11
H index
11
i10 index
533
Citations
University of California-Berkeley | 11 H index 11 i10 index 533 Citations RESEARCH PRODUCTION: 13 Articles 20 Papers RESEARCH ACTIVITY: 21 years (2002 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pli1379 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Dmitry Livdan. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Journal of Financial Economics | 4 |
Journal of Finance | 3 |
The Review of Financial Studies | 3 |
Working Papers Series with more than one paper published | # docs |
---|---|
Swiss Finance Institute Research Paper Series / Swiss Finance Institute | 7 |
CEPR Discussion Papers / C.E.P.R. Discussion Papers | 4 |
NBER Working Papers / National Bureau of Economic Research, Inc | 3 |
Year | Title of citing document |
---|---|
2023 | Signaling with debt currency choice. (2023). Zhou, Haonan ; Malamud, Semyon ; Eren, Egemen. In: BIS Working Papers. RePEc:bis:biswps:1067. Full description at Econpapers || Download paper |
2023 | Did quantitative easing reduce the borrowing costs of firms? The risk?taking channel. (2023). Shen, YI ; Wang, Gang. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:507-536. Full description at Econpapers || Download paper |
2023 | Meta?analysis of the impact of financial constraints on firm performance. (2023). van Zijl, Tony ; Houqe, Muhammad Nurul ; Ahamed, Fatematuz Tamanna. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:1671-1707. Full description at Econpapers || Download paper |
2023 | Lost in translation. When sentiment metrics for one market are derived from two different languages. (2023). Smales, Lee ; Khuu, Joyce ; Durand, Robert B. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000394. Full description at Econpapers || Download paper |
2023 | Financing constraints and share pledges: Evidence from the share pledge reform in China. (2023). Liu, Ruiming ; Shi, Yang. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001808. Full description at Econpapers || Download paper |
2023 | CEO marital status and dividend policy. (2023). Sobngwi, Christian K ; Ater, Brandon ; Rabarison, Monika K ; Hossain, Md Noman. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001857. Full description at Econpapers || Download paper |
2023 | Does the implementation of green credit policy improve the ESG performance of enterprises? Evidence from a quasi-natural experiment in China. (2023). Yao, Xin ; Miao, Qin ; Lei, NI. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002900. Full description at Econpapers || Download paper |
2023 | Margin trading and spillover effects: Evidence from the Chinese stock markets. (2023). Ye, Qing ; Zhou, Shengjie. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014123000109. Full description at Econpapers || Download paper |
2023 | Customer–supplier relationships and non-linear financial policy response. (2023). Zhao, Longkai ; Wong, Kacheng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:180-205. Full description at Econpapers || Download paper |
2023 | Impacts of weather conditions on the US commodity markets systemic interdependence across multi-timescales. (2023). Marco, Chi Keung ; Wang, Qunwei ; Dai, Xingyu ; Zhang, Dongna. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s014098832300230x. Full description at Econpapers || Download paper |
2023 | Intraday and overnight tail risks and return predictability in the crude oil market: Evidence from oil-related regular news and extreme shocks. (2023). Bouri, Elie ; Wang, Cheng ; Zhang, Dingsheng ; Xu, Yahua. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323006199. Full description at Econpapers || Download paper |
2023 | From dusk till dawn (and vice versa): Overnight-versus-daytime reversals and feedback trading. (2023). Karaa, Rabaa ; Kallinterakis, Vasileios. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003933. Full description at Econpapers || Download paper |
2023 | Tracking investor gambling intensity. (2023). Xu, Changxin ; Yang, Li Hua ; Zhu, Hongbing. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521922004185. Full description at Econpapers || Download paper |
2023 | Betting against beta with intraday and overnight signals. (2023). Insana, Alessandra. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000583. Full description at Econpapers || Download paper |
2023 | Geopolitical risk and stock liquidity. (2023). Verdoliva, Vincenzo ; Pellegrino, Luigi Raffaele ; Meles, Antonio ; Fiorillo, Paolo. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000612. Full description at Econpapers || Download paper |
2023 | Strategic trading by insiders in the presence of institutional investors. (2023). Yang, Joey Wenling ; Wee, Marvin ; Hoang, Lai T. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s138641812200091x. Full description at Econpapers || Download paper |
2023 | Newspapers tone and the overnight-intraday stock return anomaly. (2023). Schreiber, Ben Z ; Saadon, Yossi. In: Journal of Financial Markets. RePEc:eee:finmar:v:65:y:2023:i:c:s1386418123000368. Full description at Econpapers || Download paper |
2023 | Bank safety-oriented culture and lending decisions. (2023). Lu, Chien-Lin ; Lin, Chih-Yung ; Kamar, Amina ; Tang, Ning. In: Journal of Financial Stability. RePEc:eee:finsta:v:66:y:2023:i:c:s1572308923000220. Full description at Econpapers || Download paper |
2023 | How does shareholder governance affect the cost of borrowing? Evidence from the passage of anti-takeover provisions. (2023). Wu, XI ; Liu, Yukun. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:75:y:2023:i:2:s0165410122000921. Full description at Econpapers || Download paper |
2023 | Shareholder litigation and bank risk. (2023). Zhou, SI ; Song, Wei ; Fiordelisi, Franco ; Degl, Marta. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002874. Full description at Econpapers || Download paper |
2023 | Optimal financing and investment strategies under asymmetric information on liquidation value. (2023). Shibata, Takashi ; Nishihara, Michi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002898. Full description at Econpapers || Download paper |
2023 | How Does Access to the Unsecured Debt Market Affect Investment?. (2023). Biguri, Kizkitza. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:152:y:2023:i:c:s0378426623000808. Full description at Econpapers || Download paper |
2023 | Firm life cycle and cost of debt. (2023). Tresl, Jiri ; Lobo, Gerald J ; Hasan, Mostafa Monzur ; Bowler, Blake ; Amin, Abu. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001693. Full description at Econpapers || Download paper |
