Anna Pavlova : Citation Profile


Are you Anna Pavlova?

London Business School (LBS)

8

H index

8

i10 index

548

Citations

RESEARCH PRODUCTION:

10

Articles

37

Papers

RESEARCH ACTIVITY:

   21 years (1997 - 2018). See details.
   Cites by year: 26
   Journals where Anna Pavlova has often published
   Relations with other researchers
   Recent citing documents: 142.    Total self citations: 17 (3.01 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppa810
   Updated: 2020-03-30    RAS profile: 2020-03-06    
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Relations with other researchers


Works with:

Basak, Suleyman (3)

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

Is cited by:

Coeurdacier, Nicolas (30)

Schmukler, Sergio (17)

Vayanos, Dimitri (17)

Rey, Helene (14)

Broner, Fernando (13)

Martin, Philippe (12)

Kollmann, Robert (12)

Kaniel, Ron (11)

Basak, Suleyman (10)

Didier, Tatiana (8)

Erce, Aitor (8)

Cites to:

Basak, Suleyman (20)

Rigobon, Roberto (18)

Reinhart, Carmen (14)

Kaminsky, Graciela (13)

Cass, David (13)

Obstfeld, Maurice (11)

Cole, Harold (9)

Abel, Andrew (9)

Lucas, Robert (8)

Tille, Cédric (7)

merton, robert (6)

Main data


Where Anna Pavlova has published?


Journals with more than one article published# docs
Review of Financial Studies2
Journal of Economic Theory2

Working Papers Series with more than one paper published# docs
Econometric Society 2004 North American Winter Meetings / Econometric Society2

Recent works citing Anna Pavlova (2018 and 2017)


YearTitle of citing document
2017Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices. (2017). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit ; Derek, Julien Chevallier . In: The Energy Journal. RePEc:aen:journl:ej38-2-bunn.

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2017Speculation in Commodity Futures Markets, Inventories and the Price of Crude Oil. (2017). Byun, Sung Je ; Je, Sung. In: The Energy Journal. RePEc:aen:journl:ej38-5-byun.

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2018International interdependence between cash crop and staple food futures price indices: A wavelet-BEKK-GARCH assessment. (2018). Heckelei, Thomas ; Grosche, S ; Amrouk, E M. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277376.

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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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2018Optimal contract for a fund manager, with capital injections and endogenous trading constraints. (2018). Zariphopoulou, Thaleia ; Nadtochiy, Sergey. In: Papers. RePEc:arx:papers:1802.09165.

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2018Uncovered Return Parity: Equity Returns and Currency Returns. (2018). Dunbar, Geoffrey ; Djeutem, Edouard. In: Staff Working Papers. RePEc:bca:bocawp:18-22.

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2017Volatility Risk Premia and Future Commodity Returns. (2017). ORNELAS, JOSE ; Mauad, Roberto ; Haas, Jose Renato. In: Working Papers Series. RePEc:bcb:wpaper:455.

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2018Analyzing the structural transformation of commodity markets: financialization revisited. (2018). Natoli, Filippo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_419_18.

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2018Dynamic relations between oil and stock markets: Volatility spillovers, networks and causality. (2018). Sanin Restrepo, Sebastian ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose ; Sanin-Restrepo, Sebastian. In: Borradores de Economia. RePEc:bdr:borrec:1051.

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2019Asset mispricing in loan secondary markets. (2019). Talavera, Oleksandr ; Pham, Tho ; Xiong, Xiong ; Caglayan, Mustafa. In: Discussion Papers. RePEc:bir:birmec:19-07.

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2017Volatility risk premia and future commodities returns. (2017). ORNELAS, JOSE ; Mauad, Roberto ; Haas, Jose Renato. In: BIS Working Papers. RePEc:bis:biswps:619.

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2018The components of the bid†ask spread: Evidence from the corn futures market. (2018). Garcia, Philip ; Mallory, Mindy ; Shang, Quanbiao . In: Agricultural Economics. RePEc:bla:agecon:v:49:y:2018:i:3:p:381-393.

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2018Financialization and Global Commodity Chains: Distributional Implications for Cotton in Sub†Saharan Africa. (2018). Staritz, Cornelia ; Plank, Leonhard ; Trster, Bernhard ; Newman, Susan. In: Development and Change. RePEc:bla:devchg:v:49:y:2018:i:3:p:815-842.

