Marcin Kacperczyk : Citation Profile


Are you Marcin Kacperczyk?

Imperial College (99% share)
Centre for Economic Policy Research (CEPR) (1% share)

18

H index

22

i10 index

2801

Citations

RESEARCH PRODUCTION:

22

Articles

31

Papers

1

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   20 years (2002 - 2022). See details.
   Cites by year: 140
   Journals where Marcin Kacperczyk has often published
   Relations with other researchers
   Recent citing documents: 305.    Total self citations: 19 (0.67 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pka457
   Updated: 2024-01-16    RAS profile: 2023-01-05    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Bolton, Patrick (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Marcin Kacperczyk.

Is cited by:

Pastor, Lubos (33)

wermers, russell (27)

Stambaugh, Robert (24)

Peydro, Jose-Luis (16)

Acharya, Viral (16)

La Spada, Gabriele (14)

Tortosa-Ausina, Emili (12)

Guiso, Luigi (12)

Sialm, Clemens (12)

Scholtens, Bert (12)

El Ghoul, Sadok (11)

Cites to:

Hong, Harrison (11)

Veldkamp, Laura (10)

Sialm, Clemens (10)

Van Nieuwerburgh, Stijn (10)

Caballero, Ricardo (10)

Shleifer, Andrei (10)

Pastor, Lubos (9)

Gennaioli, Nicola (9)

Hansen, Lars (7)

Gourinchas, Pierre-Olivier (7)

merton, robert (7)

Main data


Where Marcin Kacperczyk has published?


Journals with more than one article published# docs
Journal of Finance4
Review of Financial Studies4
Journal of Financial Economics3
The Quarterly Journal of Economics2
Review of Finance2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc12
CEPR Discussion Papers / C.E.P.R. Discussion Papers9

Recent works citing Marcin Kacperczyk (2024 and 2023)


YearTitle of citing document
2023Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps. (2023). Ugolini, Andrea ; Ojea-Ferreiro, Javier ; Reboredo, Juan Carlos. In: FEEM Working Papers. RePEc:ags:feemwp:330720.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Sustainable Investing and the Cross-Section of Maximum Drawdown. (2019). Mouti, Saad ; Goldberg, Lisa R. In: Papers. RePEc:arx:papers:1905.05237.

Full description at Econpapers || Download paper

2023How easy is it for investment managers to deploy their talent in green and brown stocks?. (2022). Ardia, David ; Bluteau, Keven ; Tran, Thien Duy. In: Papers. RePEc:arx:papers:2201.05709.

Full description at Econpapers || Download paper

2023Predicting Performances of Mutual Funds using Deep Learning and Ensemble Techniques. (2022). Tran, Hien ; Nguyen, Huy ; Pham, Nga ; Dao, Binh ; Chu, Nghia. In: Papers. RePEc:arx:papers:2209.09649.

Full description at Econpapers || Download paper

2023Decarbonization of financial markets: a mean-field game approach. (2023). Tankov, Peter ; Lavigne, Pierre. In: Papers. RePEc:arx:papers:2301.09163.

Full description at Econpapers || Download paper

2023Pricing Transition Risk with a Jump-Diffusion Credit Risk Model: Evidences from the CDS market. (2023). Smaniotto, Elia ; Radi, Davide ; Livieri, Giulia. In: Papers. RePEc:arx:papers:2303.12483.

Full description at Econpapers || Download paper

2023A Unified Framework for Fast Large-Scale Portfolio Optimization. (2023). Safikhani, Abolfazl ; Polak, Pawel ; Shah, Ronakdilip ; Deng, Weichuan. In: Papers. RePEc:arx:papers:2303.12751.

Full description at Econpapers || Download paper

2023Online Ensemble of Models for Optimal Predictive Performance with Applications to Sector Rotation Strategy. (2023). Polak, Pawel ; Miao, Jiaju. In: Papers. RePEc:arx:papers:2304.09947.

Full description at Econpapers || Download paper

2023Time-limited Metaheuristics for Cardinality-constrained Portfolio Optimisation. (2023). Nikiporenko, Alexander. In: Papers. RePEc:arx:papers:2307.04045.

