (2019). Talbi, Mariem ; ben Moussa, Fatma. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-03-4.

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2019Past and Current European Monetary Union Crises: Lessons for the Envisaged West African Monetary Union. (2019). Aliyu, Chika Usman ; Abdullahi, Yahya Zakari ; Nkwatoh, Louis Sevitenyi. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-04-6.

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2017Oil and stock markets before and after financial crises : a local Gaussian correlation approach. (2017). Panagiotidis, Theodore ; Bampinas, Georgios. In: Bank of Estonia Working Papers. RePEc:eea:boewps:wp2016-11.

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2017The effect of the US subprime crisis on Canadian banks. (2017). Bandyopadhyay, Satiprasad ; Kennedy, Duane ; Jha, Ranjini. In: Advances in accounting. RePEc:eee:advacc:v:36:y:2017:i:c:p:58-74.

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2019Behavior of foreign investors in the Malaysian stock market in times of crisis: A nonlinear approach. (2019). Omay, Tolga ; Iren, Perihan. In: Journal of Asian Economics. RePEc:eee:asieco:v:60:y:2019:i:c:p:85-100.

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2017State capitalisms global reach: Evidence from foreign acquisitions by state-owned companies. (2017). Karolyi, Andrew G ; Liao, Rose C. In: Journal of Corporate Finance. RePEc:eee:corfin:v:42:y:2017:i:c:p:367-391.

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2017Do state and foreign ownership affect investment efficiency? Evidence from privatizations. (2017). Chen, Ruiyuan ; Wang, HE ; Guedhami, Omrane ; el Ghoul, Sadok. In: Journal of Corporate Finance. RePEc:eee:corfin:v:42:y:2017:i:c:p:408-421.

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2017The role of board gender and foreign ownership in the CSR performance of Chinese listed firms. (2017). McGuinness, Paul B ; Wang, Mingzhu ; Vieito, Joo Paulo. In: Journal of Corporate Finance. RePEc:eee:corfin:v:42:y:2017:i:c:p:75-99.