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2017LIQUIDITY RISK AND TIME-VARYING CORRELATION BETWEEN EQUITY AND CURRENCY RETURNS. (2017). Jung, Kuk Mo ; Mo, Kuk. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:2:p:898-919.

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2019Forecast Performance in Times of Terrorism. (2019). El-Shagi, Makram ; Benchimol, Jonathan. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2019.08.

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2019Investors Trading Behaviour and Stock Market Volatility during Crisis Periods: A Dual Long-Memory Model for the Korean Stock Exchange. (2019). Caporale, Guglielmo Maria ; Kartsaklas, Aris ; Yfanti, Stavroula ; Karanasos, Menelaos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7984.

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2017Are Mutual Fund Managers Paid For Investment Skill?. (2017). Vestman, Roine ; Van Nieuwerburgh, Stijn ; Kaniel, Ron ; Ibert, Marcus . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12010.

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2017Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows. (2017). Kaniel, Ron ; Zhou, TI ; Tompaidis, Stathis. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12285.

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2018BKK the EZ Way. International Long-Run Growth News and Capital Flows.. (2018). Colacito, Riccardo ; Howard, Philip ; Croce, Mariano Massimiliano. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12783.

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2018Idea Sharing and the Performance of Mutual Funds. (2018). Cujean, Julien. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13111.

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2018Volatility Risk Pass-Through. (2018). Colacito, Riccardo ; Shaliastovich, Ivan ; Liu, Yang ; Croce, Mariano Massimiliano. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13325.

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2017Identifying Speculative Demand Shocks in Commodity Futures Markets through Changes in Volatility. (2017). Rieth, Malte ; Hachula, Michael . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1646.

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2017Nominal Exchange Rates and Net Foreign Assets Dynamics: the Stabilization Role of Valuation Effects. (2017). Eugeni, Sara. In: Working Papers. RePEc:dur:durham:2017_09.

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2019Exchange rate volatility and cooperation in an incomplete markets economy. (2019). Eugeni, Sara. In: Working Papers. RePEc:dur:durham:2019_02.

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2019Financial Frictions and the Futures Pricing Puzzle. (2019). Taamouti, Abderrahim ; EL Alaoui, AbdelKader ; Ebrahim, M. Shahid ; ap Gwilym, Rhys ; Rahman, Hamid. In: Working Papers. RePEc:dur:durham:2019_07.

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2018Bank to sovereign risk spillovers across borders: evidence from the ECB’s Comprehensive Assessment. (2018). Schwaab, Bernd ; Breckenfelder, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20182193.

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2017A Review on Agency Cost of Shariah Governance in Mutual Fund. (2017). Yahya, Mohamed Hisham ; Fikri, Sofi Mohd ; Hassan, Taufiq. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-67.

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2018Gaming the FTSE 100 index. (2018). Danbolt, JO ; Jones, Edward ; Hirst, Ian . In: The British Accounting Review. RePEc:eee:bracre:v:50:y:2018:i:4:p:364-378.

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2017Time preference and real investment. (2017). Choi, Kyoung Jin ; Shim, Gyoocheol ; Kwak, Minsuk. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:83:y:2017:i:c:p:18-33.

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2018Solving an incomplete markets model with a large cross-section of agents. (2018). Mertens, Thomas M ; Judd, Kenneth L. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:349-368.

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2017Asset pricing and institutional investors with disagreements. (2017). Ma, Chaoqun ; Hu, Duni ; Cheng, Fengchao ; Wang, Hailong. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:231-248.

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2018Modelling stock price–exchange rate nexus in OECD countries: A new perspective. (2018). Salisu, Afees ; Ndako, Umar. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:105-123.

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2019Time-varying comovement and changes of comovement structure in the Chinese stock market: A causal network method. (2019). Wu, Junjie ; Tang, Wenjin ; Bu, Hui . In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:181-204.

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2017Mispricing and trader positions in the S&P 500 index futures market. (2017). Lai, Ya-Wen ; Tang, Mei-Ling ; Lin, Chiou-Fa. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:250-265.

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2018Estimating stochastic discount factor models with hidden regimes: Applications to commodity pricing. (2018). Guidolin, Massimo ; Pedio, Manuela ; Giampietro, Marta. In: European Journal of Operational Research. RePEc:eee:ejores:v:265:y:2018:i:2:p:685-702.

