G. Andrew Karolyi : Citation Profile


Are you G. Andrew Karolyi?

Cornell University

29

H index

40

i10 index

3979

Citations

RESEARCH PRODUCTION:

49

Articles

48

Papers

1

Books

1

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   27 years (1991 - 2018). See details.
   Cites by year: 147
   Journals where G. Andrew Karolyi has often published
   Relations with other researchers
   Recent citing documents: 296.    Total self citations: 37 (0.92 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pka329
   Updated: 2018-05-19    RAS profile: 2017-03-16    
   Missing citations? Add them    Incorrect content? Let us know

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 (57)

Warnock, Francis (46)

Stulz, René (45)

Claessens, Stijn (33)

Levine, Ross (27)

Dungey, Mardi (25)

Fratzscher, Marcel (22)

Sarkissian, Sergei (22)

Bartram, Söhnke (21)

Leuz, Christian (20)

ESQUEDA, OMAR (20)

Cites to:

Shleifer, Andrei (70)

Stulz, René (55)

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 Financial and Quantitative Analysis3
Journal of Empirical Finance3
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 (2018 and 2017)


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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2017.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2017Private benefits of public control: Evidence of political and economic benefits of state ownership. (2017). D'Souza, Juliet ; Nash, Robert. In: Journal of Corporate Finance. RePEc:eee:corfin:v:46:y:2017:i:c:p:232-247.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2017Does local religiosity affect organizational risk-taking? Evidence from the hedge fund industry. (2017). Gao, Lei ; Zhao, Jing ; Wang, Ying. In: Journal of Corporate Finance. RePEc:eee:corfin:v:47:y:2017:i:c:p:1-22.

Full description at Econpapers || Download paper

2017The small IPO and the investing preferences of mutual funds. (2017). Bartlett, Robert P ; Solomon, Steven Davidoff ; Rose, Paul. In: Journal of Corporate Finance. RePEc:eee:corfin:v:47:y:2017:i:c:p:151-173.

Full description at Econpapers || Download paper

2017Investor protection and corporate control. (2017). Larrain, Borja ; Urzua, Francisco ; Tapia, Matias. In: Journal of Corporate Finance. RePEc:eee:corfin:v:47:y:2017:i:c:p:174-190.

Full description at Econpapers || Download paper

2017The equity-financing channel, the catering channel, and corporate investment: International evidence. (2017). Kusnadi, Yuanto ; John, K C. In: Journal of Corporate Finance. RePEc:eee:corfin:v:47:y:2017:i:c:p:236-252.

Full description at Econpapers || Download paper

2018Saving for a rainy day: Evidence from the 2000 dot-com crash and the 2008 credit crisis. (2018). Chen, Hsuan-Chi ; Lu, Chien-Lin ; Chou, Robin K. In: Journal of Corporate Finance. RePEc:eee:corfin:v:48:y:2018:i:c:p:680-699.

Full description at Econpapers || Download paper

2018Private benefits of control and bank loan contracts. (2018). Lin, Chih-Yung ; Quoc, LE ; Hasan, Iftekhar ; Tsai, Wei-Che. In: Journal of Corporate Finance. RePEc:eee:corfin:v:49:y:2018:i:c:p:324-343.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach. (2018). Dossougoin, Cyrille ; Debarsy, Nicolas ; Gnabo, Jean-Yves ; Ertur, Cem. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:87:y:2018:i:c:p:21-45.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2017Regional spillovers across transitioning emerging and frontier equity markets: A multi-time scale wavelet analysis. (2017). Masih, Abul ; Dewandaru, Ginanjar . In: Economic Modelling. RePEc:eee:ecmode:v:65:y:2017:i:c:p:30-40.

Full description at Econpapers || Download paper

2017Generalized financial ratios to predict the equity premium. (2017). Algaba, Andres ; Boudt, Kris. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:244-257.

