24
H index
25
i10 index
4133
Citations
University of Chicago | 24 H index 25 i10 index 4133 Citations RESEARCH PRODUCTION: 30 Articles 80 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Lubos Pastor. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Finance | 12 |
Journal of Financial Economics | 7 |
Journal of Political Economy | 3 |
Review of Financial Studies | 2 |
Critical Finance Review | 2 |
Year | Title of citing document | |
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2020 | Origins of Mutual Fund Skill: Market versus Accounting Based Asset Pricing Anomalies. (2020). Christiansen, Charlotte ; Xu, Yue ; Xing, Ran. In: CREATES Research Papers. RePEc:aah:create:2020-14. Full description at Econpapers || Download paper | |
2020 | Public Listing and Corporate Social Responsibility from a Sustainability Risk Management Perspective. (2020). Hu, Fang ; Li, Ruitao. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:22:y:2020:i:55:p:808. Full description at Econpapers || Download paper | |
2020 | ARE SMALL STOCKS ILLIQUID? AN EXAMINATION OF LIQUIDITY-IMPROVING EVENTS. (2020). Al-Haji, Ahmad. In: Review of Socio - Economic Perspectives. RePEc:aly:journl:202068. Full description at Econpapers || Download paper | |
2020 | Equilibrium Asset Pricing with Transaction Costs. (2019). Possamai, Dylan ; Muhle-Karbe, Johannes ; Herdegen, Martin. In: Papers. RePEc:arx:papers:1901.10989. Full description at Econpapers || Download paper | |
2020 | Factor Investing: Hierarchical Ensemble Learning. (2019). Feng, Guanhao ; He, Jingyu. In: Papers. RePEc:arx:papers:1902.01015. Full description at Econpapers || Download paper | |
2020 | Trading Strategies and Market Color: The Benefits of Friendship with Quantitative Analysts and Financial Engineers. (2019). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1910.02144. Full description at Econpapers || Download paper | |
2020 | Corporate Governance, Noise Trading and Liquidity of Stocks. (2020). Su, Jianhao. In: Papers. RePEc:arx:papers:2001.06275. Full description at Econpapers || Download paper | |
2020 | A dynamic conditional approach to portfolio weights forecasting. (2020). Palandri, Alessandro ; Gallo, Giampiero M ; Cipollini, Fabrizio. In: Papers. RePEc:arx:papers:2004.12400. Full description at Econpapers || Download paper | |
2020 | Deeply Equal-Weighted Subset Portfolios. (2020). Il, Sang. In: Papers. RePEc:arx:papers:2006.14402. Full description at Econpapers || Download paper | |
2020 | Dynamic Networks in Large Financial and Economic Systems. (2020). BarunÃÂk, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842. Full description at Econpapers || Download paper | |
2020 | The role of global economic policy uncertainty in predicting crude oil futures volatility: Evidence from a two-factor GARCH-MIDAS model. (2020). Zhou, Wei-Xing ; Xiong, Xiong ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2007.12838. Full description at Econpapers || Download paper | |
2020 | Visibility graph analysis of economy policy uncertainty indices. (2020). Zhou, Wei-Xing ; Xiong, Xiong ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2007.12880. Full description at Econpapers || Download paper | |
2020 | Deep Learning, Predictability, and Optimal Portfolio Returns. (2020). BarunÃÂk, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2009.03394. Full description at Econpapers || Download paper | |
2020 | An Equilibrium Model for the Cross-Section of Liquidity Premia. (2020). Shi, Xiaofei ; Muhle-Karbe, Johannes ; Yang, Chen. In: Papers. RePEc:arx:papers:2011.13625. Full description at Econpapers || Download paper | |
2021 | Dynamic industry uncertainty networks and the business cycle. (2021). BarunÃk, Jozef ; Faff, Robert ; Bevilacqua, Mattia. In: Papers. RePEc:arx:papers:2101.06957. Full description at Econpapers || Download paper | |
2020 | Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets. (2020). Pedio, Manuela ; Guidolin, Massimo ; Bianchi, Daniele. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20143. Full description at Econpapers || Download paper | |
2020 | Implementation and Effectiveness of Extended Monetary Policy Tools: Lessons from the Literature. (2020). Yang, Jing ; Witmer, Jonathan ; Priftis, Romanos ; Kozicki, Sharon ; Suchanek, Lena ; Johnson, Grahame. In: Discussion Papers. RePEc:bca:bocadp:20-16. Full description at Econpapers || Download paper | |