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2019Constrained non-concave utility maximization: An application to life insurance contracts with guarantees. (2019). Chen, AN ; Nguyen, Thai ; Hieber, Peter. In: European Journal of Operational Research. RePEc:eee:ejores:v:273:y:2019:i:3:p:1119-1135.

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2019How does FX liquidity affect the relationship between foreign ownership and stock liquidity?. (2019). Ryu, Doojin ; Lee, Jieun. In: Emerging Markets Review. RePEc:eee:ememar:v:39:y:2019:i:c:p:101-119.

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2018Conditional co-skewness and safe-haven currencies: A regime switching approach. (2018). Chan, Kalok ; Zhou, Yinggang ; Yang, Jian. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:58-80.

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2018Bank to sovereign risk spillovers across borders: Evidence from the ECB’s Comprehensive Assessment. (2018). Schwaab, Bernd ; Breckenfelder, Johannes. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:247-262.

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2017“De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets. (2017). Chevallier, Julien ; Guesmi, Khaled ; Zhang, Yue-Jun. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:228-239.

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2018Investor sentiment and the price of oil. (2018). Qadan, Mahmoud ; Nama, Hazar. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:42-58.

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2018Mapping algorithms, agricultural futures, and the relationship between commodity investment flows and crude oil futures prices. (2018). Yan, Lei ; Sanders, Dwight R ; Irwin, Scott H. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:486-504.

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2019Commodities risk premia and regional integration in gas-exporting countries. (2019). Guesmi, Khaled ; Goutte, Stéphane ; Chevallier, Julien ; Urom, Christian ; Abid, Ilyes. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:267-276.

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2019Crude oil futures trading and uncertainty. (2019). Czudaj, Robert. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:793-811.

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2017Dynamic spillover effects across petroleum spot and futures volatilities, trading volume and open interest. (2017). Tsouknidis, Dimitris ; Magkonis, Georgios. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:104-118.

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2017Does institutional trading drive commodities prices away from their fundamentals: Evidence from a nonparametric causality-in-quantiles test. (2017). Balcilar, Mehmet ; Babalos, Vassilios. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:126-131.

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2018The relationship between commodity markets and commodity mutual funds: A wavelet-based analysis. (2018). GUPTA, RANGAN ; Cuñado, Juncal ; Chang, Tsangyao ; Antonakakis, Nikolaos ; Cunado, Juncal. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:1-9.

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2019A study of first generation commodity indices: Indices based on financial diversification. (2019). Six, Pierre ; Ahn, Jung-Hyun . In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:194-200.

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2018Market frictions, investor sophistication, and persistence in mutual fund performance. (2018). Dumitrescu, Ariadna ; Gil-Bazo, Javier . In: Journal of Financial Markets. RePEc:eee:finmar:v:40:y:2018:i:c:p:40-59.

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2019Excess comovement in credit default swap markets: Evidence from the CDX indices. (2019). Shi, Yining ; Evans, Leo ; El-Jahel, Lina ; Cathcart, Lara. In: Journal of Financial Markets. RePEc:eee:finmar:v:43:y:2019:i:c:p:96-120.

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2018Measuring sovereign contagion in Europe. (2018). Pelizzon, Loriana ; Caporin, Massimiliano ; Rigobon, Roberto ; Ravazzolo, Francesco. In: Journal of Financial Stability. RePEc:eee:finsta:v:34:y:2018:i:c:p:150-181.

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2019Duration of poor performance and risk shifting by hedge fund managers. (2019). Kazemi, Hossein B ; Holland, Steven A ; Li, Ying. In: Global Finance Journal. RePEc:eee:glofin:v:40:y:2019:i:c:p:35-47.

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2019Cross-asset relations, correlations and economic implications. (2019). McMillan, David G. In: Global Finance Journal. RePEc:eee:glofin:v:41:y:2019:i:c:p:60-78.

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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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2017Volatility forecasting of non-ferrous metal futures: Covariances, covariates or combinations?. (2017). Molnár, Peter ; Lyócsa, Štefan ; Todorova, Neda ; Molnar, Peter ; Lyocsa, Tefan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:228-247.

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2017Index portfolio and welfare analysis under heterogeneous beliefs. (2017). Shi, Lei ; He, Xuezhong. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:64-79.

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2018The invisible hand of internal markets in mutual fund families. (2018). Goncalves-Pinto, Luis ; Xu, Jing ; Sotes-Paladino, Juan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:89:y:2018:i:c:p:105-124.

