9
H index
9
i10 index
804
Citations
London Business School (LBS) | 9 H index 9 i10 index 804 Citations RESEARCH PRODUCTION: 10 Articles 38 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 Anna Pavlova. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Review of Financial Studies | 2 |
Journal of Economic Theory | 2 |
Working Papers Series with more than one paper published | # docs |
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CEPR Discussion Papers / C.E.P.R. Discussion Papers | 11 |
NBER Working Papers / National Bureau of Economic Research, Inc | 6 |
Econometric Society 2004 North American Winter Meetings / Econometric Society | 2 |
Year | Title of citing document | |
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2020 | Search for Yield in Large International Corporate Bonds: Investor Behavior and Firm Responses. (2020). Williams, Tomas ; Schmukler, Sergio ; Larrain, Mauricio ; Calomiris, Charles. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:165. Full description at Econpapers || Download paper | |
2020 | Competition in Fund Management and Forward Relative Performance Criteria. (2020). Anthropelos, Michail ; Geng, Tianran ; Zariphopoulou, Thaleia. In: Papers. RePEc:arx:papers:2011.00838. Full description at Econpapers || Download paper | |
2020 | Implicit Incentives for Fund Managers with Partial Information. (2020). Colaneri, Katia ; Angelini, Flavio ; Nicolosi, Marco ; Herzel, Stefano. In: Papers. RePEc:arx:papers:2011.07871. Full description at Econpapers || Download paper | |
2021 | A Framework of Multivariate Utility Optimization with General Benchmarks. (2021). Zhang, Litian ; Liang, Zongxia ; Liu, Yang. In: Papers. RePEc:arx:papers:2101.06675. Full description at Econpapers || Download paper | |
2022 | Optimal brokerage contracts in Almgren-Chriss model with multiple clients. (2022). Webster, Kevin ; Nadtochiy, Sergey ; Alvarez, Guillermo Alonso. In: Papers. RePEc:arx:papers:2204.05403. Full description at Econpapers || Download paper | |
2021 | Passive funds affect prices: evidence from the most ETF-dominated asset classes. (2021). Todorov, Karamfil. In: BIS Working Papers. RePEc:bis:biswps:952. Full description at Econpapers || Download paper | |
2021 | Identifying oil price shocks and their consequences: The role of expectations in the crude oil market. (2021). Tamanyu, Yoichiro ; Ohyama, Shinsuke ; Nakajima, Jouchi ; Fueki, Takuji. In: International Finance. RePEc:bla:intfin:v:24:y:2021:i:1:p:53-76. Full description at Econpapers || Download paper | |
2021 | The predictive power of macroeconomic uncertainty for commodity futures volatility. (2021). Huang, Zhuo ; Tong, Chen ; Liang, Fang. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:3:p:989-1012. Full description at Econpapers || Download paper | |
2021 | FINANCIALIZATION OF COMMODITIES BEFORE AND AFTER THE GREAT FINANCIAL CRISIS. (2021). Natoli, Filippo. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:488-511. Full description at Econpapers || Download paper | |
2021 | Limited Risk Sharing and International Equity Returns. (2021). Zhang, Shaojun. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:2:p:893-933. Full description at Econpapers || Download paper | |
2020 | Pricing schemes and market efficiency in private retirement systems. (2020). Flanders, Sam ; Nungsari, Melati ; Paradacontzen, Marcela. In: Journal of Public Economic Theory. RePEc:bla:jpbect:v:22:y:2020:i:4:p:1041-1068. Full description at Econpapers || Download paper | |
2021 | Liquidity in competitive dealer markets. (2021). Muhlekarbe, Johannes ; Ekren, Ibrahim ; Bank, Peter. In: Mathematical Finance. RePEc:bla:mathfi:v:31:y:2021:i:3:p:827-856. Full description at Econpapers || Download paper | |
2022 | Optimal fund menus. (2022). Hugonnier, Julien ; Cvitani, Jaka. In: Mathematical Finance. RePEc:bla:mathfi:v:32:y:2022:i:2:p:455-516. Full description at Econpapers || Download paper | |
2022 | Real estate as a new equity market sector: Market responses and return comovement. (2022). Xu, Xiaoqing Eleanor ; Xie, Kangzhen ; Tang, Hongfei . In: Real Estate Economics. RePEc:bla:reesec:v:50:y:2022:i:2:p:431-467. Full description at Econpapers || Download paper | |
2020 | Optimal Policy under Dollar Pricing. (2020). Egorov, Konstantin ; Mukhin, Dmitry. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8272. Full description at Econpapers || Download paper | |
2021 | Connectedness between the Crude Oil Futures and Equity Markets during the Pre- and Post-Financialisation Eras. (2021). Gronwald, Marc ; Durand, Robert D ; Wadud, Sania. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9202. Full description at Econpapers || Download paper | |