2020 | Option-Based Risk Aversion Indicators for Predicting Currency Crises in Emerging Markets. (). Moura, Jaqueline Terra. In: Working Papers Series. RePEc:bcb:wpaper:515. Full description at Econpapers || Download paper | |
2020 | Economic policy uncertainty in Latin America: measurement using Spanish newspapers and economic spillovers. (2020). Pérez, Javier ; Ghirelli, Corinna ; Urtasun, Alberto ; Perez, Javier J. In: Working Papers. RePEc:bde:wpaper:2024. Full description at Econpapers || Download paper | |
2020 | Mutual funds performance: the role of distribution networks and bank affiliation. (2020). Marinelli, Giuseppe ; Hamaui, Andrea ; Cardillo, Andrea ; Albareto, Giorgio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1272_20. Full description at Econpapers || Download paper | |
2020 | THE MONITORING ROLE OF NON-EXECUTIVE DIRECTORS IN VIETNAM FROM A RETURN-VOLATILITY PERSPECTIVE. (2020). Thai, Kim Phong ; Tran, Thi Siem ; To, Anh Tho ; Hong, Thi Thu. In: Economic Annals. RePEc:beo:journl:v:65:y:2020:i:224:p:29-52. Full description at Econpapers || Download paper | |
2020 | Valuation of Long-Term Property Rights under Political Uncertainty. (2020). He, Zhiguo ; Hu, Maggie ; Yao, Vincent ; Wang, Zhenping. In: Working Papers. RePEc:bfi:wpaper:2020-105. Full description at Econpapers || Download paper | |
2020 | Exit vs. Voice. (2020). Hart, Oliver D ; Broccardo, Eleonora ; Zingales, Luigi. In: Working Papers. RePEc:bfi:wpaper:2020-114. Full description at Econpapers || Download paper | |
2020 | Discrimination, Manager, and Firm Performance: Evidence from Aryanizations in Nazi Germany. (2020). Waldinger, Fabian ; Huber, Kilian ; Lindenthal, Volker. In: Working Papers. RePEc:bfi:wpaper:2020-171. Full description at Econpapers || Download paper | |
2020 | Economic Uncertainty Before and During the COVID-19 Pandemic. (2020). Meyer, Brent ; Barrero, Jose Maria ; Renault, Thomas ; Parker, Nick ; Mizen, Paul ; Mihaylov, Emil ; Davis, Steven J ; Chen, Scarlet ; Bunn, Phil ; Bloom, Nick ; Baker, Scott ; Thwaites, Greg ; Altig, Dave ; Smietanka, Pawel. In: Working Papers. RePEc:bfi:wpaper:2020-88. Full description at Econpapers || Download paper | |
2020 | Mutual Fund Performance and Flows During the COVID-19 Crisis. (2020). Vorsatz, Blair M ; Pastor, Lubos. In: Working Papers. RePEc:bfi:wpaper:2020-96. Full description at Econpapers || Download paper | |
2021 | Firm-level R&D after periods of intense technological innovation: the role of investor sentiment. (2021). Carl, Matthew ; Aramonte, Sirio. In: BIS Working Papers. RePEc:bis:biswps:916. Full description at Econpapers || Download paper | |
2021 | Trade sentiment and the stock market: new evidence based on big data textual analysis of Chinese media. (2021). Gambacorta, Leonardo ; Amstad, Marlene ; Xia, Dora ; He, Chao. In: BIS Working Papers. RePEc:bis:biswps:917. Full description at Econpapers || Download paper | |
2020 | When to go abroad: economic policy uncertainty and Chinese firms’ overseas investment. (2020). Wu, Ji ; Kong, Dongmin ; Zhang, Jian. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1435-1470. Full description at Econpapers || Download paper | |
2020 | Economic policy uncertainty and firm tax avoidance. (2020). Nguyen, Justin Hung. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3935-3978. Full description at Econpapers || Download paper | |
2020 | Analyst versus model?based earnings forecasts: implied cost of capital applications. (2020). Cannavan, Damien ; Paton, Alexander P ; Hoang, Khoa ; Gray, Stephen. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:4061-4092. Full description at Econpapers || Download paper | |
2020 | Estimating the rank of a beta matrix: a GMM approach. (2020). Wang, Qin ; Ren, YU. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:4147-4173. Full description at Econpapers || Download paper | |
2020 | Does economic policy uncertainty raise corporate precautionary cash holdings? Evidence from China. (2020). Zhou, Shengshi ; Su, Xin ; Tian, Jinfang ; Xue, Rui. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:5:p:4567-4592. Full description at Econpapers || Download paper | |
2020 | Do checks on bureaucrats improve firm value? Evidence from a natural experiment. (2020). Armitage, Seth ; An, Jiafu ; Liu, Xianda ; Hou, Wenxuan. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:5:p:4821-4844. Full description at Econpapers || Download paper | |