2023 | Heterogeneous liquidity providers and night-minus-day return predictability. (2023). Qin, Zhongling ; Malliaris, Steven ; Lu, Zhongjin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:148:y:2023:i:3:p:175-200. Full description at Econpapers || Download paper |
2023 | The economic impact of daily volatility persistence on energy markets. (2023). Wang, Jianxin ; Thomas, Alice Carole ; Nikitopoulos, Christina Sklibosios. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000423. Full description at Econpapers || Download paper |
2023 | Overnight versus intraday returns of anomalies in China. (2023). Chou, Robin K ; Chang, Hui-Wen ; Lin, Chaonan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000732. Full description at Econpapers || Download paper |
2023 | The seasonality of lottery-like stock returns. (2023). Yeo, Ben ; Singh, Ranjodh ; Yang, Joey W ; Gould, John. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:383-400. Full description at Econpapers || Download paper |
2023 | The value of relationship banking: International evidence. (2023). Gonzalez, Victor M ; Alvarez-Botas, Celia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002082. Full description at Econpapers || Download paper |
2023 | Analysts’ Green Coverage and Corporate Green Innovation in China: The Moderating Effect of Corporate Environmental Information Disclosure. (2023). Huang, Yongchun ; Dong, Wenhao. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:7:p:5637-:d:1105386. Full description at Econpapers || Download paper |
2023 | Explaining the Failure of the Unconditional CAPM with the Conditional CAPM. (2023). Martineau, Charles ; Hasler, Michael. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:3:p:1835-1855. Full description at Econpapers || Download paper |
2023 | Incomplete Information, Debt Issuance, and the Term Structure of Credit Spreads. (2023). Goldstein, Robert ; Garlappi, Lorenzo ; Benzoni, Luca. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:7:p:4331-4352. Full description at Econpapers || Download paper |
2023 | Option Trading Activity, News Releases, and Stock Return Predictability. (2023). Cremers, Martijn ; Muravyev, Dmitriy ; Fodor, Andrew ; Weinbaum, David. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:8:p:4810-4827. Full description at Econpapers || Download paper |
2023 | Debt Renegotiations Outside Distress*. (2023). Westermann, Ramona ; Arnold, Marc. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:4:p:1183-1228.. Full description at Econpapers || Download paper |
2023 | Who pays the liquidity cost? Central bank announcements and adverse selection. (2023). Yu, Jinyoung ; Webb, Robert I ; Ryu, Doojin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:7:p:904-924. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
---|---|---|---|
2009 | Oil Futures Prices in a Production Economy with Investment Constraints In: Journal of Finance. [Full Text][Citation analysis] | article | 50 |
2009 | Financially Constrained Stock Returns In: Journal of Finance. [Full Text][Citation analysis] | article | 98 |
2006 | Financially Constrained Stock Returns.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 98 | paper | |
2020 | Relationship Trading in Over?the?Counter Markets In: Journal of Finance. [Full Text][Citation analysis] | article | 12 |
2014 | Are Institutions Informed About News? In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 102 |
2015 | Are institutions informed about news?.(2015) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 102 | article | |
2017 | Relationship Trading in OTC Markets In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 11 |
2017 | Relationship Trading in OTC Markets.(2017) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2020 | True Cost of Immediacy In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 1 |
2020 | True Cost of Immediacy.(2020) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2021 | Do we need dealers in OTC markets? In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
2022 | Quote Competition in Corporate Bonds In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
2023 | Finfluencers In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
2023 | Life after Default: Dealer Intermediation and Recovery in Defaulted Corporate Bonds In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
2002 | Optimal Diversification In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
2002 | The Performance of Optimally Diversified Firms: Reconciling Theory and Evidence In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Risking Other Peoples Money: Gambling, Limited Liability, and Optimal Incentives In: Research Papers. [Full Text][Citation analysis] | paper | 6 |
2020 | Asset pricing: A tale of night and day In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 26 |
2021 | Investment, capital stock, and replacement cost of assets when economic depreciation is non-geometric In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 1 |
2021 | Investment, capital stock, and replacement cost of assets when economic depreciation is non-geometric.(2021) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2009 | Debt, bargaining, and credibility in firm-supplier relationships In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 23 |
2021 | Learning, parameter drift, and the credibility revolution In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 0 |
2022 | Incentivizing irreversible investment In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 0 |
2005 | Futures Prices in a Production Economy with Investment Constraints In: NBER Working Papers. [Full Text][Citation analysis] | paper | 11 |
2004 | Futures Prices in a Production Economy with Investment Constraints.(2004) In: 2004 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2006 | Optimal Market Timing In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
2013 | Informed Trading and Portfolio Returns In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 33 |
2009 | Anomalies In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 0 |
2009 | Do Shareholder Rights Affect the Cost of Bank Loans? In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 126 |
2010 | Repeated Signaling and Firm Dynamics In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 23 |
2006 | Strategic Trading with Market Closures In: 2006 Meeting Papers. [Full Text][Citation analysis] | paper | 2 |
2007 | A dynamic theory of the pecking-order based upon repeated signalling In: 2007 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Accounting rules, equity valuation, and growth options In: Review of Accounting Studies. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team