2021 | Capital Flows and Emerging Markets Fluctuations. (2021). Lorca, Jorge. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:898. Full description at Econpapers || Download paper | |
2020 | Do commodity price volatilities impact currency misalignments in commodity-exporting countries?. (2020). Guillaumin, Cyriac ; Silanine, Alexandre ; Boubakri, Salem. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00234. Full description at Econpapers || Download paper | |
2020 | Macroprudential policy and the role of institutional investors in housing markets. (2020). Muoz, Manuel A. In: Working Paper Series. RePEc:ecb:ecbwps:20202454. Full description at Econpapers || Download paper | |
2021 | Stock market uncertainty and uncovered equity parity deviation: Evidence from Asia. (2021). Mo, Kuk ; Jung, Jiyong. In: Journal of Asian Economics. RePEc:eee:asieco:v:73:y:2021:i:c:s1049007820301512. Full description at Econpapers || Download paper | |
2020 | Taxonomy of commodities assets via complexity-entropy causality plane. (2020). , Fernando ; Fernando, . In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:137:y:2020:i:c:s096007792030309x. Full description at Econpapers || Download paper | |
2020 | Asset mispricing in peer-to-peer loan secondary markets. (2020). Talavera, Oleksandr ; Pham, Tho ; Caglayan, Mustafa ; Xiong, Xiong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920302133. Full description at Econpapers || Download paper | |
2021 | Diversity and women in finance: Challenges and future perspectives. (2021). Girardone, Claudia ; Wood, Geoffrey ; Kokas, Sotirios. In: Journal of Corporate Finance. RePEc:eee:corfin:v:71:y:2021:i:c:s0929119921000274. Full description at Econpapers || Download paper | |
2020 | Dynamic asset allocation with relative wealth concerns in incomplete markets. (2020). Seifried, Frank Thomas ; Meyer-Wehmann, Andre ; Kraft, Holger. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300270. Full description at Econpapers || Download paper | |
2020 | Security design with status concerns. (2020). Subrahmanyam, Marti ; Shapiro, Alex ; Makarov, Dmitry ; Basak, Suleyman. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:118:y:2020:i:c:s0165188920301445. Full description at Econpapers || Download paper | |
2022 | Dynamic asset pricing in delegated investment: An investigation from the perspective of heterogeneous beliefs of institutional and retail investors. (2022). Yang, Jun ; Bian, Yun ; Xu, SI ; Sheng, Jiliang. In: Economic Modelling. RePEc:eee:ecmode:v:107:y:2022:i:c:s0264999321003059. Full description at Econpapers || Download paper | |
2020 | Financialization of agricultural commodities: Evidence from China. (2020). Ouyang, Ruolan ; Zhang, Xuan. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:381-389. Full description at Econpapers || Download paper | |
2020 | Financial frictions and the futures pricing puzzle. (2020). Taamouti, Abderrahim ; ap Gwilym, Rhys ; Rahman, Hamid ; el Alaoui, Abdelkader O ; Ebrahim, Shahid M. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:358-371. Full description at Econpapers || Download paper | |
2020 | Forecast performance in times terrorism. (2020). Benchimol, Jonathan ; El-Shagi, Makram. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:386-402. Full description at Econpapers || Download paper | |
2020 | Unconventional monetary policy and financialization of commodities. (2020). Soytas, Ugur ; Ordu-Akkaya, Beyza Mina. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818304844. Full description at Econpapers || Download paper | |
2020 | Dynamic relations between oil and stock market returns: A multi-country study. (2020). Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose ; Gamboa-Arbelaez, Juliana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302499. Full description at Econpapers || Download paper | |
2020 | The rise of passive investing and index-linked comovement. (2020). Gregoire, Vincent. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302992. Full description at Econpapers || Download paper | |
2020 | Excess co-movement of agricultural futures prices: Perspective from contagious investor sentiment. (2020). Huang, Jialiang ; Zhou, Liyun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301649. Full description at Econpapers || Download paper | |
2021 | Heterogeneous beliefs with herding behaviors and asset pricing in two goods world. (2021). Hu, Duni ; Wang, Hailong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000632. Full description at Econpapers || Download paper | |
2020 | Local Gaussian correlations in financial and commodity markets. (2020). Chevallier, Julien ; Nguyen, Quynh Nga ; Zhu, Bangzhu ; Zhang, Lyuyuan ; Aboura, Sofiane. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:1:p:306-323. Full description at Econpapers || Download paper | |
