G. Andrew Karolyi : Citation Profile


Are you G. Andrew Karolyi?

Cornell University

32

H index

47

i10 index

4767

Citations

RESEARCH PRODUCTION:

48

Articles

49

Papers

1

Books

1

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   29 years (1991 - 2020). See details.
   Cites by year: 164
   Journals where G. Andrew Karolyi has often published
   Relations with other researchers
   Recent citing documents: 398.    Total self citations: 37 (0.77 %)

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   Permalink: http://citec.repec.org/pka329
   Updated: 2020-10-17    RAS profile: 2017-03-16    
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Relations with other researchers


Works with:

Stulz, René (4)

Prasad, Eswar (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:

Stulz, René (58)

Schmukler, Sergio (54)

Warnock, Francis (36)

Claessens, Stijn (33)

Leuz, Christian (30)

Dungey, Mardi (26)

Bartram, Söhnke (26)

Fratzscher, Marcel (22)

ESQUEDA, OMAR (22)

Levine, Ross (22)

Guidolin, Massimo (21)

Cites to:

Shleifer, Andrei (66)

Stulz, René (63)

Lopez-de-Silanes, Florencio (39)

La Porta, Rafael (38)

Bekaert, Geert (26)

Harvey, Campbell (26)

Vishny, Robert (23)

Campbell, John (19)

Weisbach, Michael (15)

Leuz, Christian (13)

French, Kenneth (13)

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
Journal of Corporate Finance2
Review of Finance2

Working Papers Series with more than one paper published# docs
Working Paper Series / Ohio State University, Charles A. Dice Center for Research in Financial Economics22
Working Papers / Hong Kong Institute for Monetary Research2

Recent works citing G. Andrew Karolyi (2020 and 2019)


YearTitle of citing document
2020Secular Trends and Technological Progress. (2020). Döttling, Robin ; Dottling, Robin ; Perotti, Enrico. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:006.

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

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

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2020Search for Yield in Large International Corporate Bonds: Investor Behavior and Firm Responses. (2020). Williams, Tomas ; Schmukler, Sergio ; Larrain, Mauricio ; Calomiris, Charles. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:165.

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2020Capital Market Financing and Firm Growth. (2020). Schmukler, Sergio ; Levine, Ross ; Didier, Tatiana ; Montanes, Ruth Llovet. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:166.

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2019A Tale of Two Consequences: Intended and Unintended Outcomes of the Japan TOPIX Tick Size Changes. (2016). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1602.00839.

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

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

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

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2020Deep Learning in Asset Pricing. (2019). Zhu, Jason ; Pelger, Markus ; Chen, Luyang. In: Papers. RePEc:arx:papers:1904.00745.

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

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

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2020Asset Prices with Investor Protection in Approximate Fractional Economy. (2019). Huang, Nan-Jing ; Wang, Ming-Hui ; Yang, Ben-Zhang ; Yue, Jia. In: Papers. RePEc:arx:papers:1911.00281.

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

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2020Rational Kernel on Pricing Models of Inflation Derivatives. (2020). Zhou, Yue. In: Papers. RePEc:arx:papers:2001.05124.

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2020Sector connectedness in the Chinese stock markets. (2020). Zhou, Wei-Xing ; Wang, Gang-Jin ; Ma, Jun-Chao ; Jiang, Zhi-Qiang ; Shen, Ying-Ying. In: Papers. RePEc:arx:papers:2002.09097.

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2020A wavelet analysis of inter-dependence, contagion and long memory among global equity markets. (2020). Bhandari, Avishek. In: Papers. RePEc:arx:papers:2003.14110.

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

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

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2020Price Risks and the Lead-Lag Relationship between the Futures and Spot Prices of Soybean, Wheat and Corn. (2020). Mu, Yueying ; Koike, Atsushi ; Liu, Kai. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2020:p:76-88.

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

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2020Firms’ listings: what is new? Italy versus the main European stock exchanges. (2020). Pianeselli, Daniele ; Supino, Ilaria ; Parlapiano, Fabio ; Russo, Paolo Finaldi. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_555_20.

