41
H index
58
i10 index
10392
Citations
University of Texas-Austin | 41 H index 58 i10 index 10392 Citations RESEARCH PRODUCTION: 63 Articles 38 Papers 2 Chapters EDITOR: Series edited RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Sheridan Titman. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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2004 Meeting Papers / Society for Economic Dynamics | 2 |
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2020 | Origins of Mutual Fund Skill: Market versus Accounting Based Asset Pricing Anomalies. (2020). Christiansen, Charlotte ; Xu, Yue ; Xing, Ran. In: CREATES Research Papers. RePEc:aah:create:2020-14. Full description at Econpapers || Download paper | |
2022 | The Prior Adaptive Group Lasso and the Factor Zoo. (2022). Bertelsen, Kristoffer Pons. In: CREATES Research Papers. RePEc:aah:create:2022-05. Full description at Econpapers || Download paper | |
2020 | Measuring Managerial Skills of Closed-End Mutual Funds in Bangladesh and Its Linkage to the Management Fee. (2020). Mila, Meher Nigar. In: International Journal of Science and Business. RePEc:aif:journl:v:4:y:2020:i:9:p:1-15. Full description at Econpapers || Download paper | |
2020 | THE INTER-RELATIONS BETWEEN CHINESE HOUSING MARKET, STOCK MARKET AND CONSUMPTION MARKET. (2020). Liu, Yang. In: Review of Socio - Economic Perspectives. RePEc:aly:journl:202051. Full description at Econpapers || Download paper | |
2022 | Out of Sync: Dispersed Short Selling and the Correction of Mispricing. (2022). Verwijmeren, Patrick ; Sotes-Paladino, Juan ; Gargano, Antonio. In: Working Papers. RePEc:aoz:wpaper:108. Full description at Econpapers || Download paper | |
2021 | Maximum drawdown, recovery and momentum. (2015). Choi, Jaehyung . In: Papers. RePEc:arx:papers:1403.8125. Full description at Econpapers || Download paper | |
2020 | The market nanostructure origin of asset price time reversal asymmetry. (2019). Challet, Damien ; Kassibrakis, Serge ; Cordi, Marcus. In: Papers. RePEc:arx:papers:1901.00834. Full description at Econpapers || Download paper | |
2021 | Deep Learning in Asset Pricing. (2019). Zhu, Jason ; Pelger, Markus ; Chen, Luyang. In: Papers. RePEc:arx:papers:1904.00745. Full description at Econpapers || Download paper | |
2020 | Enhancing Time Series Momentum Strategies Using Deep Neural Networks. (2019). Roberts, Stephen ; Zohren, Stefan ; Lim, Bryan. In: Papers. RePEc:arx:papers:1904.04912. Full description at Econpapers || Download paper | |
2020 | Unveiling the relation between herding and liquidity with trader lead-lag networks. (2019). Tantari, Daniele ; Lillo, Fabrizio ; Campajola, Carlo. In: Papers. RePEc:arx:papers:1909.10807. Full description at Econpapers || Download paper | |
2020 | Refined model of the covariance/correlation matrix between securities. (2020). Valeyre, Sebastien. In: Papers. RePEc:arx:papers:2001.08911. Full description at Econpapers || Download paper | |
2020 | AutoAlpha: an Efficient Hierarchical Evolutionary Algorithm for Mining Alpha Factors in Quantitative Investment. (2020). Li, Jian ; Jin, Yifei ; Zhang, Tianping. In: Papers. RePEc:arx:papers:2002.08245. Full description at Econpapers || Download paper | |
2020 | A Framework for Online Investment Algorithms. (2020). Gebbie, Tim ; van Zyl, Terence ; Paskaramoorthy, Andrew. In: Papers. RePEc:arx:papers:2003.13360. Full description at Econpapers || Download paper | |
2020 | Spanning analysis of stock market anomalies under Prospect Stochastic Dominance. (2020). Scaillet, Olivier ; Topaloglou, Nikolas ; Arvanitis, Stelios. In: Papers. RePEc:arx:papers:2004.02670. Full description at Econpapers || Download paper | |
2020 | Decision-Making, Sub-Additive Recursive Matching Noise And Biases In Risk-Weighted Stock/Bond Index Calculation Methods In Incomplete Markets With Partially Observable Multi-Attribute Preferences. (2020). Nwogugu, Michael C. In: Papers. RePEc:arx:papers:2005.01708. Full description at Econpapers || Download paper | |
2020 | Long short-term memory networks and laglasso for bond yield forecasting: Peeping inside the black box. (2020). Niranjan, Mahesan ; McGroarty, Frank ; Gerding, Enrico ; Nunes, Manuel. In: Papers. RePEc:arx:papers:2005.02217. Full description at Econpapers || Download paper | |
2020 | Quant Bust 2020. (2020). Kakushadze, Zura. In: Papers. RePEc:arx:papers:2006.05632. Full description at Econpapers || Download paper | |
2020 | Hidden Markov Models Applied To Intraday Momentum Trading With Side Information. (2020). Turner, Richard ; Godsill, Simon ; Christensen, Hugh. In: Papers. RePEc:arx:papers:2006.08307. Full description at Econpapers || Download paper | |
2021 | A Basket Half Full: Sparse Portfolios. (2020). Seregina, Ekaterina. In: Papers. RePEc:arx:papers:2011.04278. Full description at Econpapers || Download paper | |
