Marcin Kacperczyk : Citation Profile


Are you Marcin Kacperczyk?

Centre for Economic Policy Research (CEPR) (12% share)

13

H index

14

i10 index

1106

Citations

RESEARCH PRODUCTION:

13

Articles

19

Papers

1

Chapters

RESEARCH ACTIVITY:

   15 years (2002 - 2017). See details.
   Cites by year: 73
   Journals where Marcin Kacperczyk has often published
   Relations with other researchers
   Recent citing documents: 352.    Total self citations: 9 (0.81 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pka457
   Updated: 2019-08-17    RAS profile: 2018-01-03    
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Relations with other researchers


Works with:

Nosal, Jaromir (4)

Stevens, Luminita (3)

Veldkamp, Laura (2)

Van Nieuwerburgh, Stijn (2)

Perignon, Christophe (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 (21)

Stambaugh, Robert (16)

Scholtens, Bert (10)

Shleifer, Andrei (10)

Gennaioli, Nicola (9)

Acharya, Viral (8)

Gallagher, David (7)

Christoffersen, Susan (6)

Mora, Nada (6)

Sarkissian, Sergei (6)

Dam, Lammertjan (6)

Cites to:

Hong, Harrison (8)

Veldkamp, Laura (7)

Sialm, Clemens (7)

Pastor, Lubos (6)

Van Nieuwerburgh, Stijn (6)

Vayanos, Dimitri (5)

Gorton, Gary (5)

Seru, Amit (5)

Stein, Jeremy (5)

Metrick, Andrew (5)

Titman, Sheridan (4)

Main data


Where Marcin Kacperczyk has published?


Journals with more than one article published# docs
Journal of Finance3
Journal of Financial Economics2
The Quarterly Journal of Economics2

Recent works citing Marcin Kacperczyk (2018 and 2017)


YearTitle of citing document
2017Picking Funds with Confidence. (2017). Timmermann, Allan ; Lunde, Asger ; Gronborg, Niels S ; Wermers, Russ. In: CREATES Research Papers. RePEc:aah:create:2017-13.

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2018Mutual Fund Selection for Realistically Short Samples. (2018). Christiansen, Charlotte ; Nielsen, Ole L ; Gronborg, Niels S. In: CREATES Research Papers. RePEc:aah:create:2018-36.

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2018Effects of asymmetric information on market timing in the mutual fund industry. (2018). Tchamyou, Vanessa ; Asongu, Simplice ; Nwachukwu, Jacinta. In: Research Africa Network Working Papers. RePEc:abh:wpaper:18/007.

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2018What Happened: Financial Factors in the Great Recession. (2018). Gilchrist, Simon ; Gertler, Mark. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:32:y:2018:i:3:p:3-30.

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2018Effects of asymmetric information on market timing in the mutual fund industry. (2018). Tchamyou, Vanessa ; Asongu, Simplice ; Nwachukwu, Jacinta C. In: AFEA Working Papers. RePEc:afe:wpaper:18/006.

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2018Effects of asymmetric information on market timing in the mutual fund industry. (2018). Tchamyou, Vanessa ; Nwachukwu, Jacinta ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:18/007.

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2018Analyzing the employment rate of the population, unemployment and vacancies in the economy. (2018). Ene, Lucian ; Dumbrav, Tefan Gabriel ; Anghel, Mdlina Gabriela ; Anghelache, Constantin. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(615):y:2018:i:2(615):p:105-118.

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2018Mean field and n-agent games for optimal investment under relative performance criteria. (2018). Lacker, Daniel ; Zariphopoulou, Thaleia. In: Papers. RePEc:arx:papers:1703.07685.

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2018Better to stay apart: asset commonality, bipartite network centrality, and investment strategies. (2018). Flori, Andrea ; Spelta, Alessandro ; Pammolli, Fabio ; Lillo, Fabrizio. In: Papers. RePEc:arx:papers:1811.01624.

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2019Divestment may burst the carbon bubble if investors beliefs tip to anticipating strong future climate policy. (2019). Peterson, Sonja ; Heitzig, Jobst ; Donges, Jonathan F ; Ewers, Birte. In: Papers. RePEc:arx:papers:1902.07481.