2021 | Mandatory disclosure, greenhouse gas emissions and the cost of equity capital: UK evidence of a U?shaped relationship. (2021). Matthews, Lane ; Gerged, Ali Meftah ; Elheddad, Mohamed. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:2:p:908-930. Full description at Econpapers || Download paper | |
2020 | UNDERSTANDING THE MACROECONOMIC IMPACT OF ILLIQUIDITY SHOCKS IN THE UNITED STATES. (2020). Chou, Yu-Hsi ; Yen, Chiayi. In: Economic Inquiry. RePEc:bla:ecinqu:v:58:y:2020:i:3:p:1245-1278. Full description at Econpapers || Download paper | |
2020 | Consumption, asset wealth, equity premium, term spread, and flight to quality. (2020). Sousa, Ricardo ; Costantini, Mauro. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:778-807. Full description at Econpapers || Download paper | |
2020 | How much should portfolios shrink?. (2020). Han, Chulwoo. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:3:p:707-740. Full description at Econpapers || Download paper | |
2020 | Corporate decision making in the presence of political uncertainty: The case of corporate cash holdings. (2020). Hankins, William ; Chiu, Chingwai ; Jack, Chak Hung ; Stone, Annaleigh. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:2:p:307-337. Full description at Econpapers || Download paper | |
2020 | Commonality in liquidity and multilateral trading facilities. (2020). Mekhaimer, Mohamed ; Jain, Pankaj K ; Mortal, Sandra. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:3:p:481-502. Full description at Econpapers || Download paper | |
2020 | Institutional trading, investor sentiment, and lotteryâ€like stock preferences. (2020). Alldredge, Dallin M. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:4:p:603-624. Full description at Econpapers || Download paper | |
2020 | Innovation disclosure in times of uncertainty. (2020). Amore, Mario Daniele. In: Journal of Economics & Management Strategy. RePEc:bla:jemstr:v:29:y:2020:i:4:p:792-815. Full description at Econpapers || Download paper | |
2020 | Taming the Factor Zoo: A Test of New Factors. (2020). Xiu, Dacheng ; Giglio, Stefano ; Feng, Guanhao. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1327-1370. Full description at Econpapers || Download paper | |
2020 | Consumption Fluctuations and Expected Returns. (2020). Priestley, Richard ; Moller, Stig V ; Atanasov, Victoria. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1677-1713. Full description at Econpapers || Download paper | |
2020 | The Mismatch Between Mutual Fund Scale and Skill. (2020). Song, Yang. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2555-2589. Full description at Econpapers || Download paper | |
2020 | Lowâ€Risk Anomalies?. (2020). Zechner, Josef ; Wagner, Christian ; Schneider, Paul. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2673-2718. Full description at Econpapers || Download paper | |
2020 | Every Cloud Has a Silver Lining: Fast Trading, Microwave Connectivity, and Trading Costs. (2020). Shkilko, Andriy ; Sokolov, Konstantin. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:6:p:2899-2927. Full description at Econpapers || Download paper | |
2020 | Stock Market Returns and Consumption. (2020). Majlesi, Kaveh ; di Maggio, Marco ; Dimaggio, Marco ; Kermani, Amir. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:6:p:3175-3219. Full description at Econpapers || Download paper | |
2020 | ECONOMIC POLICY UNCERTAINTY AND BOARD MONITORING: EVIDENCE FROM CEO TURNOVERS. (2020). Pham, Duong T ; Frye, Melissa B. In: Journal of Financial Research. RePEc:bla:jfnres:v:43:y:2020:i:3:p:675-703. Full description at Econpapers || Download paper | |
2020 | Tick Size and Financial Reporting Quality in Smallâ€Cap Firms: Evidence from a Natural Experiment. (2020). Xu, Nina ; Li, Yiwen ; Ahmed, Anwer S. In: Journal of Accounting Research. RePEc:bla:joares:v:58:y:2020:i:4:p:869-914. Full description at Econpapers || Download paper | |
2020 | Catastrophe Risk and the Implied Volatility Smile. (2020). ben Ammar, Semir. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:87:y:2020:i:2:p:381-405. Full description at Econpapers || Download paper | |
2020 | Selfâ€similarity in longâ€horizon returns. (2020). Schoutens, Wim ; Madan, Dilip B. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:4:p:1368-1391. Full description at Econpapers || Download paper | |