2021 | Dirichlet policies for reinforced factor portfolios. (2020). Coqueret, Guillaume ; Andr, Eric. In: Papers. RePEc:arx:papers:2011.05381. Full description at Econpapers || Download paper | |
2021 | Modeling asset allocation strategies and a new portfolio performance score. (2020). Emiris, Ioannis Z ; Chalkis, Apostolos. In: Papers. RePEc:arx:papers:2012.05088. Full description at Econpapers || Download paper | |
2020 | Deep Portfolio Optimization via Distributional Prediction of Residual Factors. (2020). Minami, Kentaro ; Imajo, Kentaro ; Nakagawa, Kei ; Ito, Katsuya. In: Papers. RePEc:arx:papers:2012.07245. Full description at Econpapers || Download paper | |
2020 | Trader-Company Method: A Metaheuristic for Interpretable Stock Price Prediction. (2020). Minami, Kentaro ; Ito, Katsuya ; Nakagawa, Kei ; Imajo, Kentaro. In: Papers. RePEc:arx:papers:2012.10215. Full description at Econpapers || Download paper | |
2021 | Liquidity Stress Testing in Asset Management -- Part 1. Modeling the Liability Liquidity Risk. (2021). Roncalli, Thierry ; Regnault, Margaux ; Pan, Franccois ; Karray-Meziou, Fatma. In: Papers. RePEc:arx:papers:2101.02110. Full description at Econpapers || Download paper | |
2021 | Dynamic Ordering Learning in Multivariate Forecasting. (2021). Lopes, Hedibert F ; Bruno, . In: Papers. RePEc:arx:papers:2101.04164. Full description at Econpapers || Download paper | |
2021 | New Formulations of Ambiguous Volatility with an Application to Optimal Dynamic Contracting. (2021). Hansen, Peter G. In: Papers. RePEc:arx:papers:2101.12306. Full description at Econpapers || Download paper | |
2022 | Rodeo or Ascot: which hat to wear at the crypto race?. (2021). Hardle, Wolfgang Karl ; Hausler, Konstantin. In: Papers. RePEc:arx:papers:2103.12461. Full description at Econpapers || Download paper | |
2021 | Robustifying Conditional Portfolio Decisions via Optimal Transport. (2021). Ye, Yinyu ; Delage, Erick ; Blanchet, Jose ; Zhang, Fan ; Nguyen, Viet Anh. In: Papers. RePEc:arx:papers:2103.16451. Full description at Econpapers || Download paper | |
2021 | Why and how systematic strategies decay. (2021). Falck, Antoine ; Thesmar, David ; Rej, Adam. In: Papers. RePEc:arx:papers:2105.01380. Full description at Econpapers || Download paper | |
2022 | Enhancing Cross-Sectional Currency Strategies by Ranking Refinement with Transformer-based Architectures. (2021). Zohren, Stefan ; Lim, Bryan ; Poh, Daniel ; Roberts, Stephen. In: Papers. RePEc:arx:papers:2105.10019. Full description at Econpapers || Download paper | |
2021 | An Empirical Study of DeFi Liquidations: Incentives, Risks, and Instabilities. (2021). Gamito, Pablo ; Zhou, Liyi ; Qin, Kaihua ; Gervais, Arthur ; Jovanovic, Philipp. In: Papers. RePEc:arx:papers:2106.06389. Full description at Econpapers || Download paper | |
2021 | Clustering Structure of Microstructure Measures. (2021). Wells, Martin T ; Sun, Ningning ; Zhu, Liao. In: Papers. RePEc:arx:papers:2107.02283. Full description at Econpapers || Download paper | |
2021 | Time Varying Risk in U.S. Housing Sector and Real Estate Investment Trusts Equity Return. (2021). Alam, Masud. In: Papers. RePEc:arx:papers:2107.10455. Full description at Econpapers || Download paper | |
2021 | Effect of Share Capital on Financial Growth of Non-Financial Firms Listed at the Nairobi Securities Exchange. (2021). Shikumo, David Haritone. In: Papers. RePEc:arx:papers:2108.10244. Full description at Econpapers || Download paper | |
2021 | Reinforcement Learning for Quantitative Trading. (2021). An, BO ; Wang, Rundong ; Sun, Shuo. In: Papers. RePEc:arx:papers:2109.13851. Full description at Econpapers || Download paper | |
2021 | EmTract: Investor Emotions and Market Behavior. (2021). Skog, Rolf ; Vamossy, Domonkos. In: Papers. RePEc:arx:papers:2112.03868. Full description at Econpapers || Download paper | |
2021 | Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture. (2021). Roberts, Stephen ; Giegerich, Sven ; Wood, Kieran ; Zohren, Stefan. In: Papers. RePEc:arx:papers:2112.08534. Full description at Econpapers || Download paper | |
2022 | Bankruptcy Prediction via Mixing Intra-Risk and Spillover-Risk. (2022). Zhao, YU ; Kou, Gang ; Liu, JI ; Zhuang, Fuzhen ; Yang, Qing ; Guo, YU ; Wei, Shaopeng. In: Papers. RePEc:arx:papers:2202.03874. Full description at Econpapers || Download paper | |
2022 | Characteristics-driven returns in equilibrium. (2022). Coqueret, Guillaume. In: Papers. RePEc:arx:papers:2203.07865. Full description at Econpapers || Download paper | |
2020 | Dividend-Payout Policy and Share-Price Volatility in Islamic Banks: Evidence from Jordan. (2020). Al-Sharif, Bader Mustafa. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:266-274. Full description at Econpapers || Download paper | |