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

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2017The Performance Persistence of Winner Fund Managers - Evidence from the Timing and Stock Picking Ability. (2017). Fu, Ying-Fen ; Liu, Hai-Ching . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:611-622.

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2018Do Institutional Investors Drive Corporate Social Responsibility? International Evidence. (2018). Wagner, Hannes ; Roth, Lukas ; Lins, Karl V ; Dyck, Alexander. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1873.

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2018Seeking Safety. (2018). Ahnert, Toni ; Perotti, Enrico. In: Staff Working Papers. RePEc:bca:bocawp:18-41.

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2018Incentive-driven Inattention. (2018). Skreta, Vasiliki ; Gaglianone, Wagner ; Issler, Joo Victor ; Giacomini, Raffaella. In: Working Papers Series. RePEc:bcb:wpaper:485.

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2018Bank lending standards over the cycle: the role of firms’ productivity and credit risk. (2018). Moral-Benito, Enrique ; Vegas, Raquel ; Jimenez, Gabriel. In: Working Papers. RePEc:bde:wpaper:1811.

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2017Why did sponsor banks rescue their SIVs?. (2017). Segura, Anatoli. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1100_17.

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2017Firms’ Innovation Strategy under the Shadow of Analyst Coverage. (2017). Perez-Castrillo, David ; Toldra-Simats, Anna ; Guo, Bing. In: Working Papers. RePEc:bge:wpaper:980.

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2017Is the price right? Swing pricing and investor redemptions. (2017). Lewrick, Ulf ; Schanz, Jochen. In: BIS Working Papers. RePEc:bis:biswps:664.

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2018Searching for yield abroad: risk-taking through foreign investment in U.S. bonds. (2018). Ammer, John ; Wroblewski, Caleb ; Tabova, Alexandra. In: BIS Working Papers. RePEc:bis:biswps:687.

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2017Does Integrated Reporting Matter to the Capital Market?. (2017). Zhou, Shan ; Green, Wendy ; Simnett, Roger. In: Abacus. RePEc:bla:abacus:v:53:y:2017:i:1:p:94-132.

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2017Testing the effect of portfolio holdings disclosure in an environment absent of mandatory disclosure. (2017). Lee, Adrian ; Gallagher, David ; Smith, Tom ; Chen, Zhe. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:1:p:113-129.

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2017Risk, return and mean-variance efficiency of Islamic and non-Islamic stocks: evidence from a unique Malaysian data set. (2017). Akhtar, Shumi ; Smith, Tom ; Jahromi, Maria. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:1:p:3-46.

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2017Testing the effect of portfolio holdings disclosure in an environment absent of mandatory disclosure. (2017). Lee, Adrian ; Gallagher, David ; Chen, Zhe. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i::p:101-116.

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2018A new perspective on performance persistence: evidence using portfolio holdings. (2018). Bennett, Scott ; Warren, Geoffrey J ; Harman, Graham ; Gallagher, David R. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:1:p:91-125.

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2018Corporate social responsibility and dividend policy. (2018). Cheung, Adrian ; Schwiebert, Jorg ; Hu, May. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:3:p:787-816.

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2018Do Financial Markets Care about Corporate Social Responsibility Disclosure? Further Evidence from China. (2018). Xu, Shan ; Liu, Duchi. In: Australian Accounting Review. RePEc:bla:ausact:v:28:y:2018:i:1:p:79-103.

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2018Informed Options Trading Prior to Dividend Change Announcements. (2018). Zhang, Jun. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:1:p:81-103.

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2018Mutual Fund Stock†Picking Skill: New Evidence from Valuation†versus Liquidity†Motivated Trading. (2018). Rohleder, Martin ; Wilkens, Marco ; Syryca, Janik ; Schulte, Dominik. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:2:p:309-347.

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2018Having a Finger in the Pie: Labor Power and Corporate Payout Policy. (2018). Haw, Inmu ; Zhang, XU ; Wu, Donghui ; Hu, Bingbing . In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:4:p:993-1027.

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2017Bond Fund Performance During Recessions and Expansions: Empirical Evidence from a Small Market. (2017). Leite, Paulo ; Armada, Manuel Rocha. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:1:p:163-170.