Full description at Econpapers || Download paper

2018Do international investors cause stock market spillovers? Comparing responses of cross-listed stocks between accessible and inaccessible markets. (2018). Nishimura, Yusaku ; Hirayama, Kenjiro ; Tsutsui, Yoshiro. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:237-248.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2017Liquidity Commonality in Foreign Exchange Markets During the Global Financial Crisis and the Sovereign Debt Crisis: Effects of Macroeconomic and Quantitative Easing Announcements. (2017). Gau, Yin-Feng ; Hsu, Chih-Chiang ; Chang, Ya-Ting. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:172-192.

Full description at Econpapers || Download paper

2017Determinants of commonality in liquidity: Evidence from an order-driven emerging market. (2017). Goyal, Abhinav ; Syamala, Sudhakara Reddy ; Wadhwa, Kavita . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:38-52.

Full description at Econpapers || Download paper

2018Switches in price discovery: Are U.S. traders more qualified in making valuations?. (2018). Qadan, Mahmoud. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:221-234.

Full description at Econpapers || Download paper

2017Liquidity commonality in the secondary corporate loan market. (2017). Anthony, John ; Shamsuddin, Abul ; Lee, Doowon ; Docherty, Paul. In: Economics Letters. RePEc:eee:ecolet:v:161:y:2017:i:c:p:10-14.

Full description at Econpapers || Download paper

2018Testing for mutually exciting jumps and financial flights in high frequency data. (2018). Yang, Xiye ; Erdemlioglu, Deniz ; Dungey, Mardi ; Matei, Marius. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:1:p:18-44.

Full description at Econpapers || Download paper

2018Designating market maker behaviour in limit order book markets. (2018). Panayi, Efstathios ; Zigrand, Jean-Pierre ; Danielsson, Jon ; Peters, Gareth W. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:20-44.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2017Corporate governance, bank concentration and economic growth. (2017). Diallo, Boubacar. In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:28-37.

Full description at Econpapers || Download paper

2017Racing to the exits: International transmissions of funding shocks during the Federal Reserves taper experiment. (2017). McLaren, Kirsty J ; Karolyi, Andrew G. In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:96-115.

Full description at Econpapers || Download paper

2017Sophistication and price impact of foreign investors in the Brazilian stock market. (2017). Gonalves, Walter ; Eid, William . In: Emerging Markets Review. RePEc:eee:ememar:v:33:y:2017:i:c:p:102-139.

Full description at Econpapers || Download paper

2017All about fun(ds) in emerging markets? The case of equity mutual funds. (2017). Wagner, Moritz ; Margaritis, Dimitris. In: Emerging Markets Review. RePEc:eee:ememar:v:33:y:2017:i:c:p:62-78.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2017International stock market comovement in time and scale outlined with a thick pen. (2017). Jach, Agnieszka. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:115-129.

Full description at Econpapers || Download paper

2018Opting out of good governance. (2018). Foley, Fritz C ; Zwick, Eric ; Greenstein, Jonathan ; Goldsmith-Pinkham, Paul. In: Journal of Empirical Finance. RePEc:eee:empfin:v:46:y:2018:i:c:p:93-110.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2017Contagion, volatility persistence and volatility spill-overs: The case of energy markets during the European financial crisis. (2017). Andriosopoulos, Kostas ; Spyrou, Spyros ; Galariotis, Emilios. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:217-227.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2017Gaussian estimation and forecasting of the U.K. yield curve with multi-factor continuous-time models. (2017). Tunaru, Diana . In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:119-129.

Full description at Econpapers || Download paper

2017Trading of foreign investors and stock returns in an emerging market - Evidence from Vietnam. (2017). Vo, Xuan Vinh. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:88-93.

Full description at Econpapers || Download paper

2017Asymmetry in spillover effects: Evidence for international stock index futures markets. (2017). Lau, Chi Keung ; Brzeszczynski, Janusz ; Marco, Chi Keung ; Yarovaya, Larisa ; Brzeszczyski, Janusz. In: International Review of Financial Analysis. RePEc:eee:finana:v:53:y:2017:i:c:p:94-111.

Full description at Econpapers || Download paper

2017Intra- and inter-regional portfolio diversification strategies under regional market integration: Evidence from U.S. global banks. (2017). Lee, Eun-Joo . In: International Review of Financial Analysis. RePEc:eee:finana:v:54:y:2017:i:c:p:1-22.

