Krishna Ramaswamy : Citation Profile


Are you Krishna Ramaswamy?

University of Pennsylvania

9

H index

9

i10 index

541

Citations

RESEARCH PRODUCTION:

13

Articles

9

Papers

RESEARCH ACTIVITY:

   29 years (1979 - 2008). See details.
   Cites by year: 18
   Journals where Krishna Ramaswamy has often published
   Relations with other researchers
   Recent citing documents: 69.    Total self citations: 0 (0 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pra1015
   Updated: 2020-07-04    RAS profile: 2019-04-23    
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Relations with other researchers


Works with:

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

Is cited by:

Das, Sanjiv (6)

Ait-Sahalia, Yacine (5)

Goldstein, Michael (5)

Poterba, James (5)

Mella-Barral, Pierre (5)

Sialm, Clemens (5)

Acharya, Viral (5)

Realdon, Marco (4)

Costabile, Massimo (4)

Realdon, Marco (4)

Engelen, Peter-Jan (4)

Cites to:

Diebold, Francis (3)

Santa-Clara, Pedro (2)

Shiller, Robert (2)

Mariano, Roberto (2)

West, Kenneth (2)

Campbell, John (2)

Mankiw, N. Gregory (2)

Schoenholtz, Kermit (2)

Newey, Whitney (2)

Geyer, Alois (2)

Gallant, A. (1)

Main data


Where Krishna Ramaswamy has published?


Journals with more than one article published# docs
Review of Financial Studies4
Journal of Finance4
Journal of Financial Economics2

Recent works citing Krishna Ramaswamy (2018 and 2017)


YearTitle of citing document
2017Inference from the futures: ranking the noise cancelling accuracy of realized measures. (2017). Mirone, Giorgio. In: CREATES Research Papers. RePEc:aah:create:2017-24.

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2018Cross-sectional noise reduction and more efficient estimation of Integrated Variance. (2018). Mirone, Giorgio. In: CREATES Research Papers. RePEc:aah:create:2018-18.

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2017DETERMINANTS OF DIVIDEND PAYOUT POLICY: AN EMPIRICAL STUDY OF BANKING SECTOR OF PAKISTAN. (2017). Ahmad, Ishtiaq ; Muqaddas, Muhammad Fahid . In: APSTRACT: Applied Studies in Agribusiness and Commerce. RePEc:ags:apstra:257113.

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2017The Value-Growth Indicators and Value Premium: Evidence from Pakistan Stock Exchange. (2017). Syed, Tanveer Ahmad. In: South Asian Journal of Management Sciences (SAJMS), Iqra University. RePEc:ajm:journl:v:11:y:2017:i:2:p:124-139.

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2017A hybrid tree/finite-difference approach for Heston-Hull-White type models. (2017). Zanette, A. ; Briani, M. ; Caramellino, L.. In: Papers. RePEc:arx:papers:1503.03705.

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2019On a hybrid method using trees and finite-differences for pricing options in complex models. (2017). Briani, Maya ; Zanette, Antonino ; Caramellino, Lucia . In: Papers. RePEc:arx:papers:1603.07225.

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2017Using Macroeconomic Forecasts to Improve Mean Reverting Trading Strategies. (2017). Sharma, Yash . In: Papers. RePEc:arx:papers:1705.08022.

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2018A new approach for American option pricing: The Dynamic Chebyshev method. (2018). Potz, Christian ; Mahlstedt, Mirco ; Glau, Kathrin. In: Papers. RePEc:arx:papers:1806.05579.

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2018Model Risk in Real Option Valuation. (2018). Alexander, Carol ; Chen, XI. In: Papers. RePEc:arx:papers:1809.00817.

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2020Deep Learning in Asset Pricing. (2019). Zhu, Jason ; Pelger, Markus ; Chen, Luyang. In: Papers. RePEc:arx:papers:1904.00745.

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2020An analytical study of participating policies with minimum guaranteed and surrender option. (2020). Stabile, Gabriele ; de Angelis, Tiziano ; Chiarolla, Maria B. In: Papers. RePEc:arx:papers:2004.06982.

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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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2018Dividend payout determinants for Australian Multinational and Domestic Corporations. (2018). Akhtar, Shumi. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:1:p:11-55.

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2018The Factors Determining the Dividend Policy of Financial Firms Listed on the Borsa Istanbul. (2018). Kilincarslan, Erhan. In: Bogazici Journal, Review of Social, Economic and Administrative Studies. RePEc:boz:journl:v:32:y:2018:i:1:p:75-109.

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2018Dissecting Characteristics Nonparametrically. (2018). Weber, Michael ; Neuhierl, Andreas ; Freyberger, Joachim. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7187.

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2019Credit risk in commercial real estate bank loans: the role of idiosyncratic versus macro-economic factors. (2019). Nijskens, Rob ; Mokas, Dimitris. In: DNB Working Papers. RePEc:dnb:dnbwpp:653.

