Patrick Joseph Kelly : Citation Profile


Are you Patrick Joseph Kelly?

University of Melbourne

4

H index

4

i10 index

360

Citations

RESEARCH PRODUCTION:

8

Articles

7

Papers

RESEARCH ACTIVITY:

   11 years (2010 - 2021). See details.
   Cites by year: 32
   Journals where Patrick Joseph Kelly has often published
   Relations with other researchers
   Recent citing documents: 74.    Total self citations: 4 (1.1 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pke224
   Updated: 2022-11-19    RAS profile: 2021-12-29    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Kuzmina, Olga (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Patrick Joseph Kelly.

Is cited by:

Kim, Jae (14)

Lim, Kian-Ping (10)

Darné, Olivier (10)

Bartram, Söhnke (8)

Zaremba, Adam (7)

Stulz, René (5)

Shamsuddin, Abul (5)

Dang, Tung (5)

Hooy, Chee-Wooi (5)

Shen, Dehua (4)

Johansson, Anders (3)

Cites to:

Beck, Thorsten (12)

Demirguc-Kunt, Asli (12)

Maksimovic, Vojislav (11)

Weiss, Andrew (6)

Brown, Stephen (6)

Stiglitz, Joseph (6)

Diebold, Francis (6)

Goetzmann, William (6)

Harvey, Campbell (5)

Bartram, Söhnke (5)

Sialm, Clemens (5)

Main data


Where Patrick Joseph Kelly has published?


Journals with more than one article published# docs
Journal of Banking & Finance3
Review of Financial Studies2

Working Papers Series with more than one paper published# docs
Working Papers / New Economic School (NES)3
Working Papers / Center for Economic and Financial Research (CEFIR)3

Recent works citing Patrick Joseph Kelly (2022 and 2021)


YearTitle of citing document
2021Gender diversity in corporate boards: Evidence from quota-implied discontinuities. (2021). Melentyeva, Valentina ; Kuzmina, Olga. In: Working Papers. RePEc:abo:neswpt:w0282.

Full description at Econpapers || Download paper

2022Stock returns and inflation shocks in weaker economic times. (2022). Sun, Licheng ; Stivers, Chris ; Connolly, Robert A. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:3:p:827-867.

Full description at Econpapers || Download paper

2021Media attention and firm value: International evidence. (2021). Dang, Tung ; Nguyen, Manh T. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:3:p:865-894.

Full description at Econpapers || Download paper

2021Earning investor trust: The role of past earnings management. (2021). Wagner, Alexander F ; Eugster, Florian. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:48:y:2021:i:1-2:p:269-307.

Full description at Econpapers || Download paper

2021Freedom of the press and corporate misconduct. (2021). Nguyen, Trang. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:48:y:2021:i:9-10:p:1668-1710.

Full description at Econpapers || Download paper

2021A review of the Post-Earnings-Announcement Drift. (2021). Fink, Josef. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303750.

Full description at Econpapers || Download paper

2022Does mixed-ownership reform restrain stock price synchronicity? Evidence from China. (2022). Wang, Hua ; Areef, Shadi Emad ; Nahar, Shamsun ; Cheng, Sijia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:390-404.

Full description at Econpapers || Download paper

2021Is stock price informativeness shaped by our genes?. (2021). Petrescu, Daiana Florina ; Todea, Alexandru. In: Economic Modelling. RePEc:eee:ecmode:v:103:y:2021:i:c:s0264999321001851.

Full description at Econpapers || Download paper

2021Information transmission between large shareholders and stock volatility. (2021). Wang, Lidan ; Zhang, Yongjie ; Li, Jie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001613.

Full description at Econpapers || Download paper

2021Investor sentiment and stock returns: Global evidence. (2021). Duxbury, Darren ; Su, Chen ; Wang, Wenzhao. In: Journal of Empirical Finance. RePEc:eee:empfin:v:63:y:2021:i:c:p:365-391.

Full description at Econpapers || Download paper

2022Bank ownership and stock price informativeness. Does politics matter?. (2022). Lin, Kun-Li ; Doan, Anh-Tuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921003069.

Full description at Econpapers || Download paper

2021Quantifying financial market dynamics: Scaling law in rank mobility of Chinese stock prices. (2021). Yu, Miao ; Shi, Yongbin ; Wang, Yougui ; Ch, Plamen ; Chen, Liujun. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s154461231931308x.