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2018Equilibrium commodity prices with irreversible investment and non-linear technologies. (2018). Casassus, Jaime ; Routledge, Bryan R ; Collin-Dufresne, Pierre. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:95:y:2018:i:c:p:128-147.

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2018Oil volatility risk and expected stock returns. (2018). Christoffersen, Peter ; Pan, Xuhui . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:95:y:2018:i:c:p:5-26.

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2018Is food financialized? Yes, but only when liquidity is abundant. (2018). Oran, Adil ; Soytas, Ugur ; Ordu, Beyza Mina. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:95:y:2018:i:c:p:82-96.

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2017Portfolio choice and asset prices when preferences are interdependent. (2017). Curatola, Giuliano. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:140:y:2017:i:c:p:197-223.

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2018Asset pricing under optimal contracts. (2018). Cvitanic, Jaksa ; Xing, Hao. In: Journal of Economic Theory. RePEc:eee:jetheo:v:173:y:2018:i:c:p:142-180.

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2019Capital immobility and the reach for yield. (2019). Moreira, Alan. In: Journal of Economic Theory. RePEc:eee:jetheo:v:183:y:2019:i:c:p:907-951.

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2017WSJ Category Kings – The impact of media attention on consumer and mutual fund investment decisions. (2017). Parham, Robert ; Kaniel, Ron. In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:2:p:337-356.

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2017The term structure of returns: Facts and theory. (2017). van Binsbergen, Jules. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:1:p:1-21.

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2017The impact of innovation: Evidence from corporate bond exchange-traded funds (ETFs). (2017). Dannhauser, Caitlin D. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:3:p:537-560.

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2017Intermediary asset pricing: New evidence from many asset classes. (2017). He, Zhiguo ; Manela, Asaf ; Kelly, Bryan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:1:p:1-35.

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2019Volatility and the cross-section of corporate bond returns. (2019). Wu, Chunchi ; Wang, Junbo ; Chung, Kee H. In: Journal of Financial Economics. RePEc:eee:jfinec:v:133:y:2019:i:2:p:397-417.

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2017Asset fire sales in equity markets: Evidence from a quasi-natural experiment. (2017). Tessada, José ; Larrain, Borja ; Muoz, Daniel . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:30:y:2017:i:c:p:71-85.

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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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2017Speculative attacks in a two-peg model. (2017). Razo-Garcia, Raul ; Lopez-Suarez, Carlos Felipe . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:234-256.

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2018Regional pull vs global push factors: China and US influence on Asian financial markets. (2018). He, Dong ; Wang, Honglin ; Dong, Jinyue ; Shu, Chang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:87:y:2018:i:c:p:112-132.

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2019Exchange rate effects of financial regulations. (2019). Villamizar-Villegas, mauricio ; Perez-Reyna, David. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:96:y:2019:i:c:p:228-245.

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2019Volatility risk premia and future commodity returns. (2019). ORNELAS, JOSE ; Mauad, Roberto. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:96:y:2019:i:c:p:341-360.

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2018Financialization and the returns to commodity investments. (2018). Smith, Aaron ; Sanders, Dwight R ; Irwin, Scott H ; Main, Scott. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:10:y:2018:i:c:p:22-28.

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2018An update on speculation and financialization in commodity markets. (2018). Li, Bingxin ; Harris, Jeffrey H ; Boyd, Naomi E. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:10:y:2018:i:c:p:91-104.

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2017Modeling the multivariate dynamic dependence structure of commodity futures portfolios. (2017). Paraschiv, Florentina ; Erik, Tom ; Fuss, Roland ; ROLAND FSS, ; Aepli, Matthias D. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:6:y:2017:i:c:p:66-87.

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2017Dynamic correlations between BRIC and U.S. stock markets: The asymmetric impact of volatility expectations in oil, gold and financial markets. (2017). Soytas, Ugur ; Sarı, Ramazan ; Gormus, Alper ; Sari, Ramazan ; Kocaarslan, Baris. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:7:y:2017:i:c:p:41-56.

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2019Asymmetric linkages among precious metals, global equity and bond yields: The role of volatility and business cycle factors. (2019). Idume, Gabriel ; Yuni, Denis ; Anochiwa, Lasbrey ; Urom, Christian. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:20:y:2019:i:c:s1703494919300246.

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2019The role of trading volume, open interest and trader positions on volatility transmission between spot and futures markets. (2019). Soytas, Ugur ; Ordu-Akkaya, Beyza Mina ; Ugurlu-Yildirim, Ecenur. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:410-422.