2022 | Near-optimal asset allocation in financial markets with trading constraints. (2022). Pelsser, Antoon ; Kamma, Thijs. In: European Journal of Operational Research. RePEc:eee:ejores:v:297:y:2022:i:2:p:766-781. Full description at Econpapers || Download paper | |
2021 | The challenges of oil investing: Contango and the financialization of commodities. (2021). Moneta, Fabio ; Chincarini, Ludwig B. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003315. Full description at Econpapers || Download paper | |
2021 | Effects of idiosyncratic jumps and co-jumps on oil, gold, and copper markets. (2021). Gözgör, Giray ; Xu, Bing ; Marco, Chi Keung ; Gozgor, Giray ; Semeyutin, Artur. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s014098832100517x. Full description at Econpapers || Download paper | |
2020 | Mild explosivity in recent crude oil prices. (2020). Paraskevopoulos, Ioannis ; McCrorie, Roderick J ; Figuerola-Ferretti, Isabel. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988319301471. Full description at Econpapers || Download paper | |
2020 | Economic determinants of oil futures volatility: A term structure perspective. (2020). Prokopczuk, Marcel ; Nikitopoulos-Sklibosios, Christina ; Kang, Boda. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300827. Full description at Econpapers || Download paper | |
2020 | Have commodities become a financial asset? Evidence from ten years of Financialization. (2020). Kartsakli, Maria ; Collot, Solene ; Adams, Zeno. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301092. Full description at Econpapers || Download paper | |
2021 | Neural network prediction of crude oil futures using B-splines. (2021). Shang, Han Lin ; Miao, Hong ; Kokoszka, Piotr ; Butler, Sunil. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304205. Full description at Econpapers || Download paper | |
2021 | Financialization, idiosyncratic information and commodity co-movements. (2021). Pan, Jiaofeng ; Wu, Fei ; Ji, Qiang ; Ma, Yan-Ran. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304230. Full description at Econpapers || Download paper | |
2021 | A closer look into the global determinants of oil price volatility. (2021). Filis, George ; Gabauer, David ; Filippidis, Michail ; Chatziantoniou, Ioannis. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988320304321. Full description at Econpapers || Download paper | |
2020 | Explaining the nonlinear response of stock markets to oil price shocks. (2020). Sharma, Shahil ; Escobari, Diego. In: Energy. RePEc:eee:energy:v:213:y:2020:i:c:s0360544220318855. Full description at Econpapers || Download paper | |
2021 | Dynamic dependence nexus and causality of the renewable energy stock markets on the fossil energy markets. (2021). Mo, Bin ; Lie, Jiayi ; Wang, Jieru ; Jiang, Yonghong. In: Energy. RePEc:eee:energy:v:233:y:2021:i:c:s0360544221014390. Full description at Econpapers || Download paper | |
2020 | Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS. (2020). Fan, Ying ; Zhao, Wan-Li ; Liu, Bing-Yue ; Ji, Qiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918304605. Full description at Econpapers || Download paper | |
2020 | Financialization and de-financialization of commodity futures: A quantile regression approach. (2020). Todorova, Neda ; Fan, John Hua ; Bianchi, Robert J. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521919301164. Full description at Econpapers || Download paper | |
2020 | Risk quantification for commodity ETFs: Backtesting value-at-risk and expected shortfall. (2020). Perote, Javier ; Mora-Valencia, Andrés ; del Brio, Esther B. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521917301801. Full description at Econpapers || Download paper | |
2020 | Theyre back! Post-financialization diversification benefits of commodities. (2020). Manseau, Guillaume ; Gagnon, Marie-Helene ; Power, Gabriel J. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301599. Full description at Econpapers || Download paper | |
2021 | Dynamic portfolio strategy by loss-averse fund managers facing performance-induced fund flows. (2021). Bian, Yun ; Xu, SI ; Sheng, Jiliang ; Yang, Jun. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302520. Full description at Econpapers || Download paper | |
2021 | Returns and volatilities of energy futures markets: Roles of speculative and hedging sentiments. (2021). , Bowei ; Chen, Rongda ; Liu, Jia ; Jin, Chenglu ; Wei, BO. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921000909. Full description at Econpapers || Download paper | |
