40
H index
58
i10 index
9243
Citations
University of Texas-Austin | 40 H index 58 i10 index 9243 Citations RESEARCH PRODUCTION: 63 Articles 36 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 | |
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 | |
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 | |
2020 | 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 | |
2020 | A Basket Half Full: Sparse Portfolios. (2020). Seregina, Ekaterina. In: Papers. RePEc:arx:papers:2011.04278. Full description at Econpapers || Download paper | |
2020 | Dirichlet policies for reinforced factor portfolios. (2020). Coqueret, Guillaume ; Andr, Eric. In: Papers. RePEc:arx:papers:2011.05381. Full description at Econpapers || Download paper | |
2020 | 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 | 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 | |
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 | |
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 | |
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 | |
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 | |
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 | 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 | Capturing hedge fund risk factor exposures: Hedge fund return replication with ETFs. (2020). Li, Yongjia ; Duanmu, Jun ; Malakhov, Alexey. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:3:p:405-431. Full description at Econpapers || Download paper | |
2020 | Stock market anomalies and baseball cards. (2020). Thompson, Linh ; Engelberg, Joseph ; Williams, Jared. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:3:p:461-479. Full description at Econpapers || Download paper | |
2020 | Put Your Money Where Your Mouth Is: A Model of Certification with Informed Finance. (2020). Wang, Tianxi. In: International Review of Finance. RePEc:bla:irvfin:v:20:y:2020:i:2:p:323-349. Full description at Econpapers || Download paper | |
2020 | The effect of option transaction costs on informed trading in the options market around earnings announcements. (2020). Zhao, Chen ; Li, Yubin ; Govindaraj, Suresh. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:47:y:2020:i:5-6:p:615-644. Full description at Econpapers || Download paper | |
2020 | The role of national culture in financial literacy: Crossâ€country evidence. (2020). de Witte, Kristof ; de Beckker, Kenneth ; van Campenhout, Geert. In: Journal of Consumer Affairs. RePEc:bla:jconsa:v:54:y:2020:i:3:p:912-930. Full description at Econpapers || Download paper | |
2020 | Taming the Factor Zoo: A Test of New Factors. (2020). Xiu, Dacheng ; Giglio, Stefano ; Feng, Guanhao. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1327-1370. Full description at Econpapers || Download paper | |
2020 | What Drives Anomaly Returns?. (2020). Tetlock, Paul C ; Lochstoer, Lars A. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1417-1455. Full description at Econpapers || Download paper | |
2020 | What Matters to Individual Investors? Evidence from the Horses Mouth. (2020). Choi, James ; Robertson, Adriana Z. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:4:p:1965-2020. Full description at Econpapers || Download paper | |
2020 | The Mismatch Between Mutual Fund Scale and Skill. (2020). Song, Yang. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2555-2589. Full description at Econpapers || Download paper | |
2020 | The Causal Effect of Limits to Arbitrage on Asset Pricing Anomalies. (2020). Hirshleifer, David ; Chu, Yongqiang ; Ma, Liang. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2631-2672. Full description at Econpapers || Download paper | |
2020 | Resolving Information Asymmetry Through Contractual Risk Sharing: The Case of Private Firm Acquisitions. (2020). Jansen, Mark. In: Journal of Accounting Research. RePEc:bla:joares:v:58:y:2020:i:5:p:1203-1248. Full description at Econpapers || Download paper | |
2020 | Correlated Trading by Life Insurers and Its Impact on Bond Prices. (2020). Niehaus, Greg ; Chiang, Chiachun. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:87:y:2020:i:3:p:597-625. Full description at Econpapers || Download paper | |
2020 | How firms finance innovation. Further empirics from European SMEs. (2020). Bonanno, Graziella ; Aiello, Francesco. In: Metroeconomica. RePEc:bla:metroe:v:71:y:2020:i:4:p:689-714. Full description at Econpapers || Download paper | |
2020 | Riskiness of Real Estate Development: A Perspective from Urban Economics and Option Value Theory. (2020). van De, Alex M ; Kumar, Anil ; Geltner, David. In: Real Estate Economics. RePEc:bla:reesec:v:48:y:2020:i:2:p:406-445. Full description at Econpapers || Download paper | |
2020 | Property Investment and Rental Rate under Housing Price Uncertainty: A Real Options Approach. (2020). Zhou, Yinggang ; Yu, Fan ; Wang, Honglin. In: Real Estate Economics. RePEc:bla:reesec:v:48:y:2020:i:2:p:633-665. Full description at Econpapers || Download paper | |
2020 | Auditor quality, audit fees, organizational structure, and risk taking in the US life insurance industry. (2020). McNamara, Michael ; Lu, Erin ; Lai, Gene C ; Huang, Liying. In: Risk Management and Insurance Review. RePEc:bla:rmgtin:v:23:y:2020:i:2:p:151-182. Full description at Econpapers || Download paper | |
2020 | Climate Risk and Commodity Currencies. (2020). Larsen, Vegard ; Kapfhammer, Felix ; Thorsrud, Leif Anders. In: Working Papers. RePEc:bny:wpaper:0093. Full description at Econpapers || Download paper | |