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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.
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paper37
2003International Real Estate Returns: A Multifactor, Multicountry Approach.(2003) In: Real Estate Economics.
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This paper has another version. Agregated cites: 37
article
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.
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article193
2011The Ultimate Irrelevance Proposition in Finance? In: The Financial Review.
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article2
2003Does International Financial Contagion Really Exist? In: International Finance.
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article87
2004DOES INTERNATIONAL FINANCIAL CONTAGION REALLY EXIST?.(2004) In: Journal of Applied Corporate Finance.
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This paper has another version. Agregated cites: 87
article
1998SOURCING EQUITY INTERNATIONALLY WITH DEPOSITARY RECEIPT OFFERINGS: TWO EXCEPTIONS THAT PROVE THE RULE In: Journal of Applied Corporate Finance.
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article0
1992 An Empirical Comparison of Alternative Models of the Short-Term Interest Rate. In: Journal of Finance.
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article457
1996 Why Do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements. In: Journal of Finance.
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article211
2007Multimarket Trading and Liquidity: Theory and Evidence In: Journal of Finance.
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article23
2009Private Benefits of Control, Ownership, and the Cross-listing Decision In: Journal of Finance.
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article96
2005Private Benefits of Control, Ownership, and the Cross-Listing Decision.(2005) In: Working Paper Series.
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This paper has another version. Agregated cites: 96
paper
2005Private Benefits of Control, Ownership, and the Cross-Listing Decision.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 96
paper
2005Private Benefits of Control, Ownership, and the Cross-Listing Decision.(2005) In: NBER Working Papers.
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This paper has another version. Agregated cites: 96
paper
2010Why Do Foreign Firms Leave U.S. Equity Markets? In: Journal of Finance.
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article34
2009Why Do Foreign Firms Leave U.S. Equity Markets?.(2009) In: Working Paper Series.
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paper
2008Why Do Foreign Firms Leave U.S. Equity Markets?.(2008) In: NBER Working Papers.
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This paper has another version. Agregated cites: 34
paper
2015Regulatory Arbitrage and Cross‐Border Bank Acquisitions In: Journal of Finance.
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article22
2009Discussion of A Lobbying Approach to Evaluating the Sarbanes‐Oxley Act of 2002 In: Journal of Accounting Research.
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article2
2008Discussion of A Lobbying Approach to Evaluating the Sarbanes-Oxley Act of 2002.(2008) In: Working Paper Series.
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This paper has another version. Agregated cites: 2
paper
1993A Bayesian Approach to Modeling Stock Return Volatility for Option Valuation In: Journal of Financial and Quantitative Analysis.
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article15
2000The Long-Run Performance of Global Equity Offerings In: Journal of Financial and Quantitative Analysis.
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article57
2009Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks In: Journal of Financial and Quantitative Analysis.
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article23
2007Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks.(2007) In: Working Paper Series.
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This paper has another version. Agregated cites: 23
paper
2004Understanding Electricity Price Volatility within and across Markets In: Working Paper Series.
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paper17
2004The World of Cross-Listings and Cross-Listings of the World: Challenging Conventional Wisdom In: Working Paper Series.
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paper154
2006The World of Cross-Listings and Cross-Listings of the World: Challenging Conventional Wisdom.(2006) In: Review of Finance.
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This paper has another version. Agregated cites: 154
article
2004Why Do Countries Matter So Much for Corporate Governance? In: Working Paper Series.
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paper301
2004Why Do Countries Matter So Much for Corporate Governance?.(2004) In: NBER Working Papers.
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This paper has another version. Agregated cites: 301
paper
2007Why do countries matter so much for corporate governance?.(2007) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 301
article
2004The Economic Consequences of Increased Disclosure:Evidence from International Cross-Listings In: Working Paper Series.
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paper112
2006The economic consequences of increased disclosure: Evidence from international cross-listings.(2006) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 112
article
2004Multi-market Trading and Arbitrage In: Working Paper Series.
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paper68
2010Multi-market trading and arbitrage.(2010) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 68
article
2005Terrorism and the Stock Market In: Working Paper Series.
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paper4
2004The Impact of the Introduction of the Euro on Foreign Exchange Rate Risk Exposures In: Working Paper Series.
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paper54
2002The Impact of the Introduction of the Euro on Foreign Exchange Rate Risk Exposures.(2002) In: Finance.
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This paper has another version. Agregated cites: 54
paper
2006The impact of the introduction of the Euro on foreign exchange rate risk exposures.(2006) In: Journal of Empirical Finance.
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This paper has another version. Agregated cites: 54
article
2005Indirect Robust Estimation of the Short-term Interest Rate Process In: Working Paper Series.
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paper13
2007Indirect robust estimation of the short-term interest rate process.(2007) In: Journal of Empirical Finance.
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This paper has another version. Agregated cites: 13
article
2005Indirect Robust Estimation of the Short-term interest Rate Process.(2005) In: FAME Research Paper Series.
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This paper has another version. Agregated cites: 13
paper
2007Indirect robust estimation of the short-term interest rate process.(2007) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 13
paper
2006Price and Volatility Transmission across Borders In: Working Paper Series.
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paper31
2006The Consequences of Terrorism for Financial Markets: What Do We Know? In: Working Paper Series.
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paper14
2006What Factors Drive Global Stock Returns? In: Working Paper Series.
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paper113