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2017Environmental, Social, and Governance (ESG) Profiles, Stock Returns, and Financial Policy: Australian Evidence. (2017). Limkriangkrai, Manapon ; Durand, Robert B ; Koh, Szekee . In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:3:p:461-471.

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2017IMPORTANCE OF THE FUND MANAGEMENT COMPANY IN THE PERFORMANCE OF SOCIALLY RESPONSIBLE MUTUAL FUNDS. (2017). Clark, Ephraim ; Deshmukh, Nitin ; Belghitar, Yacine. In: Journal of Financial Research. RePEc:bla:jfnres:v:40:y:2017:i:3:p:349-367.

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2017Corporate sexual equality and firm performance. (2017). Fu, Shihe ; Zheng, LU ; Shan, Liwei . In: Strategic Management Journal. RePEc:bla:stratm:v:38:y:2017:i:9:p:1812-1826.

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2017Asset returns, news topics, and media effects. (2017). Thorsrud, Leif ; Larsen, Vegard. In: Working Papers. RePEc:bny:wpaper:0054.

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2017Investor behaviour and reaching for yield: evidence from the sterling corporate bond market. (2017). Roberts-Sklar, Matt ; Czech, Robert. In: Bank of England working papers. RePEc:boe:boeewp:0685.

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2017Does social capital matter in corporate decisions? Evidence from corporate tax avoidance. (2017). Zhang, Hao ; HASAN, IFTEKHAR ; Wu, Qiang ; Hoi, Chun-Keung. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_021.

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2019Money Market Funds and Unconventional Monetary Policy. (2019). Sorbo, Jacopo ; Dunne, Peter G ; Bua, Giovanna. In: Research Technical Papers. RePEc:cbi:wpaper:7/rt/19.

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2019Over the Top: Why an Annual Wealth Tax for Canada is Unnecessary. (2019). Pestieau, Pierre ; Boadway, Robin. In: C.D. Howe Institute Commentary. RePEc:cdh:commen:546.

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2017The Cross-Section of Labor Leverage and Equity Returns*. (2017). Kehrig, Matthias ; Gourio, Francois ; Palacios, Miguel ; Donangelo, Andres. In: Working Papers. RePEc:cen:wpaper:17-70.

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2017The Optimal Taxation of Risky Capital Income: The Rate of Return Allowance. (2017). Boadway, Robin ; Spiritus, Kevin . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6297.

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2017Firms Innovation Strategy under the Shadow of Analyst Coverage. (2017). Perez-Castrillo, David ; Toldra-Simats, Anna ; Guo, Bing. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6574.

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2018Heterogeneity and Persistence in Returns to Wealth. (2018). Fagereng, Andreas ; Pistaferri, Luigi ; Malacrino, Davide ; Guiso, Luigi. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7107.

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2019Local Norms Describing the Role of the State and the Private Provision of Training. (2019). Wolter, Stefan ; Schweri, Juerg ; Kuhn, Andreas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7519.

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2018Learning in Crowded Markets. (2018). Kondor, Peter ; Zawadowski, Adam. In: CEU Working Papers. RePEc:ceu:econwp:2018_4.

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2018The Distribution of Information and the Price Efficiency of Markets. (2018). Porter, David ; Corgnet, Brice ; Desantis, Mark. In: Working Papers. RePEc:chu:wpaper:18-09.

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2017Why is investorsmutual fund market allocation far from the optimum?. (2017). Laborda, Ricardo ; Losada, Ramiro. In: CNMV Working Papers. RePEc:cnv:wpaper:dt_65en.

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2017Saving and Wealth Inequality. (2017). Fella, Giulio ; De Nardi, Mariacristina. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11746.

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2017Transparency, Investor Information Acquisition, and Money Market Fund Risk Rebalancing during the 2011-12 Eurozone Crisis. (2017). Schmidt, Lawrence ; Gallagher, Emily ; Wermers, Russ ; Timmermann, Allan G. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11895.

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2017Picking Funds with Confidence. (2017). Wermers, Russ ; Timmermann, Allan G ; Lunde, Asger ; Groenborg, Niels . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11896.