Full description at Econpapers || Download paper

2023Predictable Relative Forward Performance Processes: Multi-Agent and Mean Field Games for Portfolio Management. (2023). Strub, Moris ; Liang, Gechun ; Wang, Yuwei. In: Papers. RePEc:arx:papers:2311.04841.

Full description at Econpapers || Download paper

2023Strong vs. Stable: The Impact of ESG Ratings Momentum and their Volatility on the Cost of Equity Capital. (2023). Guidolin, Massimo ; Magnani, Monia ; Berk, Ian. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23202.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023We Didn’t Start the Fire: Effects of a Natural Disaster on Consumers’ Financial Distress. (2023). Huynh, Kim ; Vallee, Genevieve ; Jacho-Chavez, David T. In: Staff Working Papers. RePEc:bca:bocawp:23-15.

Full description at Econpapers || Download paper

2023The invasion of Ukraine and the energy crisis: comparative advantages in equity valuations. (2023). Gazzani, Andrea ; Ferriani, Fabrizio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_789_23.

Full description at Econpapers || Download paper

2023Stablecoins and the Financing of the Real Economy. (2023). Nguyen, Benoit ; Gardin, Paul ; Barthelemy, Jean. In: Working papers. RePEc:bfr:banfra:908.

Full description at Econpapers || Download paper

2023Swing Pricing et dynamique des flux au regard de la crise Covid-19. (2023). Garcia, Thomas ; Baena, Antoine. In: Working papers. RePEc:bfr:banfra:914.

Full description at Econpapers || Download paper

2023CP and CDs markets: a primer. (2023). Todorov, Karamfil ; Schrimpf, Andreas ; Aquilina, Matteo. In: BIS Quarterly Review. RePEc:bis:bisqtr:2309e.

Full description at Econpapers || Download paper

2023Greenhouse gas emissions and bank lending. (2023). Shino, Junnosuke ; Takahashi, Koji. In: BIS Working Papers. RePEc:bis:biswps:1078.

Full description at Econpapers || Download paper

2023How does mandatory CSR reporting affect supply chain? A new perspective from suppliers. (2023). Yuan, Chun ; Li, Dan ; Jiang, Fuxiu ; Zhong, Qinlin. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:199-227.

Full description at Econpapers || Download paper

2023Consequences of local social norms: A review of the literature in accounting, finance, and corporate governance. (2023). Alhadi, Ahmed Khamis ; D'Costa, Mabel ; Habib, Ahsan. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:3-45.

Full description at Econpapers || Download paper

2023Do foreign institutional investors monitor opportunistic managerial behaviour? Evidence from real earnings management. (2023). Li, Donghui ; Chen, Chen ; An, Zhe ; Gu, Xiaolong. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:317-351.

Full description at Econpapers || Download paper

2023Financial openness and profitability premium: Causal evidence from the Shanghai?Hong Kong Stock Connect. (2023). Zhang, Kejia ; Jin, Fujing ; Jiang, Fuwei. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:451-483.

Full description at Econpapers || Download paper

2023Corporate social responsibility and litigation risk: Evidence from securities class action lawsuits. (2023). Musa, Prianka ; Gao, Lucia S ; Chakraborty, Atreya. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:1785-1819.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023The impact of institutional investors on ESG: Evidence from China. (2023). Zhang, Jin ; Gao, YA ; Xiong, Xiong ; Liu, Jinchi. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s2:p:2801-2826.

Full description at Econpapers || Download paper

2023The Impact of Institutional Cross?ownership on Corporate Tax Avoidance: Evidence from Chinese Listed Firms. (2023). , Jianqun ; Xiao, HE. In: Australian Accounting Review. RePEc:bla:ausact:v:33:y:2023:i:1:p:86-105.

Full description at Econpapers || Download paper

2023The strategic choice of payment method in takeovers: The role of environmental, social and governance performance. (2023). Perego, Paolo ; Rigoni, Ugo ; Hussaini, Mussa. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:32:y:2023:i:1:p:200-219.

Full description at Econpapers || Download paper

2023Which institutional investors drive corporate sustainability? A systematic literature review. (2023). Velte, Patrick. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:32:y:2023:i:1:p:42-71.