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2020Random-Coefficients Logit Demand Estimation with Zero-Valued Market Shares. (2020). Barrios, John ; Isidro, Helena ; Bianchi, Pietro A. In: Working Papers. RePEc:bfi:wpaper:2020-20.

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

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2019Creative culture, risk‐taking, and corporate financial decisions. (2019). Ucar, Erdem. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:3:p:684-717.

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

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2020The local market perception of firm risks during cross‐listing events. (2020). Sono, Hui ; Semaan, Elias ; Schumannfoster, Kathryn. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:2:p:221-246.

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2020Do Countries Matter More in Determining the Relationship Between Employee Welfare and Financial Performance?. (2020). Krishnamurti, Chandrasekhar ; Gupta, Kartick. In: International Review of Finance. RePEc:bla:irvfin:v:20:y:2020:i:2:p:415-450.

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2020Its OK to pay well, if you write well: The effects of remuneration disclosure readability. (2020). Hemmings, Danial ; Williams, Gwion ; Hodgkinson, Lynn. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:47:y:2020:i:5-6:p:547-586.

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2019FIRM SIZE AND STOCK RETURNS: A QUANTITATIVE SURVEY. (2019). Novak, Jiri ; Havranek, Tomas ; Astakhov, Anton . In: Journal of Economic Surveys. RePEc:bla:jecsur:v:33:y:2019:i:5:p:1463-1492.

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2020STOCK MARKET OPENNESS AND MARKET QUALITY: EVIDENCE FROM THE SHANGHAI–HONG KONG STOCK CONNECT PROGRAM. (2020). Zhang, Xuekui ; Xing, LI ; Pan, Deng ; Zheng, Xinwei ; Xu, KE. In: Journal of Financial Research. RePEc:bla:jfnres:v:43:y:2020:i:2:p:373-406.

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2019International Mergers and Acquisitions Laws, the Market for Corporate Control, and Accounting Conservatism. (2019). Wang, Wei ; Khurana, Inder K. In: Journal of Accounting Research. RePEc:bla:joares:v:57:y:2019:i:1:p:241-290.

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2019The Effects of Analyst‐Country Institutions on Biased Research: Evidence from Target Prices. (2019). Huang, Alan G ; Bradshaw, Mark T ; Tan, Hongping . In: Journal of Accounting Research. RePEc:bla:joares:v:57:y:2019:i:1:p:85-120.

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

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2020Measuring Corporate Governance Quality in Concentrated-Ownership Firms. (2020). Cohen, Oded. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2020.06.

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2020Does Investor Protection Regulation Induce Poorly Governed Firms to Go Private?. (2020). Cohen, Oded. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2020.07.

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2020Firm-level and Country-level Corporate Governance: Does One Substitute or Complement the Other?. (2020). Cohen, Oded. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2020.08.

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2020Gravity in International Finance: Evidence From Fees on Equity Transactions. (2020). Wojcik, D ; Roland, I ; Paitka, V ; Milsom, L. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2059.

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

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2020The Disappearing IPO Puzzle: New Insights from Proprietary U.S. Census Data on Private Firms. (2020). Shu, Tao ; Ren, Xiao ; He, Jie ; Chemmanur, Thomas. In: Working Papers. RePEc:cen:wpaper:20-20.

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

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

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

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

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2019Global Market Inefficiencies. (2019). Grinblatt, Mark ; Bartram, Sohnke M. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14232.

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2020Did Globalization Kill Contagion?. (2020). Szafarz, Ariane ; Oosterlinck, Kim ; Burietz, Aurore ; Briere, Marie ; Accominotti, Olivier. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14395.

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2020LESS-EXPENSIVE VALUATION AND RESERVING OF LONG-DATED VARIABLE ANNUITIES WHEN INTEREST RATES AND MORTALITY RATES ARE STOCHASTIC. (2020). Fergusson, Kevin. In: ASTIN Bulletin. RePEc:cup:astinb:v:50:y:2020:i:2:p:381-417_3.

