Pavel Gregory Savor : Citation Profile


Are you Pavel Gregory Savor?

University of Pennsylvania (50% share)
Temple University (50% share)

6

H index

5

i10 index

169

Citations

RESEARCH PRODUCTION:

6

Articles

1

Papers

RESEARCH ACTIVITY:

   7 years (2009 - 2016). See details.
   Cites by year: 24
   Journals where Pavel Gregory Savor has often published
   Relations with other researchers
   Recent citing documents: 49.    Total self citations: 1 (0.59 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psa1110
   Updated: 2018-10-13    RAS profile: 2017-02-07    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Pavel Gregory Savor.

Is cited by:

Tahbaz-Salehi, Alireza (6)

Stark, Oded (4)

Weber, Michael (4)

Malmendier, Ulrike (4)

Zawojska, Ewa (4)

Pastor, Lubos (3)

Madeira, Joao (3)

Madeira, Carlos (3)

Füss, Roland (3)

Kurov, Alexander (2)

Tzavalis, Elias (2)

Cites to:

French, Kenneth (7)

Fama, Eugene (6)

Shleifer, Andrei (5)

Campbell, John (4)

van Reenen, John (3)

Summers, Lawrence (3)

Abel, Andrew (3)

Polk, Christopher (3)

bloom, nicholas (3)

Becker, Gary (3)

Hong, Harrison (3)

Main data


Where Pavel Gregory Savor has published?


Journals with more than one article published# docs
Journal of Financial Economics2
Journal of Finance2

Recent works citing Pavel Gregory Savor (2018 and 2017)


YearTitle of citing document
2017The main correlations between the monetary-banking indicators. (2017). Carp, Ana ; Anghelache, Constantin. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:2(611):p:99-110.

Full description at Econpapers || Download paper

2017The Performance of REIT Acquirers in the Post-Merger Period. (2017). Dimovski, Bill ; Keneley, Monica ; Ratcliffe, Chris. In: ERES. RePEc:arz:wpaper:eres2017_43.

Full description at Econpapers || Download paper

2017Long-Term post-merger announcement performance. A case study of Australian listed real estate. (2017). Ratcliffe, Chris ; Smith, Tom ; Keneley, Monica ; Dimovski, Bill. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:3:p:855-877.

Full description at Econpapers || Download paper

2017MONETARY POLICY SURPRISES, INVESTMENT OPPORTUNITIES, AND ASSET PRICES. (2017). Detzel, Andrew . In: Journal of Financial Research. RePEc:bla:jfnres:v:40:y:2017:i:3:p:315-348.

Full description at Econpapers || Download paper

2017High-Reputation Firms and Their Differential Acquisition Behaviors. (2017). Haleblian, Jerayr J ; Kiley, Jason T ; Pfarrer, Michael D. In: Strategic Management Journal. RePEc:bla:stratm:v:38:y:2017:i:11:p:2237-2254.

Full description at Econpapers || Download paper

2017The Future of Money: Liquidity co-movement between financial institutions and real estate firms: evidence from China. (2017). Huang, Sheng ; Xie, RU ; Williams, Jonathan. In: Working Papers. RePEc:bng:wpaper:17004.

Full description at Econpapers || Download paper

2018High-frequency Cash Flow Dynamics. (2018). Pettenuzzo, Davide ; Timmermann, Allan ; Sabbatucci, Riccardo. In: Working Papers. RePEc:brd:wpaper:120.

Full description at Econpapers || Download paper

2018On the Frequency of Price Overreactions. (2018). Caporale, Guglielmo Maria ; Plastun, Alex. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7011.

Full description at Econpapers || Download paper

2017Cross-border merger waves. (2017). Xu, Emma Qianying. In: Journal of Corporate Finance. RePEc:eee:corfin:v:46:y:2017:i:c:p:207-231.

Full description at Econpapers || Download paper

2017For love and money: Marital leadership in family firms. (2017). Miller, Danny ; Amore, Mario Daniele ; le Breton-Miller, Isabelle ; Corbetta, Guido. In: Journal of Corporate Finance. RePEc:eee:corfin:v:46:y:2017:i:c:p:461-476.

Full description at Econpapers || Download paper

2018Corporate social responsibility and seasoned equity offerings. (2018). Dutordoir, Marie ; Sun, Ping ; Strong, Norman C. In: Journal of Corporate Finance. RePEc:eee:corfin:v:50:y:2018:i:c:p:158-179.

Full description at Econpapers || Download paper

2017When no news is good news – The decrease in investor fear after the FOMC announcement. (2017). Frijns, Bart ; Tourani-Rad, Alireza ; Fernandez-Perez, Adrian. In: Journal of Empirical Finance. RePEc:eee:empfin:v:41:y:2017:i:c:p:187-199.

Full description at Econpapers || Download paper

2018Volatility in equity markets and monetary policy rate uncertainty. (2018). Roberts-Sklar, Matt ; Kaminska, Iryna . In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:68-83.