2020 | Study on Price Fluctuation of Industry Index in Chinas Stock Market Based on Empirical Mode Decomposition. (2020). Qiao, FU. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:559-573. Full description at Econpapers || Download paper | |
2021 | A Review of Main Strands on the Flow-Performance Relationship of Mutual Funds. (2021). Filip, Dariusz. In: Athens Journal of Business & Economics. RePEc:ate:journl:ajbev7i3-2. Full description at Econpapers || Download paper | |
2020 | Multidimensional Noise and Non-Fundamental Information Diversity. (2020). Russ, David. In: Working Papers. RePEc:bav:wpaper:201_russ. Full description at Econpapers || Download paper | |
2021 | When the panic broke out: COVID-19 and investment funds portfolio rebalancing around the world. (2021). Santioni, Raffaele ; Affinito, Massimiliano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1342_21. Full description at Econpapers || Download paper | |
2020 | Cybersecurity Risk. (2020). Louca, Christodoulos ; Florakis, Chris ; Weber, Michael ; Michaely, Roni. In: Working Papers. RePEc:bfi:wpaper:2020-178. Full description at Econpapers || Download paper | |
2020 | Monetary Momentum. (2020). Weber, Michael ; Neuhierl, Andreas. In: Working Papers. RePEc:bfi:wpaper:2020-39. Full description at Econpapers || Download paper | |
2020 | Corporate investment and the exchange rate: The financial channel. (2020). Mehrotra, Aaron ; Hofmann, Boris ; Banerjee, Ryan. In: BIS Working Papers. RePEc:bis:biswps:839. Full description at Econpapers || Download paper | |
2021 | Asset managers, market liquidity and bank regulation. (2021). Tarashev, Nikola ; Huang, Wenqian ; Aldasoro, Iaki. In: BIS Working Papers. RePEc:bis:biswps:933. Full description at Econpapers || Download paper | |
2021 | Re?exploring Fair Value Accounting and Value Relevance: An Examination of Underlying Securities. (2021). Magnan, Michel ; Hammami, Ahmad ; Fortin, Steve. In: Abacus. RePEc:bla:abacus:v:57:y:2021:i:2:p:220-250. Full description at Econpapers || Download paper | |
2021 | Momentum, Reversals, and Business Cycle Turning Points. (2021). Xiao, Yuchao ; Min, Byoungkyu. In: Abacus. RePEc:bla:abacus:v:57:y:2021:i:4:p:679-708. Full description at Econpapers || Download paper | |
2022 | Misvaluation and the Asset Growth Anomaly. (2022). Lambertides, Neophytos. In: Abacus. RePEc:bla:abacus:v:58:y:2022:i:1:p:105-141. Full description at Econpapers || Download paper | |
2020 | The disclosure of corporate social responsibility reports and sales performance in China. (2020). Zheng, Ying ; Yu, Wei. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1239-1270. Full description at Econpapers || Download paper | |
2020 | News media analytics in finance: a survey. (2020). Hahn, Tobias ; Vanstone, Bruce ; Marty, Tom. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1385-1434. Full description at Econpapers || Download paper | |
2020 | Market segmentation and supplyâ€chain predictability: evidence from China. (2020). Wu, Chongfeng ; Diao, Xundi ; Li, Rui. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1531-1562. Full description at Econpapers || Download paper | |
2020 | The impact of audit quality in rights offerings. (2020). faff, robert ; Balachandran, Balasingham ; Puwanenthiren, Premkanth. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2007-2037. Full description at Econpapers || Download paper | |
2020 | Toward understanding shortâ€selling activity: demand and supply. (2020). , Harry ; Kot, Hung Wan . In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2203-2230. Full description at Econpapers || Download paper | |
2020 | Rollover risk and managerial cost adjustment decisions. (2020). Zheng, Kenneth ; Li, Wulung. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2843-2878. Full description at Econpapers || Download paper | |
2020 | Does news travel slowly before a market crash? The role of margin traders. (2020). Li, Yan ; Qian, LI. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:3065-3101. Full description at Econpapers || Download paper | |
2020 | Research on the use of financial statement information for forecasting profitability. (2020). Yohn, Teri Lombardi. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:3163-3181. Full description at Econpapers || Download paper | |
2020 | Are individual investors liquidity providers around earnings announcements? Evidence from an emerging market. (2020). Lin, William T ; Chen, Zhijuan ; Wang, Kent ; Ma, Changfeng. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3447-3475. Full description at Econpapers || Download paper | |
2020 | High accruals momentum. (2020). Jang, Ju Won ; Hao, Xiaoting ; Lee, Eunju. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3647-3679. Full description at Econpapers || Download paper | |
2020 | Estimating the rank of a beta matrix: a GMM approach. (2020). Wang, Qin ; Ren, YU. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:4147-4173. Full description at Econpapers || Download paper | |