Full description at Econpapers || Download paper

2021Do stocks outperform treasury bills in international markets?. (2021). Visaltanachoti, Nuttawat ; Nguyen, Nhut H ; Marshall, Ben R ; Fang, Jiali. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612319314916.

Full description at Econpapers || Download paper

2021Stock price synchronicity and price informativeness: Evidence from a regulatory change in the U.S. banking industry. (2021). Zheng, Yeliangzi ; Bouslah, Kais ; Abedifar, Pejman. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320309855.

Full description at Econpapers || Download paper

2021Transient emotions, perceptions of well-being, and mutual fund flows. (2021). Dayani, Arash ; Bazley, William J ; Jannati, Sima. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316391.

Full description at Econpapers || Download paper

2021Asymmetric information in the equity market and information flow from the equity market to the CDS market. (2021). Park, Yuen Jung ; Kim, Tong Suk. In: Journal of Financial Markets. RePEc:eee:finmar:v:55:y:2021:i:c:s1386418120300768.

Full description at Econpapers || Download paper

2021Does it pay to follow anomalies research? Machine learning approach with international evidence. (2021). Hronec, Martin ; Tobek, Ondrej. In: Journal of Financial Markets. RePEc:eee:finmar:v:56:y:2021:i:c:s1386418120300574.

Full description at Econpapers || Download paper

2021Who should be afraid of infections? Pandemic exposure and the cross-section of stock returns. (2021). Zaremba, Adam ; Cakici, Nusret. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000524.

Full description at Econpapers || Download paper

2022Does market openness mitigate the impact of culture? An examination of international momentum profits and post-earnings-announcement drift. (2022). Holmes, Phil ; Guo, Jiaqi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001712.

Full description at Econpapers || Download paper

2022Co-skewness and expected return: Evidence from international stock markets. (2022). Liu, Ming ; Kot, Hung Wan ; Dong, Liang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001852.

Full description at Econpapers || Download paper

2022The market impact of private information before corporate Announcements: Evidence from Turkey. (2022). Simsir, Serif Aziz ; Simsek, Koray D. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001007.

Full description at Econpapers || Download paper

2022Meet the press: Survey evidence on financial journalists as information intermediaries. (2022). Sharp, Nathan Y ; Maksymov, Eldar ; Emett, Scott A ; Call, Andrew C. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:73:y:2022:i:2:s0165410121000707.

Full description at Econpapers || Download paper

2021Country governance and international equity returns. (2021). Visaltanachoti, Nuttawat ; Nguyen, Nhut H ; Marshall, Ben R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:122:y:2021:i:c:s037842662030248x.

Full description at Econpapers || Download paper

2021Liquidity and the cross-section of international stock returns. (2021). Zaremba, Adam ; Cakici, Nusret. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:127:y:2021:i:c:s0378426621000819.

Full description at Econpapers || Download paper

2021Guidelines for asset pricing research using international equity data from Thomson Reuters Datastream. (2021). Skouras, Spyros ; Landis, Conrad. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:130:y:2021:i:c:s0378426621000868.

Full description at Econpapers || Download paper

2021Private information in trades, R2, and large stock price movements. (2021). Yildiz, Serhat ; van Ness, Robert. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:131:y:2021:i:c:s0378426621001539.

Full description at Econpapers || Download paper

2021Macroeconomic news announcements and market efficiency: Evidence from the U.S. Treasury market. (2021). Lo, Ingrid ; Lin, Hai ; Qiao, Rui. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002119.

Full description at Econpapers || Download paper

2021Negative news and the stock market impact of tone in rating reports. (2021). Rieber, Alexander ; Norden, Lars ; Loffler, Gunter. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002120.

Full description at Econpapers || Download paper

2022Common ownership, price informativeness, and corporate investment. (2022). Yezegel, Ari ; Kang, Namho ; Ji, IN. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:135:y:2022:i:c:s0378426621003241.

Full description at Econpapers || Download paper

2022The Winner Takes It All: Investor Sentiment and the Eurovision Song Contest. (2022). Abudy, Menachem ; Shust, Efrat ; Mugerman, Yevgeny. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:137:y:2022:i:c:s0378426622000322.