Full description at Econpapers || Download paper

2017Wealth transfer, signaling and leverage in M&A. (2017). Murray, Benjamin ; Wright, Danika ; Svec, Jiri . In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:203-212.

Full description at Econpapers || Download paper

2017Director compensation incentives and acquisition performance. (2017). Navatte, Patrick ; Lahlou, Ismail. In: International Review of Financial Analysis. RePEc:eee:finana:v:53:y:2017:i:c:p:1-11.

Full description at Econpapers || Download paper

2018Return dispersion risk in FX and global equity markets: Does it explain currency momentum?. (2018). Grobys, Klaus ; Kolari, James ; Heinonen, Jari-Pekka . In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:264-280.

Full description at Econpapers || Download paper

2017Macroeconomic risk and seasonality in momentum profits. (2017). Martin, Spencer J ; Yao, Yaqiong ; Ji, Xiuqing . In: Journal of Financial Markets. RePEc:eee:finmar:v:36:y:2017:i:c:p:76-90.

Full description at Econpapers || Download paper

2017Cross-border opportunity sets: An international empirical study based on ownership types. (2017). Mauck, Nathan ; Knill, April ; Ang, James . In: Global Finance Journal. RePEc:eee:glofin:v:33:y:2017:i:c:p:1-26.

Full description at Econpapers || Download paper

2018Something in the air: Information density, news surprises, and price jumps. (2018). Füss, Roland ; Stein, Michael ; Mager, Ferdinand ; Grabellus, Markus ; Fuss, Roland ; ROLAND FSS, . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:53:y:2018:i:c:p:50-75.

Full description at Econpapers || Download paper

2017Federal reserves policy, global equity markets, and the local monetary policy stance. (2017). Chortareas, Georgios ; Noikokyris, Emmanouil . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:317-327.

Full description at Econpapers || Download paper

2017Government ownership and exposure to political uncertainty: Evidence from China. (2017). Zhou, Zhengyi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:84:y:2017:i:c:p:152-165.

Full description at Econpapers || Download paper

2018Jumps, cojumps, and efficiency in the spot foreign exchange market. (2018). Piccotti, Louis R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:87:y:2018:i:c:p:49-67.

Full description at Econpapers || Download paper

2018Institutional trading and asset pricing. (2018). Frijns, Bart ; Westerholm, Joakim P ; Tourani-Rad, Alireza ; Huynh, Thanh D. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:89:y:2018:i:c:p:59-77.

Full description at Econpapers || Download paper

2017The term structure of credit spreads, firm fundamentals, and expected stock returns. (2017). Han, Bing ; Zhou, YI ; Subrahmanyam, Avanidhar. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:1:p:147-171.

Full description at Econpapers || Download paper

2017Information Shocks and Short-Term Market Underreaction. (2017). Jiang, George J ; Zhu, Kevin X. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:1:p:43-64.

Full description at Econpapers || Download paper

2018The structure of information release and the factor structure of returns. (2018). Gilbert, Thomas ; Kamara, Avraham ; Hrdlicka, Christopher. In: Journal of Financial Economics. RePEc:eee:jfinec:v:127:y:2018:i:3:p:546-566.

Full description at Econpapers || Download paper

2018Bid anticipation, information revelation, and merger gains. (2018). Wang, Wenyu. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:2:p:320-343.

Full description at Econpapers || Download paper

2018How does the stock market absorb shocks?. (2018). Frank, Murray Z ; Sanati, Ali. In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:1:p:136-153.

Full description at Econpapers || Download paper

2018When saving is gambling. (2018). Cookson, Anthony J. In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:1:p:24-45.

Full description at Econpapers || Download paper

2017The impact of mergers and acquisitions on shareholders wealth in the logistics service industry. (2017). Tielmann, Artur ; Ries, Jorg M ; Kiesel, Florian. In: International Journal of Production Economics. RePEc:eee:proeco:v:193:y:2017:i:c:p:781-797.

Full description at Econpapers || Download paper

2017Reprint of “The impact of mergers and acquisitions on shareholders wealth in the logistics service industry”. (2017). Kiesel, Florian ; Tielmann, Artur ; Ries, Jorg M. In: International Journal of Production Economics. RePEc:eee:proeco:v:194:y:2017:i:c:p:261-277.

Full description at Econpapers || Download paper

2018Managerial ability and acquirer returns. (2018). Chen, Sheng-Syan ; Lin, Chih-Yen. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:171-182.

Full description at Econpapers || Download paper

2017How do stocks react to extreme market events? Evidence from Brazil. (2017). Chaudhury, MO ; Souza, Alceu ; Piccoli, Pedro. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:275-284.

Full description at Econpapers || Download paper

2017Exchange rates and monetary policy uncertainty. (2017). Tahbaz-Salehi, Alireza ; Vedolin, Andrea ; Mueller, Philippe. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:77256.

