David Ng : Citation Profile


Are you David Ng?

Cornell University

10

H index

10

i10 index

333

Citations

RESEARCH PRODUCTION:

10

Articles

12

Papers

RESEARCH ACTIVITY:

   16 years (1999 - 2015). See details.
   Cites by year: 20
   Journals where David Ng has often published
   Relations with other researchers
   Recent citing documents: 90.    Total self citations: 4 (1.19 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/png43
   Updated: 2019-12-07    RAS profile: 2013-09-21    
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Relations with other researchers


Works with:

Karolyi, G. (2)

Prasad, Eswar (2)

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

Is cited by:

Valenzuela, Patricio (7)

Crifo, Patricia (6)

Aysun, Uluc (6)

Cumming, Douglas (5)

Wei, Shang-Jin (5)

Karolyi, G. (4)

Brady, Ryan (4)

Fernandez, Pablo (4)

Etula, Erkko (4)

von Schweinitz, Gregor (4)

Honig, Adam (4)

Cites to:

Harvey, Campbell (21)

Bekaert, Geert (17)

Campbell, John (16)

Odean, Terrance (10)

French, Kenneth (10)

Hodrick, Robert (9)

Poterba, James (7)

Razin, Assaf (7)

Stulz, René (7)

Lopez-de-Silanes, Florencio (6)

Shleifer, Andrei (6)

Main data


Where David Ng has published?


Journals with more than one article published# docs
Journal of International Money and Finance2

Working Papers Series with more than one paper published# docs
Working Papers / Cornell University, Department of Applied Economics and Management6
Working Papers / Hong Kong Institute for Monetary Research2

Recent works citing David Ng (2018 and 2017)


YearTitle of citing document
2017International Asset Allocations and Capital Flows: The Benchmark Effect. (2017). Williams, Tomas ; Schmukler, Sergio ; Raddatz, Claudio. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:141.

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2019Stress Testing the Equity Home Bias: A Turnover Analysis of Eurozone Markets. (2019). Lazzari, Valter ; Geranio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19114.

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2018Overcoming the Original Sin: gains from local currency external debt. (2018). Sabbadini, Ricardo. In: Working Papers Series. RePEc:bcb:wpaper:484.

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2018Future Realized Return, Firm‐specific Risk and the Implied Expected Return. (2018). Wang, Pengguo. In: Abacus. RePEc:bla:abacus:v:54:y:2018:i:1:p:105-132.

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2018A review of research on regulation changes in the Asia‐Pacific region. (2018). Chang, Millicent ; Wee, Marvin ; Jackson, Andrew B. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:3:p:635-667.

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2018Improving Index Mutual Fund Risk Perception: Increase Financial Literacy or Communicate Better?. (2018). de Goeij, Peter ; Subotia, Marjana ; van Campenhout, Geert. In: Economic Notes. RePEc:bla:ecnote:v:47:y:2018:i:2-3:p:519-552.

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2018Exchange traded funds and asset return correlations. (2018). Da, Zhi ; Shive, Sophie. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:1:p:136-168.

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2018The cost of capital effect of M&A transactions: Disentangling coinsurance from the diversification discount. (2018). Bielstein, Patrick ; Kaserer, Christoph ; Fischer, Mario. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:4:p:650-679.

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2018The Only Fund in Town? Geographic Segmentation in the US Mutual Fund Industry. (2018). Ellis, Jesse A ; Underwood, Shane . In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:3:p:715-737.

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2018The information in the joint term structures of bond yields. (2018). Spencer, Peter ; Raczko, Marek ; Meldrum, Andrew. In: Bank of England working papers. RePEc:boe:boeewp:0772.

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2017Depositor discipline in Russian regions: Flight to familiarity or trust in local authorities?. (2017). Semenova, Maria ; Schoors, Koen ; Zubanov, Andrey. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_001.

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201725 Jahre Fama-French-Modell: Erklärungsgehalt, Anomalien und praktische Implikationen. (2017). Christoph, Kaserer ; Matthias, Hanauer . In: Perspektiven der Wirtschaftspolitik. RePEc:bpj:pewipo:v:18:y:2017:i:2:p:98-116:n:4.

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2018Have Capital Market Anomalies Worldwide Attenuated in the Recent Era of High Liquidity and Trading Activity?. (2018). Rottmann, Horst ; Auer, Benjamin R. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7204.

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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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2017Inefficient Globalization of Finance: Evidence from Marketing-Oriented Overseas Expansions of Low-Skilled Mutual Fund Families. (2017). Cheng, SI ; Zhang, Hong ; Massa, Massimo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11990.

