G. Andrew Karolyi : Citation Profile

Are you G. Andrew Karolyi?

Cornell University

35

H index

49

i10 index

6455

Citations

RESEARCH PRODUCTION:

47

Articles

49

Papers

1

Books

1

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   29 years (1991 - 2020). See details.
   Cites by year: 222
   Journals where G. Andrew Karolyi has often published
   Relations with other researchers
   Recent citing documents: 569.    Total self citations: 41 (0.63 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pka329
   Updated: 2023-05-27    RAS profile: 2017-03-16    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

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 (69)

Stulz, René (67)

Claessens, Stijn (39)

Warnock, Francis (34)

Leuz, Christian (34)

Bartram, Söhnke (29)

Levine, Ross (28)

ESQUEDA, OMAR (26)

O'Connor, Thomas (25)

Foucault, Thierry (24)

Lewis, Karen (23)

Cites to:

Shleifer, Andrei (85)

Stulz, René (81)

Lopez-de-Silanes, Florencio (51)

La Porta, Rafael (49)

Vishny, Robert (28)

Harvey, Campbell (27)

Bekaert, Geert (27)

Campbell, John (19)

French, Kenneth (18)

Weisbach, Michael (17)

Fama, Eugene (16)

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 Applied Corporate Finance2
Review of 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
NBER Working Papers / National Bureau of Economic Research, Inc13
Working Papers / Hong Kong Institute for Monetary Research2

Recent works citing G. Andrew Karolyi (2022 and 2021)

YearTitle of citing document
2021The incremental information in the yield curve about future interest rate risk. (2021). Veliyev, Bezirgen ; Kjar, Mads Markvart ; Christensen, Bent Jesper. In: CREATES Research Papers. RePEc:aah:create:2021-11.

Full description at Econpapers || Download paper

2021International Earnings Announcements: Tone, Forward-looking Statements, and Informativeness. (2021). Torsin, Wouter ; Thewissen, James ; Henry, Elaine. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021016.

Full description at Econpapers || Download paper

2021Deep Learning in Asset Pricing. (2019). Zhu, Jason ; Pelger, Markus ; Chen, Luyang. In: Papers. RePEc:arx:papers:1904.00745.

Full description at Econpapers || Download paper

2021Bias optimal vol-of-vol estimation: the role of window overlapping. (2020). Recchioni, Maria Cristina ; Toscano, Giacomo. In: Papers. RePEc:arx:papers:2004.04013.

Full description at Econpapers || Download paper

2021Quantum Technology for Economists. (2021). Hull, Isaiah ; Sattath, OR ; Wendin, Goran ; Diamanti, Eleni. In: Papers. RePEc:arx:papers:2012.04473.

Full description at Econpapers || Download paper

2021Dynamic industry uncertainty networks and the business cycle. (2021). Baruník, Jozef ; Faff, Robert ; Bevilacqua, Mattia. In: Papers. RePEc:arx:papers:2101.06957.

Full description at Econpapers || Download paper

2021Twitter Subjective Well-Being Indicator During COVID-19 Pandemic: A Cross-Country Comparative Study. (2021). Porro, Giuseppe ; Iacus, Stefano ; Carpi, Tiziana ; Hino, Airo. In: Papers. RePEc:arx:papers:2101.07695.

Full description at Econpapers || Download paper

2022Correlation scenarios and correlation stress testing. (2021). Woebbeking, F ; Packham, N. In: Papers. RePEc:arx:papers:2107.06839.

Full description at Econpapers || Download paper

2021Time Varying Risk in U.S. Housing Sector and Real Estate Investment Trusts Equity Return. (2021). Alam, Masud. In: Papers. RePEc:arx:papers:2107.10455.

Full description at Econpapers || Download paper

2021Effect of the U.S.--China Trade War on Stock Markets: A Financial Contagion Perspective. (2021). Kim, Donggyu ; Oh, Minseog. In: Papers. RePEc:arx:papers:2111.09655.

Full description at Econpapers || Download paper

2021Using Network-based Causal Inference to Detect the Sources of Contagion in the Currency Market. (2021). Cook, Samantha ; Wit, Ernst-Jan Camiel ; Rigana, Katerina. In: Papers. RePEc:arx:papers:2112.13127.