Full description at Econpapers || Download paper

2022The cash conversion cycle spread: International evidence. (2022). Tan, Yongxian ; Choy, Siu Kai ; Chen, Catherine Huirong. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:140:y:2022:i:c:s037842662200111x.

Full description at Econpapers || Download paper

2021Flying under the radar: The effects of short-sale disclosure rules on investor behavior and stock prices. (2021). Smajlbegovic, Esad ; Roling, Christoph ; Jank, Stephan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:1:p:209-233.

Full description at Econpapers || Download paper

2021Global market inefficiencies. (2021). Bartram, Söhnke ; Grinblatt, Mark. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:1:p:234-259.

Full description at Econpapers || Download paper

2021Voluntary disclosure with evolving news. (2021). An, Byeong-Je ; Aghamolla, Cyrus. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:1:p:21-53.

Full description at Econpapers || Download paper

2021The Halloween indicator, “Sell in May and Go Away”: Everywhere and all the time. (2021). Jacobsen, Ben ; Zhang, Cherry Y. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302242.

Full description at Econpapers || Download paper

2022Firms’ exposures to geographic risks. (2022). Marston, Richard C ; Gabuniya, Tymur ; Dumas, Bernard. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s026156062100200x.

Full description at Econpapers || Download paper

2021Speculation and the informational efficiency of commodity futures markets. (2021). Sulewski, Christoph ; Putz, Alexander ; Bohl, Martin T. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:23:y:2021:i:c:s2405851320300362.

Full description at Econpapers || Download paper

2022Upward/downward multifractality and efficiency in metals futures markets: The impacts of financial and oil crises. (2022). Kang, Sanghoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000940.

Full description at Econpapers || Download paper

2022The importance of distinguishing between precious and industrial metals when investing in mining stocks. (2022). Lazzarino, Marco ; Berrill, Jenny ; Evi, Aleksandar. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722002501.

Full description at Econpapers || Download paper

2021Reversal returns and expected returns from liquidity provision: Evidence from emerging markets. (2021). Sadaqat, Mohsin ; Hogholm, Kenneth ; Butt, Hilal Anwar. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:59:y:2021:i:c:s1042444x20300530.

Full description at Econpapers || Download paper

2021Do managers pay attention to the market? A review of the relationship between stock price informativeness and investment. (2021). Silva, Paulo ; da Silva, Paulo Pereira. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:59:y:2021:i:c:s1042444x20300645.

Full description at Econpapers || Download paper

2021Revisiting momentum profits in emerging markets. (2021). Sadaqat, Mohsin ; Kolari, James W ; Butt, Hilal Anwar. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:65:y:2021:i:c:s0927538x20306983.

Full description at Econpapers || Download paper

2021Trade integration and research and development investment as a proxy for idiosyncratic risk in the cross-section of stock returns. (2021). Lopez-Perez, Victoria M ; Alonso-Conde, Ana B ; Rojo-Suarez, Javier ; Galicia-Sanguino, Lucia. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x2100130x.

Full description at Econpapers || Download paper

2021False discoveries in the anomaly research: New insights from the Stock Exchange of Melbourne (1927–1987). (2021). Zaremba, Adam ; Pham, Nga ; Bianchi, Robert J ; Cakici, Nusret. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:70:y:2021:i:c:s0927538x21001827.

Full description at Econpapers || Download paper

2022The world price of tail risk. (2022). Yang, Cheol-Won ; Lee, Kuan-Hui. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:71:y:2022:i:c:s0927538x21002031.

Full description at Econpapers || Download paper

2021Halloween effect and active fund management. (2021). Samios, Yiannis ; Kenourgios, Dimitris. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:534-544.

Full description at Econpapers || Download paper

2022The Fama-French five-factor model and emerging market equity returns. (2022). Mosoeu, Selebogo ; Kodongo, Odongo. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:85:y:2022:i:c:p:55-76.

Full description at Econpapers || Download paper

2021Stock price crashes in emerging markets. (2021). Qin, Yafeng ; Zhang, Huiping ; Bai, Min. In: International Review of Economics & Finance. RePEc:eee:reveco:v:72:y:2021:i:c:p:466-482.

Full description at Econpapers || Download paper

2022Foreign ownership and productivity. (2022). Abdoh, Hussein ; Liu, YU ; Xu, Jian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:624-642.