Full description at Econpapers || Download paper

2018News-driven uncertainty fluctuations. (2018). Tang, Jenny ; Song, Dongho. In: Working Papers. RePEc:fip:fedbwp:18-3.

Full description at Econpapers || Download paper

2017Building News Measures from Textual Data and an Application to Volatility Forecasting. (2017). Caporin, Massimiliano ; Poli, Francesco. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:35-:d:108901.

Full description at Econpapers || Download paper

2017When do managers listen to the market? Impact of learning in acquisitions of private firms. (2017). Chira, Inga ; Madura, Jeff ; Garcia-Feijoo, Luis. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:49:y:2017:i:2:d:10.1007_s11156-016-0599-4.

Full description at Econpapers || Download paper

2018The sentiment premium and macroeconomic announcements. (2018). Du, Ding ; Hu, OU. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:1:d:10.1007_s11156-017-0628-y.

Full description at Econpapers || Download paper

2018Local investor attention and post-earnings announcement drift. (2018). Wang, Bin ; Siraj, Ibrahim ; Choi, Wonseok. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:51:y:2018:i:1:d:10.1007_s11156-017-0669-2.

Full description at Econpapers || Download paper

2018Baryonic Beta Dynamics: An Econophysical Model of Systematic Risk/Dinámica de la Beta Bariónica: Un modelo Econofísico de Riesgo Sistemático. (2018). Chen, James Ming. In: Estudios de Economía Aplicada. RePEc:lrk:eeaart:36_1_18.

Full description at Econpapers || Download paper

2017Demand for Information and Asset Pricing. (2017). Ben-Rephael, Azi ; Israelsen, Ryan D ; Da, Zhi ; Carlin, Bruce I. In: NBER Working Papers. RePEc:nbr:nberwo:23274.

Full description at Econpapers || Download paper

2018The Macroeconomic Announcement Premium. (2018). Wachter, Jessica ; Zhu, Yicheng. In: NBER Working Papers. RePEc:nbr:nberwo:24432.

Full description at Econpapers || Download paper

2017Liquidity, Price Behavior, and Market-related Events. (2017). Lu-Andrews, Ran ; Glascock, John L. In: Eastern Economic Journal. RePEc:pal:easeco:v:43:y:2017:i:2:d:10.1057_s41302-016-0002-0.

Full description at Econpapers || Download paper

2017Fearing the Fed: How Wall Street Reads Main Street. (2017). Song, Dongho ; Yaron, Amir ; Law, Tzuo Hann. In: 2017 Meeting Papers. RePEc:red:sed017:1632.

Full description at Econpapers || Download paper

2017Monetary Policy and the Stock Market: Time Series Evidence. (2017). Weber, Michael ; Neuhierl, Andreas. In: 2017 Meeting Papers. RePEc:red:sed017:304.

Full description at Econpapers || Download paper

2017Ill Think about it Tomorrow: Price Drifts Following Large Pre-Holiday Stock Price Moves. (2017). Kudryavtsev, Andrey. In: The Review of Finance and Banking. RePEc:rfb:journl:v:09:y:2017:i:2:p:007-026.

Full description at Econpapers || Download paper

2017The impact of inflation’s evolution on consumption. (2017). Sfetcu, Marian ; Stanciu, Emilia ; Popovici, Marius ; Dumitrescu, Daniel . In: Romanian Statistical Review Supplement. RePEc:rsr:supplm:v:65:y:2017:i:1:p:56-79.

Full description at Econpapers || Download paper

2017The main interconnections between balance of payments indicators and the macroeconomic aggregates results. (2017). Anghelache, Constantin ; Ursache, Alexandru ; Burea, Doina. In: Romanian Statistical Review Supplement. RePEc:rsr:supplm:v:65:y:2017:i:3:p:189-196.

Full description at Econpapers || Download paper

2017General Aspects of Risk and Uncertainty in Making Financial – Economic Decisions. (2017). Diaconu, Aurelian ; Avram, Doina. In: Romanian Statistical Review Supplement. RePEc:rsr:supplm:v:65:y:2017:i:6:p:40-50.

Full description at Econpapers || Download paper

Works by Pavel Gregory Savor:


YearTitleTypeCited
2009Do Stock Mergers Create Value for Acquirers? In: Journal of Finance.
[Full Text][Citation analysis]
article49
2016Earnings Announcements and Systematic Risk In: Journal of Finance.
[Full Text][Citation analysis]
article13
2013How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article50
2012Stock returns after major price shocks: The impact of information In: Journal of Financial Economics.
[Full Text][Citation analysis]
article18
2014Asset pricing: A tale of two days In: Journal of Financial Economics.
[Full Text][Citation analysis]
article31
2014Marriage and Managers Attitudes to Risk In: Management Science.
[Full Text][Citation analysis]
article6
2012Status, Marriage, and Managers Attitudes To Risk In: NBER Working Papers.
[Full Text][Citation analysis]
paper2

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 2th 2018. Contact: CitEc Team