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2017Much Ado About Nothing: Is the Market Affected by Political Bias?. (2017). Manconi, Alberto ; Luo, Mancy ; Massa, Massimo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11991.

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2017Are Mutual Fund Managers Paid For Investment Skill?. (2017). Vestman, Roine ; Van Nieuwerburgh, Stijn ; Kaniel, Ron ; Ibert, Marcus . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12010.

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2017Corporate Leverage and Employees Rights in Bankruptcy. (2017). Pagano, Marco ; Ellul, Andrew. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12033.

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2017Companies Should Maximize Shareholder Welfare Not Market Value. (2017). Zingales, Luigi ; Hart, Oliver. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12186.

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2017Portfolio Liquidity and Diversification: Theory and Evidence. (2017). Pastor, Lubos ; Taylor, Lucian ; Stambaugh, Robert F. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12195.

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2017Trading Out of Sight: An Analysis of Cross-Trading in Mutual Fund Families. (2017). Eisele, Alexander ; Peijnenburg, Kim ; Parise, Gianpaolo ; Nefedova, Tamara . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12225.

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2017Generalized Pareto Curves: Theory and Applications. (2017). Piketty, Thomas ; Blanchet, Thomas ; Fournier, Juliette. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12404.

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2017Inflexibility and Stock Returns. (2017). Hackbarth, Dirk ; Johnson, Tim ; Gu, Lifeng. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12441.

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2017Fund Tradeoffs. (2017). Pistor, Luboi ; Taylor, Lucian ; Stambaugh, Robert F. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12513.

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2018Unionization, Cash, and Leverage. (2018). Schmalz, Martin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12595.

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2018Efficiently Inefficient Markets for Assets and Asset Management. (2018). Garleanu, Nicolae Bogdan ; Pedersen, Lasse Heje. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12664.

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2018The Role of Stakeholders in Corporate Governance: A View from Accounting Research. (2018). Ormazabal, Gaizka. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12775.

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2018Investor Sophistication and Capital Income Inequality. (2018). Stevens, Luminita ; Nosal, Jaromir ; Kacperczyk, Marcin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12870.

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2018Liability Structure and Risk-Taking: Evidence from the Money Market Fund Industry. (2018). Giannetti, Mariassunta ; Jager, Ivika ; Baghai, Ramin P. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13151.

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2018Stock Price Rewards to Climate Saints and Sinners: Evidence from the Trump Election. (2018). Ramelli, Stefano ; Ziegler, Alexandre ; Zeckhauser, Richard ; Wagner, Alexander F. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13206.

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2018Investing in managerial honesty. (2018). Gibson, Rajna ; Wagner, Alexander F ; Tanner, Carmen ; Sohn, Matthias. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13207.

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2018Analyzing the Aftermath of a Compensation Reduction. (2018). Sandvik, Jason ; Stanton, Christopher ; Seegert, Nathan ; Saouma, Richard. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13242.

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2018Survey: Rational Inattention, a Disciplined Behavioral Model. (2018). Wiederholt, Mirko ; Matejka, Filip ; MacKowiak, Bartosz Adam. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13243.

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2018Behavioral Inattention. (2018). Gabaix, Xavier. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13268.

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2018Long Run Growth of Financial Data Technology. (2018). Farboodi, Maryam ; Veldkamp, Laura. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13278.

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2018A retrospective on the subprime crisis and its aftermath ten years after Lehmans collapse. (2018). Cukierman, Alex. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13373.

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2018Characteristics of Mutual Fund Portfolios: Where Are the Value Funds?. (2018). Lettau, Martin ; Manoel, Paulo ; Ludvigson, Sydney. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13395.

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2019When investors call for climate responsibility, how do mutual funds respond?. (2019). Ceccarelli, Marco ; Wagner, Alexander F ; Ramelli, Stefano. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13599.

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2019Incentive-driven Inattention. (2019). Gaglianone, Wagner ; Skreta, Vasiliki ; Issler, Joao ; Giacomini, Raffaella. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13619.

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2017The Behavior of Stock Prices during Lent and Advent. (2017). Dumitriu, Ramona ; Stefanescu, Razvan. In: Risk in Contemporary Economy. RePEc:ddj:fserec:y:2017:p:95-112.

