13
H index
13
i10 index
828
Citations
| 13 H index 13 i10 index 828 Citations RESEARCH PRODUCTION: 17 Articles 10 Papers RESEARCH ACTIVITY: 22 years (1999 - 2021). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/psa127 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Sergei Sarkissian. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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The Review of Financial Studies | 5 |
Journal of Financial and Quantitative Analysis | 4 |
Working Papers Series with more than one paper published | # docs |
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MPRA Paper / University Library of Munich, Germany | 5 |
NBER Working Papers / National Bureau of Economic Research, Inc | 3 |
Working Papers / University of Pennsylvania, Wharton School, Weiss Center | 2 |
Year | Title of citing document |
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2023 | Integrating multiple sources of ordinal information in portfolio optimization. (2022). Pferschy, Ulrich ; Mestel, Roland ; Hafner, Stephan ; Ccela, Eranda. In: Papers. RePEc:arx:papers:2211.00420. Full description at Econpapers || Download paper |
2023 | Forecasting dividend growth: The role of adjusted earnings yield. (2023). Li, Luyang ; Chen, LI ; Huang, Difang ; Yu, Deshui. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004254. Full description at Econpapers || Download paper |
2023 | Impact of cultural trade on foreign direct investment: Evidence from China. (2023). Chu, Baoju ; Yang, Lianxing ; Wang, Chu ; Li, Chang. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000930. Full description at Econpapers || Download paper |
2023 | The contributions of betas versus characteristics to the ESG premium. (2023). Dam, Lammertjan ; Dalo, Ambrogio ; Ciciretti, Rocco. In: Journal of Empirical Finance. RePEc:eee:empfin:v:71:y:2023:i:c:p:104-124. Full description at Econpapers || Download paper |
2023 | Forecasting commodity prices returns: The role of partial least squares approach. (2023). Dai, Zhifeng ; Zhu, Haoyang ; Wen, Chufu. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003237. Full description at Econpapers || Download paper |
2023 | A bibliometric analysis of cultural finance. (2023). Pandey, Nitesh ; Lahmar, Oumaima ; Kumar, Satish ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003921. Full description at Econpapers || Download paper |
2023 | Industry costs of equity: Evidence from frontier markets. (2023). McGroarty, Frank ; Demiralay, Sercan ; Wang, Yan ; Hourani, Alya. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000893. Full description at Econpapers || Download paper |
2023 | Cross-listing dynamics and labor investment efficiency: International evidence. (2023). Lakhal, Faten ; Benkraiem, Ramzi ; Nizar, Hamza ; Ghadhab, Imen. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001941. Full description at Econpapers || Download paper |
2023 | Disentangling domiciles and investor locations in European mutual fund data. (2023). Rakowski, David. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005670. Full description at Econpapers || Download paper |
2023 | Family competition via divergence in the trading of funds. (2023). Serrano, Miguel ; Gimeno, Ruth ; Andreu, Laura. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007243. Full description at Econpapers || Download paper |
2023 | Finding information in obvious places: Work connections and mutual fund investment ideas. (2023). Tran, Hai ; Stark, Jeffrey R ; Shirley, Sara E ; Genc, Egemen. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s138641812200057x. Full description at Econpapers || Download paper |
2023 | Job postings and aggregate stock returns. (2023). Odoherty, Michael S ; Kothari, Pratik. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000022. Full description at Econpapers || Download paper |
2023 | Competence and enterprise of management as drivers of early foreign listing of medium-sized emerging market multinationals (EMNEs) from Africa. (2023). Chu, Irene ; Yu, Honglan ; Attah-Boakye, Rexford ; Adams, Kweku ; Ishaque, Maria. In: Journal of Business Research. RePEc:eee:jbrese:v:158:y:2023:i:c:s0148296323000188. Full description at Econpapers || Download paper |
2023 | Do manager characteristics matter in equity mutual fund performance? New evidence based on the double-adjusted alpha. (2023). Hsieh, Wei-Cheng ; Yen, Meng-Feng ; Lin, Jia-Hui. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002207. Full description at Econpapers || Download paper |
2023 | Prospect theory and mutual fund flows: Evidence from China. (2023). Han, Jing ; Wang, Cheng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001336. Full description at Econpapers || Download paper |
2023 | Influence of supply chain risks on project financial performance. (2023). Chen, Hong Long. In: International Journal of Production Economics. RePEc:eee:proeco:v:260:y:2023:i:c:s0925527323001020. Full description at Econpapers || Download paper |
