Marcin Kacperczyk : Citation Profile


Are you Marcin Kacperczyk?

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

13

H index

14

i10 index

1243

Citations

RESEARCH PRODUCTION:

15

Articles

27

Papers

1

Chapters

RESEARCH ACTIVITY:

   17 years (2002 - 2019). See details.
   Cites by year: 73
   Journals where Marcin Kacperczyk has often published
   Relations with other researchers
   Recent citing documents: 376.    Total self citations: 11 (0.88 %)

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   Permalink: http://citec.repec.org/pka457
   Updated: 2020-05-23    RAS profile: 2020-02-26    
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Relations with other researchers


Works with:

Nosal, Jaromir (3)

Stevens, Luminita (3)

Perignon, Christophe (3)

Van Nieuwerburgh, Stijn (2)

Veldkamp, Laura (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 (20)

Stambaugh, Robert (19)

Scholtens, Bert (11)

Tortosa-Ausina, Emili (10)

Shleifer, Andrei (10)

Gennaioli, Nicola (9)

Sialm, Clemens (8)

Acharya, Viral (8)

Gallagher, David (7)

Schnabl, Philipp (6)

Dam, Lammertjan (6)

Cites to:

Veldkamp, Laura (10)

Van Nieuwerburgh, Stijn (9)

Sialm, Clemens (9)

Pastor, Lubos (8)

Hong, Harrison (7)

Shleifer, Andrei (6)

Zheng, Lu (6)

Gennaioli, Nicola (5)

Stein, Jeremy (5)

Seru, Amit (5)

Metrick, Andrew (5)

Main data


Where Marcin Kacperczyk has published?


Journals with more than one article published# docs
Journal of Finance3
The Quarterly Journal of Economics2
Journal of Financial Economics2
Review of Financial Studies2

Recent works citing Marcin Kacperczyk (2019 and 2018)


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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2019The pricing of green bonds: are financial institutions special?. (2019). Rancan, Michela ; Fatica, Serena ; Panzica, Roberto. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:157.

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

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2018Better to stay apart: asset commonality, bipartite network centrality, and investment strategies. (2018). Spelta, Alessandro ; Pammolli, Fabio ; Lillo, Fabrizio ; Flori, Andrea. 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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2020Holding-Based Evaluation upon Actively Managed Stock Mutual Funds in China. (2020). Peng, Huimin. In: Papers. RePEc:arx:papers:2004.05322.

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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). Perotti, Enrico ; Ahnert, Toni. 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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2019Loss Aversion and Search for Yield in Emerging Markets Sovereign Debt. (2019). Sabbadini, Ricardo. In: Working Papers Series. RePEc:bcb:wpaper:500.

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

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2019Global Liquidity and Impairment of Local Monetary Policy. (2019). Peydro, Jose-Luis ; Gulen, Eda ; Fendolu, Salih. In: Working Papers. RePEc:bge:wpaper:1131.

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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). Wroblewski, Caleb ; Tabova, Alexandra ; Ammer, John. In: BIS Working Papers. RePEc:bis:biswps:687.

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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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2019Performance attribution of mutual funds in India: outperformance or mis‐representation?. (2019). Chauhan, Gaurav Singh. In: Accounting and Finance. RePEc:bla:acctfi:v:59:y:2019:i:s1:p:383-409.

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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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2019Can Mutual Fund Investors Distinguish Good from Bad Managers?. (2019). Verbeek, Marno ; Dyakov, Teodor . In: International Review of Finance. RePEc:bla:irvfin:v:19:y:2019:i:3:p:505-540.

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2019Monetary Policy and Money Market Funds. (2019). Dunne, Peter ; Bua, Giovanna. In: Economic Letters. RePEc:cbi:ecolet:9/el/19.

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2019Money Market Funds and Unconventional Monetary Policy. (2019). Dunne, Peter ; Sorbo, Jacopo ; 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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2018Heterogeneity and Persistence in Returns to Wealth. (2018). Malacrino, Davide ; Fagereng, Andreas ; Pistaferri, Luigi ; 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, Jürg ; Kuhn, Andreas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7519.

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2019Labor in the Boardroom. (2019). Heining, Jorg ; Schoefer, Benjamin ; Jager, Simon. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7980.

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2020Contagion of Fear. (2020). Richardson, Gary ; Mitchener, Kris James. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8172.