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2019Does liquidity regulation impede the liquidity profile of collateral?. (2019). Schmidt, Kirsten. In: Working Paper Series. RePEc:ecb:ecbwps:20192256.

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2018Returns of Islamic Stocks in Saudi Arabia: Segmentation and Risk-Aversion. (2018). Al-Awadhi, Abdullah M ; Al-Mutairi, Ahmad F ; Bash, Ahmad. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-02-28.

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2017Organized labor, audit quality, and internal control. (2017). Bryan, David B. In: Advances in accounting. RePEc:eee:advacc:v:36:y:2017:i:c:p:11-26.

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2017Fair value accounting and analyst forecast accuracy. (2017). Ayres, Douglas ; Myring, Mark ; Huang, Xuerong. In: Advances in accounting. RePEc:eee:advacc:v:37:y:2017:i:c:p:58-70.

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2017Firm network structure and innovation. (2017). Chuluun, Tuugi ; Upadhyay, Arun ; Prevost, Andrew. In: Journal of Corporate Finance. RePEc:eee:corfin:v:44:y:2017:i:c:p:193-214.

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2017Truncation bias corrections in patent data: Implications for recent research on innovation. (2017). Dass, Nishant ; Xiao, Steven Chong ; Nanda, Vikram. In: Journal of Corporate Finance. RePEc:eee:corfin:v:44:y:2017:i:c:p:353-374.

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2017Do financial analysts play a role in shaping the rival response of target firms? International evidence. (2017). Li, Donghui ; Murong, Michael ; An, Zhe ; Chen, Zhian. In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:84-103.

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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.

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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.

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2018Employees risk attitude and corporate risk taking: Evidence from pension asset allocations. (2018). Guan, Yanling ; Tang, Dragon Yongjun. In: Journal of Corporate Finance. RePEc:eee:corfin:v:48:y:2018:i:c:p:261-274.

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2018Institutional investor monitoring motivation and the marginal value of cash. (2018). Ward, Charles ; Zeng, Yeqin ; Yin, Chao. In: Journal of Corporate Finance. RePEc:eee:corfin:v:48:y:2018:i:c:p:49-75.

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

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2018Corporate social responsibility and seasoned equity offerings. (2018). Dutordoir, Marie ; Sun, Ping ; Strong, Norman C. In: Journal of Corporate Finance. RePEc:eee:corfin:v:50:y:2018:i:c:p:158-179.

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2018Analyst coverage and the quality of corporate investment decisions. (2018). Navone, Marco ; Wu, Eliza ; To, Thomas Y. In: Journal of Corporate Finance. RePEc:eee:corfin:v:51:y:2018:i:c:p:164-181.

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2018Publication patterns and coauthorship in the Journal of Corporate Finance. (2018). Andrikopoulos, Andreas ; Trichas, Georgios. In: Journal of Corporate Finance. RePEc:eee:corfin:v:51:y:2018:i:c:p:98-108.

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2018Institutional trading and Abel Noser data. (2018). Hu, Gang ; Xie, Jing ; Wang, Yi Alex ; Jo, Koren M. In: Journal of Corporate Finance. RePEc:eee:corfin:v:52:y:2018:i:c:p:143-167.

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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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2019Investor tastes: Implications for asset pricing in the public debt market. (2019). Shafron, Emily. In: Journal of Corporate Finance. RePEc:eee:corfin:v:55:y:2019:i:c:p:6-27.

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2019Should business groups be in finance? Evidence from Indian mutual funds. (2019). Pareek, Ankur ; Anagol, Santosh. In: Journal of Development Economics. RePEc:eee:deveco:v:139:y:2019:i:c:p:229-248.

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2017Comparative risk adjusted performance of Islamic, socially responsible and conventional funds: Evidence from United Kingdom. (2017). Mirza, Nawazish ; Fu, Mingli ; Naqvi, Bushra ; Reddy, Krishna. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:233-243.

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2017Learning about individual managers’ performance in UK pension funds: The importance of specialization. (2017). Alda, Mercedes ; Sarto, Jose Luis ; Andreu, Laura. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:654-667.