Full description at Econpapers || Download paper

2023Is sustainability rating material to the market?. (2023). Konstantios, Dimitrios ; Tsiritakis, Emmanuel ; Gounopoulos, Dimitrios ; Economidou, Claire. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:1:p:127-179.

Full description at Econpapers || Download paper

2023Do investors affect financial analysts’ behavior? Evidence from short sellers. (2023). Li, Jenny ; Sheng, Jinfei ; Lo, Kin ; Ke, Yun. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:1:p:199-224.

Full description at Econpapers || Download paper

2023The end of ESG. (2023). Edmans, Alex. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:1:p:3-17.

Full description at Econpapers || Download paper

2023Biodiversity finance: A call for research into financing nature. (2023). la Puente, John Tobinde ; Karolyi, Andrew G. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:2:p:231-251.

Full description at Econpapers || Download paper

2023Climate change and corporate cash holdings: Global evidence. (2023). Rao, Ramesh P ; Aram, Mohsen ; Masum, Abdullahal ; Javadi, Siamak. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:2:p:253-295.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023International evidence on the association of leverage with stock returns and the value premium. (2023). Jansen, Benjamin A ; Garciafeijoo, Luis. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:2:p:315-341.

Full description at Econpapers || Download paper

2023Effect of high?frequency trading on mutual fund performance. (2023). Singal, Vijay ; Qin, Nan. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:2:p:369-394.

Full description at Econpapers || Download paper

2023Are polluters shunned? A study on the institutional ownership and returns of polluter stocks. (2023). Berkman, Henk ; Tirodkar, Mihir. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:513-537.

Full description at Econpapers || Download paper

2023The price impact of analyst revisions and the state of the economy: Evidence around the world. (2023). Su, Chen. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:4:p:887-930.

Full description at Econpapers || Download paper

2023Information sharing between mutual funds and auditors. (2023). Yue, Heng ; Xu, Yanping ; Rao, Pingui ; Hope, Olekristian. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:50:y:2023:i:1-2:p:152-197.

Full description at Econpapers || Download paper

2023Shareholder election of CSR committee members and its effects on CSR performance. (2023). Monroe, Gary S ; Chen, LI ; Khoo, Eunice S. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:50:y:2023:i:3-4:p:716-763.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023How Risky Are U.S. Corporate Assets?. (2023). Yaron, Amir ; Shaliastovich, Ivan ; Richard, Scott ; Davydiuk, Tetiana. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:141-208.

Full description at Econpapers || Download paper

2023A Model of Systemic Bank Runs. (2023). Liu, Xuewen. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:2:p:731-793.

Full description at Econpapers || Download paper

2023The Pollution Premium. (2023). Tsou, Chiyang ; Li, Kai ; Hsu, Pohsuan. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1343-1392.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Who Owns What? A Factor Model for Direct Stockholding. (2023). Ramadorai, Tarun ; Campbell, John ; Ranish, Benjamin ; Balasubramaniam, Vimal. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1545-1591.

Full description at Econpapers || Download paper

2023The evaluation of the effects of ESG scores on financial markets. (2023). Costa, Michele. In: Working Papers. RePEc:bol:bodewp:wp1189.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023The Heterogeneous Effects of Carbon Pricing: Macro and Micro Evidence. (2023). Haberis, Alex ; di Pace, Federico ; Cesa-Bianchi, Ambrogio ; Berthold, Brendan. In: Discussion Papers. RePEc:cfm:wpaper:2319.

Full description at Econpapers || Download paper

2023What Do Economists Think About the Green Transition? Exploring the Impact of Environmental Awareness. (2023). Malovana, Simona ; Gric, Zuzana ; Ehrenbergerova, Dominika. In: Working Papers. RePEc:cnb:wpaper:2023/6.

Full description at Econpapers || Download paper

2023Physical and transition risk premiums in euro area corporate bond markets. (2023). Kapp, Daniel ; Bua, Giovanna ; Bats, Joost. In: Working Papers. RePEc:dnb:dnbwpp:761.

Full description at Econpapers || Download paper

2023Walk the green talk? A textual analysis of pension funds’ disclosures of sustainable investing. (2023). van Ool, Annick ; Broeders, Dirk ; Bauer, Rob. In: Working Papers. RePEc:dnb:dnbwpp:770.