2020 | The financialization of Chinese commodity markets. (2020). Su, Yunpeng ; Pu, Yingjian ; Yang, Baochen. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319307512. Full description at Econpapers || Download paper | |
2021 | Commodity financialisation and price co-movement: Lessons from two centuries of evidence. (2021). Mikutowski, Mateusz ; Zaremba, Adam ; Umar, Zaghum. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319308402. Full description at Econpapers || Download paper | |
2021 | Additional factor in asset-pricing: Institutional ownership. (2021). Endeniz-Yuncu, Lkay ; Uurlu-Yildirim, Ecenur. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s154461231930090x. Full description at Econpapers || Download paper | |
2021 | A model of delegation with a VaR constraint. (2021). Qiu, Zhigang ; Wang, Hefei ; Li, AO ; Jiang, Ying ; Guo, Rui. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320317098. Full description at Econpapers || Download paper | |
2020 | Too much of a good thing? Speculative effects on commodity futures curves. (2020). van Huellen, Sophie. In: Journal of Financial Markets. RePEc:eee:finmar:v:47:y:2020:i:c:s1386418118302295. Full description at Econpapers || Download paper | |
2020 | International capital flows, portfolio composition, and the stability of external imbalances. (2020). Yu, Changhua ; Devereux, Michael ; Saito, Makoto. In: Journal of International Economics. RePEc:eee:inecon:v:127:y:2020:i:c:s002219962030101x. Full description at Econpapers || Download paper | |
2021 | Winners and losers from sovereign debt inflows. (2021). Williams, Tomas ; Pandolfi, Lorenzo ; Martin, Alberto ; Broner, Fernando. In: Journal of International Economics. RePEc:eee:inecon:v:130:y:2021:i:c:s0022199621000234. Full description at Econpapers || Download paper | |
2021 | The dynamics of the U.S. trade balance and real exchange rate: The J curve and trade costs?. (2021). Choi, Horag ; Alessandria, George. In: Journal of International Economics. RePEc:eee:inecon:v:132:y:2021:i:c:s002219962100091x. Full description at Econpapers || Download paper | |
2021 | Exchange rate regimes and price efficiency: Empirical examination of the impact of financial crisis. (2021). Sheng, Hsia Hua ; Rasheed, Abdul A ; Diniz-Maganini, Natalia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000809. Full description at Econpapers || Download paper | |
2020 | Institutionalization, delegation, and asset prices. (2020). Yang, Liyan ; Qiu, Zhigang ; Huang, Shiyang. In: Journal of Economic Theory. RePEc:eee:jetheo:v:186:y:2020:i:c:s0022053119301243. Full description at Econpapers || Download paper | |
2020 | Idea sharing and the performance of mutual funds. (2020). Cujean, Julien. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:1:p:88-119. Full description at Econpapers || Download paper | |
2020 | What you see is not what you get: The costs of trading market anomalies. (2020). Weller, Brian M ; Patton, Andrew J. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:2:p:515-549. Full description at Econpapers || Download paper | |
2020 | Collateral constraints and asset prices. (2020). Han, Brandon Yueyang ; Chabakauri, Georgy. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:3:p:754-776. Full description at Econpapers || Download paper | |
2021 | What to expect when everyone is expecting: Self-fulfilling expectations and asset-pricing puzzles. (2021). Panageas, Stavros ; Garleanu, Nicolae. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:1:p:54-73. Full description at Econpapers || Download paper | |
2021 | Asset pricing with index investing. (2021). Rytchkov, Oleg ; Chabakauri, Georgy. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:1:p:195-216. Full description at Econpapers || Download paper | |
2021 | Entangled risks in incomplete FX markets. (2021). Tran, Ngoc-Khanh ; Maurer, Thomas. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:1:p:146-165. Full description at Econpapers || Download paper | |
2021 | The benchmark inclusion subsidy. (2021). Pavlova, Anna ; Li, Jian ; Kovrijnykh, Natalia ; Kashyap, Anil K. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:2:p:756-774. Full description at Econpapers || Download paper | |
2021 | Speculation and informational efficiency in commodity futures markets. (2021). Bonnier, Jean-Baptiste. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:117:y:2021:i:c:s026156062100108x. Full description at Econpapers || Download paper | |
2020 | Comovement in the commodity futures markets: An analysis of the energy, grains, and livestock sectors. (2020). Putnam, Kyle J ; Adhikari, Ramesh. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:18:y:2020:i:c:s2405851318300680. Full description at Econpapers || Download paper | |