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

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

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2020Predicting Returns for Growth and Value Stocks: A Forecast Assessment Approach Using Global Asset Pricing Models. (2020). Phillips, Michael G ; Bommer, William H ; Rana, Shailesh. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-04-12.

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2020Peer R&D disclosure and corporate innovation: Evidence from American depositary receipt firms. (2020). Huang, Huichi ; Hsu, Hsiao-Tang ; Gordon, Elizabeth A. In: Advances in accounting. RePEc:eee:advacc:v:49:y:2020:i:c:s0882611020300419.

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

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2020Separation of ownership and control for Chinese listed firms: Effect on the cost of debt and the moderating role of bank competition. (2020). Chang, Chun-Ping ; Wen, Jun ; Fu, Huan ; Li, Shuangyan. In: Journal of Asian Economics. RePEc:eee:asieco:v:67:y:2020:i:c:s1049007820300233.

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2019The relationship between emerging and developed market sentiment: A wavelet-based time-frequency analysis. (2019). Maitra, Debasish ; Dash, Saumya Ranjan. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:22:y:2019:i:c:p:135-150.

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2019Herding and equity market liquidity in emerging market. Evidence from Vietnam. (2019). Vo, Xuan Vinh ; Anh, Dang Bao. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:24:y:2019:i:c:s221463501830114x.

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2020Do minority acquisitions transfer better corporate governance practices? An analysis of UKs cross-border minority investments. (2020). Peasnell, Ken ; Polovina, Nereida . In: The British Accounting Review. RePEc:eee:bracre:v:52:y:2020:i:3:s0890838920300172.

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2019The impact of religious certification on market segmentation and investor recognition. (2019). Mamun, Abdullah ; Hippler, William J ; Hassan, Kabir M ; Alhomaidi, Asem. In: Journal of Corporate Finance. RePEc:eee:corfin:v:55:y:2019:i:c:p:28-48.

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2019Analysts to the rescue?. (2019). Lambertides, Neophytos ; Karamanou, Irene ; Charitou, Andreas. In: Journal of Corporate Finance. RePEc:eee:corfin:v:56:y:2019:i:c:p:108-128.

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2019Corporate governance of a multinational enterprise: Firm, industry and institutional perspectives. (2019). Bell, Greg R ; Poulsen, Annette ; Filatotchev, Igor. In: Journal of Corporate Finance. RePEc:eee:corfin:v:57:y:2019:i:c:p:1-8.

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2019Liability of foreignness in capital markets: Institutional distance and the cost of debt. (2019). Bell, Greg R ; Filatotchev, Igor ; Gu, Yiwen ; Rasheed, Abdul A. In: Journal of Corporate Finance. RePEc:eee:corfin:v:57:y:2019:i:c:p:142-160.

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2019Multinationals tax evasion: A financial and governance perspective. (2019). John, Kose ; Akhtar, Farida ; Wong, Su-Wen. In: Journal of Corporate Finance. RePEc:eee:corfin:v:57:y:2019:i:c:p:35-62.

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2019Corporate hedging and speculation with derivatives. (2019). Bartram, Söhnke. In: Journal of Corporate Finance. RePEc:eee:corfin:v:57:y:2019:i:c:p:9-34.

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2019Friendly directors and the cost of regulatory compliance. (2019). , Yaoyi ; Wintoki, Babajide M. In: Journal of Corporate Finance. RePEc:eee:corfin:v:58:y:2019:i:c:p:112-141.

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2019Demsetz and Villalonga (2001) on ownership structure and corporate performance: Looking back and looking forward. (2019). Villalonga, Belen. In: Journal of Corporate Finance. RePEc:eee:corfin:v:58:y:2019:i:c:p:64-67.

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2019The role of corporate governance for acquisitions by the emerging market multinationals: Evidence from India. (2019). Sen, Kaustav ; Col, Burcin. In: Journal of Corporate Finance. RePEc:eee:corfin:v:59:y:2019:i:c:p:239-254.