2020 | Can banks monitor small business borrowers effectively using hard information?. (2020). Tsuruta, Daisuke. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:4291-4330. Full description at Econpapers || Download paper | |
2020 | Determinants and consequences of financial distress: review of the empirical literature. (2020). Sun, LI ; Uddin, Md Borhan ; Huang, Hedy Jiaying ; D'Costa, Mabel ; Habib, Ahsan. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:s1:p:1023-1075. Full description at Econpapers || Download paper | |
2020 | Institutional ownership, crossâ€shareholdings and corporate cash reserves in Japan. (2020). Rahman, Nahid ; Nguyen, Pascal. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:s1:p:1175-1207. Full description at Econpapers || Download paper | |
2020 | The type of corporate announcements and its implication on trading behaviour. (2020). Zheng, Liyi . In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:s1:p:629-659. Full description at Econpapers || Download paper | |
2020 | Evidence of governance arbitrage by private equity sponsors. (2020). Schofield, Guy. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:s1:p:971-1005. Full description at Econpapers || Download paper | |
2021 | The role of accounting quality in corporate liquidity management. (2021). Li, Wulung. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:2:p:2631-2670. Full description at Econpapers || Download paper | |
2021 | Order imbalance and stock returns: New evidence from the Chinese stock market. (2021). Zhou, Weixing ; Jiang, George J ; Zhang, Ting. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:2:p:2809-2836. Full description at Econpapers || Download paper | |
2021 | Leverage deviation from the target debt ratio and leasing. (2021). Sankaran, Harikumar ; Rahman, Shofiqur ; Chowdhury, Hasibul. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:2:p:3481-3515. Full description at Econpapers || Download paper | |
2021 | Industry momentum: an exchange?traded funds approach. (2021). Earea, Dean ; Hahn, Tobias ; Vanstone, Bruce. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4007-4024. Full description at Econpapers || Download paper | |
2021 | Do accounting information and market environment matter for cross?asset predictability?. (2021). Visaltanachoti, Nuttawat ; Nguyen, Nhut H ; Thakerngkiat, Narongdech. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4389-4434. Full description at Econpapers || Download paper | |
2021 | Speed of adjustment towards target leverage: evidence from a quantile regression analysis. (2021). Truong, Cameron ; Hou, Greg ; Bai, Min ; Nguyen, Thao. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:4:p:5073-5109. Full description at Econpapers || Download paper | |
2021 | Accounting conservatism and firm performance during the COVID?19 pandemic. (2021). Li, Shan ; Kim, Sujin ; Kent, Pamela ; Cui, LI. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:4:p:5543-5579. Full description at Econpapers || Download paper | |
2021 | Does credit rating conservatism matter for corporate tax avoidance?. (2021). Xie, Lingmin ; Leung, Sidney ; Chen, Tao. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:4:p:5681-5730. Full description at Econpapers || Download paper | |
2021 | Effect of positive tone in MD&A disclosure on capital structure adjustment speed: evidence from China. (2021). Yan, Lina ; Wu, Duowen ; Wang, Qian. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:4:p:5809-5845. Full description at Econpapers || Download paper | |
2021 | Modelling of Chinese corporate bond default – A machine learning approach. (2021). Zhuo, Zhuyao ; Lu, Zhou. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:5:p:6147-6191. Full description at Econpapers || Download paper | |
2021 | Earnings momentum meets short?term return reversal. (2021). Tu, Jun ; Sun, Licheng ; Zhu, Zhaobo. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:2379-2405. Full description at Econpapers || Download paper | |
2021 | Do capital expenditures influence earnings performance: Evidence from loss?making firms. (2021). Bose, Sudipta ; Saha, Amitav ; Kim, Sungsoo. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:2539-2575. Full description at Econpapers || Download paper | |
2022 | Institutional trading in stock market anomalies in Australia. (2022). Zhong, Angel. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:1:p:893-930. Full description at Econpapers || Download paper | |
2022 | A timing momentum strategy. (2022). Ko, Kuancheng ; Chou, Robin K ; Yang, Nientzu ; Lin, Chaonan. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1339-1379. Full description at Econpapers || Download paper | |