2020 | Dynamics of volatility spillover in commodity markets: Linking crude oil to agriculture. (2020). Yahya, Muhammad ; Oglend, Atle ; Dahl, Roy Endre. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:20:y:2020:i:c:s2405851319300765. Full description at Econpapers || Download paper | |
2021 | Asymmetric volatility in commodity markets. (2021). Mu, Xiaoyi ; Chen, Yu-Fu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:22:y:2021:i:c:s2405851320300167. Full description at Econpapers || Download paper | |
2021 | The dynamic linkages between food prices and oil prices. Does asymmetry matter?. (2021). Kroupis, Nikolaos ; Katrakilidis, Constantinos ; Karakotsios, Achillefs. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:23:y:2021:i:c:s1703494921000086. Full description at Econpapers || Download paper | |
2020 | Does foreign portfolio investment strengthen stock-commodity markets connection?. (2020). Soytas, Ugur ; Ordu-Akkaya, Beyza Mina. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719303617. Full description at Econpapers || Download paper | |
2020 | Expected prices, futures prices and time-varying risk premiums: The case of copper. (2020). Schwartz, Eduardo S ; Ortega, Hector ; Cortazar, Gonzalo ; Cifuentes, Sebastian. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308576. Full description at Econpapers || Download paper | |
2021 | Network approach to the dynamic transformation characteristics of the joint impacts of gold and oil on copper. (2021). Wu, Tao ; Zheng, Huiling ; An, Sufang ; Gao, Xiangyun ; Li, YU. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309958. Full description at Econpapers || Download paper | |
2021 | Dynamic spillovers and network structure among commodity, currency, and stock markets. (2021). Ugolini, Andrea ; Reboredo, Juan ; Hernandez, Jose Arreola ; Arreolahernandez, Jose. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002774. Full description at Econpapers || Download paper | |
2021 | Financial regimes and oil prices. (2021). Mohammed, Mikidadu ; Barrales-Ruiz, Jose. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003093. Full description at Econpapers || Download paper | |
2021 | Multiscale spillovers, connectedness, and portfolio management among precious and industrial metals, energy, agriculture, and livestock futures. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003846. Full description at Econpapers || Download paper | |
2021 | The relationship between Bitcoin and resource commodity futures: Evidence from NARDL approach. (2021). An, Che-Lun ; Lin, Mei-Yin . In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003925. Full description at Econpapers || Download paper | |
2020 | Why are exchange rates so smooth? A household finance explanation. (2020). Naknoi, Kanda ; Chien, YiLi ; Lustig, Hanno. In: Journal of Monetary Economics. RePEc:eee:moneco:v:112:y:2020:i:c:p:129-144. Full description at Econpapers || Download paper | |
2021 | Extreme linkages between foreign exchange and general financial markets. (2021). Korsakul, Nattawadee ; Chen, Wei-Peng ; Wu, Chih-Chiang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:65:y:2021:i:c:s0927538x20306740. Full description at Econpapers || Download paper | |
2020 | Pricing and hedging foreign equity options under Hawkes jump–diffusion processes. (2020). Xu, Weidong ; Shrestha, Keshab ; Pan, Dongtao ; Ma, Yong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:537:y:2020:i:c:s0378437119315110. Full description at Econpapers || Download paper | |
2020 | Dynamic return connectedness across global commodity futures markets: Evidence from time and frequency domains. (2020). Chen, Xiaodan ; Li, Xiafei ; Zhang, Zeming ; Wang, Yilin ; Wei, YU. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:542:y:2020:i:c:s0378437119319326. Full description at Econpapers || Download paper | |
2020 | Time and frequency domain quantile coherence of emerging stock markets with gold and oil prices. (2020). Balli, Faruk ; Hussain, Syed Jawad ; Arif, Muhammad ; Hasan, Mudassar ; Naeem, Muhammad Abubakr. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:553:y:2020:i:c:s0378437120300583. Full description at Econpapers || Download paper | |
2020 | Commodity futures and a wavelet-based risk assessment. (2020). Czudaj, Robert ; Berger, Theo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:554:y:2020:i:c:s037843712030114x. Full description at Econpapers || Download paper | |
2021 | When and why do stock and bond markets predict US economic growth?. (2021). McMillan, David G. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:331-343. Full description at Econpapers || Download paper | |
