8
H index
8
i10 index
725
Citations
University of Pennsylvania (50% share) | 8 H index 8 i10 index 725 Citations RESEARCH PRODUCTION: 8 Articles 1 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 Pavel Gregory Savor. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Financial Economics | 3 |
Journal of Finance | 2 |
Year ![]() | Title of citing document ![]() |
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2024 | The global transmission of U.S. monetary policy. (2024). Ricco, Giovanni ; Hong, Seokki Simon ; Degasperi, Riccardo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1466_24. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2025 | . Full description at Econpapers || Download paper |
2024 | Persistence-based capital allocation along the FOMC cycle. (2024). Severino, Federico ; Reggiani, Pietro ; Ortu, Fulvio. In: CIRANO Working Papers. RePEc:cir:cirwor:2024s-02. Full description at Econpapers || Download paper |
2024 | Illuminating the murk: The effect of business complexity on voluntary disclosure. (2024). Foroughi, Pouyan ; Ng, Lilian ; Bahar, Hosein Hamisheh ; Farzamfar, Arshia. In: Journal of Corporate Finance. RePEc:eee:corfin:v:87:y:2024:i:c:s0929119924000749. Full description at Econpapers || Download paper |
2024 | Optimal nonparametric range-based volatility estimation. (2024). Li, Qiyuan ; Bollerslev, Tim. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002646. Full description at Econpapers || Download paper |
2024 | Untangling the entanglement of US monetary policy uncertainty and European natural gas and carbon prices. (2024). Zhang, Xuewen ; Dai, Peng-Fei ; Wang, Jiqiang. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001944. Full description at Econpapers || Download paper |
2024 | Information shocks and short-term market overreaction: The role of investor attention. (2024). Xiong, Xiong ; Li, Xiao ; Meng, Yongqiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001510. Full description at Econpapers || Download paper |
2024 | When acquirers are short on cash flow in M&A deals. (2024). Lam, Peter ; Li, Lin ; Ren, Yaru. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002448. Full description at Econpapers || Download paper |
2024 | Asymmetric post earnings announcement drift and order flow imbalance: The impact on stock market returns. (2024). Wu, HE ; Gregoriou, Andros ; Zhang, Sijia. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002485. Full description at Econpapers || Download paper |
2024 | When Hollywood movies steal the show, stock returns dance more with the market!. (2024). Do, Hung X ; Truong, Cameron ; Nguyen, Nhut H. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004332. Full description at Econpapers || Download paper |
2024 | What drives stock returns across countries? Insights from machine learning models. (2024). Zaremba, Adam ; Cakici, Nusret. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005015. Full description at Econpapers || Download paper |
2024 | Environmental protection tax policy and corporate risk-taking: Evidence from China. (2024). Xu, Baolong ; Wang, Shanyong. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005234. Full description at Econpapers || Download paper |
2024 | The dark side of well-connected directors: Evidence from private firm acquisitions. (2024). Tsao, Kuang-Chih ; Lin, Chih-Yung ; Chung, Huimin ; Bui, Dien Giau. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s105752192400615x. Full description at Econpapers || Download paper |
2024 | Failed acquisition offers: The impact of failure reasons on target valuation. (2024). Nekrasov, Alex ; Lourie, Ben ; Even-Tov, Omri ; Zeng, Jean. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003520. Full description at Econpapers || Download paper |
2024 | Asymmetry, earnings announcements, and the beta-return relation. (2024). faff, robert ; Kim, Young-Mee ; Lee, Deok-Hyeon ; Min, Byoung-Kyu. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009723. Full description at Econpapers || Download paper |
2024 | Oil information uncertainty and aggregate market returns: A natural experiment based on satellite data. (2024). Wang, Yudong ; Hao, Xianfeng ; Wu, Liangyu. In: Journal of Financial Markets. RePEc:eee:finmar:v:70:y:2024:i:c:s1386418124000314. Full description at Econpapers || Download paper |
2024 | UIP deviations: Insights from event studies. (2024). Romero, Damian ; Claro, Sebastian ; Ceballos, Luis ; Albagli, Elias. In: Journal of International Economics. RePEc:eee:inecon:v:148:y:2024:i:c:s0022199624000011. Full description at Econpapers || Download paper |
2024 | Uncertainty premia for small and large risks. (2024). Savor, Pavel ; Wilson, Mungo ; Puhl, Martin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:167:y:2024:i:c:s0378426624001675. Full description at Econpapers || Download paper |
2025 | Managerial pessimism and investment in corporate social responsibility. (2025). Kim, Jae B ; Koo, Kwangjoo. In: Journal of Business Research. RePEc:eee:jbrese:v:186:y:2025:i:c:s0148296324004570. Full description at Econpapers || Download paper |
2024 | Does retirement make people more risk averse?. (2024). Lu, Yunfeng ; Cheng, Lingguo. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:224:y:2024:i:c:p:135-155. Full description at Econpapers || Download paper |
2024 | Learning about the consumption risk exposure of firms. (2024). Li, Kai ; Kuehn, Lars-Alexander ; Kim, Yongjin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:152:y:2024:i:c:s0304405x2300199x. Full description at Econpapers || Download paper |