Full description at Econpapers || Download paper

2021Big data, news diversity and financial market crash. (2021). Boubaker, Sabri ; Zhai, Ling ; Liu, Zhenya. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:168:y:2021:i:c:s0040162521001876.

Full description at Econpapers || Download paper

2022Exploring the language heterogeneity strategies of European think tanks. (2022). Garcia-Garcia, Juan Manuel ; Castello-Sirvent, Fernando. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:174:y:2022:i:c:s0040162521007307.

Full description at Econpapers || Download paper

2021Information Asymmetry, Ownership Structure and Cost of Equity Capital: The Formation for Open Innovation. (2021). Setiawan, Doddy ; Muslim, Ade Imam. In: JOItmC. RePEc:gam:joitmc:v:7:y:2021:i:1:p:48-:d:489117.

Full description at Econpapers || Download paper

2021What Should Be Focused on When Digital Transformation Hits Industries? Literature Review of Business Management Adaptability. (2021). Agyemang, Daniel Yamoah ; Fong, Patrick Sik-Wah ; Zhang, YI. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:23:p:13447-:d:695313.

Full description at Econpapers || Download paper

2021Impact of Environmental Disaster Movies on Corporate Environmental and Financial Performance. (2021). Park, Kwangwoo ; Kim, Henry Hyun-Do. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:2:p:559-:d:477197.

Full description at Econpapers || Download paper

2021Impacts of International Sports Events on the Stock Market: Evidence from the Announcement of the 18th Asian Games and 30th Southeast Asian Games. (2021). Alam, Md. Mahmudul ; Dewi, Rani ; Harjito, Dwipraptono. In: Post-Print. RePEc:hal:journl:hal-03538176.

Full description at Econpapers || Download paper

2021News sentiment and stock market volatility. (2021). Yang, Jimmy J ; Lu, Yang-Cheng ; Hsu, Yen-Ju . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:57:y:2021:i:3:d:10.1007_s11156-021-00971-8.

Full description at Econpapers || Download paper

2021Impacts of International Sports Events on the Stock Market: Evidence from the Announcement of the 18th Asian Games and 30th Southeast Asian Games. (2021). Alam, Md. Mahmudul ; Harjito, Dwipraptono Agus ; Kusuma, Rani Ayu. In: OSF Preprints. RePEc:osf:osfxxx:4dgne.

Full description at Econpapers || Download paper

2021A Structural Model of Market Friction with Time-Varying Volatility. (2021). Grassi, Stefano ; Buccheri, Giuseppe ; Vocalelli, Giorgio. In: CEIS Research Paper. RePEc:rtv:ceisrp:506.

Full description at Econpapers || Download paper

2022The effects of environmental performance on competitiveness and innovation: a stochastic frontier approach for Colombia. (2022). Poveda, Alexander Cotte ; Pardo, Clara Ines. In: Environment Systems and Decisions. RePEc:spr:envsyd:v:42:y:2022:i:1:d:10.1007_s10669-021-09828-w.

Full description at Econpapers || Download paper

2022Earnings quality measures and stock return volatility in South Africa. (2022). Nomlala, Bomi Cyril ; Olarewaju, Odunayo Magret ; Mbonigaba, Josue ; Fonou-Dombeu, Nyanine Chuele. In: Future Business Journal. RePEc:spr:futbus:v:8:y:2022:i:1:d:10.1186_s43093-022-00115-x.

Full description at Econpapers || Download paper

2021Navigating the factor zoo around the world: an institutional investor perspective. (2021). Bartram, Söhnke ; Pope, Peter F ; Lohre, Harald ; Ranganathan, Ananthalakshmi. In: Journal of Business Economics. RePEc:spr:jbecon:v:91:y:2021:i:5:d:10.1007_s11573-021-01035-y.

Full description at Econpapers || Download paper

2022Earnings announcement return extrapolation. (2022). Karolyi, Stephen A ; Ertan, Aytekin ; Stoumbos, Robert ; Kelly, Peter W. In: Review of Accounting Studies. RePEc:spr:reaccs:v:27:y:2022:i:1:d:10.1007_s11142-021-09593-w.

Full description at Econpapers || Download paper

2022Impact of national media reporting concerning COVID-19 on stock market in China: empirical evidence from a quantile regression. (2022). Yu, Jiayi ; Jiang, Yanhui ; Hong, Yun ; Zhang, Feipeng. In: Applied Economics. RePEc:taf:applec:v:54:y:2022:i:33:p:3861-3881.