2020 | Risk and Returns of Income Producing Properties: Core versus Noncore. (2020). Thibodeau, Thomas G ; Peng, Liang ; Gang, Jianhua. In: Real Estate Economics. RePEc:bla:reesec:v:48:y:2020:i:2:p:476-503. Full description at Econpapers || Download paper | |
2020 | Climate Risk and Commodity Currencies. (2020). Larsen, Vegard ; Kapfhammer, Felix ; Thorsrud, Leif Anders. In: Working Papers. RePEc:bny:wpaper:0093. Full description at Econpapers || Download paper | |
2020 | Populism, Political Risk and the Economy: Lessons from Italy. (2019). Schiantarelli, Fabio ; Brianti, Marco ; Brancati, Emanuele ; Balduzzi, Pierluigi. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:989. Full description at Econpapers || Download paper | |
2020 | Informed trading in government bond markets. (2020). Czech, Robert ; Wang, Tianyu ; Lou, Dong ; Huang, Shiyang. In: Bank of England working papers. RePEc:boe:boeewp:0871. Full description at Econpapers || Download paper | |
2020 | Economic uncertainty before and during the Covid-19 pandemic. (2020). Meyer, Brent ; Davis, Steven ; Barrero, Jose Maria ; Thwaites, Greg ; Bloom, Nick ; Smietanka, Pawel ; Baker, Scott ; Renault, Thomas ; Altig, Dave ; Parker, Nick ; Mizen, Paul ; Mihaylov, Emil ; Leather, Julia ; Chen, Scarlet ; Bunn, Philip. In: Bank of England working papers. RePEc:boe:boeewp:0876. Full description at Econpapers || Download paper | |
2020 | Exchange Rates and Political Uncertainty: The Brexit Case. (2020). Trigilia, G ; Moramarco, G ; Manasse, P. In: Working Papers. RePEc:bol:bodewp:wp1141. Full description at Econpapers || Download paper | |
2020 | Systematic Liquidity Risk Premia. (2020). Hong, Sanghyun ; Boyle, Glenn. In: Working Papers in Economics. RePEc:cbt:econwp:20/15. Full description at Econpapers || Download paper | |
2020 | On the Performance of Cryptocurrency Funds. (2020). Babiak, Mykola ; Bianchi, Daniele. In: CERGE-EI Working Papers. RePEc:cer:papers:wp672. Full description at Econpapers || Download paper | |
2020 | Deep Learning, Predictability, and Optimal Portfolio Returns. (2020). BarunÃk, Jozef ; Babiak, Mykola. In: CERGE-EI Working Papers. RePEc:cer:papers:wp677. Full description at Econpapers || Download paper | |
2020 | On the Exchange Rate and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets. (2020). Rault, Christophe ; Abid, Abir. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8189. Full description at Econpapers || Download paper | |
2020 | Economic Policy Uncertainty: Persistence and Cross-Country Linkages. (2020). Caporale, Guglielmo Maria ; Gil-Alana, Luis A ; Aikins, Emmanuel Joel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8289. Full description at Econpapers || Download paper | |
2020 | The Role of Economic Uncertainty in Rising Populism in the EU. (2020). Gozgor, Giray . In: CESifo Working Paper Series. RePEc:ces:ceswps:_8499. Full description at Econpapers || Download paper | |
2020 | Discrimination, Managers, and Firm Performance: Evidence from Aryanizations in Nazi Germany. (2020). Huber, Kilian ; Lindenthal, Volker ; Waldinger, Fabian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8736. Full description at Econpapers || Download paper | |
2020 | Climate Risk and Commodity Currencies. (2020). Larsen, Vegard ; Kapfhammer, Felix ; Thorsrud, Leif Anders. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8788. Full description at Econpapers || Download paper | |
2021 | Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US. (2021). Neuenkirch, Matthias ; Haase, Felix. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8828. Full description at Econpapers || Download paper | |
2021 | The Global Economic Impact of Politicians: Evidence from an International Survey RCT. (2021). Potrafke, Niklas ; Ruthardt, Fabian ; Grundler, Klaus ; Boumans, Dorine. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8833. Full description at Econpapers || Download paper | |
2021 | The Global Economic Impact of Politicians: Evidence from an International Survey RCT. (2021). Potrafke, Niklas ; Ruthardt, Fabian ; Grundler, Klaus ; Boumans, Dorine. In: EconPol Working Paper. RePEc:ces:econwp:_56. Full description at Econpapers || Download paper | |
2020 | Ökonomenpanel: Hoffnungsträger Biden. (2020). Potrafke, Niklas ; Sielmann, Jannik ; Ruthardt, Fabian ; Grundler, Klaus ; Aboushanab, Hoda. In: ifo Schnelldienst. RePEc:ces:ifosdt:v:73:y:2020:i:12:p:40-43. Full description at Econpapers || Download paper | |