2022 | Global equity fund performance adjusted for equity and currency factors. (2022). Warren, Geoffrey J ; Schmidt, Camille H ; Harman, Graham ; Gallagher, David R. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1535-1565. Full description at Econpapers || Download paper | |
2022 | Does short?selling affect mutual fund shareholdings? Evidence from China. (2022). Wan, Die ; Liu, Xufeng. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1887-1923. Full description at Econpapers || Download paper | |
2022 | Environmental, social and governance factors and assessing firm value: valuation, signalling and stakeholder perspectives. (2022). Huang, Danny Zhaoxiang. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1983-2010. Full description at Econpapers || Download paper | |
2020 | Is an Auditors Propensity to Issue Going Concern Opinions a Valid Measure of Audit Quality?. (2020). Ahmed, Ammad ; Delaney, Deborah ; Guo, Yihan. In: Australian Accounting Review. RePEc:bla:ausact:v:30:y:2020:i:2:p:144-153. Full description at Econpapers || Download paper | |
2020 | The productâ€market performance benefits of environmental policy: Why customer awareness and firm innovativeness matter. (2020). Hughes, Mathew ; Aziz, Saqib ; Rahman, Mahabubur. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:5:p:2001-2018. Full description at Econpapers || Download paper | |
2021 | Looking for sustainable development: Socially responsible mutual funds and the low?carbon economy. (2021). Tortosa-Ausina, Emili ; TortosaAusina, Emili ; de Mingolopez, Diego Victor ; Matallinsaez, Juan Carlos ; Juan Carlos Matallin Saez, ; Solerdominguez, Amparo. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:4:p:1751-1766. Full description at Econpapers || Download paper | |
2021 | Corporate commitment to climate change action, carbon risk exposure, and a firms debt financing policy. (2021). Tavakolifar, Mohammad ; Lulseged, Ayalew ; Lemma, Tesfaye T. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:8:p:3919-3936. Full description at Econpapers || Download paper | |
2021 | Benchmarking information aggregation in experimental markets. (2021). Mengel, Friederike ; Peeters, Ronald ; Albertazzi, Andrea. In: Economic Inquiry. RePEc:bla:ecinqu:v:59:y:2021:i:4:p:1500-1516. Full description at Econpapers || Download paper | |
2020 | Idiosyncratic momentum and the crossâ€section of stock returns: Further evidence. (2020). Lin, QI. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:579-627. Full description at Econpapers || Download paper | |
2020 | Does individualistic culture impact operational risk?. (2020). Li, Donghui ; Chen, Zhian ; Cao, Zhe ; An, Zhe. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:808-838. Full description at Econpapers || Download paper | |
2020 | Innovations in financing: The impact of anchor investors in Indian IPOs. (2020). Chakrabarti, Binay Bhushan ; Bhattacharya, Arnab ; Petrova, Milena ; Ghosh, Chinmoy. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:4:p:1059-1106. Full description at Econpapers || Download paper | |
2020 | Trust, regulation, and contracting institutions. (2020). Williamson, Claudia ; Cline, Brandon N. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:4:p:859-895. Full description at Econpapers || Download paper | |
2020 | Managerial incentives for attracting attention. (2020). Papiashvili, Nino ; Gutierrez, Maria ; Vazquez, Antonio B ; Tribo, Josep A. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:4:p:896-937. Full description at Econpapers || Download paper | |
2020 | Betas versus characteristics: A practical perspective. (2020). Sy, Oumar ; Pacurar, Maria ; Nazaire, Gregory. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:5:p:1385-1413. Full description at Econpapers || Download paper | |
2021 | How to build a factor portfolio: Does the allocation strategy matter?. (2021). Wendt, Viktoriasophie ; Drobetz, Wolfgang ; Dichtl, Hubert. In: European Financial Management. RePEc:bla:eufman:v:27:y:2021:i:1:p:20-58. Full description at Econpapers || Download paper | |
2020 | Can mispricing explain the value premium?. (2020). Jindra, Jan ; Jaffe, Jeffrey F ; Voetmann, Torben ; Pedersen, David J. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:3:p:615-633. Full description at Econpapers || Download paper | |
2020 | Cash cycle: A crossâ€country analysis. (2020). Khaksari, Shahriar ; Jalal, Abu. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:3:p:635-671. Full description at Econpapers || Download paper | |
2020 | Glamour among value: P/E ratios and value investor attention. (2020). Moore, Jordan. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:3:p:673-706. Full description at Econpapers || Download paper | |
2020 | Portfolio manager homeâ€country culture and mutual fund riskâ€taking. (2020). Jiao, Wei. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:3:p:805-838. Full description at Econpapers || Download paper | |