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2020Corporate governance reform and risk-taking: Evidence from a quasi-natural experiment in an emerging market. (2020). Thapa, Chandra ; Neupane, Suman ; Marshall, Andre W ; Koirala, Santosh. In: Journal of Corporate Finance. RePEc:eee:corfin:v:61:y:2020:i:c:s092911991830138x.

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2020Is language an economic institution? Evidence from R&D investment. (2020). Xu, Bin ; Tang, Yun ; Su, Xunhua ; Chi, Jianxin Daniel. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300225.

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2020Worldwide short selling regulations and IPO underpricing. (2020). Zutter, Chad J ; Smart, Scott B ; Boulton, Thomas J. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300407.

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2019Why does research in finance have so little impact?. (2019). Walker, James ; Schopohl, Lisa ; Fenton, Evelyn ; Brooks, Chris. In: CRITICAL PERSPECTIVES ON ACCOUNTING. RePEc:eee:crpeac:v:58:y:2019:i:c:p:24-52.

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2020International Stock Comovements with Endogenous Clusters. (2020). Owyang, Michael ; Jackson Young, Laura ; Coroneo, Laura. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:116:y:2020:i:c:s0165188920300725.

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2020Factor Investing for the Long Run. (2020). Tarelli, Andrea ; Lioui, Abraham. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:117:y:2020:i:c:s0165188920301287.

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2019Cojumps and asset allocation in international equity markets. (2019). Arouri, Mohamed ; Pukthuanthong, Kuntara ; Nguyen, Duc Khuong ; Msaddek, Oussama. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:98:y:2019:i:c:p:1-22.

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2019The effect of environmentally sustainable practices on firm R&D: International evidence. (2019). Banerjee, Rajabrata ; Gupta, Kartick. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:262-274.

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2019Impacts of Chinas crash on Asia-Pacific financial integration: Volatility interdependence, information transmission and market co-movement. (2019). Huo, Rui ; Ahmed, Abdullahi D. In: Economic Modelling. RePEc:eee:ecmode:v:79:y:2019:i:c:p:28-46.

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2019Who poisons the pool? Time-varying asymmetric and nonlinear causal inference between low-risk and high-risk bonds markets. (2019). Wang, Jinghua ; Kim, Yea Lee ; Ngene, Geoffrey M. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:136-147.

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2020Culture and the capital–performance nexus in dual banking systems. (2020). Hassan, M. Kabir ; Saad, Wadad ; Bitar, Mohammad. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:34-58.

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2020CEO international experience and foreign IPOs. (2020). Rees, William ; Hou, Wenxuan ; Duan, Tinghua. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:461-470.

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2020Firm-specific information and systemic risk. (2020). Clements, Adam ; Liao, Y. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:480-493.

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2020Banking integration in ASEAN-6: An empirical investigation. (2020). Vo, Dinh-Tri ; Le, Phuong ; Gillet, Philippe ; Ha, Dao. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:705-719.

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2019Liquidity shocks and institutional investors. (2019). Dang, Tung ; Zhang, Bohui ; Moshirian, Fariborz. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:184-209.

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2019Financial contagion in the subprime crisis context: A copula approach. (2019). Zaabi, Elmoez ; Lakhal, Faten ; Zorgati, Imen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:269-282.

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2019The effects of trading suspensions in China. (2019). Chong, Terence Tai-Leung ; Wang, Shuwan ; Gan, Jingyun ; He, Qing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s106294081830055x.

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2020Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching: Evidence from over a century of data. (2020). Ji, Qiang ; GUPTA, RANGAN ; Cunado, Juncal ; Liu, Bing-Yue. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s106294081830319x.

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2020Unconventional monetary policy and financialization of commodities. (2020). Soytas, Ugur ; Ordu-Akkaya, Beyza Mina. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818304844.

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2020Should we worry about the decline of the public corporation? A brief survey of the economics and external effects of the stock market. (2020). TÃ¥g, Joacim ; Persson, Lars ; Tg, Joacim ; Koptyug, Nikita. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818304935.