Full description at Econpapers || Download paper

2021Financial Reporting and Trade Credit: Evidence from Mandatory IFRS Adoption. (2021). Saffar, Walid ; Ng, Jeffrey ; Li, Xiao. In: Contemporary Accounting Research. RePEc:wly:coacre:v:38:y:2021:i:1:p:96-128.

Full description at Econpapers || Download paper

2021Earnings informativeness and trading frequency: Evidence from African markets. (2021). Kyiu, Anthony K ; Li, Hao. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1064-1086.

Full description at Econpapers || Download paper

2021OPEC meetings, oil market volatility and herding behaviour in the Saudi Arabia stock market. (2021). Awartani, Basel ; Gabbori, Dina ; Virk, Nader ; Maghyereh, Aktham. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:870-888.

Full description at Econpapers || Download paper

2021Optimal and naive diversification in an emerging market: Evidence from Chinas A?shares market. (2021). Yan, JI. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:3740-3758.

Full description at Econpapers || Download paper

2021Investor reactions to local and overseas news: Evidence from A? and H?shares in China. (2021). Zhang, Wei ; Wang, Pengfei ; Shen, Dehua ; Li, YI. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:4190-4225.

Full description at Econpapers || Download paper

2021Stock market liberalization, foreign institutional investors, and informational efficiency of stock prices: Evidence from an emerging market. (2021). Wang, Peng ; Liu, Jianghui. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5451-5471.

Full description at Econpapers || Download paper

2022Liquidity, time?varying betas and anomalies: Is the high trading activity enhancing the validity of the CAPM in the UK equity market?. (2022). Ferreropozo, Ricardo ; Alonsoconde, Ana Belen ; Rojosuarez, Javier. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:45-60.

Full description at Econpapers || Download paper

2021Equity return predictability, its determinants, and profitable trading strategies. (2021). Uddin, Gazi ; Rahman, Md Lutfur ; Vigne, Samuel A ; Khan, Mahbub. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:1:p:162-186.

Full description at Econpapers || Download paper

2021When it pays to follow the crowd: Strategy conformity and CTA performance. (2021). O'Brien, John ; Hutchinson, Mark C. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:6:p:875-894.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021Gender diversity in corporate boards: Evidence from quota-implied discontinuities. (2021). Melentyeva, Valentina ; Kuzmina, Olga. In: ZEW Discussion Papers. RePEc:zbw:zewdip:21023.

Full description at Econpapers || Download paper

Works by Patrick Joseph Kelly:


YearTitleTypeCited
2014Information Efficiency and Firm-Specific Return Variation In: Working Papers.
[Full Text][Citation analysis]
paper70
2014Information Efficiency and Firm-Specific Return Variation.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 70
paper
2014Information Efficiency and Firm-Specific Return Variation.(2014) In: Quarterly Journal of Finance (QJF).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 70
article
2015Macroeconomic Expectations and the Size, Value and Momentum Factors In: Working Papers.
[Full Text][Citation analysis]
paper3
2016Macroeconomic Expectations and the Size, Value, and Momentum Factors.(2016) In: Financial Management.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2015Macroeconomic Expectations and the Size, Value and Momentum Factors.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2015Product Market Competition, Capital Constraints and Firm Growth In: Working Papers.
[Full Text][Citation analysis]
paper0
2015Product Market Competition, Capital Constraints and Firm Growth.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2020Does Secrecy Signal Skill? Characteristics and Performance of Secretive Hedge Funds In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper4
2020Do foreign investors insulate firms from local shocks? Evidence from the response of investable firms to monetary policy In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article1
2021Does secrecy signal skill? Own-investor secrecy and hedge fund performance In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article0
2010Sentiment and stock returns: The SAD anomaly revisited In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article37
2018Rivals’ competitive activities, capital constraints, and firm growth In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article3
2010Do Market Efficiency Measures Yield Correct Inferences? A Comparison of Developed and Emerging Markets In: Review of Financial Studies.
[Full Text][Citation analysis]
article176
2011How Important Is the Financial Media in Global Markets? In: Review of Financial Studies.
[Full Text][Citation analysis]
article66

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 1st 2022. Contact: CitEc Team