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2017Dividend Payment and its Impact on the Value of Firms Listed on Istanbul Stock Exchange: A Residual Income Approach. (2017). Budagaga, Akram . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-50.

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2018Does Accounting Conservatism Reduce Default Risk? Evidence from Taiwan. (2018). Kuo, Chen-Yin. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-04-29.

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2019Is Dividend Payment of any Influence to Corporate Performance in Nigeria? Empirical Evidence from Panel Cointegration. (2019). RAFINDADI, ABDULRASHID ; Bello, Abdulrashid. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-02-6.

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2018A J-shaped cross-sectional relation between dividends and firm value. (2018). Kim, Soojung ; Suh, Jungwon ; Park, Soon Hong . In: Journal of Corporate Finance. RePEc:eee:corfin:v:48:y:2018:i:c:p:857-877.

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2019Pricing and Exercising American Options: an Asymptotic Expansion Approach. (2019). Ye, Yongxin ; Li, Chenxu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:107:y:2019:i:c:11.

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2017Dividend policy: Shareholder rights and creditor rights under the impact of the global financial crisis. (2017). Tran, Quoc Trung ; Nguyen, Xuan Minh ; Alphonse, Pascal. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:502-512.

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2018Ex-post risk premia estimation and asset pricing tests using large cross sections: The regression-calibration approach. (2018). Kim, Soohun ; Skoulakis, Georgios . In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:2:p:159-188.

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2018Investor sentiment: Does it augment the performance of asset pricing models?. (2018). Bredin, Don ; Bathia, Deven. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:290-303.

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2019What drives the off-shore futures market? Evidence from India and China. (2019). Sampath, Aravind ; Kumar, S. S. S., . In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:394-402.

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2017Social capital and bank stability. (2017). Kanagaretnam, Kiridaran ; Lobo, Gerald J ; Mathieu, Robert ; Jin, Justin Yiqiang. In: Journal of Financial Stability. RePEc:eee:finsta:v:32:y:2017:i:c:p:99-114.

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2017Aggregate earnings and stock market returns: The good, the bad, and the state-dependent. (2017). Zolotoy, Leon ; Lyon, John D ; Frederickson, James R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:157-175.

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2019Inflation, tax integration and company valuation: The Latin American case. (2019). Nio, Jorge ; Castillo, Augusto ; Zurita, Salvador. In: Journal of Business Research. RePEc:eee:jbrese:v:105:y:2019:i:c:p:370-380.

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2018Day of the week and the cross-section of returns. (2018). Birru, Justin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:130:y:2018:i:1:p:182-214.

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2019Empirical tests of asset pricing models with individual assets: Resolving the errors-in-variables bias in risk premium estimation. (2019). Roll, Richard ; Pukthuanthong, Kuntara ; Noh, Joonki ; Jegadeesh, Narasimhan ; Wang, Junbo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:133:y:2019:i:2:p:273-298.

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2019A large-scale approach for evaluating asset pricing models. (2019). Barras, Laurent. In: Journal of Financial Economics. RePEc:eee:jfinec:v:134:y:2019:i:3:p:549-569.

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2017The five-factor asset pricing model tests for the Chinese stock market. (2017). Guo, Bin ; Zhang, Han. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:43:y:2017:i:c:p:84-106.

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2019Downside jump risk and the levels of futures-cash basis. (2019). Chen, Chin-Ho. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x19300745.

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2019Is that factor just lucky? Australian evidence. (2019). Huang, Ronghong ; Gaunt, Clive ; Cannavan, Damien ; Hoang, Khoa. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x1930304x.

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2018Estimating the beta-return relationship by considering the sign and the magnitude of daily returns. (2018). ben Sita, Bernard. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:67:y:2018:i:c:p:28-35.

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2019Divergent interest rates in the theory of financial markets. (2019). Lorenz, Daniela ; Loffler, Andreas ; Kruschwitz, Lutz. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:71:y:2019:i:c:p:48-55.

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2020The Impact of Tax Preferences on the Investment Attractiveness of Bonds for Retail Investors: The Case of Russia. (2020). Kalayda, Svetlana A ; Pisarenko, Zhanna V ; Tarkhanova, Elena A ; Reshetnikova, Liudmila G ; Boldyreva, Natalia B. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:72-:d:345104.

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2018R&D Project Valuation Considering Changes of Economic Environment: A Case of a Pharmaceutical R&D Project. (2018). Ho, Jung ; Shin, Kwangsoo. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:4:p:993-:d:138433.

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2017A hybrid approach for the implementation of the Heston model.. (2017). Zanette, Antonino ; Caramellino, Lucia ; Briani, Maya . In: Post-Print. RePEc:hal:journl:hal-00916440.