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2020Does going public in the U.S. facilitate corporate innovation of foreign firms?. (2020). Zhu, Hui ; Cai, Kelly. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819300403.

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2020Interrelations in market fears of U.S. and European equity markets. (2020). Sarwar, Ghulam ; GhulamSarwar, . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s106294081930169x.

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2020Industry risk transmission channels and the spillover effects of specific determinants in China’s stock market: A spatial econometrics approach. (2020). Jin, Xiu ; Chen, NA. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819301986.

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2020Positional momentum and liquidity management; a bivariate rank approach. (2020). Panahidargahloo, Akram. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819302232.

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2020Anomalies in emerging markets: The case of Mexico. (2020). Vasquez, Aurelio ; Herrerias, Renata ; Diaz-Ruiz, Polux. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300851.

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2019Climate risks and market efficiency. (2019). Hong, Harrison ; Xu, Jiangmin ; Li, Frank Weikai. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:1:p:265-281.

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2020Variance disparity and market frictions. (2020). Park, Yang-Ho. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:2:p:326-348.

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2019Commonality in liquidity among Middle East and North Africa emerging stock markets: Does it really matter?. (2019). Ftiti, Zied ; Hadhri, Sinda. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:3:s0939362518302358.

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2020The European Commission and the revolving door. (2020). Luechinger, Simon ; Moser, Christoph. In: European Economic Review. RePEc:eee:eecrev:v:127:y:2020:i:c:s0014292120300933.

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2019The cross-section of returns in frontier equity markets: Integrated or segmented pricing?. (2019). Maydybura, Alina ; Zaremba, Adam. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:219-238.

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2019The cross-section of emerging market stock returns. (2019). Lauterbach, Jochim G ; Hanauer, Matthias X. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:265-286.

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2019How does FX liquidity affect the relationship between foreign ownership and stock liquidity?. (2019). Ryu, Doojin ; Lee, Jieun. In: Emerging Markets Review. RePEc:eee:ememar:v:39:y:2019:i:c:p:101-119.

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2019Controlling shareholders and investment-risk sensitivity in an emerging economy. (2019). Guimares, Aquiles Elie ; Caixe, Daniel Ferreira ; Kabbach, Luiz Ricardo . In: Emerging Markets Review. RePEc:eee:ememar:v:39:y:2019:i:c:p:133-153.

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2019Informal institutions and firm valuation. (2019). Malinowska, Anna ; Hartwell, Christopher. In: Emerging Markets Review. RePEc:eee:ememar:v:40:y:2019:i:c:9.