Full description at Econpapers || Download paper

2022Industry Characteristics and Financial Risk Spillovers. (2022). Chiua, Wan-Chien ; Wang, Chih-Wei ; Pena, Juan Ignacio. In: Papers. RePEc:arx:papers:2202.02263.

Full description at Econpapers || Download paper

2022Measuring Systemic Risk: Common Factor Exposures and Tail Dependence Effects. (2022). Chiu, Wan-Chien ; Wang, Chih-Wei ; Pena, Juan Ignacio. In: Papers. RePEc:arx:papers:2202.02276.

Full description at Econpapers || Download paper

2023Volatility forecasting with machine learning and intraday commonality. (2022). Zhang, Chao ; Qian, Zhongmin ; Cucuringu, Mihai. In: Papers. RePEc:arx:papers:2202.08962.

Full description at Econpapers || Download paper

2022Characteristics-driven returns in equilibrium. (2022). Coqueret, Guillaume. In: Papers. RePEc:arx:papers:2203.07865.

Full description at Econpapers || Download paper

2022Institutional ownership and liquidity commonality: evidence from Australia. (2022). Wu, Winston ; Elliott, Robert ; Bradrania, Reza. In: Papers. RePEc:arx:papers:2211.03287.

Full description at Econpapers || Download paper

2021Liquidity Synchronization and Asset Valuation in Selected Emerging Asian Economies. (2021). Bhutta, Nousheen Tariq ; Zaidi, Syeda Hina. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:v:11:y:2021:i:6:p:488-500:id:2101.

Full description at Econpapers || Download paper

2021EQUITY MARKETS RISKS AND RETURNS: IMPLICATIONS FOR GLOBAL PORTFOLIO CAPITAL FLOWS DURING PANDEMIC AND CRISIS PERIODS. (2021). Rusak, Denys ; Pryiatelchuk, Olena ; Dziuba, Pavlo. In: Baltic Journal of Economic Studies. RePEc:bal:journl:2256-0742:2021:7:3:12.

Full description at Econpapers || Download paper

2022The Rising Interconnectedness of the Insurance Sector. (2022). Jourde, Tristan. In: Working papers. RePEc:bfr:banfra:857.

Full description at Econpapers || Download paper

2022Information flows and the law of one price. (2022). Talavera, Oleksandr ; Tran, VU ; Fan, Rui. In: Discussion Papers. RePEc:bir:birmec:22-05.

Full description at Econpapers || Download paper

2022Global production linkages and stock market co-movement. (2022). Schrimpf, Andreas ; Auer, Raphael ; Wagner, Alexander F ; Iwadate, Bruce Muneaki. In: BIS Working Papers. RePEc:bis:biswps:1003.

Full description at Econpapers || Download paper

2023What happens to EMEs when US yields go up?. (2023). Upper, Christian ; Caballero, Julian. In: BIS Working Papers. RePEc:bis:biswps:1081.

Full description at Econpapers || Download paper

2022Capital flows and institutions. (2022). Igan, Deniz ; Puy, Damien ; Lauwers, Alexandre R. In: BIS Working Papers. RePEc:bis:biswps:994.

Full description at Econpapers || Download paper

2021Meta?analysis of the Impact of Adoption of IFRS on Financial Reporting Comparability, Market Liquidity, and Cost of Capital. (2021). van Zijl, Tony ; Houqe, Muhammad Nurul ; Opare, Solomon. In: Abacus. RePEc:bla:abacus:v:57:y:2021:i:3:p:502-556.

Full description at Econpapers || Download paper

2022Misvaluation and the Asset Growth Anomaly. (2022). Lambertides, Neophytos. In: Abacus. RePEc:bla:abacus:v:58:y:2022:i:1:p:105-141.

Full description at Econpapers || Download paper

2021Cross?listings and dividend size and stability: evidence from China. (2021). Zhang, Junrui ; Liu, Zhangxin ; Cullinan, Charles P ; Cheng, Zijian. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:1:p:415-465.

Full description at Econpapers || Download paper

2022Institutional ownership and liquidity commonality: evidence from Australia. (2022). Wu, Winston ; Elliott, Robert ; Bradrania, Reza. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1231-1272.