2020 | Unbundling Polarization. (2020). Trebbi, Francesco ; Kendall, Chad ; Canen, Nathan. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14291. Full description at Econpapers || Download paper | |
2020 | Election Uncertainty and Capital Structure. (2020). Camyar, Isa ; Ulupinar, Bahar. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00595. Full description at Econpapers || Download paper | |
2020 | Policy uncertainty and bank lending. (2020). Tran, Dung Viet. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-01026. Full description at Econpapers || Download paper | |
2020 | Conditional capital asset pricing model, long-run risk, and stock valuation. (2020). Gueyie, Jean-Pierre ; Assogbavi, Tov ; Bergeron, Claude. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-01100. Full description at Econpapers || Download paper | |
2020 | Bitcoin and Global Political Uncertainty – Evidence from the U.S. Election Cycle. (2020). Burggraf, Tobias. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00047. Full description at Econpapers || Download paper | |
2020 | The Stock Price Impact of Domestic and Foreign Economic Policy Uncertainty: Evidence from China. (2020). Rouyer, Ellen ; Troy, Carol ; Liang, Chin Chia. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00167. Full description at Econpapers || Download paper | |
2021 | Measuring the cost of equity of euro area banks. (2021). Rycx, Francois ; Palligkinis, Spyros ; Odonnell, Charles ; Mosthaf, Jonas ; Fernandes, Cecilia Melo ; Kick, Heinrich ; Grodzicki, Maciej ; Dumitru, Ana-Maria ; de Ryck, Jeroen ; Bochmann, Paul ; Altavilla, Carlo ; Carlo Altavilla , . In: Occasional Paper Series. RePEc:ecb:ecbops:2021254. Full description at Econpapers || Download paper | |
2020 | Price dividend ratio and long-run stock returns: a score driven state space model. (2020). Petrella, Ivan ; Delle Monache, Davide ; Venditti, Fabrizio. In: Working Paper Series. RePEc:ecb:ecbwps:20202369. Full description at Econpapers || Download paper | |
2021 | Policy uncertainty, lender of last resort and the real economy. (2021). Mendicino, Caterina ; Jasova, Martina ; Supera, Dominik. In: Working Paper Series. RePEc:ecb:ecbwps:20212521. Full description at Econpapers || Download paper | |
2020 | Illiquidity Premium and Monetary Conditions in Emerging Markets: An Empirical Examination of Taiwan Stock Markets. (2020). Liu, Yi-Sheng ; Tai, Chia-Li ; Chen, Chia-Cheng. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-01-14. Full description at Econpapers || Download paper | |
2020 | Impact of Country Risk and Return on FPI. (2020). Gaballa, Mostafa Kotb ; al Samman, Ahmed. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-06-9. Full description at Econpapers || Download paper | |
2020 | Does peace boost stock prices? Evidence from the Korean stock market. (2020). Yoo, Shiyong ; Lee, Inho ; In Ho Lee, ; In Ho Lee, . In: Journal of Asian Economics. RePEc:eee:asieco:v:71:y:2020:i:c:s1049007820301275. Full description at Econpapers || Download paper | |
2020 | Does social capital influence corporate risk-taking?. (2020). Panta, Humnath. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:26:y:2020:i:c:s2214635019300772. Full description at Econpapers || Download paper | |
2020 | The “Black Thursday” effect in Chinese stock market. (2020). Tian, Shuairu ; Luo, Kevin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635020300137. Full description at Econpapers || Download paper | |
2020 | Economic policy uncertainty and firms investment and financing decisions in China. (2020). Zhang, Chengsi ; Liu, Guanchun. In: China Economic Review. RePEc:eee:chieco:v:63:y:2020:i:c:s1043951x19300240. Full description at Econpapers || Download paper | |
2020 | New continuum of stochastic static forecasting model for mutual funds at investment policy level. (2020). Sheikh, Jibran ; Ahmed, Wajid Shakeel ; Butt, Faisal Shafique ; Shad, Shafqat Ali ; Shafi, Khuram ; Ur-Rehman, Kashif. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:132:y:2020:i:c:s0960077919305193. Full description at Econpapers || Download paper | |
2020 | Policy uncertainty and the capital shortfall of global financial firms. (2020). Papachristopoulou, Andromachi ; Panopoulou, Ekaterini ; Matousek, Roman. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s092911992030002x. Full description at Econpapers || Download paper | |