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2017Environmental, Social and Governance (ESG) performance and sovereign bond spreads: an empirical analysis of OECD countries. (2017). Scholtens, Bert ; Crifo, Patricia ; CAPELLE-BLANCARD, Gunther ; Oueghlissi, Rim ; Diaye, Marc-Arthur. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-7.

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2017The governance transfer of blockholders: Evidence from block acquisitions and earnings management around the world. (2017). Dai, Lili ; Zhang, Bohui ; Shi, Linna ; Dharwadkar, Ravi . In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:586-607.

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2018Board independence, corruption and innovation. Some evidence on UK subsidiaries. (2018). Marra, Marianna ; Shaban, Mohamed ; Lubrano, Giuseppe ; Duygun, Meryem ; Sena, Vania. In: Journal of Corporate Finance. RePEc:eee:corfin:v:50:y:2018:i:c:p:22-43.

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2018Do international investors cause stock market spillovers? Comparing responses of cross-listed stocks between accessible and inaccessible markets. (2018). Tsutsui, Yoshiro ; Hirayama, Kenjiro ; Nishimura, Yusaku. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:237-248.

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2018Decision-making, financial risk aversion, and behavioral biases: The role of testosterone and stress. (2018). Shank, Corey ; Nofsinger, John R ; Patterson, Fernando M. In: Economics & Human Biology. RePEc:eee:ehbiol:v:29:y:2018:i:c:p:1-16.

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

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2018Does governing law affect bond spreads?. (2018). Ratha, Dilip ; Kurlat, Sergio ; De, Supriyo. In: Emerging Markets Review. RePEc:eee:ememar:v:36:y:2018:i:c:p:60-78.

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2017What drives the “Smart-Money” effect? Evidence from investors’ money flow to mutual fund classes. (2017). Yuksel, Zafer H ; Jiang, George J. In: Journal of Empirical Finance. RePEc:eee:empfin:v:40:y:2017:i:c:p:39-58.

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2018Asymmetric attention and volatility asymmetry. (2018). Dzieliski, Micha ; Talpsepp, Tnn ; Rieger, Marc Oliver. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:59-67.

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2018Default prediction models: The role of forward-looking measures of returns and volatility. (2018). Miao, Hong ; Wang, Tianyang ; Ryan, Patricia ; Ramchander, Sanjay. In: Journal of Empirical Finance. RePEc:eee:empfin:v:46:y:2018:i:c:p:146-162.

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2017Chinese investments in Southern Europes energy sectors: Similarities and divergences in Chinas strategies in Greece, Italy, Portugal and Spain. (2017). Pareja-Alcaraz, Pablo . In: Energy Policy. RePEc:eee:enepol:v:101:y:2017:i:c:p:700-710.

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2017Trading of foreign investors and stock returns in an emerging market - Evidence from Vietnam. (2017). Vo, Xuan Vinh. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:88-93.

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2018New evidence on sovereign to corporate credit rating spill-overs. (2018). faff, robert ; Bissoondoyal-Bheenick, Emawtee ; Hill, Paula. In: International Review of Financial Analysis. RePEc:eee:finana:v:55:y:2018:i:c:p:209-225.

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2017On the exposure of insurance companies to sovereign risk—Portfolio investments and market forces. (2017). Ohls, Jana ; Dull, Robert ; Konig, Felix. In: Journal of Financial Stability. RePEc:eee:finsta:v:31:y:2017:i:c:p:93-106.

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2017Corruption’s impact on foreign portfolio investment. (2017). Pagano, Michael S ; Kuvvet, Emre ; Jain, Pankaj K. In: International Business Review. RePEc:eee:iburev:v:26:y:2017:i:1:p:23-35.

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2017International asset allocations and capital flows: The benchmark effect. (2017). Williams, Tomas ; Schmukler, Sergio ; Raddatz, Claudio . In: Journal of International Economics. RePEc:eee:inecon:v:108:y:2017:i:c:p:413-430.

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2018Domestic and multilateral effects of capital controls in emerging markets. (2018). Falagiarda, Matteo ; Aizenman, Joshua ; Bijsterbosch, Martin ; Pasricha, Gurnain Kaur. In: Journal of International Economics. RePEc:eee:inecon:v:115:y:2018:i:c:p:48-58.

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2017Excess stock return comovements and the role of investor sentiment. (2017). Verschoor, Willem ; Frijns, Bart. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:49:y:2017:i:c:p:74-87.