Full description at Econpapers || Download paper

2022Global equity fund performance adjusted for equity and currency factors. (2022). Warren, Geoffrey J ; Schmidt, Camille H ; Harman, Graham ; Gallagher, David R. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1535-1565.

Full description at Econpapers || Download paper

2021An Assessment of Abenomics: Evolution and Achievements. (2021). Ito, Takatoshi. In: Asian Economic Policy Review. RePEc:bla:asiapr:v:16:y:2021:i:2:p:190-219.

Full description at Econpapers || Download paper

2021Shareholders environmental profile and its impact on firms environmental proactivity: An institutional approach. (2021). Melladogarcia, Elena ; Ortizperez, Alejandro ; Buenogarcia, Manuel. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:1:p:374-387.

Full description at Econpapers || Download paper

2022Premiums between Cross?listed Shares: Determinants and Assessment of Financial Reform Policy Effectiveness. (2022). Liu, Xue ; Xu, Ruihui ; Zhang, Xuechun. In: China & World Economy. RePEc:bla:chinae:v:30:y:2022:i:3:p:75-99.

Full description at Econpapers || Download paper

2021Institutional influence on syndicate structure and cross?border leveraged buyouts. (2021). Zhu, Hui ; Purda, Lynnette ; Liu, Chen. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:169-202.

Full description at Econpapers || Download paper

2021Independent director compensation, corruption, and monitoring. (2021). Wald, John K ; Kapalczynski, Anna ; Burns, Natasha. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:1:p:5-28.

Full description at Econpapers || Download paper

2021Network centrality and value relevance of insider trading: Evidence from Europe. (2021). Martikainen, Minna ; Afzali, Mansoor. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:4:p:793-819.

Full description at Econpapers || Download paper

2022The more we know, the less we agree: A test of the trading horizon heterogeneity theory. (2022). Winchester, Donald W ; Parwada, Jerry T ; Dai, Lili ; Zhang, Bohui. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:1:p:45-67.

Full description at Econpapers || Download paper

2022Do foreign investors crowd out sell?side analysts? Evidence from China. (2022). Kong, Dongmin ; Cheng, XU ; Tang, QI ; Zheng, Xinwei. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:4:p:815-834.

Full description at Econpapers || Download paper

2021Quote dynamics of cross?listed stocks. (2021). Tourani-Rad, Alireza ; Frijns, Bart ; Indriawan, Ivan ; Touranirad, Alireza. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:497-522.

Full description at Econpapers || Download paper

2021Economic policy uncertainty and stock market liquidity: Evidence from G7 countries. (2021). Debata, Byomakesh ; Maitra, Debasish ; Dash, Saumya Ranjan ; Mahakud, Jitendra. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:611-626.

Full description at Econpapers || Download paper

2021Media attention and firm value: International evidence. (2021). Dang, Tung ; Nguyen, Manh T. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:3:p:865-894.

Full description at Econpapers || Download paper

2021Biases in variance of decomposed portfolio returns. (2021). Alexeev, Vitali ; Ignatieva, Katja. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:4:p:1152-1178.

Full description at Econpapers || Download paper

2021Risk reduction using trailing stop?loss rules. (2021). Visaltanachoti, Nuttawat ; Marshall, Ben R ; Dai, Bochuan ; Nguyen, Nhut H. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:4:p:1334-1352.

Full description at Econpapers || Download paper

2022Does cross?border acquisition reduce earnings management of emerging market acquirers? Evidence from India. (2022). Lukose, Jijo ; Purayil, Priyesh Valiya. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:1:p:143-168.

Full description at Econpapers || Download paper

2021Minimum tick size and analyst coverage: Evidence from the Tick Size Pilot Program. (2021). Narayanamoorthy, Gans ; Huffman, Adrienna ; Chen, Zhenhua ; Zhang, Ruizhong. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:48:y:2021:i:3-4:p:666-691.

Full description at Econpapers || Download paper

2022CEO cultural heritage and the pricing of audit services. (2022). Truong, Cameron ; Pham, Mia Hang. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:1-2:p:181-214.

Full description at Econpapers || Download paper

2021Liquidity Supply in the Corporate Bond Market. (2021). Nozawa, Yoshio ; Goldberg, Jonathan. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:2:p:755-796.