2011What Factors Drive Global Stock Returns?.(2011) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 113
article
2007An Assessment of Terrorism-Related Investing Strategies In: Working Paper Series.
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paper0
2007Common Patterns in Commonality in Returns, Liquidity, and Turnover around the World In: Working Paper Series.
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paper0
2007Has New York Become Less Competitive in Global Markets? Evaluating Foreign Listing Choices over Time In: Working Paper Series.
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paper12
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: 12
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.
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paper1
2011The U.S. Left Behind: The Rise of IPO Activity around the World In: Working Paper Series.
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paper5
2011The U.S. Left Behind: The Rise of IPO Activity Around the World.(2011) In: NBER Working Papers.
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This paper has another version. Agregated cites: 5
paper
2012Financial Globalization and the Rise of IPOs outside the U.S. In: Working Paper Series.
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paper2
2015The U.S. Listing Gap In: Working Paper Series.
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paper1
2015The U.S. listing gap.(2015) In: NBER Working Papers.
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This paper has another version. Agregated cites: 1
paper
2016The gravity of culture for finance In: Journal of Corporate Finance.
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article23
2003DaimlerChrysler AG, the first truly global share In: Journal of Corporate Finance.
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article11
2012Corporate governance, agency problems and international cross-listings: A defense of the bonding hypothesis In: Emerging Markets Review.
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article28
2004Momentum strategies: some bootstrap tests In: Journal of Empirical Finance.
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article12
2003Are financial assets priced locally or globally? In: Handbook of the Economics of Finance.
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chapter216
2002Are Financial Assets Priced Locally or Globally?.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 216
paper
1998Multimarket trading and liquidity: a transaction data analysis of Canada-US interlistings In: Journal of International Financial Markets, Institutions and Money.
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article81
2012Understanding commonality in liquidity around the world In: Journal of Financial Economics.
[Full Text][Citation analysis]
article133
2013The U.S. left behind? Financial globalization and the rise of IPOs outside the U.S. In: Journal of Financial Economics.
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article18
1992Global financial markets and the risk premium on U.S. equity In: Journal of Financial Economics.
[Full Text][Citation analysis]
article131
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: 131
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]
article156
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: 156
paper
2004Why are foreign firms listed in the U.S. worth more? In: Journal of Financial Economics.
[Full Text][Citation analysis]
article411
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: 411
paper
2009Has New York become less competitive than London in global markets? Evaluating foreign listing choices over time In: Journal of Financial Economics.
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article68
2002Did the Asian financial crisis scare foreign investors out of Japan? In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article65
2002A retrospective evaluation of the Pacific-Basin Finance Journal: 1993-2002 In: Pacific-Basin Finance Journal.
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article0
1994Good news, bad news and international spillovers of stock return volatility between Japan and the U.S. In: Pacific-Basin Finance Journal.
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article54
1995Good news, band news and international spilovers of stock return volatility between Japan and the U.S..(1995) In: Pacific-Basin Finance Journal.
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This paper has another version. Agregated cites: 54
article
2000Preface In: Pacific-Basin Finance Journal.
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article0
2009A (partial) resolution of the Chinese discount puzzle: The 2001 deregulation of theB -share market In: Journal of Financial Economic Policy.
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article6
2010What is Different about Government-Controlled Acquirers in Cross-Border Acquisitions? In: Working Papers.
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paper9
2001A new approach to measuring financial contagion In: Proceedings.
[Citation analysis]
paper456
2000A New Approach to Measuring Financial Contagion.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 456
paper
2003A New Approach to Measuring Financial Contagion.(2003) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 456
article
2016The Coming Wave: Where Do Emerging Market Investors Put Their Money? In: Working Papers.
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paper2
2015The Coming Wave: Where Do Emerging Market Investors Put Their Money?.(2015) In: IZA Discussion Papers.
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This paper has another version. Agregated cites: 2
paper
2015The Coming Wave: Where Do Emerging Market Investors Put Their Money?.(2015) In: NBER Working Papers.
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This paper has another version. Agregated cites: 2
paper
2013The Coming Wave In: Working Papers.
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paper1
1992Predicting Risk: Some New Generalizations In: Management Science.
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article10
1998The Variation of Economic Risk Premiums in Real Estate Returns. In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]
article50
2018Eclipse of the Public Corporation or Eclipse of the Public Markets? In: NBER Working Papers.
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paper1
2016Home Bias, an Academic Puzzle In: Review of Finance.
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article6
2016The Cross-Section of Expected Returns: Where We Stand Today In: Review of Financial Studies.
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article0
1991Intraday Volatility in the Stock Index and Stock Index Futures Markets. In: Review of Financial Studies.
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article115
2015Cracking the Emerging Markets Enigma In: OUP Catalogue.
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book10
1993International Listings of Stocks: The Case of Canada and the U.S. In: Journal of International Business Studies.
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article62
2004The Role of American Depositary Receipts in the Development of Emerging Equity Markets In: The Review of Economics and Statistics.
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article32
1995Why do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements using ADRS In: Research in Financial Economics.
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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.
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paper8

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