Full description at Econpapers || Download paper

2018What determines debt structure in emerging markets: Transaction costs or public monitoring?. (2018). Goodell, John W ; Goyal, Abhinav. In: International Review of Financial Analysis. RePEc:eee:finana:v:55:y:2018:i:c:p:184-195.

Full description at Econpapers || Download paper

2018Stock prices and geographic proximity of information: Evidence from the Ebola outbreak. (2018). Ichev, Riste ; Marin, Matej . In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:153-166.

Full description at Econpapers || Download paper

2018Illiquidity and volatility spillover effects in equity markets during and after the global financial crisis: An MEM approach. (2018). Xu, Yongdeng ; Lu, Wenna ; Taylor, Nick. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:208-220.

Full description at Econpapers || Download paper

2018Return dispersion risk in FX and global equity markets: Does it explain currency momentum?. (2018). Grobys, Klaus ; Kolari, James ; Heinonen, Jari-Pekka . In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:264-280.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2017Exploring the location and price differentials of cross-listed firms for arbitrage opportunities. (2017). Yang, Ann Shawing ; Uyan, Craig Alan . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:85-91.

Full description at Econpapers || Download paper

2017International stock return co-movements and trading activity. (2017). Brzeszczynski, Janusz ; Sheng, Xin ; Brzeszczyski, Janusz ; Ibrahim, Boulis M. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:12-18.

Full description at Econpapers || Download paper

2017Short on drugs: Short selling during the drug development process. (2017). Berkman, Henk ; Eugster, Marco . In: Journal of Financial Markets. RePEc:eee:finmar:v:33:y:2017:i:c:p:102-123.

Full description at Econpapers || Download paper

2017The determinants and pricing of liquidity commonality around the world. (2017). Moshirian, Fariborz ; Zhang, Bohui ; Ghee, Claudia Koon ; Qian, Xiaolin . In: Journal of Financial Markets. RePEc:eee:finmar:v:33:y:2017:i:c:p:22-41.

Full description at Econpapers || Download paper

2017Dangerous infectious diseases: Bad news for Main Street, good news for Wall Street?. (2017). Donadelli, Michael ; Riedel, Max ; Kizys, Renatas. In: Journal of Financial Markets. RePEc:eee:finmar:v:35:y:2017:i:c:p:84-103.

Full description at Econpapers || Download paper

2017National culture and bank performance: Evidence from the recent financial crisis. (2017). Mirzaei, Ali ; Samet, Anis ; Boubakri, Narjess. In: Journal of Financial Stability. RePEc:eee:finsta:v:29:y:2017:i:c:p:36-56.

Full description at Econpapers || Download paper

2017Firm size, ownership structure, and systematic liquidity risk: The case of an emerging market. (2017). Sensoy, Ahmet. In: Journal of Financial Stability. RePEc:eee:finsta:v:31:y:2017:i:c:p:62-80.

Full description at Econpapers || Download paper

2017How vulnerable are international financial markets to terrorism? An empirical study based on terrorist incidents worldwide. (2017). Goel, Sanjay ; Shawky, Hany ; Cagle, Seth. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:120-132.

Full description at Econpapers || Download paper

2017International stock market leadership and its determinants. (2017). Cai, Charlie X ; Zhang, QI ; Mobarek, Asma. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:150-162.

Full description at Econpapers || Download paper

2017What drives the liquidity of sovereign bonds when markets are under stress? An assessment of the new Basel 3 rules on bank liquid assets. (2017). Petrella, Giovanni ; Resti, Andrea. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:297-310.

Full description at Econpapers || Download paper

2017Cross-border opportunity sets: An international empirical study based on ownership types. (2017). Mauck, Nathan ; Knill, April ; Ang, James . In: Global Finance Journal. RePEc:eee:glofin:v:33:y:2017:i:c:p:1-26.