Full description at Econpapers || Download paper

2021Corporate governance, life cycle, and payout precommitment: An emerging market study. (2021). Goyal, Abhinav ; Flavin, Thomas ; O'Connor, Thomas. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:1:p:179-209.

Full description at Econpapers || Download paper

2021Do Risk Disclosures Matter When It Counts? Evidence from the Swiss Franc Shock. (2021). Oesch, David ; Muhn, Maximilian ; Hail, Luzi. In: Journal of Accounting Research. RePEc:bla:joares:v:59:y:2021:i:1:p:283-330.

Full description at Econpapers || Download paper

2021Show Me the Money! Dividend Policy in Countries with Weak Institutions. (2021). Ellahie, Atif ; Kaplan, Zachary . In: Journal of Accounting Research. RePEc:bla:joares:v:59:y:2021:i:2:p:613-655.

Full description at Econpapers || Download paper

2022Boards of a Feather: Homophily in Foreign Director Appointments Around the World. (2022). Isidro, Helena ; Bianchi, Pietro A ; Barrios, John M ; Nanda, Dhananjay. In: Journal of Accounting Research. RePEc:bla:joares:v:60:y:2022:i:4:p:1293-1335.

Full description at Econpapers || Download paper

2022The rising interconnectedness of the insurance sector. (2022). Jourde, Tristan. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:89:y:2022:i:2:p:397-425.

Full description at Econpapers || Download paper

2021The impact of foreign capital flows on long?term interest rates in emerging and advanced economies. (2021). Inoguchi, Masahiro. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:2:p:268-295.

Full description at Econpapers || Download paper

2021Financial market spillovers of U.S. monetary policy shocks. (2021). Ha, Jongrim. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:5:p:1221-1274.

Full description at Econpapers || Download paper

2022Informed trading and the dynamics of client-dealer connections in corporate bond markets. (2020). Pinter, Gabor ; Czech, Robert. In: Bank of England working papers. RePEc:boe:boeewp:0895.

Full description at Econpapers || Download paper

2021Stock Market Volatility and Terrorism: New Evidence from the Markov Switching Model. (2021). Shahzad, Mughal Khurrum ; Hyoung-Goo, Kang ; Tariq, Mohmand Yasir ; Mumtaz, Awan Tahir ; Faheem, Aslam. In: Peace Economics, Peace Science, and Public Policy. RePEc:bpj:pepspp:v:27:y:2021:i:2:p:263-284:n:5.

Full description at Econpapers || Download paper

2022A Structural Dynamic Factor Model for Daily Global Stock Market Returns. (2022). Wu, J ; Tang, H ; Linton, O B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2237.

Full description at Econpapers || Download paper

2022A Structural Dynamic Factor Model for Daily Global Stock Market Returns. (2022). Tang, H ; Linton, O B ; Wu, J. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:camjip:2214.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2023Where Is the Carbon Premium? Global Performance of Green and Brown Stocks. (2023). Wilms, Ole ; Rudebusch, Glenn D ; Huber, Daniel ; Bauer, Michael D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10246.

Full description at Econpapers || Download paper

2021Determining the banking solvency risk in times of COVID-19 through Gram-Charlier expansions. (2021). Cortés, Lina ; Perote, Javier ; Rendon, Juan F ; Corts, Lina M. In: Documentos de Trabajo CIEF. RePEc:col:000122:019593.

Full description at Econpapers || Download paper

2021International Asset Pricing with Strategic Business Groups. (2021). Zhang, Hong ; O'Donovan, James ; Massa, Massimo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15746.

Full description at Econpapers || Download paper

2022Trade War Risk and Valuations of Companies Listed Overseas: an Empirical Study on China Concept Stocks. (2022). Wei, Lijia ; Li, Song ; Peng, Yan. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2022:v:23:i:1:pengliwei.

Full description at Econpapers || Download paper

2022Carbon taxes and the geography of fossil lending. (2022). Popov, Alexander ; Laeven, Luc. In: Working Paper Series. RePEc:ecb:ecbwps:20222762.

Full description at Econpapers || Download paper

2023Employee stock ownership and firm exit decisions: A cross-country analysis of rank-and-file employees. (2023). Wolff, Michael ; Oehmichen, Jana ; Ahrens, Carolin ; Hennig, Jan C. In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:104:y:2023:i:c:s0361368222000575.