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2019Nonlinear effects of financial factors on fluctuations in nonferrous metals prices: A Markov-switching VAR analysis. (2019). Zhu, Xuehong ; Chen, Jinyu ; Zhong, Meirui. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:489-500.

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2019Wealth distribution with random discount factors. (2019). Toda, Alexis Akira. In: Journal of Monetary Economics. RePEc:eee:moneco:v:104:y:2019:i:c:p:101-113.

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2019Cross-border portfolio diversification under trade linkages. (2019). Khalil, Makram. In: Journal of Monetary Economics. RePEc:eee:moneco:v:104:y:2019:i:c:p:114-128.

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2018Oil consumption, economic growth, and oil futures: The impact of long-run oil supply uncertainty on asset prices. (2018). Ready, Robert C. In: Journal of Monetary Economics. RePEc:eee:moneco:v:94:y:2018:i:c:p:1-26.

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2018A multiscale analysis of stock return co-movements and spillovers: Evidence from Pacific developed markets. (2018). Das, Debojyoti ; Jana, R K ; Bhowmik, Puja. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:502:y:2018:i:c:p:379-393.

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2018Causality between oil shocks and exchange rate: A Bayesian, graph-based VAR approach. (2018). Yin, Libo ; Ma, Xiyuan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:508:y:2018:i:c:p:434-453.

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2019Persistence in trends and cycles of gold and silver prices: Evidence from historical data. (2019). GUPTA, RANGAN ; Gil-Alana, Luis A ; Cunado, Juncal. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:345-354.

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2020Pricing 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.

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2018The effect of the rebalancing horizon on the tradeoff between hedging effectiveness and transaction costs. (2018). Jitmaneeroj, Boonlert. In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:282-298.

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2019Financialization and commodity excess spillovers. (2019). Zhang, Xiang ; Liu, LU. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:195-216.

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2018The dynamics of financially constrained arbitrage. (2018). Vayanos, Dimitri ; Gromb, Denis. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:84081.

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2018Asset pricing under optimal contracts. (2018). Cvitanic, Jaksa ; Xing, Hao. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:84952.

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2018Financialized Commodities and Stock Indices Volatilities. (2018). Handika, Rangga ; Ashraf, Sania. In: European Research Studies Journal. RePEc:ers:journl:v:xx:y:2017:i:3b:p:153-164.

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2018The Response of European Energy Prices to ECB Monetary Policy. (2018). Torro, Hipolit. In: Working Papers. RePEc:fem:femwpa:2018.09.

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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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2020Commodity Prices in Empirical Research. (2020). Carpantier, Jean-Franois. In: Working Papers. RePEc:hal:wpaper:hal-02497404.

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2018A Review of Norges Banks Active Management of the Government Pension Fund Global. (2018). Ødegaard, Bernt ; Dahlquist, Magnus. In: UiS Working Papers in Economics and Finance. RePEc:hhs:stavef:2018_001.

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2017Exchange Rate Movements and Fundamentals: Impact of Oil Prices and China¡¯s Growth. (2017). Cao, Shuo ; Chen, Hongyi. In: Working Papers. RePEc:hkm:wpaper:042017.

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2017Sugar With Your Coffee?: Financials, Fundamentals, and Soft Price Uncertainty. (2017). Robe, Michel ; Wallen, Jonathan ; Covindassamy, Genevre. In: IDB Publications (Working Papers). RePEc:idb:brikps:8588.

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2017Estimating Stochastic Discount Factor Models with Hidden Regimes: Applications to Commodity Pricing. (2017). Guidolin, Massimo ; Pedio, Manuela ; Giampietro, Marta. In: Working Papers. RePEc:igi:igierp:614.

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More than 100 citations found, this list is not complete...