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]
paper32
2003International Real Estate Returns: A Multifactor, Multicountry Approach.(2003) In: Real Estate Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32
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]
article173
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]
article78
2004DOES INTERNATIONAL FINANCIAL CONTAGION REALLY EXIST?.(2004) In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 78
article
1998SOURCING EQUITY INTERNATIONALLY WITH DEPOSITARY RECEIPT OFFERINGS: TWO EXCEPTIONS THAT PROVE THE RULE In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]
article0
1992 An Empirical Comparison of Alternative Models of the Short-Term Interest Rate. In: Journal of Finance.
[Full Text][Citation analysis]
article421
1996 Why Do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements. In: Journal of Finance.
[Full Text][Citation analysis]
article185
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]
article225
2007Multimarket Trading and Liquidity: Theory and Evidence In: Journal of Finance.
[Full Text][Citation analysis]
article17
2009Private Benefits of Control, Ownership, and the Cross-listing Decision In: Journal of Finance.
[Full Text][Citation analysis]
article83
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: 83
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: 83
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: 83
paper
2010Why Do Foreign Firms Leave U.S. Equity Markets? In: Journal of Finance.
[Full Text][Citation analysis]
article29
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: 29
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: 29
paper
2015Regulatory Arbitrage and Cross-Border Bank Acquisitions In: Journal of Finance.
[Full Text][Citation analysis]
article11
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]
article10
2000The Long-Run Performance of Global Equity Offerings In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article50
2009Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article19
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: 19
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]
paper133
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: 133
article
2004Why Do Countries Matter So Much for Corporate Governance? In: Working Paper Series.
[Full Text][Citation analysis]
paper249
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: 249
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: 249
paper
2004The Economic Consequences of Increased Disclosure:Evidence from International Cross-Listings In: Working Paper Series.
[Full Text][Citation analysis]
paper96
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: 96
article
2004Multi-market Trading and Arbitrage In: Working Paper Series.
[Full Text][Citation analysis]
paper57
2010Multi-market trading and arbitrage.(2010) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 57
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]
paper49
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: 49
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: 49
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]
paper26
2006The Consequences of Terrorism for Financial Markets: What Do We Know? In: Working Paper Series.
[Full Text][Citation analysis]
paper7
2006What Factors Drive Global Stock Returns? In: Working Paper Series.
[Full Text][Citation analysis]
paper93
2011What Factors Drive Global Stock Returns?.(2011) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 93
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]
paper10
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: 10
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]
paper4
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: 4
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]
article7
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]
article20
2004Momentum strategies: some bootstrap tests In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article9
2003Are financial assets priced locally or globally? In: Handbook of the Economics of Finance.
[Full Text][Citation analysis]
chapter206
2002Are Financial Assets Priced Locally or Globally?.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 206
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]
article72
2012Understanding commonality in liquidity around the world In: Journal of Financial Economics.
[Full Text][Citation analysis]
article96
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]
article13
1992Global financial markets and the risk premium on U.S. equity In: Journal of Financial Economics.
[Full Text][Citation analysis]
article119
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: 119
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]
article152
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: 152
paper
2004Why are foreign firms listed in the U.S. worth more? In: Journal of Financial Economics.
[Full Text][Citation analysis]
article356
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: 356
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]
article56
2002Did the Asian financial crisis scare foreign investors out of Japan? In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article62
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]
article45
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: 45
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]
article5
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]
paper383
2000A New Approach to Measuring Financial Contagion.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 383
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: 383
article
2013The Coming Wave In: Working Papers.
[Full Text][Citation analysis]
paper1
1992Predicting Risk: Some New Generalizations In: Management Science.
[Full Text][Citation analysis]
article9
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]
article45
2018Eclipse of the Public Corporation or Eclipse of the Public Markets? In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
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]
article101
2015Cracking the Emerging Markets Enigma In: OUP Catalogue.
[Citation analysis]
book7
1993International Listings of Stocks: The Case of Canada and the U.S. In: Journal of International Business Studies.
[Full Text][Citation analysis]
article54
2004The Role of American Depositary Receipts in the Development of Emerging Equity Markets In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
article29
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

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated May, 2th 2018. Contact: CitEc Team