2021 | Conditional correlation between exchange rates and stock prices. (2021). Ding, Liang. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:452-463. Full description at Econpapers || Download paper | |
2021 | The higher you fly, the harder you try not to fall: An analysis of the risk taking behavior in social trading. (2021). Dorfleitner, Gregor ; Wimmer, Maximilian ; Scheckenbach, Isabel. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:239-259. Full description at Econpapers || Download paper | |
2020 | International stock market co-movements following US financial globalization. (2020). Huang, Chai Liang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:788-814. Full description at Econpapers || Download paper | |
2021 | The realized volatility of commodity futures: Interconnectedness and determinants#. (2021). Vo, Xuan Vinh ; Saeed, Tareq ; Lucey, Brian ; Bouri, Elie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:73:y:2021:i:c:p:139-151. Full description at Econpapers || Download paper | |
2021 | The behavior of exchange rate and stock returns in high and low interest rate environments. (2021). Salisu, Afees ; Vo, Xuan Vinh. In: International Review of Economics & Finance. RePEc:eee:reveco:v:74:y:2021:i:c:p:138-149. Full description at Econpapers || Download paper | |
2021 | Regime-switching energy price volatility: The role of economic policy uncertainty. (2021). Etienne, Xiaoli L ; Scarcioffolo, Alexandre R. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:336-356. Full description at Econpapers || Download paper | |
2021 | Equity-commodity contagion during four recent crises: Evidence from the USA, Europe and the BRICS. (2021). Goutte, Stéphane ; Guesmi, Khaled ; Gana, Marjene ; Ayadi, Ahmed. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:376-423. Full description at Econpapers || Download paper | |
2021 | Fair-weather Friends? Sector-specific volatility connectedness and transmission. (2021). Power, Gabriel ; Vedenov, Dmitry ; Liu, Pan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:712-736. Full description at Econpapers || Download paper | |
2020 | Does the tea market require a futures contract? Evidence from the Sri Lankan tea market. (2020). Biakowski, Jdrzej ; Perera, Devmali ; Bohl, Martin T. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920300714. Full description at Econpapers || Download paper | |
2022 | Traders’ motivation and hedging pressure in commodity futures markets. (2022). Smimou, K ; Bosch, David. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001501. Full description at Econpapers || Download paper | |
2020 | Commodity and transportation economic market interactions revisited: New evidence from a dynamic factor model. (2020). Angelopoulos, Jason ; Visvikis, Ilias D ; Sahoo, Satya. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:133:y:2020:i:c:s1366554519311081. Full description at Econpapers || Download paper | |
2020 | Currency Manipulation. (2008). Hassan, Tarek ; Zhang, Tony ; Mertens, Thomas M. In: Working Paper Series. RePEc:fip:fedfwp:2016-15. Full description at Econpapers || Download paper | |
2020 | Asset Pricing with Heterogeneous Investors and Portfolio Constraints. (2012). Chabakauri, Georgy . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp707. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2013 | Asset Prices and Institutional Investors In: American Economic Review. [Full Text][Citation analysis] | article | 109 |
2012 | Asset Prices and Institutional Investors.(2012) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 109 | paper | |
2016 | A Model of Financialization of Commodities In: Journal of Finance. [Full Text][Citation analysis] | article | 151 |
2015 | A Model of Financialization of Commodities.(2015) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 151 | paper | |
Adjustment Costs, Learning-by-Doing Technology Adoption under Uncertainty In: Penn CARESS Working Papers. [Full Text][Citation analysis] | paper | 0 | |
1997 | On Trees and Logs In: Penn CARESS Working Papers. [Full Text][Citation analysis] | paper | 21 |
2004 | On trees and logs.(2004) In: Journal of Economic Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | article | |
2003 | ON TREES AND LOGS.(2003) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
2002 | On Trees and Logs.(2002) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
2000 | On Trees and Logs.(2000) In: CARESS Working Papres. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
2018 | The Benchmark Inclusion Subsidy In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