Full description at Econpapers || Download paper

2023Preferred habitat investors in the green bond market. (2023). Boermans, Martijn. In: Working Papers. RePEc:dnb:dnbwpp:773.

Full description at Econpapers || Download paper

2023The pricing of climate transition risk in Europe’s equity market. (2023). van Wijnbergen, Sweder ; Luijendijk, Rianne ; Loyson, Philippe. In: Working Papers. RePEc:dnb:dnbwpp:788.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023The climate and the economy. (2023). Schepens, Glenn ; Popov, Alexander ; Breckenfelder, Johannes ; Porcellacchia, Davide ; Olovsson, Conny ; Marques-Ibaez, David ; Makowiak, Bartosz. In: Working Paper Series. RePEc:ecb:ecbwps:20232793.

Full description at Econpapers || Download paper

2023Liquidity support and distress resilience in bank-affiliated mutual funds. (2023). Maddaloni, Angela ; Fecht, Falko ; Bagattini, Giulio. In: Working Paper Series. RePEc:ecb:ecbwps:20232799.

Full description at Econpapers || Download paper

2023Do non-banks need access to the lender of last resort? Evidence from fund runs. (2023). Hoerova, Marie ; Breckenfelder, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20232805.

Full description at Econpapers || Download paper

2023Too levered for Pigou: carbon pricing, financial constraints, and leverage regulation. (2023). Döttling, Robin ; Rola-Janicka, Magdalena ; Dottling, Robin. In: Working Paper Series. RePEc:ecb:ecbwps:20232812.

Full description at Econpapers || Download paper

2023Bank private information in CDS markets. (2023). Pancaro, Cosimo ; Ongena, Steven ; Bilan, Andrada. In: Working Paper Series. RePEc:ecb:ecbwps:20232818.

Full description at Econpapers || Download paper

2023Liquidity bu?ers and open-end investment funds: containing out?ows and reducing ?re sales. (2023). Wedow, Michael ; Weistroffer, Christian ; Vivar, Luis Molestina ; Dekker, Lennart. In: Working Paper Series. RePEc:ecb:ecbwps:20232825.

Full description at Econpapers || Download paper

2023Relative Impact of the U.S. Energy Market Sentiments on Stocks and ESG Index Returns: Evidence from GCC Countries. (2023). Mohnot, Rajesh ; Verma, Rahul. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-32.

Full description at Econpapers || Download paper

2023Impact of risk-taking on enterprise value under extreme temperature: From the perspectives of external and internal governance. (2023). Li, Kai ; Qi, Shao-Zhou ; Wang, He-Tong. In: Journal of Asian Economics. RePEc:eee:asieco:v:84:y:2023:i:c:s1049007822001129.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Wage gap and stock returns: Do investors dislike pay inequality?. (2023). Zhu, Yuhao ; Montone, Maurizio ; Dittmann, Ingolf. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001651.

Full description at Econpapers || Download paper

2023Asymmetric response to earnings news across different sentiment states: The role of cognitive dissonance. (2023). Huang, Zhijian James ; Wen, Fenghua ; Li, Zhuo. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001869.

Full description at Econpapers || Download paper

2023When green meets green. (2023). Vadasz, Tamas ; Theunisz, Carola ; Goncharenko, Roman ; Degryse, Hans. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119923000044.

Full description at Econpapers || Download paper

2023Do gender diverse boards enhance managerial ability?. (2023). , Mariano ; Safiullah, MD ; Baghdadi, Ghasan A. In: Journal of Corporate Finance. RePEc:eee:corfin:v:79:y:2023:i:c:s0929119923000135.

Full description at Econpapers || Download paper

2023Do younger CEOs really increase firm risk? Evidence from sudden CEO deaths. (2023). Trabert, Sebastian. In: Journal of Corporate Finance. RePEc:eee:corfin:v:79:y:2023:i:c:s0929119923000160.

Full description at Econpapers || Download paper

2023Does common ownership constrain managerial rent extraction? Evidence from insider trading profitability. (2023). Zhang, Hao ; Wu, Qiang ; Ma, Hui ; Chen, Shenglan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s092911992300038x.