Full description at Econpapers || Download paper

2021Generalized moment estimation for uncertain differential equations. (2021). Liu, Z. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:392:y:2021:i:c:s0096300320306779.

Full description at Econpapers || Download paper

2022Closed-form formula for conditional moments of generalized nonlinear drift CEV process. (2022). Rujivan, Sanae ; Mekchay, Khamron ; Sutthimat, Phiraphat. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:428:y:2022:i:c:s0096300322002879.

Full description at Econpapers || Download paper

2022Is the COVID-19 pandemic more contagious for the Asian stock markets? A comparison with the Asian financial, the US subprime and the Eurozone debt crisis. (2022). Mehta, Chhavi ; Chopra, Monika. In: Journal of Asian Economics. RePEc:eee:asieco:v:79:y:2022:i:c:s1049007822000100.

Full description at Econpapers || Download paper

2021Do global equity mutual funds exhibit home bias?. (2021). Liu, Ming ; Hiraki, Takato. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000526.

Full description at Econpapers || Download paper

2021The effect of corporate sustainability performance on leverage adjustments. (2021). Qin, Yafeng ; Lu, Yue ; Bai, Min ; Ho, LY. In: The British Accounting Review. RePEc:eee:bracre:v:53:y:2021:i:5:s0890838921000159.

Full description at Econpapers || Download paper

2022Languages and dividends. (2022). Zhang, Feida ; He, Wen. In: The British Accounting Review. RePEc:eee:bracre:v:54:y:2022:i:6:s0890838922000646.

Full description at Econpapers || Download paper

2023Market reactions to a cross-border carbon policy: Evidence from listed Chinese companies. (2023). Huang, Nan ; Luo, LE ; Yang, Qing ; Shen, Hongtao. In: The British Accounting Review. RePEc:eee:bracre:v:55:y:2023:i:1:s0890838922000452.

Full description at Econpapers || Download paper

2021Exchange rate exposure and its determinants in China. (2021). Zhang, CE ; Liu, Junyi ; He, Qing. In: China Economic Review. RePEc:eee:chieco:v:65:y:2021:i:c:s1043951x20301760.

Full description at Econpapers || Download paper

2021Motivation of Chinese commercial banks to issue green bonds: Financing costs or regulatory arbitrage?. (2021). Ma, Wenjie ; Jin, Cheng ; Cao, Xiao. In: China Economic Review. RePEc:eee:chieco:v:66:y:2021:i:c:s1043951x20301796.

Full description at Econpapers || Download paper

2021The going public decision of business group firms. (2021). Sertsios, Giorgo ; Larrain, Borja ; Urzua, Francisco. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302637.

Full description at Econpapers || Download paper

2021The dark side of transparency in developing countries: The link between financial reporting practices and corruption. (2021). Xu, Lixin ; Liu, YU ; Wei, Zuobao ; Ullah, Barkat. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s092911992030273x.

Full description at Econpapers || Download paper

2021Market manipulation rules and IPO underpricing. (2021). Goyal, Abhinav ; Veeraraghavan, Madhu ; Kallinterakis, Vasileios ; Duong, Huu Nhan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s092911992030290x.

Full description at Econpapers || Download paper

2021Institutional investment horizons, corporate governance, and credit ratings: International evidence. (2021). Guedhami, Omrane ; el Ghoul, Sadok ; Drobetz, Wolfgang ; Driss, Hamdi. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s0929119920303187.

Full description at Econpapers || Download paper

2021Political power, local policy uncertainty and IPO pricing. (2021). Loukopoulos, Panagiotis ; Gounopoulos, Dimitrios ; Colak, Gonul. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s0929119921000286.

Full description at Econpapers || Download paper

2021Mimicking insider trades. (2021). Thapa, Chandra ; Neupane, Biwesh ; Marshall, Andrew. In: Journal of Corporate Finance. RePEc:eee:corfin:v:68:y:2021:i:c:s0929119921000614.

Full description at Econpapers || Download paper

2021The effect of cultural and institutional factors on initiation, completion, and duration of cross-border acquisitions. (2021). Raithatha, Mehul ; Lawrence, Edward R ; Rodriguez, Ivan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:68:y:2021:i:c:s0929119921000717.

Full description at Econpapers || Download paper

2021Asset liquidity and venture capital investment. (2021). Vo, Vinh ; Nguyen, Giang. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921000845.