2020 | CEO overconfidence and corporate cash holdings. (2020). Yeh, Chia-Wei ; Ho, Keng-Yu ; Chen, Yenn-Ru. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300213. Full description at Econpapers || Download paper | |
2020 | Trade credit and stock liquidity. (2020). Shang, Chenguang. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300304. Full description at Econpapers || Download paper | |
2020 | Navigating through economic policy uncertainty: The role of corporate cash holdings. (2020). Rhee, Ghon S ; Nguyen, MY ; Duong, Huu Nhan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300511. Full description at Econpapers || Download paper | |
2020 | The shrouded business of style drift in active mutual funds. (2020). Tam, On Kit ; Pei, Angeline Kim. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301115. Full description at Econpapers || Download paper | |
2020 | The influence of economic policy uncertainty on corporate trade credit and firm value. (2020). Phan, Hieu V ; Ngo, Thanh N ; Khieu, Hinh D ; Jory, Surendranath R. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301152. Full description at Econpapers || Download paper | |
2020 | Peer influence on trade credit. (2020). Machokoto, Michael ; Sikochi, Anywhere ; Gyimah, Daniel. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301292. Full description at Econpapers || Download paper | |
2020 | Economic policy uncertainty and short-term financing: The case of trade credit. (2020). Toscano, Francesca ; D'Mello, Ranjan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301309. Full description at Econpapers || Download paper | |
2020 | Whats good for you is good for me: The effect of CEO inside debt on the cost of equity. (2020). Zhang, Hao ; Shen, Carl Hsin-Han. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301437. Full description at Econpapers || Download paper | |
2020 | Attention! Distracted institutional investors and stock price crash. (2020). Zhang, Ting ; Yin, Sirui ; Peng, Qiyuan ; Ni, Xiaoran. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301450. Full description at Econpapers || Download paper | |
2020 | Corporate media connections and merger outcomes. (2020). Javakhadze, David ; Hossain, Md Miran. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920301802. Full description at Econpapers || Download paper | |
2020 | Uncertainty avoidance and mutual funds. (2020). Ramos, Sofia ; Miguel, Antonio F ; Medhat, Mamdouh ; Keswani, Aneel. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920301929. Full description at Econpapers || Download paper | |
2020 | On short-term institutional trading skill, behavioral biases, and liquidity need. (2020). Ray, Rina ; Chakravarty, Sugato. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920301930. Full description at Econpapers || Download paper | |
2020 | State ownership and stock liquidity: Evidence from privatization. (2020). El Ghoul, Sadok ; Nash, Robert ; Guedhami, Omrane ; Chen, Ruiyuan ; Boubakri, Narjess. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920302078. Full description at Econpapers || Download paper | |
2020 | Managerial multi-tasking, Team diversity, and mutual fund performance. (2020). Zhou, SI ; Xie, LI ; Chen, Jean Jinghan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920302108. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2009 | Learning in Financial Markets In: Annual Review of Financial Economics. [Full Text][Citation analysis] | article | 69 |
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1999 | Costs of Equity Capital and Model Mispricing In: Journal of Finance. [Full Text][Citation analysis] | article | 53 |
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1998 | The Equity Premium and Structural Breaks..(1998) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has another version. Agregated cites: 106 | paper | |
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2005 | Judging Fund Managers by the Company They Keep In: Journal of Finance. [Full Text][Citation analysis] | article | 72 |
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2005 | Rational IPO Waves In: Journal of Finance. [Full Text][Citation analysis] | article | 78 |
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2006 | Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 129 | paper | |
2009 | Predictive Systems: Living with Imperfect Predictors In: Journal of Finance. [Full Text][Citation analysis] | article | 98 |