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2018Learning in Crowded Markets. (2018). Kondor, Péter ; 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). Losada, Ramiro ; Laborda, Ricardo. In: CNMV Working Papers. RePEc:cnv:wpaper:dt_65en.

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2019The Less I Know The Better? A Model of Rational Attention and Experimentation. (2019). Chaves, Juan-Camilo. In: Documentos CEDE. RePEc:col:000089:017606.

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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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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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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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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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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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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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2019Do Any Economists Have Superior Forecasting Skills?. (2019). Zhu, Yinchu ; Timmermann, Allan ; Qu, Ritong. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14112.

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2019Bond Funds and Credit Risk. (2019). Dasgupta, Amil ; Choi, Jaewon ; Jimmy, Ji Yeol. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14134.

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2019Labor in the Boardroom. (2019). Jager, Simon. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14151.

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2019Sustainable Investing in Equilibrium. (2019). Taylor, Lucian ; Stambaugh, Robert F ; Pastor, Lubo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14171.

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2020K-Returns to Education. (2020). Pistaferri, Luigi ; Holm, Martin ; Guiso, Luigi ; Fagereng, Andreas. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14310.

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2020Investors Appetite for Money-Like Assets: The MMF Industry after the 2014 Regulatory Reform. (2020). la Spada, Gabriele ; Cipriani, Marco. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14375.

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2020The market events of mid-September 2019. (2020). Afonso, Gara ; Cipriani, Marco ; Copeland, Adam ; Kovner, Anna ; la Spada, Gabriele ; Martin, Antoine. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14467.

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2020Contagion of Fear. (2020). Mitchener, Kris James ; Richardson, Gary. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14510.

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2020Investor Horizons and Employee Satisfaction: A test of the long-term perspective vision of CSR. (2020). Petit-Romec, Arthur ; Garel, Alexandre. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00071.

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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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2020Monetary policy and bank stability: the analytical toolbox reviewed. (2020). Popov, Alexander ; Marques-Ibanez, David ; Albertazzi, Ugo ; Barbiero, Francesca ; Marques-Ibaez, David ; Dacri, Costanza Rodriguez ; Vlassopoulos, Thomas . In: Working Paper Series. RePEc:ecb:ecbwps:20202377.

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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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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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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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2019Institutional investors and corporate social responsibility. (2019). Varma, Abhishek ; Sulaeman, Johan ; Nofsinger, John R. In: Journal of Corporate Finance. RePEc:eee:corfin:v:58:y:2019:i:c:p:700-725.

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2020Exploring the families of origin of LGBTQ former foster youth and their trajectories throughout care. (2020). Mountz, Sarah ; Capous-Desyllas, Moshoula. In: Children and Youth Services Review. RePEc:eee:cysrev:v:109:y:2020:i:c:s0190740919308187.

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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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2020The distribution of information and the price efficiency of markets. (2020). Porter, David ; Corgnet, Brice ; Desantis, Mark. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:110:y:2020:i:c:s0165188919300314.

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2019The effect of short sale constraints on analyst forecast quality: Evidence from a natural experiment in China. (2019). Lin, Bingxuan ; Xu, Xiaowei. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:338-347.

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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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2019A retrospective on the subprime crisis and its aftermath ten years after Lehman’s collapse. (2019). Cukierman, Alex. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:3:s0939362518304631.

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2019Pricing sin stocks: Ethical preference vs. risk aversion. (2019). Gioffré, Alessandro ; Curatola, Giuliano ; Colonnello, Stefano ; Gioffre, Alessandro. In: European Economic Review. RePEc:eee:eecrev:v:118:y:2019:i:c:p:69-100.

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2020Socially responsible investments among parents and adult children. (2020). Hellstrom, Jorgen ; Olsson, Rickard ; Lapanan, Nicha. In: European Economic Review. RePEc:eee:eecrev:v:121:y:2020:i:c:s0014292119301886.

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

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2019Religious beliefs, socially responsible investment, and cost of debt: Evidence from entrepreneurial firms in India. (2019). Haider, Zulfiquer Ali ; Gill, Amarjit ; Xu, Yuan ; Li, Changhong ; Wang, Yuan. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:102-114.