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2017Environmental and Financial Performance of Fossil Fuel Firms: A Closer Inspection of their Interaction. (2017). Scholtens, Bert ; Gonenc, Halit . In: Ecological Economics. RePEc:eee:ecolec:v:132:y:2017:i:c:p:307-328.

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2017The real effects of sustainable & responsible investing?. (2017). Vanwalleghem, Dieter. In: Economics Letters. RePEc:eee:ecolet:v:156:y:2017:i:c:p:10-14.

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

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2017Analyst coverage network and stock return comovement in emerging markets. (2017). Marcet, Francisco. In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:1-27.

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Works by Marcin Kacperczyk:


YearTitleTypeCited
2010When Safe Proved Risky: Commercial Paper during the Financial Crisis of 2007-2009 In: Journal of Economic Perspectives.
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2009When Safe Proved Risky: Commercial Paper During the Financial Crisis of 2007-2009.(2009) In: NBER Working Papers.
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2005On the Industry Concentration of Actively Managed Equity Mutual Funds In: Journal of Finance.
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article178
2004On the Industry Concentration of Actively Managed Equity Mutual Funds.(2004) In: NBER Working Papers.
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2007Fund Manager Use of Public Information: New Evidence on Managerial Skills In: Journal of Finance.
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2014Time-Varying Fund Manager Skill In: Journal of Finance.
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article88
2012Time-Varying Fund Manager Skill.(2012) In: CEPR Discussion Papers.
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2011Time-Varying Fund Manager Skill.(2011) In: NBER Working Papers.
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This paper has another version. Agregated cites: 88
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When are Mutual Fund Investors Smart? Evidence from Conditional Fund Flows In: GSIA Working Papers.
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2017The Private Production of Safe Assets In: CEPR Discussion Papers.
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paper2
2017The Private Production of Safe Assets.(2017) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 2
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2011Labor Unions, Operating Flexibility, and the Cost of Equity In: Journal of Financial and Quantitative Analysis.
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article68
2002Do Optimists Grow Faster and Invest More? In: Royal Economic Society Annual Conference 2002.
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2004A Bayesian semiparametric approach to pricing the S&P 500 index options In: Econometric Society 2004 North American Winter Meetings.
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2017The unintended consequences of the zero lower bound policy In: Journal of Financial Economics.
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article23
2016The Unintended Consequences of the Zero Lower Bound Policy.(2016) In: NBER Working Papers.
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2009The price of sin: The effects of social norms on markets In: Journal of Financial Economics.
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article287
2015Investor sophistication and capital income inequality In: NBP Working Papers.
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paper28
2014Investor Sophistication and Capital Income Inequality.(2014) In: NBER Working Papers.
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This paper has another version. Agregated cites: 28
paper
2005Unobserved Actions of Mutual Funds In: NBER Working Papers.
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paper111
2008Unobserved Actions of Mutual Funds.(2008) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 111
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2009Is Investor Rationality Time Varying? Evidence from the Mutual Fund Industry In: NBER Working Papers.
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paper6
2016Is Investor Rationality Time Varying? Evidence from the Mutual Fund Industry*.(2016) In: World Scientific Book Chapters.
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2009Rational Attention Allocation Over the Business Cycle In: NBER Working Papers.
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paper10
2011Implicit Guarantees and Risk Taking: Evidence from Money Market Funds In: NBER Working Papers.
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2010Competition and Bias In: The Quarterly Journal of Economics.
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article44
2013How Safe Are Money Market Funds? In: The Quarterly Journal of Economics.
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article34
2011Do Nonfinancial Stakeholders Affect the Pricing of Risky Debt? Evidence from Unionized Workers In: Review of Finance.
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article43
2009Recessions are a Time to Shine: A theory of attention allocation over the business cycle In: 2009 Meeting Papers.
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2013Investor Polarization, Trading Volume, and Return Dynamics In: 2013 Meeting Papers.
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2017Market Power and Informational Efficiency In: 2017 Meeting Papers.
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paper0
2013A new class of Bayesian semi-parametric models with applications to option pricing In: Quantitative Finance.
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2016A Rational Theory of Mutual Funds Attention Allocation In: Econometrica.
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article28

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