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2012 | Are Stocks Really Less Volatile in the Long Run? In: Journal of Finance. [Full Text][Citation analysis] | article | 63 |
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2009 | Are Stocks Really Less Volatile in the Long Run?.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | paper | |
2012 | Uncertainty about Government Policy and Stock Prices In: Journal of Finance. [Full Text][Citation analysis] | article | 376 |
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2010 | Uncertainty about Government Policy and Stock Prices.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 376 | paper | |
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2016 | The Price of Political Uncertainty: Theory and Evidence from the Option Market In: Journal of Finance. [Full Text][Citation analysis] | article | 129 |
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2014 | The Price of Political Uncertainty: Theory and Evidence from the Option Market.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 129 | paper | |
2017 | Do Funds Make More When They Trade More? In: Journal of Finance. [Full Text][Citation analysis] | article | 24 |
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2014 | Do Funds Make More When They Trade More?.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
2015 | Income Inequality and Asset Prices under Redistributive Taxation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
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2015 | Income Inequality and Asset Prices under Redistributive Taxation.(2015) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2017 | Political Cycles and Stock Returns In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 19 |
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2020 | Political Cycles and Stock Returns.(2020) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | article | |
2017 | Portfolio Liquidity and Diversification: Theory and Evidence In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2018 | The Capital Markets Union: Key Challenges In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2018 | Inequality Aversion, Populism, and the Backlash Against Globalization In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
2018 | Inequality Aversion, Populism, and the Backlash Against Globalization.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2019 | Liquidity Risk After 20 Years In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
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2002 | Liquidity Risk and Expected Stock Returns In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1397 |
2001 | Liquidity Risk and Expected Stock Returns.(2001) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1397 | paper | |
2003 | Liquidity Risk and Expected Stock Returns.(2003) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1397 | article | |
Liquidity Risk and Expected Stock Returns.() In: CRSP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1397 | paper | ||
2003 | Stock Prices and IPO Waves In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
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2004 | Was There A Nasdaq Bubble in the Late 1990s? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 143 |
2006 | Was there a Nasdaq bubble in the late 1990s?.(2006) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 143 | article | |
2004 | Was There a Nasdaq Bubble in the Late 1990s?.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 143 | paper | |
2005 | Was There a Nasdaq Bubble in the Late 1990s?.(2005) In: 2005 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 143 | paper | |
2007 | Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 30 |
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2009 | Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability.(2009) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | article | |
2010 | On the Size of the Active Management Industry In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 44 |
2010 | On the Size of the Active Management Industry.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 44 | paper | |
2012 | On the Size of the Active Management Industry.(2012) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 44 | article | |
2011 | Political Uncertainty and Risk Premia In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 337 |