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2017Alpha-CIR Model with Branching Processes in Sovereign Interest Rate Modelling. (2017). Scotti, Simone ; Ma, Chunhua ; Jiao, Ying. In: Post-Print. RePEc:hal:journl:hal-01275397.

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2018Dependence of default probability and recovery rate in structural credit risk models: Case of Greek banks. (2018). Jamel, Lamia ; Derbali, Abdelkader. In: Post-Print. RePEc:hal:journl:hal-01695998.

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2017When a label in corporate social responsibility creates value for shareholder in a developing country: the moroccan case. (2017). Zoubir, Faical ; Elouidani, Abdelkbir . In: Post-Print. RePEc:hal:journl:hal-02091539.

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2017A Lattice Framework with Smooth Convergence for Pricing Real Estate Derivatives with Stochastic Interest Rate. (2017). Zou, Dong ; Gong, PU. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:55:y:2017:i:2:d:10.1007_s11146-016-9576-x.

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2020Valuing American-style options under the CEV model: an integral representation based method. (2020). Dias, Jose Carlos ; Cruz, Aricson. In: Review of Derivatives Research. RePEc:kap:revdev:v:23:y:2020:i:1:d:10.1007_s11147-019-09157-w.

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2019Lower tick sizes and futures pricing efficiency: evidence from the emerging Malaysian market. (2019). Theobald, Michael ; Mandal, Anandadeep ; Taunson, Jude W ; Poshakwale, Sunil S. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:53:y:2019:i:4:d:10.1007_s11156-018-0777-7.

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2018Credit Risk Research: Review and Agenda. (2018). Zamore, Stephen ; Hobdari, Bersant ; Alon, Ilan ; Djan, Kwame Ohene. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:54:y:2018:i:4:p:811-835.

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2017Replicating Anomalies. (2017). Zhang, Lu ; Xue, Chen ; Hou, Kewei. In: NBER Working Papers. RePEc:nbr:nberwo:23394.

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2019Cross-Asset Market Order Flow, Liquidity, and Price Discovery. (2019). Paddrik, Mark ; Jain, Pankaj ; Garrison, Robert. In: Working Papers. RePEc:ofr:wpaper:19-04.

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2017A note on the early effects of the US Presidential vote on Mexican ADR values. (2017). Schaub, Mark. In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:7:d:10.1057_s41260-017-0043-x.

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2018Dividend Omission Announcement Effect to Market Reaction in Indonesia Stock Exchange. (2018). Darmawan, MR. In: MPRA Paper. RePEc:pra:mprapa:88090.

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2018Using real options to study the impact of capacity additions and investment expenditures in renewable energies in India. (2018). Gupta, Supratim Das . In: MPRA Paper. RePEc:pra:mprapa:90441.

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2020Profitability, Investment and Asset Pricing: Reconciling the Valuation and the q-Theory Approaches in the Thai Stock Market. (2020). Saengchote, Kanis. In: PIER Discussion Papers. RePEc:pui:dpaper:124.

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2018ANALYSIS OF THE DETERMINANTS OF DIVIDEND PAYOUT OF CONSUMER GOODS COMPANIES IN NIGERIA. (2018). Okoro, Cyprian Okey. In: Annals of Spiru Haret University, Economic Series. RePEc:ris:sphecs:0282.

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2019.

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2018Дивидендная политика высокотехнологичных компаний в условиях цифровой экономики // The Dividend Policy of High-Tech Companies in. (2018). Э Мустафина Ф., ; С. Щурина В., ; Mustafina, E ; Shchurina, S. In: Экономика. Налоги. Право // Economics, taxes & law. RePEc:scn:econom:y:2018:i:2:p:90-102.

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2017Dynamics of Lintner’s Model in the Dividend Payment Process of Nigerian Banks. (2017). Olarewaju, Odunayo Magret ; Migiro, Stephen Oseko ; Sibanda, Mabutho. In: SPOUDAI Journal of Economics and Business. RePEc:spd:journl:v:67:y:2017:i:3:p:79-94.

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2019On the calibration of the Schwartz two-factor model to WTI crude oil options and the extended Kalman Filter. (2019). Zong, Zhe ; Zhang, Aihua ; Ewald, Christian-Oliver. In: Annals of Operations Research. RePEc:spr:annopr:v:282:y:2019:i:1:d:10.1007_s10479-018-2770-x.

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2018Determinants of corporate credit spread: evidence from India. (2018). Singh, Bhanu Pratap ; Goyal, Vinay ; Kannadhasan, M. In: DECISION: Official Journal of the Indian Institute of Management Calcutta. RePEc:spr:decisn:v:45:y:2018:i:1:d:10.1007_s40622-018-0179-7.

