G. Andrew Karolyi : Citation Profile


Are you G. Andrew Karolyi?

Cornell University

28

H index

38

i10 index

3648

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: 145
   Journals where G. Andrew Karolyi has often published
   Relations with other researchers
   Recent citing documents: 351.    Total self citations: 37 (1 %)

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   Permalink: http://citec.repec.org/pka329
   Updated: 2017-10-21    RAS profile: 2017-03-16    
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Relations with other researchers


Works with:

Prasad, Eswar (3)

Stulz, René (2)

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 (55)

Warnock, Francis (46)

Stulz, René (45)

Claessens, Stijn (28)

Levine, Ross (27)

Sarkissian, Sergei (22)

Dungey, Mardi (22)

Fratzscher, Marcel (22)

Bartram, Söhnke (21)

ESQUEDA, OMAR (20)

Leuz, Christian (20)

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 Corporate Finance2
Journal of Applied 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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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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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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2017Pricing VIX Derivatives With Free Stochastic Volatility Model. (2017). Chern, Shane ; Lin, Wei . 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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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, J ; Piquard, T. In: Working papers. RePEc:bfr:banfra:621.

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2016Has the pricing of stocks become more global?. (2016). Schrimpf, Andreas ; Wagner, Alexander F ; Petzev, Ivan . 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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2016Cultural New Year Holidays and Stock Returns around the World. (2016). Jiang, Danling ; Bergsma, Kelley . In: Financial Management. RePEc:bla:finmgt:v:45:y:2016:i:1:p:3-35.

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

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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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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). Weber, Michael ; Freyberger, Joachim ; 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 ; Kruger, Philipp ; Herpfer, Christoph . 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). Gnabo, Jean-Yves ; Dossougoin, Cyrille ; Debarsy, Nicolas ; Ertur, Cem . In: CORE Discussion Papers. RePEc:cor:louvco:2016053.

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2016Analysis of the Relationship between Market Volatility and Firms Volatility on the Polish Capital Market. (2016). Wodarczyk, Aneta ; Otola, Iwona . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:16:y:2016:p:87-116.

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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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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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2017Choices in Equity Finance A Global Perspective. (2017). Groen-Xu, Moqi ; Vermaelen, Theo ; Mataigne, Virginie ; Massa, Massimo . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11987.

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

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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 ; Chen, Naiwei ; Liang, Hsin-Yu . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00239.

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

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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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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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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). Frijns, Bart ; Cimerova, Helena ; Dodd, Olga . 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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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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2017Does an Islamic label indicate good corporate governance?. (2017). Hassan, M. Kabir ; Hayat, Raphie . In: Journal of Corporate Finance. RePEc:eee:corfin:v:43:y:2017:i:c:p:159-174.

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2017Who monitors the monitor? The use of special committees by target firms in corporate takeovers. (2017). Boone, Audra L ; Mulherin, Harold J. In: Journal of Corporate Finance. RePEc:eee:corfin:v:44:y:2017:i:c:p:388-404.

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2017Culture and the ownership concentration of public corporations around the world. (2017). Holderness, Clifford G. In: Journal of Corporate Finance. RePEc:eee:corfin:v:44:y:2017:i:c:p:469-486.

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2017Expropriation risk by block holders, institutional quality and expected stock returns. (2017). Hearn, Bruce ; Piesse, Jenifer ; Phylaktis, Kate . In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:122-149.

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2017Intellectual property rights and cross-border mergers and acquisitions. (2017). Alimov, Azizjon ; Officer, Micah S. In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:360-377.

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2017Equity raising by Asian firms: Choosing between PIPEs and SEOs. (2017). Singer, Dorothe ; Parthasarathy, Harini ; Klapper, Leora ; Dahiya, Sandeep . In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:64-83.

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2017How should a local regime-switching model be calibrated?. (2017). He, Xin-Jiang ; Zhu, Song-Ping . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:78:y:2017:i:c:p:149-163.

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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 ; Mansur, A ; Dewandaru, Ginanjar . 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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2017Contagion risk for Australian banks from global systemically important banks: Evidence from extreme events. (2017). Akhter, Selim ; Daly, Kevin . In: Economic Modelling. RePEc:eee:ecmode:v:63:y:2017:i:c:p:191-205.

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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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2017Modeling spot rate using a realized stochastic volatility model with level effect and dynamic drift☆. (2017). Li, Shaoyu ; Zheng, Tingguo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:200-221.

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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). Sensoy, Ahmet ; Eraslan, Veysel ; Erturk, Mutahhar . 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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2017The effect of corporate governance on firm value and profitability: Time-series evidence from Turkey. (2017). Yurtoglu, Burcin ; Black, Bernard S ; Ararat, Melsa . In: Emerging Markets Review. RePEc:eee:ememar:v:30:y:2017:i:c:p:113-132.

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2017How credit ratings affect sovereign credit risk: Cross-border evidence in Latin American emerging markets. (2017). Ballester, Laura ; Gonzalez-Urteaga, Ana . In: Emerging Markets Review. RePEc:eee:ememar:v:30:y:2017:i:c:p:200-214.

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2017Mutual funds and stock market volatility: An empirical analysis of Asian emerging markets. (2017). Qureshi, Fiza ; Gee, Chan Sok ; Ismail, Izlin ; Kutan, Ali M. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:176-192.