2020 | Credit supply and capital structure adjustments. (2020). Rahman, Shofiqur. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:4:p:949-972. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Journal | |
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International Review of Finance |
Year | Title | Type | Cited |
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1985 | Urban Land Prices under Uncertainty. In: American Economic Review. [Full Text][Citation analysis] | article | 208 |
1995 | Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior. In: American Economic Review. [Full Text][Citation analysis] | article | 611 |
2000 | Editorial In: International Review of Finance. [Full Text][Citation analysis] | article | 0 |
2009 | Capital Investments and Stock Returns in Japan* In: International Review of Finance. [Full Text][Citation analysis] | article | 7 |
1997 | DESIGNING CAPITAL STRUCTURE TO CREATE SHAREHOLDER VALUE In: Journal of Applied Corporate Finance. [Full Text][Citation analysis] | article | 5 |
2002 | THE CAPITAL STRUCTURE CHOICE: NEW EVIDENCE FOR A DYNAMIC TRADEOFF MODEL In: Journal of Applied Corporate Finance. [Full Text][Citation analysis] | article | 6 |
2008 | Single vs. Multiple Discount Rates: How to Limit “Influence Costs” in the Capital Allocation Process* In: Journal of Applied Corporate Finance. [Full Text][Citation analysis] | article | 1 |
2009 | Firms Stakeholders and the Costs of Transparency In: Journal of Economics & Management Strategy. [Full Text][Citation analysis] | article | 10 |
2007 | Firms Stakeholders and the Costs of Transparency.(2007) In: NBER Chapters. [Citation analysis] This paper has another version. Agregated cites: 10 | chapter | |
2007 | Firms Stakeholders and the Costs of Transparency.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
1982 | The Effects of Anticipated Inflation on Housing Market Equilibrium. In: Journal of Finance. [Full Text][Citation analysis] | article | 19 |
1985 | Approximate Factor Structures: Interpretations and Implications for Empirical Tests. In: Journal of Finance. [Full Text][Citation analysis] | article | 5 |
1992 | Interest Rate Swaps and Corporate Financing Choices. In: Journal of Finance. [Full Text][Citation analysis] | article | 48 |
1990 | Interest rate swaps and corporate financing choices.(1990) In: Proceedings. [Citation analysis] This paper has another version. Agregated cites: 48 | article | |
1992 | The Persistence of Mutual Fund Performance. In: Journal of Finance. [Full Text][Citation analysis] | article | 185 |
1993 | Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency. In: Journal of Finance. [Full Text][Citation analysis] | article | 2753 |
1993 | The Determinants of Leveraged Buyout Activity: Free Cash Flow vs. Financial Distress Costs. In: Journal of Finance. [Full Text][Citation analysis] | article | 99 |
1994 | Financial Distress and Corporate Performance. In: Journal of Finance. [Full Text][Citation analysis] | article | 361 |
1994 | Security Analysis and Trading Patterns When Some Investors Receive Information before Others. In: Journal of Finance. [Full Text][Citation analysis] | article | 243 |
1997 | Evidence on the Characteristics of Cross Sectional Variation in Stock Returns. In: Journal of Finance. [Full Text][Citation analysis] | article | 486 |
1996 | Evidence on the Characteristics of Cross Sectional Variation in Stock Returns.(1996) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 486 | paper | |
1999 | Leverage and Corporate Performance: Evidence from Unsuccessful Takeovers In: Journal of Finance. [Full Text][Citation analysis] | article | 53 |
1999 | The Going?Public Decision and the Development of Financial Markets In: Journal of Finance. [Full Text][Citation analysis] | article | 189 |
2006 | Market Reactions to Tangible and Intangible Information In: Journal of Finance. [Full Text][Citation analysis] | article | 263 |
2003 | Market Reactions to Tangible and Intangible Information.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 263 | paper | |
2007 | Equilibrium Exhaustible Resource Price Dynamics In: Journal of Finance. [Full Text][Citation analysis] | article | 27 |
2006 | Equilibrium Exhaustible Resource Price Dynamics.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
2007 | Financial Constraints, Competition, and Hedging in Industry Equilibrium In: Journal of Finance. [Full Text][Citation analysis] | article | 44 |
2008 | Individual Investor Trading and Stock Returns In: Journal of Finance. [Full Text][Citation analysis] | article | 224 |
2010 | Individualism and Momentum around the World In: Journal of Finance. [Full Text][Citation analysis] | article | 356 |
2010 | Financial Structure, Acquisition Opportunities, and Firm Locations In: Journal of Finance. [Full Text][Citation analysis] | article | 49 |
