Beni Lauterbach : Citation Profile


Are you Beni Lauterbach?

Bar Ilan University

10

H index

11

i10 index

368

Citations

RESEARCH PRODUCTION:

27

Articles

9

Papers

2

Chapters

RESEARCH ACTIVITY:

   26 years (1989 - 2015). See details.
   Cites by year: 14
   Journals where Beni Lauterbach has often published
   Relations with other researchers
   Recent citing documents: 62.    Total self citations: 5 (1.34 %)

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   Permalink: http://citec.repec.org/pla983
   Updated: 2019-12-07    RAS profile: 2019-10-27    
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Relations with other researchers


Works with:

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

Is cited by:

Camilleri, Silvio (12)

Green, Christopher (8)

Amihud, Yakov (6)

LINTON, OLIVER (6)

Goergen, Marc (5)

Veld, Chris (4)

Hauser, Shmuel (4)

Chelley-Steeley, Patricia (4)

Fuertes, Ana-Maria (3)

Sojli, Elvira (3)

Ramadorai, Tarun (3)

Cites to:

Amihud, Yakov (14)

Zingales, Luigi (7)

Shleifer, Andrei (6)

Stoll, Hans (5)

Hubbard, Robert (4)

Jensen, Michael (4)

French, Kenneth (4)

Fama, Eugene (4)

Subrahmanyam, Avanidhar (3)

Brennan, Michael (3)

Murphy, Kevin (3)

Main data


Where Beni Lauterbach has published?


Journals with more than one article published# docs
Journal of Banking & Finance3
European Financial Management2
Journal of Corporate Finance2
Journal of Financial and Quantitative Analysis2
Journal of Finance2
International Review of Economics & Finance2
Journal of Financial Economics2

Working Papers Series with more than one paper published# docs
University of California at Los Angeles, Anderson Graduate School of Management / Anderson Graduate School of Management, UCLA2

Recent works citing Beni Lauterbach (2019 and 2018)


YearTitle of citing document
2018Computing the CEV option pricing formula using the semiclassical approximation of path integral. (2018). Villena, Marcelo ; Araneda, Axel A. In: Papers. RePEc:arx:papers:1803.10376.

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2019The fractional and mixed-fractional CEV model. (2019). Araneda, Axel A. In: Papers. RePEc:arx:papers:1903.05747.

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2017Retracted: Portfolio Allocation and Asset Returns in an OLG Economy with Increasing Risk Aversion. (2017). DaSilva, Amadeu ; Farka, Mira. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:4:p:836-836.

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2018Asset pricing puzzles in an OLG economy with generalized preference. (2018). DaSilva, Amadeu ; Farka, Mira. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:3:p:331-361.

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2018Selling winners, buying losers: Mental decision rules of individual investors on their holdings. (2018). Leal, Cristiana Cerqueira ; Rocha, Manuel J ; Loureiro, Gilberto. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:3:p:362-386.

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2018The cross-sectional spillovers of single stock circuit breakers. (2018). LINTON, OLIVER ; Pedace, Lucas ; Noss, Joseph ; Brugler, James . In: Bank of England working papers. RePEc:boe:boeewp:0759.

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2017Index Membership vs. Loss of Voting Power: The Unification of Dual-Class Shares. (2017). Goergen, Marc ; van den Bongard, Inga ; Betzer, Andre. In: Schumpeter Discussion Papers. RePEc:bwu:schdps:sdp16008.

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2018Implications of High-Frequency Trading for Security Markets. (2018). LINTON, OLIVER ; Mahmoodzadeh, S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1802.

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2017Humans’ (incorrect) distrust of reflective decisions. (2017). Rassenti, Stephen ; Kujal, Praveen ; Espín, Antonio ; Cabrales, Antonio ; Espin, Antonio M. In: Working Papers. RePEc:chu:wpaper:17-05.

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2017Humans (incorrect) distrust of reflective decisions. (2017). Rassenti, Stephen ; Kujal, Praveen ; Espín, Antonio ; Cabrales, Antonio ; Espin, Antonio . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11949.