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2017Liquidity and the implied cost of equity capital. (2017). Saad, Mohsen ; Samet, Anis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:15-38.

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2017Cost of sovereign debt and foreign bias in bond allocations. (2017). Bhatta, Bibek ; Thapa, Chandra ; Marshall, Andrew. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:75-91.

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2019Corporate governance, external control, and environmental information transparency: Evidence from emerging markets. (2019). Zhang, Ying ; Wu, Zhenyu ; Wang, Yefeng ; Liu, Mingzhi ; Jacoby, Gady. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:269-283.

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2019Which kind of investor causes comovement?. (2019). ZHANG, YONG JIE ; Li, Jie ; Feng, XU. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:1-15.

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2019Why investors do not buy cheaper securities: Evidence from a natural experiment. (2019). Yang, Zhishu ; Wang, Baolian ; Chan, Kalok. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:101:y:2019:i:c:p:59-76.

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2017The international effect of managerial social capital on the cost of equity. (2017). Rajkovic, Tijana ; Ferris, Stephen P ; Javakhadze, David . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:74:y:2017:i:c:p:69-84.

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2018Estimating risk-return relations with analysts price targets. (2018). Wu, Liuren. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:93:y:2018:i:c:p:183-197.

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2018Sovereign credit spreads under good/bad governance. (2018). Jeanneret, Alexandre. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:93:y:2018:i:c:p:230-246.

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2018Country transparency and the global transmission of financial shocks. (2018). Brandao-Marques, Luis ; Melgar, Natalia ; Gelos, Gaston . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:96:y:2018:i:c:p:56-72.

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2018The joint dynamics of sovereign ratings and government bond yields. (2018). El-Shagi, Makram ; von Schweinitz, Gregor. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:97:y:2018:i:c:p:198-218.

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2019Sovereign bond yield spreads and sustainability: An empirical analysis of OECD countries. (2019). CAPELLE-BLANCARD, Gunther ; Scholtens, Bert ; Oueghlissi, Rim ; Diaye, Marc-Arthur ; Crifo, Patricia. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:98:y:2019:i:c:p:156-169.

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2019Country and industry effects in corporate bond spreads in emerging markets. (2019). Garay, Urbi ; Gonzalez, Maximiliano ; Rosso, John . In: Journal of Business Research. RePEc:eee:jbrese:v:102:y:2019:i:c:p:191-200.

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2017Religiosity vs. well-being effects on investor behavior. (2017). Weill, Laurent ; Turk Ariss, Rima ; Klein, Paul-Olivier. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:138:y:2017:i:c:p:50-62.

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2018How price path characteristics shape investment behavior. (2018). Nolte, Sven ; Schneider, Judith C. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:154:y:2018:i:c:p:33-59.

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2019Have capital market anomalies worldwide attenuated in the recent era of high liquidity and trading activity?. (2019). Rottmann, Horst ; Auer, Benjamin R. In: Journal of Economics and Business. RePEc:eee:jebusi:v:103:y:2019:i:c:p:61-79.

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2017Institutional ownership and return predictability across economically unrelated stocks. (2017). Gao, George P ; Ng, David T ; Moulton, Pamela C. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:31:y:2017:i:c:p:45-63.

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2017International house price cycles, monetary policy and credit. (2017). Bauer, Gregory. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:88-114.

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2017Does institutional ownership matter for international stock return comovement?. (2017). Ferreira, Miguel ; Faias, Jose. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:78:y:2017:i:c:p:64-83.

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2019Stress testing the equity home bias: A turnover analysis of Eurozone markets. (2019). Lazzari, Valter ; Geranio, Manuela. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:97:y:2019:i:c:p:70-85.

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2017Multinationals and the impact of corruption on financial derivatives use and firm value: Evidence from East Asia. (2017). Kim, Trang ; Nguyen, Quang ; Papanastassiou, Marina. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:39:y:2017:i:c:p:39-59.

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2017Examining return predictability of industry style portfolios with prior return relative to a benchmark. (2017). Noman, Abdullah ; Zirek, Duygu ; Naka, Atsuyuki . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:63:y:2017:i:c:p:193-203.

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2017Beta as a determinant of investor activity in sector exchange-traded funds. (2017). Peltomaki, Jarkko. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:137-145.

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2017The effect of countries’ ESG ratings on their sovereign borrowing costs. (2017). Crifo, Patricia ; Oueghlissi, Rim ; Diaye, Marc-Arthur. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:13-20.