2018 | The Benchmark Inclusion Subsidy.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2002 | A Dynamic Model with Import Quota Constraints In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2003 | A DYNAMIC MODEL WITH IMPORT QUOTA CONSTRAINTS.(2003) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2004 | A Dynamic Model with Import Quota Constraints.(2004) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2002 | Monopoly Power and the Firms Valuation: A Dynamic Analysis of Short versus Long-Term Policies In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2003 | MONOPOLY POWER AND THE FIRMS VALUATION: A DYNAMIC ANALYSIS OF SHORT VERSUS LONG-TERM POLICIES.(2003) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2004 | Monopoly power and the firm’s valuation: a dynamic analysis of short versus long-term policies.(2004) In: Economic Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
2005 | Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 17 |
2004 | Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management.(2004) In: Econometric Society 2004 North American Winter Meetings. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2003 | Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management.(2003) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2005 | Wealth Transfers, Contagion and Portfolio Constraints In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
2005 | Wealth Transfers, Contagion, and Portfolio Constraints.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2006 | Optimal Asset Allocation and Risk Shifting in Money Management In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 97 |
2007 | Optimal Asset Allocation and Risk Shifting in Money Management.(2007) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 97 | article | |
2006 | Multiplicity in General Financial Equilibrium with Portfolio Constraints In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
2008 | Multiplicity in general financial equilibrium with portfolio constraints.(2008) In: Journal of Economic Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
2008 | The Role of Portfolio Constraints in the International Propagation of Shocks In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 100 |
2008 | The Role of Portfolio Constraints in the International Propagation of Shocks.(2008) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 100 | article | |
2011 | International Macro-Finance In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
2010 | International Macro-Finance.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2004 | Asset Prices and Exchange Rates In: Econometric Society 2004 North American Winter Meetings. [Full Text][Citation analysis] | paper | 211 |
2003 | Asset Prices and Exchange Rates.(2003) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 211 | paper | |
2004 | Asset Prices and Exchange Rates.(2004) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 211 | paper | |
2003 | Asset Prices and Exchange Rates.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 211 | paper | |
2007 | Asset Prices and Exchange Rates.(2007) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 211 | article | |
2010 | An asset-pricing view of external adjustment In: Journal of International Economics. [Full Text][Citation analysis] | article | 49 |
2007 | An Asset-Pricing View of External Adjustment.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | paper | |
2008 | Offsetting the implicit incentives: Benefits of benchmarking in money management In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 11 |
2002 | Adjustment Costs, Learning-by-Doing, and Technology Adoption Under Uncertainty In: Working papers. [Full Text][Citation analysis] | paper | 4 |
2003 | ADJUSTMENT COSTS, LEARNING-BY-DOING, AND TECHNOLOGY ADOPTION UNDER UNCERTAINTY.(2003) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
1999 | Adjustment Costs, Learning-by-Doing, and Technology Adoption under Uncertainty.(1999) In: CARESS Working Papres. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2004 | Monopoly Power and the Firm€ٳ Valuation: In: Working papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Is There Too Much Benchmarking in Asset Management? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
2006 | Multiplicity and Sunspots in General Financial Equilibrium with Portfolio Constraints In: PIER Working Paper Archive. [Full Text][Citation analysis] | paper | 2 |
2006 | Multiplicity in General Financial Equilibrium with Portfolio Constraints, Second Version In: PIER Working Paper Archive. [Full Text][Citation analysis] | paper | 0 |
2011 | Equilibrium Portfolios and External Adjustment under Incomplete Markets In: 2011 Meeting Papers. [Citation analysis] | paper | 0 |
2018 | Benchmarking Asset Managers In: 2018 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
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