Works by Anna Pavlova:


YearTitleTypeCited
2013Asset Prices and Institutional Investors In: American Economic Review.
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article70
2012Asset Prices and Institutional Investors.(2012) In: CEPR Discussion Papers.
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2016A Model of Financialization of Commodities In: Journal of Finance.
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2015A Model of Financialization of Commodities.(2015) In: CEPR Discussion Papers.
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Adjustment Costs, Learning-by-Doing Technology Adoption under Uncertainty In: Penn CARESS Working Papers.
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1997On Trees and Logs In: Penn CARESS Working Papers.
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2004On trees and logs.(2004) In: Journal of Economic Theory.
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2003ON TREES AND LOGS.(2003) In: Working papers.
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2002On Trees and Logs.(2002) In: Working papers.
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2000On Trees and Logs.(2000) In: CARESS Working Papres.
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2018The Benchmark Inclusion Subsidy In: CEPR Discussion Papers.
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2018The Benchmark Inclusion Subsidy.(2018) In: NBER Working Papers.
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2002A Dynamic Model with Import Quota Constraints In: CEPR Discussion Papers.
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2003A DYNAMIC MODEL WITH IMPORT QUOTA CONSTRAINTS.(2003) In: Working papers.
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2004A Dynamic Model with Import Quota Constraints.(2004) In: Working papers.
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2002Monopoly Power and the Firms Valuation: A Dynamic Analysis of Short versus Long-Term Policies In: CEPR Discussion Papers.
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paper3
2003MONOPOLY POWER AND THE FIRMS VALUATION: A DYNAMIC ANALYSIS OF SHORT VERSUS LONG-TERM POLICIES.(2003) In: Working papers.
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2004Monopoly power and the firm’s valuation: a dynamic analysis of short versus long-term policies.(2004) In: Economic Theory.
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2005Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management In: CEPR Discussion Papers.
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2004Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management.(2004) In: Econometric Society 2004 North American Winter Meetings.
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paper
2003Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management.(2003) In: Working papers.
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paper
2005Wealth Transfers, Contagion and Portfolio Constraints In: CEPR Discussion Papers.
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paper6
2005Wealth Transfers, Contagion, and Portfolio Constraints.(2005) In: NBER Working Papers.
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paper
2006Optimal Asset Allocation and Risk Shifting in Money Management In: CEPR Discussion Papers.
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2007Optimal Asset Allocation and Risk Shifting in Money Management.(2007) In: Review of Financial Studies.
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article
2006Multiplicity in General Financial Equilibrium with Portfolio Constraints In: CEPR Discussion Papers.
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paper6
2008Multiplicity in general financial equilibrium with portfolio constraints.(2008) In: Journal of Economic Theory.
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article
2008The Role of Portfolio Constraints in the International Propagation of Shocks In: CEPR Discussion Papers.
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2008The Role of Portfolio Constraints in the International Propagation of Shocks.(2008) In: Review of Economic Studies.
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article
2011International Macro-Finance In: CEPR Discussion Papers.
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paper6
2010International Macro-Finance.(2010) In: NBER Working Papers.
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paper
2004Asset Prices and Exchange Rates In: Econometric Society 2004 North American Winter Meetings.
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2003Asset Prices and Exchange Rates.(2003) In: Working papers.
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This paper has another version. Agregated cites: 168
paper
2004Asset Prices and Exchange Rates.(2004) In: Working papers.
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This paper has another version. Agregated cites: 168
paper
2003Asset Prices and Exchange Rates.(2003) In: NBER Working Papers.
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This paper has another version. Agregated cites: 168
paper
2007Asset Prices and Exchange Rates.(2007) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 168
article
2010An asset-pricing view of external adjustment In: Journal of International Economics.
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2007An Asset-Pricing View of External Adjustment.(2007) In: NBER Working Papers.
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paper
2008Offsetting the implicit incentives: Benefits of benchmarking in money management In: Journal of Banking & Finance.
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article8
2002Adjustment Costs, Learning-by-Doing, and Technology Adoption Under Uncertainty In: Working papers.
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paper4
2003ADJUSTMENT COSTS, LEARNING-BY-DOING, AND TECHNOLOGY ADOPTION UNDER UNCERTAINTY.(2003) In: Working papers.
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paper
1999Adjustment Costs, Learning-by-Doing, and Technology Adoption under Uncertainty.(1999) In: CARESS Working Papres.
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paper
2004Monopoly Power and the Firm€ٳ Valuation: In: Working papers.
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paper0
2006Multiplicity and Sunspots in General Financial Equilibrium with Portfolio Constraints In: PIER Working Paper Archive.
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paper2
2006Multiplicity in General Financial Equilibrium with Portfolio Constraints, Second Version In: PIER Working Paper Archive.
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2011Equilibrium Portfolios and External Adjustment under Incomplete Markets In: 2011 Meeting Papers.
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paper0
2018Benchmarking Asset Managers In: 2018 Meeting Papers.
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