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2017Alpha-CIR model with branching processes in sovereign interest rate modeling. (2017). Jiao, Ying ; Scotti, Simone ; Ma, Chunhua. In: Finance and Stochastics. RePEc:spr:finsto:v:21:y:2017:i:3:d:10.1007_s00780-017-0333-7.

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2017Effects of Bush Tax Cut and Obama Tax Increase on corporate payout policy and stock returns. (2017). Vianna, Andre. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:41:y:2017:i:3:d:10.1007_s12197-016-9362-x.

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2019Does a change in dividend tax rates in the U.S. affect equity prices of non-U.S. stocks?. (2019). Kenchington, David G. In: Review of Accounting Studies. RePEc:spr:reaccs:v:24:y:2019:i:2:d:10.1007_s11142-019-9489-z.

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2017Dividend taxation and household dividend portfolio decisions: evidence from the U.S. Jobs and Growth Tax Relief Reconciliation Act of 2003. (2017). Lee, Daeyong. In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:8:p:723-737.

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2017A pathwise inference method for the parameters of diffusion terms. (2017). Dokuchaev, Nikolai. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:29:y:2017:i:4:p:731-743.

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2017Enhancing Estimation for Interest Rate Diffusion Models With Bond Prices. (2017). Chen, Song ; Zou, Tao. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:35:y:2017:i:3:p:486-498.

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2018Solvency Risk Premia and the Carry Trades. (2018). Orlov, Vitaly. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:02.

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2019On commodity price limits. (2019). Rouwenhorst, K. ; Qiao, Xiao ; Janardanan, Rajkumar. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:8:p:946-961.

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2020Efficient trinomial trees for local‐volatility models in pricing double‐barrier options. (2020). Lok, Hou U ; Lyuu, YuhDauh . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:4:p:556-574.

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2020Valuation ratios, surprises, uncertainty or sentiment: How does financial machine learning predict returns from earnings announcements?. (2020). Seifert, Oleg ; Schnaubelt, Matthias. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:042020.

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2017Efficient Sorting: A More Powerful Test for Cross-Sectional Anomalies. (2017). Wolf, Michael ; Ledoit, Olivier ; Zhao, Zhao. In: ECON - Working Papers. RePEc:zur:econwp:238.

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Works by Krishna Ramaswamy:


YearTitleTypeCited
2003Looking for Spot in the Presence of Futures* In: International Review of Finance.
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article0
1997Looking for Spot in the Presence of Futures.(1997) In: Economics Technical Papers.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
1980 On the CAP M Approach to the Estimation of a Public Utilitys Cost of Equity Capital. In: Journal of Finance.
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article3
1980 Dividends, Short Selling Restrictions, Tax-Induced Investor Clienteles and Market Equilibrium. In: Journal of Finance.
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article22
1982 The Effects of Dividends on Common Stock Prices: Tax Effects or Information Effects? In: Journal of Finance.
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article51
1985 The Valuation of Options on Futures Contracts. In: Journal of Finance.
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article18
2004Profiting from Mean-Reverting Yield Curve Trading Strategies In: Econometric Society 2004 Australasian Meetings.
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paper2
1986The valuation of floating-rate instruments : Theory and evidence In: Journal of Financial Economics.
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article28
1985The Valuation of Floating Rate Instruments - Theory and Evidence.(1985) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 28
paper
1979The effect of personal taxes and dividends on capital asset prices : Theory and empirical evidence In: Journal of Financial Economics.
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article151
1993Does Default Risk in Coupons Affect the Valuation of Corporate Bonds?: A Contingent Claims Model In: Financial Management.
[Citation analysis]
article94
1988THE TERM STRUCTURE OF INTEREST RATES: EMPIRICAL EVIDENCE. In: Columbia - Center for Futures Markets.
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paper0
1992A Test of the Cox, Ingersoll, and Ross Model of the Term Structure In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper51
1992A Test of the Cox, Ingersoll, and Ross Model of the Term Structure..(1992) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 51
paper
1993A Test of the Cox, Ingersoll, and Ross Model of the Term Structure..(1993) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51
article
1987Program Trading and the Behavior of Stock Index Futures Prices In: Rodney L. White Center for Financial Research Working Papers.
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paper0
1989Simple Binomial Processes as Diffusion Approximations in Financial Models (Reprint 003) In: Rodney L. White Center for Financial Research Working Papers.
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paper1
1989The Valuation of Corporate Fixed Income Securities In: Rodney L. White Center for Financial Research Working Papers.
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paper4
1988Index-Futures Arbitrage and the Behavior of Stock Index Futures Prices In: Review of Financial Studies.
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article30
2008A Dynamic Model for the Forward Curve In: Review of Financial Studies.
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article1
1990Simple Binomial Processes as Diffusion Approximations in Financial Models. In: Review of Financial Studies.
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article81
2005Comparing returns of US treasuries versus equities: implications for market and portfolio efficiency In: Applied Financial Economics.
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article4

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