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2017The Price Effects of Liquidity Shocks: A Study of SECs Tick-Size Experiment. (2017). Albuquerque, Rui ; Yao, Chen ; Song, Shiyun. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12486.

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2019Commodity Option Pricing Efficiency before Black Scholes Merton. (2019). Chambers, David. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13975.

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2019A Microstructure Study of Circuit Breakers in the Chinese Stock Markets. (2019). Xu, Kuan ; Zhang, Hao ; Wang, Steven Shuye. In: Working Papers. RePEc:dal:wpaper:daleconwp2019-02.

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2018Call auction frequency and market quality: Evidence from the Taiwan Stock Exchange. (2018). Wang, Jianxin ; Twu, Mia. In: Journal of Asian Economics. RePEc:eee:asieco:v:57:y:2018:i:c:p:53-62.

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2017Volatility spillovers and determinants of contagion: Exchange rate and equity markets during crises. (2017). Leung, Henry ; Schroeder, Florian ; Schiereck, Dirk. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:169-180.

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2019Tail risk under price limits. (2019). Park, Kinam ; Kee, Hyukdo ; Oh, Sekyung. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:113-123.

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2017Mispricing in the odd lots market in Brazil. (2017). Perlin, Marcelo ; Righi, Marcelo B ; Ramos, Henrique P. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:618-628.

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2017A causal link between bond liquidity and stock returns. (2017). Anderson, Mike. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:190-208.

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2018New evidence on asymmetric return–volume dependence and extreme movements. (2018). Wang, Yi-Chiuan ; Lai, Yi-Hao ; Wu, Jyh-Lin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:212-227.

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2018Market fragmentation, liquidity measures and improvement perspectives from Chinas emissions trading scheme pilots. (2018). Chevallier, Julien ; Chen, Rongda ; Chang, Kai. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:249-260.

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2017Liquidity measures throughout the lifetime of the U.S. Treasury bond. (2017). Diaz, Antonio ; Escribano, Ana . In: Journal of Financial Markets. RePEc:eee:finmar:v:33:y:2017:i:c:p:42-74.

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2017Index membership vs. loss of voting power: The unification of dual-class shares. (2017). Goergen, Marc ; van den Bongard, Inga ; Betzer, Andre. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:49:y:2017:i:c:p:140-153.

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2017Social norms and market outcomes: The effects of religious beliefs on stock markets. (2017). Al-Awadhi, Abdullah M ; Dempsey, Michael. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:119-134.

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2018Do liquidity proxies measure liquidity accurately in ETFs?. (2018). Marshall, Ben ; Visaltanachoti, Nuttawat ; Nguyen, Nhut H. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:94-111.

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2017Information environment and earnings management of dual class firms around the world. (2017). Zaiats, Nataliya ; Li, Ting. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:74:y:2017:i:c:p:1-23.

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2018The skewness of commodity futures returns. (2018). Frijns, Bart ; Fernandez-Perez, Adrian ; Miffre, Joelle ; Fuertes, Ana-Maria. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:86:y:2018:i:c:p:143-158.

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2018Qualitative similarity and stock price comovement. (2018). Box, Travis. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:91:y:2018:i:c:p:49-69.

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2019Market stability vs. market resilience: Regulatory policies experiments in an agent-based model with low- and high-frequency trading. (2019). Napoletano, Mauro ; Leal, Sandrine Jacob. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:157:y:2019:i:c:p:15-41.

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2018Family firm heterogeneity and CEO compensation in Continental Europe. (2018). Barontini, Roberto ; Bozzi, Stefano. In: Journal of Economics and Business. RePEc:eee:jebusi:v:97:y:2018:i:c:p:1-18.

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2017Boardroom gender diversity and stock liquidity: Evidence from Australia. (2017). Ahmed, Ammad ; Ali, Searat. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:13:y:2017:i:2:p:148-165.

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2017Sukuk issuance and information asymmetry: Why do firms issue sukuk?. (2017). Nagano, Mamoru. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:42:y:2017:i:c:p:142-157.