Full description at Econpapers || Download paper

2021Multinationality and the value of green innovation. (2021). Zhang, Zhengyi ; Pantzalis, Christos ; Kim, Incheol. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001176.

Full description at Econpapers || Download paper

2021Customer concentration and M&A performance. (2021). Li, Haoyu ; Dong, Yizhe. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001425.

Full description at Econpapers || Download paper

2021CEO country-specific experience and cross-border mergers and acquisitions. (2021). Lin, Shu ; Hulin, S ; Ding, Haoyuan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001619.

Full description at Econpapers || Download paper

2021Does economic policy uncertainty drive the initiation of corporate lobbying?. (2021). Saffar, Walid ; Lin, Ji-Chai ; Shang, Longfei. In: Journal of Corporate Finance. RePEc:eee:corfin:v:70:y:2021:i:c:s0929119921001759.

Full description at Econpapers || Download paper

2021Institutional investors and bank governance: An international analysis of bank earnings management. (2021). Yang, Tina ; Wang, Bin ; Moussawi, Rabih ; Miller, Steve M. In: Journal of Corporate Finance. RePEc:eee:corfin:v:70:y:2021:i:c:s0929119921001772.

Full description at Econpapers || Download paper

2021Perceptions of corporate corruption culture and debt contracting. (2021). Sanchez, Daniel A ; Pham, Viet ; Hao, Jie. In: Journal of Corporate Finance. RePEc:eee:corfin:v:71:y:2021:i:c:s0929119921002431.

Full description at Econpapers || Download paper

2021National culture and the valueto implications of corporate environmental and social performance. (2021). Lu, Guangli ; Li, Kai ; Guedhami, Omrane ; Griffin, Dale. In: Journal of Corporate Finance. RePEc:eee:corfin:v:71:y:2021:i:c:s0929119921002455.

Full description at Econpapers || Download paper

2022Corporate dividend smoothing: The role of cross-listing. (2022). Balli, Hatice ; Ozerballi, Hatice ; Gregory-Allen, Russell ; Agyemang, Abraham. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s092911992100273x.

Full description at Econpapers || Download paper

2022Do founding families downgrade corporate governance? The roles of intra-family enforcement. (2022). Yu, Xin. In: Journal of Corporate Finance. RePEc:eee:corfin:v:73:y:2022:i:c:s0929119922000335.

Full description at Econpapers || Download paper

2022Political ties and raising capital in global markets: Evidence from Yankee bonds. (2022). HASAN, IFTEKHAR ; Ambrocio, Gene ; Gu, Xian. In: Journal of Corporate Finance. RePEc:eee:corfin:v:74:y:2022:i:c:s0929119922000669.

Full description at Econpapers || Download paper

2022Mind the sovereign ceiling on corporate performance. (2022). Zhang, Lambert ; Wu, Eliza ; To, Thomas Y. In: Journal of Corporate Finance. RePEc:eee:corfin:v:75:y:2022:i:c:s0929119922000967.

Full description at Econpapers || Download paper

2022Societal secrecy and IPO underpricing. (2022). Goyal, Abhinav ; Chui, Andy C. W. ; Chen, Yangyang ; Veeraraghavan, Madhu. In: Journal of Corporate Finance. RePEc:eee:corfin:v:76:y:2022:i:c:s0929119922001006.

Full description at Econpapers || Download paper

2022The importance of target information in the acquisition of privately held firms. (2022). Stegemoller, Mike ; Mason, Paul. In: Journal of Corporate Finance. RePEc:eee:corfin:v:77:y:2022:i:c:s0929119922001523.

Full description at Econpapers || Download paper

2022Maximum likelihood estimation of diffusions by continuous time Markov chain. (2022). Nguyen, Nhu N ; Kirkby, J L. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:168:y:2022:i:c:s0167947321002425.

Full description at Econpapers || Download paper

2021Media connection and return comovement. (2021). Tu, Jun ; Guo, LI ; Chen, Zilin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:130:y:2021:i:c:s0165188921001263.

Full description at Econpapers || Download paper

2022Time to build and bond risk premia. (2022). Li, Kai ; Huang, Fuzhe ; Guo, Bin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:136:y:2022:i:c:s0165188921000154.