2013 | Political uncertainty and risk premia.(2013) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 337 | article | |
2011 | Political Uncertainty and Risk Premia.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 337 | paper | |
2014 | Scale and Skill in Active Management In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 89 |
2015 | Scale and skill in active management.(2015) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 89 | article | |
2014 | Scale and Skill in Active Management.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 89 | paper | |
2020 | Fund tradeoffs In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 0 |
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2000 | Comparing asset pricing models: an investment perspective In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 150 |
1999 | Comparing Asset Pricing Models: An Investment Perspective.(1999) In: Rodney L. White Center for Financial Research Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 150 | paper | |
1999 | Comparing Asset Pricing Models: An Investment Perspective.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 150 | paper | |
1999 | Comparing Asset Pricing Models: An Investment Perspective.(1999) In: CRSP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 150 | paper | |
2002 | Mutual fund performance and seemingly unrelated assets In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 115 |
Mutual Fund Performance and Seemingly Unrelated Assets.â€.() In: CRSP working papers. [Citation analysis] This paper has another version. Agregated cites: 115 | paper | ||
2002 | Investing in equity mutual funds In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 64 |
Investing in Equity Mutual Funds.() In: CRSP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 64 | paper | ||
1997 | Costs of Equity from Factor-Based Models In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 0 |
1997 | Costs of Equity from Factor-Based Models (Revised 4-98).(1997) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2000 | Evaluating and Investing in Equity Mutual Funds In: Rodney L. White Center for Financial Research Working Papers. [Full Text][Citation analysis] | paper | 1 |
2000 | Evaluating and Investing in Equity Mutual Funds.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
Evaluating and Investing in Equity Mutual Funds.() In: CRSP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | ||
1999 | Asset Princing Models: Implications for Expected Returns and Portfolio Selection. In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 56 |
1998 | Asset Pricing Models: Implications for Expected Returns and Portfolio Selection..(1998) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has another version. Agregated cites: 56 | paper | |
1999 | Asset Pricing Models: Implications for Expected Returns and Portfolio Selection.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 56 | paper | |
2000 | Asset Pricing Models: Implications for Expected Returns and Portfolio Selection..(2000) In: Review of Financial Studies. [Citation analysis] This paper has another version. Agregated cites: 56 | article | |
Asset Pricing Models: Implications for Expected Returns and Portfolio Selection.() In: CRSP working papers. [Citation analysis] This paper has another version. Agregated cites: 56 | paper | ||
Asset Pricing Models: Implications for Expected Returns and Portfolio Selection..() In: CRSP working papers. [Citation analysis] This paper has another version. Agregated cites: 56 | paper | ||
2020 | Mutual Fund Performance and Flows During the COVID-19 Crisis In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
Mutual Fund Performance and Flows during the COVID-19 Crisis.() In: Review of Asset Pricing Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | ||
2020 | Fifty Shades of QE: Comparing Findings of Central Bankers and Academics In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
2016 | Uncertainty and Valuations: A Comment In: Critical Finance Review. [Full Text][Citation analysis] | article | 1 |
2020 | Fifty Shades of QE: Conflicts of Interest in Economic Research In: Working and Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2021 | Fifty shades of QE: Conflicts of interest in economic research.(2021) In: IMFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper |
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