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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]
paper39
2003International Real Estate Returns: A Multifactor, Multicountry Approach.(2003) In: Real Estate Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 39
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]
article207
2011The Ultimate Irrelevance Proposition in Finance? In: The Financial Review.
[Full Text][Citation analysis]
article3
2003Does International Financial Contagion Really Exist? In: International Finance.
[Full Text][Citation analysis]
article86
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]
article12
1992 An Empirical Comparison of Alternative Models of the Short-Term Interest Rate. In: Journal of Finance.
[Full Text][Citation analysis]
article469
1996 Why Do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements. In: Journal of Finance.
[Full Text][Citation analysis]
article229
2007Multimarket Trading and Liquidity: Theory and Evidence In: Journal of Finance.
[Full Text][Citation analysis]
article25
2009Private Benefits of Control, Ownership, and the Cross‐listing Decision In: Journal of Finance.
[Full Text][Citation analysis]
article111
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: 111
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: 111
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: 111
paper
2010Why Do Foreign Firms Leave U.S. Equity Markets? In: Journal of Finance.
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article45
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: 45
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: 45
paper
2015Regulatory Arbitrage and Cross‐Border Bank Acquisitions In: Journal of Finance.
[Full Text][Citation analysis]
article33
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]
article19
2000The Long-Run Performance of Global Equity Offerings In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article64
2009Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article24
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: 24
paper
2004Understanding Electricity Price Volatility within and across Markets In: Working Paper Series.
[Full Text][Citation analysis]
paper18
2004The World of Cross-Listings and Cross-Listings of the World: Challenging Conventional Wisdom In: Working Paper Series.
[Full Text][Citation analysis]
paper169
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: 169
article
2004Why Do Countries Matter So Much for Corporate Governance? In: Working Paper Series.
[Full Text][Citation analysis]
paper338
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: 338
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: 338
paper
2004The Economic Consequences of Increased Disclosure:Evidence from International Cross-Listings In: Working Paper Series.
[Full Text][Citation analysis]
paper120
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: 120
article
2004Multi-market Trading and Arbitrage In: Working Paper Series.
[Full Text][Citation analysis]
paper76
2010Multi-market trading and arbitrage.(2010) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 76
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]
paper58
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: 58
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: 58
paper
2005Indirect Robust Estimation of the Short-term Interest Rate Process In: Working Paper Series.
[Full Text][Citation analysis]
paper14
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: 14
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: 14
paper
2007Indirect robust estimation of the short-term interest rate process.(2007) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 14
paper
2006Price and Volatility Transmission across Borders In: Working Paper Series.
[Full Text][Citation analysis]
paper33
2006The Consequences of Terrorism for Financial Markets: What Do We Know? In: Working Paper Series.
[Full Text][Citation analysis]
paper17
2006What Factors Drive Global Stock Returns? In: Working Paper Series.
[Full Text][Citation analysis]
paper137
2011What Factors Drive Global Stock Returns?.(2011) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 137
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]
paper14
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: 14
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]
paper5
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: 5
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]
paper7
2015The U.S. listing gap.(2015) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2016The gravity of culture for finance In: Journal of Corporate Finance.
[Full Text][Citation analysis]
article35
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]
article33
2004Momentum strategies: some bootstrap tests In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article15
2003Are financial assets priced locally or globally? In: Handbook of the Economics of Finance.
[Full Text][Citation analysis]
chapter223
2002Are Financial Assets Priced Locally or Globally?.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 223
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]
article83
2012Understanding commonality in liquidity around the world In: Journal of Financial Economics.
[Full Text][Citation analysis]
article172
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]
article27
1992Global financial markets and the risk premium on U.S. equity In: Journal of Financial Economics.
[Full Text][Citation analysis]
article132
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: 132
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]
article166
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: 166
paper
2004Why are foreign firms listed in the U.S. worth more? In: Journal of Financial Economics.
[Full Text][Citation analysis]
article449
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: 449
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]
article79
2002Did the Asian financial crisis scare foreign investors out of Japan? In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article67
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]
article56
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: 56
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]
article6
2010What is Different about Government-Controlled Acquirers in Cross-Border Acquisitions? In: Working Papers.
[Full Text][Citation analysis]
paper11
2001A new approach to measuring financial contagion In: Proceedings.
[Citation analysis]
paper485
2000A New Approach to Measuring Financial Contagion.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 485
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: 485
article
2016The Coming Wave: Where Do Emerging Market Investors Put Their Money? In: Working Papers.
[Full Text][Citation analysis]
paper2
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: 2
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: 2
paper
2013The Coming Wave In: Working Papers.
[Full Text][Citation analysis]
paper1
1992Predicting Risk: Some New Generalizations In: Management Science.
[Full Text][Citation analysis]
article11
1998The Variation of Economic Risk Premiums in Real Estate Returns. In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]
article51
2018Eclipse of the Public Corporation or Eclipse of the Public Markets? In: NBER Working Papers.
[Full Text][Citation analysis]
paper7
2020Is Financial Globalization in Reverse After the 2008 Global Financial Crisis? Evidence from Corporate Valuations In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
2016Home Bias, an Academic Puzzle In: Review of Finance.
[Full Text][Citation analysis]
article11
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]
article128
2015Cracking the Emerging Markets Enigma In: OUP Catalogue.
[Citation analysis]
book14
1993International Listings of Stocks: The Case of Canada and the U.S. In: Journal of International Business Studies.
[Full Text][Citation analysis]
article65
2004The Role of American Depositary Receipts in the Development of Emerging Equity Markets In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
article32
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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