Full description at Econpapers || Download paper

2022Smooth Transition Simultaneous Equation Models. (2022). Krishnakumar, Jaya ; Kadilli, Anjeza. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:145:y:2022:i:c:s0165188922002494.

Full description at Econpapers || Download paper

2023Interest rate changes and the cross-section of global equity returns. (2023). Long, Huaigang ; Bianchi, Robert J ; Cakici, Nusret ; Zaremba, Adam. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188923000027.

Full description at Econpapers || Download paper

2021Fundamental volatility and informative trading volume in a rational expectations equilibrium. (2021). Mao, Yipeng ; Luo, Dan. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002522.

Full description at Econpapers || Download paper

2021Modeling energy prices under energy transition: A novel stochastic-copula approach. (2021). Vidal, Joo Pedro ; Dias, Jose Carlos ; Fernandes, Mario Correia. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002601.

Full description at Econpapers || Download paper

2021Local gambling preferences and bank risk–taking: Evidence from China. (2021). Wu, Qian ; Qian, Xianhang. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002649.

Full description at Econpapers || Download paper

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]		paper51
2003International Real Estate Returns: A Multifactor, Multicountry Approach.(2003) In: Real Estate Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51		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.
[Citation analysis]		article249
2011The Ultimate Irrelevance Proposition in Finance? In: The Financial Review.
[Full Text][Citation analysis]		article6
1998SOURCING EQUITY INTERNATIONALLY WITH DEPOSITARY RECEIPT OFFERINGS: TWO EXCEPTIONS THAT PROVE THE RULE In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article0
2004DOES INTERNATIONAL FINANCIAL CONTAGION REALLY EXIST? In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article13
1992 An Empirical Comparison of Alternative Models of the Short-Term Interest Rate. In: Journal of Finance.
[Full Text][Citation analysis]		article643
1996 Why Do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements. In: Journal of Finance.
[Full Text][Citation analysis]		article423
2007Multimarket Trading and Liquidity: Theory and Evidence In: Journal of Finance.
[Full Text][Citation analysis]		article51
2009Private Benefits of Control, Ownership, and the Cross?listing Decision In: Journal of Finance.
[Full Text][Citation analysis]		article145
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: 145		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: 145		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: 145		paper
2010Why Do Foreign Firms Leave U.S. Equity Markets? In: Journal of Finance.
[Full Text][Citation analysis]		article54
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: 54		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: 54		paper
2015Regulatory Arbitrage and Cross?Border Bank Acquisitions In: Journal of Finance.
[Full Text][Citation analysis]		article61
2009Discussion of A Lobbying Approach to Evaluating the Sarbanes?Oxley Act of 2002 In: Journal of Accounting Research.
[Full Text][Citation analysis]		article5
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: 5		paper
1993A Bayesian Approach to Modeling Stock Return Volatility for Option Valuation In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article21
2000The Long-Run Performance of Global Equity Offerings In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article78
2009Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article35
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: 35		paper
2004Understanding Electricity Price Volatility within and across Markets In: Working Paper Series.
[Full Text][Citation analysis]		paper26
2004The World of Cross-Listings and Cross-Listings of the World: Challenging Conventional Wisdom In: Working Paper Series.
[Full Text][Citation analysis]		paper198
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: 198		article
2004Why Do Countries Matter So Much for Corporate Governance? In: Working Paper Series.
[Full Text][Citation analysis]		paper452
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: 452		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: 452		paper
2004The Economic Consequences of Increased Disclosure:Evidence from International Cross-Listings In: Working Paper Series.
[Full Text][Citation analysis]		paper156
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: 156		article
2004Multi-market Trading and Arbitrage In: Working Paper Series.
[Full Text][Citation analysis]		paper104
2010Multi-market trading and arbitrage.(2010) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 104		article
2005Terrorism and the Stock Market In: Working Paper Series.
[Full Text][Citation analysis]		paper12
2004The Impact of the Introduction of the Euro on Foreign Exchange Rate Risk Exposures In: Working Paper Series.
[Full Text][Citation analysis]		paper67
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: 67		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: 67		paper
2005Indirect Robust Estimation of the Short-term Interest Rate Process In: Working Paper Series.
[Full Text][Citation analysis]		paper18
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: 18		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: 18		paper
2007Indirect robust estimation of the short-term interest rate process.(2007) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 18		paper
2006Price and Volatility Transmission across Borders In: Working Paper Series.