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2018The investment behavior of socially responsible individual investors. (2018). Lapanan, Nicha. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:214-226.

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2018Sovereign bond spreads and extra-financial performance: An empirical analysis of emerging markets. (2018). Margaretic, Paula ; Pouget, Sebastien. In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:340-355.

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2017How Germany benefits the most from its Eurozone membership. (2017). Juneja, Januj. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1074-1088.

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2018Corruption and emerging markets: Systematic review of the most cited. (2018). Cintra, Renato Fabiano ; de Carvalho, Antonio Oliveira ; Ribeiro, Ivano ; Cassol, Alessandra. In: Research in International Business and Finance. RePEc:eee:riibaf:v:45:y:2018:i:c:p:607-619.

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2019How biased is the behavior of the individual investor in warrants?. (2019). Abreu, Margarida. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:139-149.

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2017On the exposure of insurance companies to sovereign risk − portfolio investments and market forces 1. (2017). Ohls, Jana ; Konig, Felix ; Dull, Robert . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:83195.

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2019Surveying Business Uncertainty. (2019). Meyer, Brent ; Davis, Steven ; bloom, nicholas ; Altig, David ; Parker, Nicholas B ; Barrero, Jose Maria . In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2019-13.

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2018Growth Effect of Public Debt: The Role of Government Effectiveness and Trade Balance. (2018). Butkus, Mindaugas ; Seputiene, Janina. In: Economies. RePEc:gam:jecomi:v:6:y:2018:i:4:p:62-:d:185108.

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2017Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations. (2017). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:10:p:1799-:d:114094.

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2017Public Debt, Corruption and Sustainable Economic Growth. (2017). Kim, Eunji ; Ha, Yoonhee . In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:3:p:433-:d:93140.

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2017International Asset Allocations and Capital Flows: The Benchmark Effect. (2017). Williams, Tomas ; Schmukler, Sergio ; Raddatz, Claudio. In: Working Papers. RePEc:gwi:wpaper:2017-10.

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2018Measuring the Effectiveness of National Enforcers in the IFRS Context: A Proactive Approach. (2018). Quagli, Alberto ; Motta, Lorenzo ; Ramassa, Paola ; Avallone, Francesco. In: International Business Research. RePEc:ibn:ibrjnl:v:11:y:2018:i:6:p:151-164.

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2018Corruption, interest rates and business cycles: comparison of emerging economies. (2018). Suzuki, Tomoya. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:51:y:2018:i:4:d:10.1007_s10644-017-9206-5.

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2018International asset allocation using the market implied cost of capital. (2018). Bielstein, Patrick. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:32:y:2018:i:1:d:10.1007_s11408-017-0302-3.

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2018Environmental Sustainability and Implied Cost of Equity: International Evidence. (2018). Gupta, Kartick. In: Journal of Business Ethics. RePEc:kap:jbuset:v:147:y:2018:i:2:d:10.1007_s10551-015-2971-z.

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2018Social Performance and Firm Risk: Impact of the Financial Crisis. (2018). Bouslah, Kais ; Mzali, Bouchra ; Kryzanowski, Lawrence. In: Journal of Business Ethics. RePEc:kap:jbuset:v:149:y:2018:i:3:d:10.1007_s10551-016-3017-x.

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2019Mean-variance optimization using forward-looking return estimates. (2019). Bielstein, Patrick ; Hanauer, Matthias X. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:52:y:2019:i:3:d:10.1007_s11156-018-0727-4.

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2017How Religiosity Shapes Investor Behavior: Sukuk Issuances During Ramadan. (2017). Weill, Laurent ; Turk Ariss, Rima ; Klein, Paul-Olivier. In: Working Papers of LaRGE Research Center. RePEc:lar:wpaper:2017-01.

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2019Market-timing performance of mutual fund investors in Emerging Markets. (2019). Cagnazzo, Alberto. In: Working Papers CASMEF. RePEc:lui:casmef:1901.

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2019The Relationship Between Financial Development and Innovation: Empirical Evidence from Selected Asian Countries. (2019). Le, Tuan Bach ; Thao, Duong Phuong. In: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis. RePEc:mup:actaun:actaun_2019067010287.

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2017Currency risk in corporate bond spreads in the eurozone. (2017). Bleaney, Michael ; Veleanu, Veronica. In: Discussion Papers. RePEc:not:notcfc:17/07.