1986 | Risk and the Performance of Real Estate Investment Trusts: A Multiple Index Approach In: Real Estate Economics. [Full Text][Citation analysis] | article | 36 |
1999 | Do Real Estate Prices and Stock Prices Move Together? An International Analysis In: Real Estate Economics. [Full Text][Citation analysis] | article | 97 |
2003 | The Cross Section of Expected REIT Returns In: Real Estate Economics. [Full Text][Citation analysis] | article | 25 |
2010 | Alternative Benchmarks for Evaluating Mutual Fund Performance In: Real Estate Economics. [Full Text][Citation analysis] | article | 14 |
2009 | Predicting Systematic Risk: Implications from Growth Options In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 0 |
2004 | Stakeholders, Transparency and Capital Structure In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
2003 | Stakeholder, Transparency and Capital Structure.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2011 | Individual Investor Trading and Return Patterns around Earnings Announcements In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 96 |
1985 | The Effect of Forward Markets on the Debt-Equity Mix of Investor Portfolios and the Optimal Capital Structure of Firms In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 1 |
1989 | Stock Returns as Predictors of Interest Rates and Inflation In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 19 |
1994 | A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 120 |
2000 | Tax-Motivated Trading and Price Pressure: An Analysis of Mutual Fund Holdings In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 25 |
2001 | The Debt-Equity Choice In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 405 |
2004 | Capital Investments and Stock Returns In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 336 |
2003 | Capital Investments and Stock Returns.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 336 | paper | |
2004 | Feedback and the Success of Irrational Investors In: Working Paper Series. [Full Text][Citation analysis] | paper | 46 |
2006 | Feedback and the success of irrational investors.(2006) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 46 | article | |
2010 | The leverage of hedge funds In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
2003 | Intra-industry momentum: the case of REITs In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 41 |
1986 | Information quality and the valuation of new issues In: Journal of Accounting and Economics. [Full Text][Citation analysis] | article | 283 |
1983 | Factor pricing in a finite economy In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 27 |
1984 | The effect of capital structure on a firms liquidation decision In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 269 |
1984 | The valuation effects of stock splits and stock dividends In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 159 |
1991 | The postmerger share-price performance of acquiring firms In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 103 |
2002 | Building the IPO order book: underpricing and participation limits with costly information In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 115 |
2000 | Building the IPO Order Book: Underpricing and Participation Limits With Costly Information.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 115 | paper | |
2007 | Firms histories and their capital structures In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 203 |
2004 | Firms Histories and Their Capital Structures.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 203 | paper | |
2007 | Why do firms hold so much cash? A tax-based explanation In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 247 |
2006 | Why do firms hold so much cash? A tax-based explanation.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 247 | paper | |
1995 | Short-Horizon Return Reversals and the Bid-Ask Spread In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 58 |
2001 | Why real interest rates, cost of capital and price/earnings ratios vary across countries In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 1 |
1999 | Understanding stock market volatility: The case of Korea and Taiwan In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 9 |
2002 | The Modigliani and Miller Theorem and the Integration of Financial Markets In: Financial Management. [Citation analysis] | article | 23 |
1988 | Adverse Risk Incentives and the Design of Performance-Based Contracts In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 56 |
1988 | Portfolio Performance Evaluation: Old Issues and New Insights In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 36 |
1988 | Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 330 |