2024 | Extrapolation beyond peers: An asset pricing perspective. (2024). Wu, Yiyong ; Tang, Guohao ; Lou, Guanyu. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001402. Full description at Econpapers || Download paper |
2024 | What moves markets?. (2024). Kerssenfischer, Mark ; Schmeling, Maik. In: Journal of Monetary Economics. RePEc:eee:moneco:v:145:y:2024:i:c:s0304393224000138. Full description at Econpapers || Download paper |
2024 | Information shock, market reaction, and stock message board information diffusion. (2024). Meng, Yongqiang ; Huang, Xiuqi. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:180-192. Full description at Econpapers || Download paper |
2024 | Factor returns and FOMC announcements: The role of sentiment. (2024). Dotsis, George ; Rosa, Carlo. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s106297692400053x. Full description at Econpapers || Download paper |
2024 | Price limit hits in the Chinese fund market: Determinants and post-hit performance. (2024). Wang, Chengsi ; Zheng, Xinwei ; Xiao, Yuewen. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:70-82. Full description at Econpapers || Download paper |
2024 | The impact of enterprise digital transformation on risk-taking: Evidence from China. (2024). Deng, Mingjun ; Yu, Yuxin ; Luo, Wenbing. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000783. Full description at Econpapers || Download paper |
2024 | SPACs and the COVID-19 pandemic: Evidence from Korea. (2024). Lee, Sangwon ; Kang, Hyung Cheol. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pb:s0275531924003313. Full description at Econpapers || Download paper |
2024 | The Fed Information Effect and Firm-Level Investment: Evidence and Theory. (2024). Xu, Yu ; Zeng, Linghang ; Mitra, Indrajit ; Hsu, Alex. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:97979. Full description at Econpapers || Download paper |
2024 | Trading Activity in the Corporate Bond Market: A SAD Tale of Macro-Announcements and Behavioral Seasonality?. (2024). Berry, Brian T ; Branch, Ben S ; Forest, James J. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:5:p:80-:d:1394432. Full description at Econpapers || Download paper |
2025 | Influence of Green Credit Policy on Corporate Risk-Taking: The Mediating Effect of Debt Maturity Mismatch and the Moderating Effect of Executive Compensation. (2025). Bian, Baocheng ; Wang, Zhongshuai. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:7:p:2862-:d:1619073. Full description at Econpapers || Download paper |
2024 | When acquirers are short on cash flow in M&A deals. (2024). Lam, Peter ; Li, Lin ; Ren, Yaru. In: Post-Print. RePEc:hal:journl:hal-04562214. Full description at Econpapers || Download paper |
2025 | Does firm-level political risk influence earnings management?. (2025). Li, Xia ; Gupta, Jairaj ; Kushwaha, Narendra Nath ; Ebrahimi, Tahera. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:3:d:10.1007_s11156-024-01330-z. Full description at Econpapers || Download paper |
2024 | Pre-Refunding Announcement Gains in U.S. Treasurys. (2024). Zhao, Kevin ; Wang, Chen. In: SocArXiv. RePEc:osf:socarx:xucf8. Full description at Econpapers || Download paper |
2025 | The impact of economic policy uncertainty on capital structure decisions: Does institutional ownership characteristics matter?. (2025). Belkacem, Lotfi ; ben Saad, Sourour. In: International Journal of Disclosure and Governance. RePEc:pal:ijodag:v:22:y:2025:i:1:d:10.1057_s41310-024-00230-x. Full description at Econpapers || Download paper |
2024 | Asset Pricing in the Resource-Constrained Brain. (2024). Siddiqi, Hammad. In: MPRA Paper. RePEc:pra:mprapa:120526. Full description at Econpapers || Download paper |
2024 | Disclosure policy choice, stock returns and information asymmetry: Evidence from capital expenditure announcements. (2024). Chen, Jianguo ; Smith, David. In: Australian Journal of Management. RePEc:sae:ausman:v:49:y:2024:i:2:p:192-213. Full description at Econpapers || Download paper |
2024 | Assessing Cryptomarket Risks: Macroeconomic Forces, Market Shocks and Behavioural Dynamics. (2024). Thlissaint, Josu. In: Economics Working Paper Archive (University of Rennes & University of Caen). RePEc:tut:cremwp:2024-14. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2009 | Do Stock Mergers Create Value for Acquirers? In: Journal of Finance. [Full Text][Citation analysis] | article | 126 |
2016 | Earnings Announcements and Systematic Risk In: Journal of Finance. [Full Text][Citation analysis] | article | 83 |
2013 | How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 169 |
2012 | Stock returns after major price shocks: The impact of information In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 75 |
2014 | Asset pricing: A tale of two days In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 121 |
2020 | Policy uncertainty and corporate credit spreads In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 45 |
2014 | Marriage and Managers Attitudes to Risk In: Management Science. [Full Text][Citation analysis] | article | 55 |
2012 | Status, Marriage, and Managers Attitudes To Risk In: NBER Working Papers. [Full Text][Citation analysis] | paper | 5 |
2020 | One Central Bank to Rule Them All In: Review of Finance. [Full Text][Citation analysis] | article | 46 |
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