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2017Corruption, secteur bancaire et développement du marché boursier : cas des pays de la zone EURO. (2017). Missaoui, Ibtissem ; Ben Rejeb, Jaleleddine . In: MPRA Paper. RePEc:pra:mprapa:83620.

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2018The non-linear nature of country risk and its implications for DSGE models. (2018). Kotłowski, Jacek ; Brzoza-Brzezina, Michal. In: Working Papers. RePEc:sgh:kaewps:2018035.

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2017Overcoming the Original Sin: Gains from Local Currency External Debt. (2017). Sabbadini, Ricardo. In: Working Papers, Department of Economics. RePEc:spa:wpaper:2017wpecon27.

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2017Conformity or Nonconformity in Multinationality? Performance Implications for the Italian Ceramic Tile Manufacturers. (2017). Giachetti, Claudio ; Spadafora, Ettore . In: Management International Review. RePEc:spr:manint:v:57:y:2017:i:5:d:10.1007_s11575-017-0316-0.

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2017International CAPM, Dynamic Betas and Optimization of Portfolios: Are countries-risk more profitable?. (2017). Godeiro, Lucas ; Frascaroli, Bruno ; Maia, Sinezio Fernandes. In: Journal of Statistical and Econometric Methods. RePEc:spt:stecon:v:6:y:2017:i:4:f:6_4_3.

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2017Investigating the sources of Black’s leverage effect in oil and gas stocks. (2017). Sanusi, Muhammad Surajo ; McMillan, David. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1318812.

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2017Essays in financial intermediation and political economy. (2017). Luo, Mancy . In: Other publications TiSEM. RePEc:tiu:tiutis:146f40d3-6c89-4c6d-8fea-1d698ba0bf39.

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2017Demystifying Forest Bonds. (2017). Bank, World. In: World Bank Other Operational Studies. RePEc:wbk:wboper:28587.

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2017Property Rights and CDS Spreads: When Is There a Strong Transfer Risk from the Sovereigns to the Corporates?. (2017). Bai, Jennie ; Wei, Shang-Jin. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:04:n:s2010139217500136.

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2017Habitat momentum. (2017). Weron, Rafał ; Maryniak, Pawel . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1705.

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2018Have capital market anomalies worldwide attenuated in the recent era of high liquidity and trading activity?. (2018). Rottmann, Horst ; Auer, Benjamin R. In: Weidener Diskussionspapiere. RePEc:zbw:hawdps:64.

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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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Works by David Ng:


YearTitleTypeCited
2005Capital Market Governance: How Do Security Laws Affect Market Performance? In: Working Papers.
[Full Text][Citation analysis]
paper39
2006Capital market governance: How do security laws affect market performance?.(2006) In: Journal of Corporate Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 39
article
2003Does Corruption Increase Emerging Market Bond Spreads? In: Working Papers.
[Full Text][Citation analysis]
paper39
2003Does corruption increase emerging market bond spreads?.(2003) In: Journal of Economics and Business.
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2012The International CAPM When Expected Returns Are Time-Varying In: Working Papers.
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2004The international CAPM when expected returns are time-varying.(2004) In: Journal of International Money and Finance.
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2002The Sovereign Ceiling and Emerging Market Corporate Bond Spreads In: Working Papers.
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2005The sovereign ceiling and emerging market corporate bond spreads.(2005) In: Journal of International Money and Finance.
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2002Corruption and International Valuation: Does Virtue Pay? In: Working Papers.
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2006Corruption and International Valuation: Does Virtue Pay?.(2006) In: MPRA Paper.
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2011Is unlevered firm volatility asymmetric?.(2011) In: Journal of Empirical Finance.
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2009Testing International Asset Pricing Models Using Implied Costs of Capital In: Journal of Financial and Quantitative Analysis.
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2011A tale of two yield curves: Modeling the joint term structure of dollar and euro interest rates In: Journal of Econometrics.
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2011Behavioral biases of mutual fund investors In: Journal of Financial Economics.
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1999Uncovering country risk in emerging market bond prices In: International Finance Discussion Papers.
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2013The Coming Wave In: Working Papers.
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2012How Important are Foreign Ownership Linkages for International Stock Returns? In: Working Papers.
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2008Foreign Investments of U.S. Individual Investors: Causes and Consequences In: Management Science.
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1999An International Dynamic Asset Pricing Model In: International Tax and Public Finance.
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1999An International Dynamic Asset Pricing Model.(1999) In: NBER Working Papers.
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2015The Coming Wave: Where Do Emerging Market Investors Put Their Money? In: NBER Working Papers.
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