Full description at Econpapers || Download paper

2023Foreign institutional ownership externalities and supplier innovation. (2023). Lin, Bingxuan ; Wei, Minghai ; Xu, Xiaowei ; Yi, Zhaoying. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000706.

Full description at Econpapers || Download paper

2023Nonparametric tests for market timing ability using daily mutual fund returns. (2023). Peng, Liang ; Liu, Xiaohui ; Jiang, Lei ; Ding, Jing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:150:y:2023:i:c:s0165188923000416.

Full description at Econpapers || Download paper

2023Searching for ESG Information: Heterogeneous Preferences and Information Acquisition. (2023). Kang, Junqing ; Zhou, Xuan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923000994.

Full description at Econpapers || Download paper

2023Portfolio instability and socially responsible investment: Experiments with financial professionals and students. (2023). Willinger, Marc ; Sentis, Patrick ; Duchene, Sebastien ; Tatarnikova, Olga. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923001082.

Full description at Econpapers || Download paper

2023Short-run and long-run effects of ESG policies on value creation and the cost of equity of firms. (2023). Alonso-Conde, Ana B ; Rojo-Suarez, Javier. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:599-616.

Full description at Econpapers || Download paper

2023How does the bond market price corporate ESG engagement? Evidence from China. (2023). Tao, Chunhua ; Tang, Ziling ; Fang, Mei ; Xu, Yue ; Jiang, Zhiqian. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1406-1423.

Full description at Econpapers || Download paper

2023Trust and corporate social responsibility: Evidence from CEO’s early experience. (2023). Zhao, Ying ; Liu, Chenhao ; Zhang, Wenzhe ; Piao, Yin ; Kong, Dongmin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:585-596.

Full description at Econpapers || Download paper

2023How does green preference impact sustainability-based investment strategy? Evidence from the Chinese stock market. (2023). Su, Wanxuan ; Du, Qianqian ; Wang, Luying ; Liang, Dawei. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001049.

Full description at Econpapers || Download paper

2023When trackers are aware of ESG: Do ESG ratings matter to tracking error portfolio performance?. (2023). Zhang, YI ; Wen, Limin ; Li, Junxue ; Ling, Aifan. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s026499932300158x.

Full description at Econpapers || Download paper

2023Does the implementation of green credit policy improve the ESG performance of enterprises? Evidence from a quasi-natural experiment in China. (2023). Yao, Xin ; Miao, Qin ; Lei, NI. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002900.

Full description at Econpapers || Download paper

2023Hedge fund performance persistence under different business cycles and stock market regimes. (2023). Tolikas, Konstantinos ; Andrikopoulos, Athanasios ; Stafylas, Dimitrios. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002017.

Full description at Econpapers || Download paper

2023The effects of environmental performance and green innovation on corporate venture capital. (2023). Shuwaikh, Fatima ; Lelong, Yann ; Dubocage, Emmanuelle ; Benkraiem, Ramzi. In: Ecological Economics. RePEc:eee:ecolec:v:210:y:2023:i:c:s0921800923001234.

Full description at Econpapers || Download paper

2023Climate risk and deployment of corporate resources to working capital. (2023). Croci, Ettore ; Aktas, Nihat ; Ahmad, Muhammad Farooq. In: Economics Letters. RePEc:eee:ecolet:v:224:y:2023:i:c:s0165176523000277.

Full description at Econpapers || Download paper

2023Bootstrap analysis of mutual fund performance. (2023). Peng, Liang ; Leng, Xuan ; Jiang, Lei ; Huang, Haitao. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:239-255.

Full description at Econpapers || Download paper

2023Effect of climate-related risk on the costs of bank loans: Evidence from syndicated loan markets in emerging economies. (2023). Wong, Andrew ; Ho, Kelvin. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000942.

Full description at Econpapers || Download paper

2023Leverage made at home: Investors margin loan usage and firm leverage. (2023). Niu, Zilong ; Liu, Chunbo. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000158.

Full description at Econpapers || Download paper

2023The contributions of betas versus characteristics to the ESG premium. (2023). Dam, Lammertjan ; Dalo, Ambrogio ; Ciciretti, Rocco. In: Journal of Empirical Finance. RePEc:eee:empfin:v:71:y:2023:i:c:p:104-124.