[Full Text][Citation analysis]		paper48
2006The Consequences of Terrorism for Financial Markets: What Do We Know? In: Working Paper Series.
[Full Text][Citation analysis]		paper27
2006What Factors Drive Global Stock Returns? In: Working Paper Series.
[Full Text][Citation analysis]		paper207
2011What Factors Drive Global Stock Returns?.(2011) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 207		article
2007An Assessment of Terrorism-Related Investing Strategies In: Working Paper Series.
[Full Text][Citation analysis]		paper1
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]		paper24
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: 24		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]		paper3
2011The U.S. Left Behind: The Rise of IPO Activity around the World In: Working Paper Series.
[Full Text][Citation analysis]		paper6
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: 6		paper
2012Financial Globalization and the Rise of IPOs outside the U.S. In: Working Paper Series.
[Full Text][Citation analysis]		paper2
2015The U.S. Listing Gap In: Working Paper Series.
[Full Text][Citation analysis]		paper42
2015The U.S. listing gap.(2015) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 42		paper
2016The gravity of culture for finance In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article80
2003DaimlerChrysler AG, the first truly global share In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article14
2012Corporate governance, agency problems and international cross-listings: A defense of the bonding hypothesis In: Emerging Markets Review.
[Full Text][Citation analysis]		article55
2004Momentum strategies: some bootstrap tests In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article17
2003Are financial assets priced locally or globally? In: Handbook of the Economics of Finance.
[Full Text][Citation analysis]		chapter343
2002Are Financial Assets Priced Locally or Globally?.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 343		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]		article94
2012Understanding commonality in liquidity around the world In: Journal of Financial Economics.
[Full Text][Citation analysis]		article261
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]		article50
1992Global financial markets and the risk premium on U.S. equity In: Journal of Financial Economics.
[Full Text][Citation analysis]		article154
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: 154		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]		article192
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: 192		paper
2004Why are foreign firms listed in the U.S. worth more? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article593
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: 593		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]		article106
2002Did the Asian financial crisis scare foreign investors out of Japan? In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article84
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]		article80
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: 80		article
2000Preface In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article0
2009A (partial) resolution of the Chinese discount puzzle: The 2001 deregulation of theB -share market In: Journal of Financial Economic Policy.
[Full Text][Citation analysis]		article8
2010What is Different about Government-Controlled Acquirers in Cross-Border Acquisitions? In: Working Papers.
[Full Text][Citation analysis]		paper14
2001A new approach to measuring financial contagion In: Proceedings.
[Citation analysis]		paper638
2000A New Approach to Measuring Financial Contagion.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 638		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: 638		article
2016The Coming Wave: Where Do Emerging Market Investors Put Their Money? In: Working Papers.
[Full Text][Citation analysis]		paper3
2015The Coming Wave: Where Do Emerging Market Investors Put Their Money?.(2015) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
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: 3		paper
2013The Coming Wave In: Working Papers.
[Full Text][Citation analysis]		paper2
1992Predicting Risk: Some New Generalizations In: Management Science.
[Full Text][Citation analysis]		article18
1998The Variation of Economic Risk Premiums in Real Estate Returns. In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article59
2018Eclipse of the Public Corporation or Eclipse of the Public Markets? In: NBER Working Papers.
[Full Text][Citation analysis]		paper14
2020Is Financial Globalization in Reverse After the 2008 Global Financial Crisis? Evidence from Corporate Valuations In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
2016Home Bias, an Academic Puzzle In: Review of Finance.
[Full Text][Citation analysis]		article23
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]		article159
2015Cracking the Emerging Markets Enigma In: OUP Catalogue.
[Citation analysis]		book26
1993International Listings of Stocks: The Case of Canada and the U.S. In: Journal of International Business Studies.
[Full Text][Citation analysis]		article79
2004The Role of American Depositary Receipts in the Development of Emerging Equity Markets In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article36
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]		paper3
1996Adjusted Forward Rates as Predictors of Future Spot Rates In: Research in Financial Economics.
[Full Text][Citation analysis]		paper6
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

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated April, 29 2023. Contact: CitEc Team