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2019Modeling non-stationarities in high-frequency financial time series. (2019). Raberto, Marco ; Scalas, Enrico ; Trinh, Mailan ; Ponta, Linda ; Cincotti, Silvano. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:521:y:2019:i:c:p:173-196.

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2018The value of political connections in a multiparty parliamentary democracy: Evidence from the 2015 elections in Israel. (2018). Lehrer, Nimrod David. In: European Journal of Political Economy. RePEc:eee:poleco:v:53:y:2018:i:c:p:13-58.

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2017The liquidity advantage of the quote-driven market: Evidence from the betting industry. (2017). Franck, Egon ; Flepp, Raphael ; Nuesch, Stephan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:64:y:2017:i:c:p:306-317.

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2017Corporate governance and stock liquidity dimensions: Panel evidence from pure order-driven Australian market. (2017). Ali, Searat ; Je, Jen ; Liu, Benjamin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:50:y:2017:i:c:p:275-304.

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2018What promotes/prevents firm bond issuance in emerging economies: Bank–firm relationship or information asymmetry?. (2018). Nagano, Mamoru. In: International Review of Economics & Finance. RePEc:eee:reveco:v:56:y:2018:i:c:p:161-177.

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2018An Empirical Investigation of Risk-Return Relations in Chinese Equity Markets: Evidence from Aggregate and Sectoral Data. (2018). Chiang, Thomas C ; Zhang, Yuanqing. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:2:p:35-:d:138061.

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2019Corporate Governance, Political Connections, and Bank Performance. (2019). Ul, Qurat ; Javaid, Hafiz Mustansar ; Tariq, Gulzara ; Yao, Hongxing ; Haris, Muhammad. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:7:y:2019:i:4:p:62-:d:276815.

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2019Intellectual Capital Performance and Profitability of Banks: Evidence from Pakistan. (2019). Malik, Ali ; Tariq, Gulzara ; Yao, Hongxing ; Haris, Muhammad ; Javaid, Hafiz Mustansar. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:56-:d:220009.

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2018The skewness of commodity futures returns. (2018). Fuertes, Ana-Maria ; Frijns, Bart ; Miffre, Joelle ; Fernandez-Perez, Adrian. In: Post-Print. RePEc:hal:journl:hal-01678744.

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2017Market Stability vs. Market Resilience: Regulatory Policies Experiments in an Agent-Based Model with Low- and High-Frequency Trading. (2017). Leal, Sandrine Jacob ; Napoletano, Mauro. In: Post-Print. RePEc:hal:journl:hal-01768876.

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2018Competition among Securities Markets. (2018). Hautcoeur, Pierre ; Riva, Angelo ; Rezaee, Amir. In: Working Papers. RePEc:hal:wpaper:halshs-01863942.

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2017The Effect of Switching Business Focus on Share Returns Predictability. (2017). Ismail, Zuriadah ; Janudin, Sharul Effendy ; Sarun, Anuar ; Roshidi, Mohamad Ali ; Nazir, Mohd. In: International Journal of Academic Research in Business and Social Sciences. RePEc:hur:ijarbs:v:7:y:2017:i:12:p:25-38.

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2018Implications of high-frequency trading for security markets. (2018). LINTON, OLIVER ; Mahmoodzadeh, Soheil. In: CeMMAP working papers. RePEc:ifs:cemmap:06/18.

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2017M&A negotiations with limited information: how do opaque firms buy and get bought?. (2017). Orlando, Tommaso ; Battigalli, Pierpaolo ; Chiarella, Carlo ; Gatti, Stefano. In: Working Papers. RePEc:igi:igierp:596.

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2018Agency conflicts, executive compensation regulations and CEO pay-performance sensitivity: evidence from Sweden. (2018). Cielak, Katarzyna. In: Journal of Management & Governance. RePEc:kap:jmgtgv:v:22:y:2018:i:3:d:10.1007_s10997-018-9410-3.