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2019The Stock Liquidity of Banks: A Comparison between Islamic and Conventional Banks in Emerging Economies. (2019). Chen, Ruiyuan ; Boubakri, Narjess ; Li, Xinming ; Guedhami, Omrane. In: Emerging Markets Review. RePEc:eee:ememar:v:39:y:2019:i:c:p:210-224.

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2017Do short sellers exploit industry information?. (2017). Zhang, Weina ; Huszar, Zsuzsa R. In: Journal of Empirical Finance. RePEc:eee:empfin:v:41:y:2017:i:c:p:118-139.

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2018Market timing over the business cycle. (2018). Sander, Magnus . In: Journal of Empirical Finance. RePEc:eee:empfin:v:46:y:2018:i:c:p:130-145.

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

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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article95
2009When Safe Proved Risky: Commercial Paper During the Financial Crisis of 2007-2009.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 95
paper
2005On the Industry Concentration of Actively Managed Equity Mutual Funds In: Journal of Finance.
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article189
2004On the Industry Concentration of Actively Managed Equity Mutual Funds.(2004) In: NBER Working Papers.
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This paper has another version. Agregated cites: 189
paper
2007Fund Manager Use of Public Information: New Evidence on Managerial Skills In: Journal of Finance.
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article69
2014Time-Varying Fund Manager Skill In: Journal of Finance.
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article96
2012Time-Varying Fund Manager Skill.(2012) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 96
paper
2011Time-Varying Fund Manager Skill.(2011) In: NBER Working Papers.
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This paper has another version. Agregated cites: 96
paper
When are Mutual Fund Investors Smart? Evidence from Conditional Fund Flows In: GSIA Working Papers.
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paper0
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
paper
2017The Private Production of Safe Assets.(2017) In: HEC Research Papers Series.
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This paper has another version. Agregated cites: 2
paper
2018Investor Sophistication and Capital Income Inequality In: CEPR Discussion Papers.
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paper36
2019Investor sophistication and capital income inequality.(2019) In: Journal of Monetary Economics.
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This paper has another version. Agregated cites: 36
article
2015Investor sophistication and capital income inequality.(2015) In: NBP Working Papers.
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This paper has another version. Agregated cites: 36
paper
2014Investor Sophistication and Capital Income Inequality.(2014) In: NBER Working Papers.
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This paper has another version. Agregated cites: 36
paper
2018Chasing Private Information In: CEPR Discussion Papers.
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paper2
2019Chasing Private Information.(2019) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 2
article
2019Becker Meets Kyle: Inside Insider Trading In: CEPR Discussion Papers.
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paper0
2019Swing Pricing and Fragility in Open-end Mutual Funds In: CEPR Discussion Papers.
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paper0
2019Swing Pricing and Fragility in Open-end Mutual Funds.(2019) In: IMF Working Papers.
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This paper has another version. Agregated cites: 0
paper
2011Labor Unions, Operating Flexibility, and the Cost of Equity In: Journal of Financial and Quantitative Analysis.
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article71
2002Do Optimists Grow Faster and Invest More? In: Royal Economic Society Annual Conference 2002.
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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.
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article42
2016The Unintended Consequences of the Zero Lower Bound Policy.(2016) In: NBER Working Papers.
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This paper has another version. Agregated cites: 42
paper
2009The price of sin: The effects of social norms on markets In: Journal of Financial Economics.
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article326
2005Unobserved Actions of Mutual Funds In: NBER Working Papers.
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paper120
2008Unobserved Actions of Mutual Funds.(2008) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 120
article
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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This paper has another version. Agregated cites: 6
chapter
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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paper6
2018Do Foreign Investors Improve Market Efficiency? In: NBER Working Papers.
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paper2
2010Competition and Bias In: The Quarterly Journal of Economics.
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article50
2013How Safe Are Money Market Funds? In: The Quarterly Journal of Economics.
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article37
2011Do Nonfinancial Stakeholders Affect the Pricing of Risky Debt? Evidence from Unionized Workers In: Review of Finance.
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article47
2018Does Aggregate Buyer Satisfaction affect Household Consumption Growth? In: DOCFRADIS Working Papers.
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paper0
2009Recessions are a Time to Shine: A theory of attention allocation over the business cycle In: 2009 Meeting Papers.
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paper0
2013Investor Polarization, Trading Volume, and Return Dynamics In: 2013 Meeting Papers.
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paper0
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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article0
2016A Rational Theory of Mutual Funds Attention Allocation In: Econometrica.
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article36

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