1989 | Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings..(1989) In: The Journal of Business. [Full Text][Citation analysis] This paper has another version. Agregated cites: 330 | article | |
2006 | Corporate Investment with Financial Constraints: Sensitivity of Investment to Funds from Voluntary Asset Sales In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 65 |
2003 | Corporate Investment with Financial Constraints: Sensitivity of Investment to Funds from Voluntary Asset Sales.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 65 | paper | |
2013 | Debt, Labor Markets, and the Creation and Destruction of Firms In: NBER Chapters. [Citation analysis] | chapter | 0 |
2003 | Firm Location and the Creation and Utilization of Human Capital In: NBER Working Papers. [Full Text][Citation analysis] | paper | 5 |
2007 | Financial Structure, Liquidity, and Firm Locations In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
2010 | An International Comparison of Capital Structure and Debt Maturity Choices In: NBER Working Papers. [Full Text][Citation analysis] | paper | 11 |
2011 | Are Corporate Default Probabilities Consistent with the Static Tradeoff Theory? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 11 |
2013 | Financial Market Shocks and the Macroeconomy In: NBER Working Papers. [Full Text][Citation analysis] | paper | 5 |
2014 | The Geography of Financial Misconduct In: NBER Working Papers. [Full Text][Citation analysis] | paper | 5 |
2014 | Urban Vibrancy and Corporate Growth In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
2014 | The Dynamics of Housing Prices In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
2019 | A Dynamic Model of Characteristic-Based Return Predictability In: NBER Working Papers. [Full Text][Citation analysis] | paper | 3 |
2020 | ESG Preference, Institutional Trading, and Stock Return Patterns In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
2021 | Corporate Actions and the Manipulation of Retail Investors in China: An Analysis of Stock Splits In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
2021 | Momentum, Reversals, and Investor Clientele In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
1996 | Pricing Strategy and Financial Policy In: NBER Working Papers. [Full Text][Citation analysis] | paper | 47 |
1998 | Pricing Strategy and Financial Policy..(1998) In: Review of Financial Studies. [Citation analysis] This paper has another version. Agregated cites: 47 | article | |
1997 | Debt and Corporate Performance: Evidence from Unsuccessful Takeovers In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
1999 | Profitability of Momentum Strategies: An Evaluation of Alternative Explanations In: NBER Working Papers. [Full Text][Citation analysis] | paper | 11 |
1999 | Explaining the Cross-Section of Stock Returns in Japan: Factors or Characteristics? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2000 | Market Efficiency in an Irrational World In: NBER Working Papers. [Full Text][Citation analysis] | paper | 13 |
2001 | The Modigliani and Miller Theorem and Market Efficiency In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2007 | A Dynamic Model of Optimal Capital Structure In: Review of Finance. [Full Text][Citation analysis] | article | 81 |
2004 | A Dynamic Model of Optimal Capital Structure.(2004) In: 2004 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 81 | paper | |
2004 | A dynamic model of optimal capital structure.(2004) In: 2004 Meeting Papers. [Citation analysis] This paper has another version. Agregated cites: 81 | paper | |
2002 | Discussion of Underreaction to Self-Selected News Events In: Review of Financial Studies. [Citation analysis] | article | 2 |
2010 | Originator Performance, CMBS Structures, and the Risk of Commercial Mortgages In: Review of Financial Studies. [Full Text][Citation analysis] | article | 19 |
2011 | Do the Best Hedge Funds Hedge? In: Review of Financial Studies. [Full Text][Citation analysis] | article | 71 |
1991 | Financial Policy and Reputation for Product Quality. In: Review of Financial Studies. [Full Text][Citation analysis] | article | 120 |
1995 | Overreaction, Delayed Reaction, and Contrarian Profits. In: Review of Financial Studies. [Full Text][Citation analysis] | article | 128 |
1987 | The Relation between Mean-Variance Efficiency and Arbitrage Pricing. In: The Journal of Business. [Full Text][Citation analysis] | article | 31 |
1993 | Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns. In: The Journal of Business. [Full Text][Citation analysis] | article | 214 |
1990 | Share Tendering Strategies and the Success of Hostile Takeover Bids. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 91 |
1994 | The Debt-Equity Choice: An Empirical Analysis In: Corporate Finance & Organizations. [Full Text][Citation analysis] | paper | 2 |
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