Full description at Econpapers || Download paper

2023Burned by leverage? Flows and fragility in bond mutual funds. (2023). Wedow, Michael ; Weistroffer, Christian ; Vivar, Luis Molestina. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:354-380.

Full description at Econpapers || Download paper

2023Individual investors’ trading behavior and gender difference in tolerance of sex crimes: Evidence from a natural experiment. (2023). Yang, Chloe Chunliu ; Liu, Zhengkai ; Gao, Huasheng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:349-368.

Full description at Econpapers || Download paper

2023Do institutional investors facilitate corporate environmental innovation?. (2023). Cui, Jingbo ; Qi, Shaozhou ; Zeng, Shu ; Xu, Jia. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006016.

Full description at Econpapers || Download paper

2023Stranded houses? The price effect of a minimum energy efficiency standard. (2023). Guin, Benjamin ; Gibberd, Alex ; Ferentinos, Konstantinos. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000531.

Full description at Econpapers || Download paper

2023The environmental pillar of ESG and financial performance: A portfolio analysis. (2023). Karvelas, Kleanthis ; Alexopoulos, Thomas ; Agliardi, Elettra. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000968.

Full description at Econpapers || Download paper

2023The carrot and the stock: In search of stock-market incentives for decarbonization. (2023). Evdokimova, Tatiana ; Fernandez, Oscar ; Millischer, Laurent. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001135.

Full description at Econpapers || Download paper

2023How does green bond issuance affect total factor productivity? Evidence from Chinese listed enterprises. (2023). Liu, Yuanyuan ; Shi, Jinyan ; Yu, Conghui. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002530.

Full description at Econpapers || Download paper

2023The risk-mitigating role of corporate social responsibility in Chinese listed heavy-polluting companies: An extreme event experience perspective. (2023). Xu, Danyang ; Liu, Zhongyang ; Gu, Leilei. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003444.

Full description at Econpapers || Download paper

2023How to facilitate efficient blue carbon trading? A simulation study using the game theory to find the optimal strategy for each participant. (2023). Wang, Yanwei ; Zhang, Fengxuan ; He, Yixiong. In: Energy. RePEc:eee:energy:v:276:y:2023:i:c:s0360544223009155.

Full description at Econpapers || Download paper

2023Analyst coverage and the idiosyncratic skewness effect in the Taiwan stock market. (2023). Lin, Mei-Chen. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004100.

Full description at Econpapers || Download paper

2023Investor climate sentiment and financial markets. (2023). Santi, Caterina. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000066.

Full description at Econpapers || Download paper

2023Unemployment beta and the cross-section of stock returns: Evidence from Australia. (2023). Huynh, Nhan. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000388.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Marcin Kacperczyk is editor of


Journal
Review of Finance

Works by Marcin Kacperczyk:


YearTitleTypeCited
2010When Safe Proved Risky: Commercial Paper during the Financial Crisis of 2007-2009 In: Journal of Economic Perspectives.
[Full Text][Citation analysis]
article156
2009When Safe Proved Risky: Commercial Paper During the Financial Crisis of 2007-2009.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 156
paper
2022The Financial Cost of Carbon In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]
article3
2005On the Industry Concentration of Actively Managed Equity Mutual Funds In: Journal of Finance.
[Full Text][Citation analysis]
article343
2004On the Industry Concentration of Actively Managed Equity Mutual Funds.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 343
paper
2007Fund Manager Use of Public Information: New Evidence on Managerial Skills In: Journal of Finance.
[Full Text][Citation analysis]
article131
2014Time-Varying Fund Manager Skill In: Journal of Finance.
[Full Text][Citation analysis]
article178
2012Time-Varying Fund Manager Skill.(2012) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 178
paper
2011Time-Varying Fund Manager Skill.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 178
paper
2021The Private Production of Safe Assets In: Journal of Finance.
[Full Text][Citation analysis]
article13
2017The Private Production of Safe Assets.(2017) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13
paper
2017The Private Production of Safe Assets.(2017) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13
paper
2017The Private Production of Safe Assets.(2017) In: HEC Research Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13
paper
When are Mutual Fund Investors Smart? Evidence from Conditional Fund Flows In: GSIA Working Papers.
[Full Text][Citation analysis]
paper0
2018Investor Sophistication and Capital Income Inequality In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper58
2019Investor sophistication and capital income inequality.(2019) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 58
article
2015Investor sophistication and capital income inequality.(2015) In: NBP Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 58
paper
2014Investor Sophistication and Capital Income Inequality.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 58
paper
2018Chasing Private Information In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper19
2019Chasing Private Information.(2019) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19
article
2019Becker Meets Kyle: Inside Insider Trading In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper2
2019Swing Pricing and Fragility in Open-end Mutual Funds In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper18
2019Swing Pricing and Fragility in Open-end Mutual Funds.(2019) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18
paper
2022Swing Pricing and Fragility in Open-End Mutual Funds.(2022) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18
article
2020Carbon Premium around the World In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper15
2020Do Investors Care about Carbon Risk? In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper260
2021Do investors care about carbon risk?.(2021) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 260
article
2020Do Investors Care about Carbon Risk?.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 260
paper
2011Labor Unions, Operating Flexibility, and the Cost of Equity In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article136
2002Do Optimists Grow Faster and Invest More? In: Royal Economic Society Annual Conference 2002.
[Full Text][Citation analysis]
paper1
2004A Bayesian semiparametric approach to pricing the S&P 500 index options In: Econometric Society 2004 North American Winter Meetings.
[Citation analysis]
paper0
2017The unintended consequences of the zero lower bound policy In: Journal of Financial Economics.
[Full Text][Citation analysis]
article116
2016The Unintended Consequences of the Zero Lower Bound Policy.(2016) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 116
paper
2009The price of sin: The effects of social norms on markets In: Journal of Financial Economics.
[Full Text][Citation analysis]
article702
2005Unobserved Actions of Mutual Funds In: NBER Working Papers.
[Full Text][Citation analysis]
paper206
2008Unobserved Actions of Mutual Funds.(2008) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 206
article
2009Is Investor Rationality Time Varying? Evidence from the Mutual Fund Industry In: NBER Working Papers.
[Full Text][Citation analysis]
paper7
2016Is Investor Rationality Time Varying? Evidence from the Mutual Fund Industry*.(2016) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
chapter
2009Rational Attention Allocation Over the Business Cycle In: NBER Working Papers.
[Full Text][Citation analysis]
paper15
2011Implicit Guarantees and Risk Taking: Evidence from Money Market Funds In: NBER Working Papers.
[Full Text][Citation analysis]
paper10
2018Do Foreign Investors Improve Market Efficiency? In: NBER Working Papers.
[Full Text][Citation analysis]
paper9
2021Global Pricing of Carbon-Transition Risk In: NBER Working Papers.
[Full Text][Citation analysis]
paper20
2010Competition and Bias In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]
article134
2013How Safe Are Money Market Funds? In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]
article112
2022Do Security Analysts Discipline Credit Rating Agencies? In: Review of Corporate Finance Studies.
[Full Text][Citation analysis]
article0
2011Do Nonfinancial Stakeholders Affect the Pricing of Risky Debt? Evidence from Unionized Workers In: Review of Finance.
[Full Text][Citation analysis]
article45
2022Sustainable Finance In: Review of Finance.
[Full Text][Citation analysis]
article2
2021Do Foreign Institutional Investors Improve Price Efficiency? In: Review of Financial Studies.
[Full Text][Citation analysis]
article27
2018Does Aggregate Buyer Satisfaction affect Household Consumption Growth? In: DOCFRADIS Working Papers.
[Full Text][Citation analysis]
paper0
2009Recessions are a Time to Shine: A theory of attention allocation over the business cycle In: 2009 Meeting Papers.
[Citation analysis]
paper0
2013Investor Polarization, Trading Volume, and Return Dynamics In: 2013 Meeting Papers.
[Full Text][Citation analysis]
paper0
2017Market Power and Informational Efficiency In: 2017 Meeting Papers.
[Full Text][Citation analysis]
paper1
2013A new class of Bayesian semi-parametric models with applications to option pricing In: Quantitative Finance.
[Full Text][Citation analysis]
article0
2016A Rational Theory of Mutual Funds Attention Allocation In: Econometrica.
[Full Text][Citation analysis]
article62

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team