2023 | Mapping the Themes Underlying the Literature on Cross-Listing of Shares—A Contemporary Corporate Strategy of Sustainable Growth. (2023). Rafique, Amir ; Haseeb, Abdul ; Ahmad, Muhammad Munir ; Hayat, Mustansar ; Quddoos, Muhammad Umer ; Lei, Qiuyuan. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:12:p:9316-:d:1167179. Full description at Econpapers || Download paper |
2023 | Paying for Performance in Public Pension Plans. (2023). Ray, Sugata ; Mullally, Kevin ; Lu, Yan. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:8:p:4888-4907. Full description at Econpapers || Download paper |
2023 | When, and why, do teams benefit from self-selection?. (2023). Rilke, Rainer Michael ; Fischer, Mira ; Yurtoglu, Burcin B. In: Experimental Economics. RePEc:kap:expeco:v:26:y:2023:i:4:d:10.1007_s10683-023-09800-2. Full description at Econpapers || Download paper |
2023 | Bonding, signaling theory and dividend policy: Evidence from multinational firms. (2023). Ghadhab, Imen. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:1:d:10.1057_s41260-022-00289-7. Full description at Econpapers || Download paper |
2023 | Is the research agenda for calendar anomalies “much do about nothing”?. (2023). Gosselin, Gabriel ; Sproule, Robert. In: MPRA Paper. RePEc:pra:mprapa:117001. Full description at Econpapers || Download paper |
2023 | From Black Wednesday to Brexit: Macroeconomic shocks and correlations of equity returns in France, Germany, Italy, Spain, and the United Kingdom. (2023). Gottschalk, Sylvia. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2843-2873. Full description at Econpapers || Download paper |
2023 | Explaining mutual fund behavior through the structure?conduct?performance lens. (2023). Coleman, Les. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2874-2884. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2003 | Spurious Regressions in Financial Economics? In: Journal of Finance. [Full Text][Citation analysis] | article | 230 |
2002 | Spurious Regressions in Financial Economics?.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 230 | paper | |
2008 | Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 23 |
2006 | Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
2014 | Treasury Bond Illiquidity and Global Equity Returns In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 5 |
2016 | Cross-Listing Waves In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 16 |
2010 | Cross listing waves.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2017 | To Group or Not to Group? Evidence from Mutual Fund Databases In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 38 |
2004 | Are There Permanent Valuation Gains to Overseas Listing? Evidence from Market Sequencing and Selection In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
2006 | The Dynamics of Geographic versus Sectoral Diversification: Is There a Link to the Real Economy? In: Working Papers. [Full Text][Citation analysis] | paper | 23 |
2012 | The Dynamics of Geographic versus Sectoral Diversification: Is There a Link to the Real Economy?.(2012) In: Quarterly Journal of Finance (QJF). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | article | |
1999 | The alpha factor asset pricing model: A parable In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 46 |
2000 | Cross-sectional variations in the degree of global integration: the case of Russian equities In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 18 |
2012 | The nature of the foreign listing premium: A cross-country examination In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 14 |
2009 | City size and fund performance In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 52 |
2011 | The demographics of fund turnover In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 9 |
2010 | The demographics of fund turnover.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2004 | Industry Risk and Market Integration In: Management Science. [Full Text][Citation analysis] | article | 60 |
2021 | Nonlinearities and a Pecking Order in Cross-border Investment In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2003 | Incomplete Consumption Risk Sharing and Currency Risk Premiums In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 42 |
2004 | The Overseas Listing Decision: New Evidence of Proximity Preference In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 166 |
2009 | Are there permanent valuation gains to overseas listing? In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 65 |
2018 | Market and Regional Segmentation and Risk Premia in the First Era of Financial Globalization In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 1 |
2020 | Cross-Listings and the Dynamics between Credit and Equity Returns In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 2 |
2010 | Why are U.S. firms listed in foreign markets worth more? In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2010 | Flight to Liquidity and Global Equity Returns In: MPRA Paper. [Full Text][Citation analysis] | paper | 8 |
2012 | To Group or Not to Group? Evidence from Mutual Funds In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
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