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2017Surprises, sentiments, and the expectations hypothesis of the term structure of interest rates. (2017). Chen, Cathy Yi-Hsuan ; Chiang, Thomas C. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:49:y:2017:i:1:d:10.1007_s11156-016-0584-y.

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2018One size fits all? High frequency trading, tick size changes and the implications for exchanges: market quality and market structure considerations. (2018). Verousis, Thanos ; Sermpinis, Georgios ; Perotti, Pietro. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:2:d:10.1007_s11156-017-0632-2.

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2017Asset Mispricing. (2017). Longstaff, Francis ; Lewis, Kurt ; Petrasek, Lubomir . In: NBER Working Papers. RePEc:nbr:nberwo:23231.

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2019Order dynamics during the flash crash. (2019). Zhang, Shaojun ; Hunsader, Kenneth J. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:5:d:10.1057_s41260-019-00129-1.

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2019The Determinants of Securities Trading Activity: Evidence from four European Equity Markets. (2019). Galea, Francelle ; Camilleri, Silvio John. In: MPRA Paper. RePEc:pra:mprapa:95298.

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2019Do board structure and compensation matter for bank stability and bank performance? Evidence from European banks. (2019). Psillaki, Maria ; Mavrakana, Christina. In: MPRA Paper. RePEc:pra:mprapa:95776.

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2018Learning From Unrealized versus Realized Prices. (2018). Weizsäcker, Georg ; Weizsacker, Georg ; Ngangoue, Kathleen M. In: Rationality and Competition Discussion Paper Series. RePEc:rco:dpaper:66.

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2019An Empirical Analysis of the Russian Financial Markets’ Liquidity and Returns. (2019). Lebedeva, K. In: Вестник исследований бизнеса и экономики // Review of Business and Economics Studies. RePEc:scn:00rbes:y:2015:i:3:p:5-31.

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2019Circuit breakers as market stability levers: A survey of research, praxis, and challenges. (2019). Sifat, Imtiaz Mohammad ; Mohamad, Azhar. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:24:y:2019:i:3:p:1130-1169.

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2017Call of duty: Designated market maker participation in call auctions. (2017). Theissen, Erik ; Westheide, Christian. In: CFR Working Papers. RePEc:zbw:cfrwps:1605.

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2017International capital markets with time-varying preferences. (2017). Dergunov, Ilya ; Curatola, Giuliano. In: SAFE Working Paper Series. RePEc:zbw:safewp:176.

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2017Managing excess volatility: Design and effectiveness of circuit breakers. (2017). Panz, Sven ; Haferkorn, Martin ; Gomber, Peter ; Clapham, Benjamin. In: SAFE Working Paper Series. RePEc:zbw:safewp:195.

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2018Circuit breakers: A survey among international trading venues. (2018). Panz, Sven ; Jentsch, Paul ; Haferkorn, Martin ; Gomber, Peter ; Clapham, Benjamin. In: SAFE Working Paper Series. RePEc:zbw:safewp:197.

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2018A tale of one exchange and two order books: Effects of fragmentation in the absence of competition. (2018). Bernales, Alejandro ; Westheide, Christian ; Valenzuela, Marcela ; Sagade, Satchit ; Garrido, Nicolas. In: SAFE Working Paper Series. RePEc:zbw:safewp:234.

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Works by Beni Lauterbach:


YearTitleTypeCited
2009Long Term Changes in Voting Power and Control Structure following the Unification of Dual Class Shares In: Institutions and Markets Papers.
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paper5
2009Long Term Changes in Voting Power and Control Structure following the Unification of Dual Class Shares.(2009) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2011Long term changes in voting power and control structure following the unification of dual class shares.(2011) In: Journal of Corporate Finance.
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This paper has another version. Agregated cites: 5
article
2009Long Term Changes in Voting Power and Control Structure following the Unification of Dual Class Shares.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2004Keeping Up with the Joneses and the Home Bias In: European Financial Management.
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article12
1998Contestability and Pay Differential in the Executive Suites In: European Financial Management.
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article4
2000Market Response to Liquidity Improvements: Evidence from Exchange Listings. In: The Financial Review.
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article18
1990 Pricing Warrants: An Empirical Study of the Black-Scholes Model and Its Alternatives. In: Journal of Finance.
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article24
1993 Stock Market Crashes and the Performance of Circuit Breakers: Empirical Evidence. In: Journal of Finance.
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article31
2011How Does The Quality of Corporate Governance Affect The Market Value of Business Firms in Israel? In: Israel Economic Review.
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article0
2000The Value of Voting Rights to Majority Shareholders: Evidence from Dual Class Stock Unifications In: University of California at Los Angeles, Anderson Graduate School of Management.
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paper1
2000Pay at the Executive Suite: How do U.S. Banks Compensate their Top Management Teams? In: University of California at Los Angeles, Anderson Graduate School of Management.
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paper20
2002Pay at the executive suite: How do US banks compensate their top management teams?.(2002) In: Journal of Banking & Finance.
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article
2003The Impact of Minimum Trading Units on Stock Value and Price Volatility In: Journal of Financial and Quantitative Analysis.
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article12
2003The Value of Trading Consolidation: Evidence from the Exercise of Warrants In: Journal of Financial and Quantitative Analysis.
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article15
2015The long-term valuation effects of voluntary dual class share unifications In: Journal of Corporate Finance.
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article3
2015The formulation of the four factor model when a considerable proportion of firms is dual-listed In: Emerging Markets Review.
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article2
1996Empirical tests of the Longstaff extendible warrant model In: Journal of Empirical Finance.
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article1
2005Firm-initiated and exchange-initiated transfers to continuous trading: Evidence from the Warsaw Stock Exchange In: Journal of Financial Markets.
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article7
2001A note on trading mechanism and securities value: The analysis of rejects from continuous trade In: Journal of Banking & Finance.
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article10
2001A note on price noises and their correction process: Evidence from two equal-payoff government bonds In: Journal of Banking & Finance.
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article0
1989Consumption volatility, production volatility, spot-rate volatility, and the returns on treasury bills and bonds In: Journal of Financial Economics.
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article14
1997Market microstructure and securities values: Evidence from the Tel Aviv Stock Exchange In: Journal of Financial Economics.
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article152
1996Market Microstructure and Securities Values: Evidence From the Tel Aviv Stock Exchange.(1996) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
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This paper has another version. Agregated cites: 152
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1997Market Microstructure and Securities Values: Evidence from the Tel Aviv Stock Exchange.(1997) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
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This paper has another version. Agregated cites: 152
paper
2008Differences in pay between owner and non-owner CEOs: Evidence from Israel In: Journal of Multinational Financial Management.
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article7
2001Internal monitoring, regulation, and compensation of top executives in banks In: International Review of Economics & Finance.
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article3
1995Real vs. nominal stock return seasonalities: empirical evidence In: International Review of Economics & Finance.
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article2
2015Changes in Controlling Shareholders’ Holdings: Do they Entail Financial Tunneling? In: Advances in Financial Economics.
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2003Efficient Labor and Capital Markets: Evidence from CEO Appointments In: Financial Management.
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article5
1993Panic Behavio and the Performance of Circuit Breakers: Empirical Evidence. In: Tilburg - Center for Economic Research.
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paper0
1993Panic behavior and the performance of circuit breakers : Empirical evidence.(1993) In: Discussion Paper.
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2011Estimating the private benefits of control from partial control transfers: methodology and evidence In: International Journal of Corporate Governance.
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1997Switching to Continuous Trading and its Impact on Return Behavior and Volume of Trade In: Journal of Financial Services Research.
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article2
1999Ownership Structure and Firm Performance: Evidence from Israel In: Journal of Management & Governance.
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article18
2019Is it Worthwhile to Augment the Legal Protection of Public Debt Placed by Privately Held Companies? In: Journal of Law, Finance, and Accounting.
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article0
1989Evidence on the effect of information and noise trading on intraday gold futures returns In: Journal of Futures Markets.
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article0
2007Equity Restructuring via Tracking Stocks: Is there any Value Added? In: World Scientific Book Chapters.
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chapter0

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