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2017Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis. (2017). Uribe, Jorge ; Chuliá, Helena ; Guillen, Montserrat ; Chulia, Helena . In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:32-46.

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2017Is the profitability of Indian stocks compensation for risks?. (2017). Narayan, Paresh Kumar ; Bannigidadmath, Deepa ; Bach, Dinh Hoang . In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:47-64.

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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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2017Overreaction and the cross-section of returns: International evidence. (2017). Blackburn, Douglas W ; Cakici, Nusret . In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:1-14.

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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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2017Assessing contagion risk from energy and non-energy commodity markets. (2017). Algieri, Bernardina ; Leccadito, Arturo . In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:312-322.

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2017The effects of environmental sustainability and R&D on corporate risk-taking: International evidence. (2017). Banerjee, Rajabrata ; Gupta, Kartick . In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:1-15.

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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). Gupta, Rakesh ; Roca, Eduardo ; 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 ; Mathur, Ike . 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). Power, Gabriel ; Gagnon, Marie-Helene ; Toupin, Dominique . 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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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]
paper31
2003International Real Estate Returns: A Multifactor, Multicountry Approach.(2003) In: Real Estate Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31
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]
article167
2011The Ultimate Irrelevance Proposition in Finance? In: The Financial Review.
[Full Text][Citation analysis]
article2
2003Does International Financial Contagion Really Exist? In: International Finance.
[Full Text][Citation analysis]
article65
2004DOES INTERNATIONAL FINANCIAL CONTAGION REALLY EXIST?.(2004) In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 65
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.
[Full Text][Citation analysis]
article404
1996 Why Do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements. In: Journal of Finance.
[Full Text][Citation analysis]
article173
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]
article204
2007Multimarket Trading and Liquidity: Theory and Evidence In: Journal of Finance.
[Full Text][Citation analysis]
article14
2009Private Benefits of Control, Ownership, and the Cross-listing Decision In: Journal of Finance.
[Full Text][Citation analysis]
article72
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: 72
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: 72
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: 72
paper
2010Why Do Foreign Firms Leave U.S. Equity Markets? In: Journal of Finance.
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article28
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: 28
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: 28
paper
2015Regulatory Arbitrage and Cross-Border Bank Acquisitions In: Journal of Finance.
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article7
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
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]
article43
2009Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article17
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: 17
paper
2004Understanding Electricity Price Volatility within and across Markets In: Working Paper Series.
[Full Text][Citation analysis]
paper16
2004The World of Cross-Listings and Cross-Listings of the World: Challenging Conventional Wisdom In: Working Paper Series.
[Full Text][Citation analysis]
paper117
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: 117
article
2004Why Do Countries Matter So Much for Corporate Governance? In: Working Paper Series.
[Full Text][Citation analysis]
paper221
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: 221
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: 221
paper
2004The Economic Consequences of Increased Disclosure:Evidence from International Cross-Listings In: Working Paper Series.
[Full Text][Citation analysis]
paper85
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: 85
article
2004Multi-market Trading and Arbitrage In: Working Paper Series.
[Full Text][Citation analysis]
paper49
2010Multi-market trading and arbitrage.(2010) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 49
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]
paper46
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: 46
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: 46
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]
paper23
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]
paper73
2011What Factors Drive Global Stock Returns?.(2011) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73
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]
paper1
2015The U.S. listing gap.(2015) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2016The gravity of culture for finance In: Journal of Corporate Finance.
[Full Text][Citation analysis]
article5
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]
article16
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]
chapter199
2002Are Financial Assets Priced Locally or Globally?.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 199
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]
article79
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]
article10
1992Global financial markets and the risk premium on U.S. equity In: Journal of Financial Economics.
[Full Text][Citation analysis]
article115
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: 115
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]
article149
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: 149
paper
2004Why are foreign firms listed in the U.S. worth more? In: Journal of Financial Economics.
[Full Text][Citation analysis]
article338
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: 338
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]
article45
2002Did the Asian financial crisis scare foreign investors out of Japan? In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article54
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]
article44
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: 44
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]
article3
2010What is Different about Government-Controlled Acquirers in Cross-Border Acquisitions? In: Working Papers.
[Full Text][Citation analysis]
paper8
2001A new approach to measuring financial contagion In: Proceedings.
[Citation analysis]
paper354
2000A New Approach to Measuring Financial Contagion.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 354
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: 354
article
2013The Coming Wave In: Working Papers.
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paper1
1992Predicting Risk: Some New Generalizations In: Management Science.
[Full Text][Citation analysis]
article7
2015The Coming Wave: Where Do Emerging Market Investors Put Their Money? In: IZA Discussion Papers.
[Full Text][Citation analysis]
paper1
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: 1
paper
1998The Variation of Economic Risk Premiums in Real Estate Returns. In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]
article39
2016Home Bias, an Academic Puzzle In: Review of Finance.
[Full Text][Citation analysis]
article2
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]
article94
2015Cracking the Emerging Markets Enigma In: OUP Catalogue.
[Citation analysis]
book1
1993International Listings of Stocks: The Case of Canada and the U.S. In: Journal of International Business Studies.
[Full Text][Citation analysis]
article53
2004The Role of American Depositary Receipts in the Development of Emerging Equity Markets In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
article25
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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