2020 | Corporate investment and the exchange rate : The financial channel. (2020). Mehrotra, Aaron ; Hofmann, Boris ; Banerjee, Ryan. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2020_006. Full description at Econpapers || Download paper | |
2020 | Could the Stock Market Adjust Itself? An Empirical Study Based on Mean Reversion Theory. (2020). Liming, Wang ; Xuefeng, HU ; Shuangjie, LI. In: Journal of Systems Science and Information. RePEc:bpj:jossai:v:8:y:2020:i:2:p:97-115:n:1. Full description at Econpapers || Download paper | |
2020 | Influence of Exchange Rate Fluctuations and Credit Supply on Dividend Repatriation Policy of U.S. Multinational Corporations. (2020). Mushtaq, Muhammad ; Zulkafli, Abdul Hadi ; Ibrahim, Haslindar ; Tahir, Muhammad. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:si:p:267-290. Full description at Econpapers || Download paper | |
2020 | M&A Activity and the Capital Structure of Target Firms. (2020). Hanousek, Jan ; Flannery, Mark J ; Tresl, Jiri ; Shamshur, Anastasiya. In: CERGE-EI Working Papers. RePEc:cer:papers:wp661. Full description at Econpapers || Download paper | |
2020 | Intra-Industry Transfer of Information Inferred From Trading Volume. (2020). Hanousek, Jan ; Tresl, Jiri ; Ferris, Stephen P ; Brushko, Iuliia. In: CERGE-EI Working Papers. RePEc:cer:papers:wp663. Full description at Econpapers || Download paper | |
2020 | The Frequency of One-Day Abnormal Returns and Price Fluctuations in the FOREX. (2020). Plastun, Alex ; Oliinyk, Viktor ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8196. Full description at Econpapers || Download paper | |
2020 | Cybersecurity Risk. (2020). Weber, Michael ; michaely, roni ; Louca, Christodoulos ; Florackis, Chris. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8760. Full description at Econpapers || Download paper | |
2020 | Climate Risk and Commodity Currencies. (2020). Larsen, Vegard ; Kapfhammer, Felix ; Thorsrud, Leif Anders. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8788. Full description at Econpapers || Download paper | |
2020 | Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models. (2020). Favero, Carlo A ; Melone, Alessandro. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14417. Full description at Econpapers || Download paper | |
2020 | Benefits and Costs of Debt: The Dose Makes the Poison. (2020). Kose, Ayhan ; Ohnsorge, Franziska ; Sugawara, Naotaka. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14439. Full description at Econpapers || Download paper | |
2020 | Household Finance. (2020). Gomes, Francisco J ; Haliassos, Michael ; Ramadorai, Tarun. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14502. Full description at Econpapers || Download paper | |
2020 | Tax avoidance and asset returns: some theoretical results on the tax clientele effects. (2020). Wang, Zijun ; Liu, Liqun. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00932. Full description at Econpapers || Download paper | |
2020 | Assessing Market Timing Performance of Brazilian Multi-Asset Pension Funds using the Battese and Coellis Stochastic Frontier Model (1995). (2020). Baccin, Maria M ; Tusi, Joo S ; Baggio, Daniel Knebel ; Schneider, Iso N. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-01109. Full description at Econpapers || Download paper | |
2020 | The Mediation effect for Bitcoin, Evidence from China Market on the Period of Covid-19 Outbreaking. (2020). Liang, Chiung-Ju ; Hung, Shih-Wei ; Chiu, Wen Hsiang. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00605. Full description at Econpapers || Download paper | |
2020 | Corporate Social Responsibility Practices and Economic Performance in Colombia: The Moderating Effect of Family Control. (2020). Fieldman, Percy Marquina ; Cortes, Diogenes Lagos ; Alzate-Gomez, Juan Diego. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-01-2. Full description at Econpapers || Download paper | |
2020 | Investment Performance of Machine Learning: Analysis of S&P 500 Index. (2020). Liu, Ting-Yin ; Chen, Chun-Hung. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-01-8. Full description at Econpapers || Download paper | |
2020 | Corporate Geographical Location and Capital Structure: Evidence from an Emerging Market. (2020). Alnori, Faisal ; Jerbeen, Mohammed. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-03-22. Full description at Econpapers || Download paper | |
2020 | Conventional Mutual Funds Out Perform Islamic Mutual Funds in the Context of Pakistan. A Myth or Reality. (2020). Hussain, Arif ; Farooq, Naveed ; Ishaque, Amir ; Shah, Raza Ullah ; Saleem, Kashif ; Rehman, Alam ; Han, Jiabin ; Zeeshan, Muhammad. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-04-18. Full description at Econpapers || Download paper | |
2020 | Export Intensity and Leverage: An Empirical Analysis of Spanish SMEs. (2020). della Porta, Marco ; Chalmers, David K ; Sensini, Luca. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-05-42. Full description at Econpapers || Download paper | |
2020 | Export Intensity and Leverage: An Empirical Analysis of Spanish SMEs. (2020). della Porta, Marco ; Chalmers, David K ; Sensini, Luca. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-05-43. Full description at Econpapers || Download paper | |
2020 | Investor herd behaviour in Africa’s emerging and frontier markets. (2020). Boamah, Nicholas Addai ; Aawaar, Godfred ; Akotey, Joseph Oscar. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-06-23. Full description at Econpapers || Download paper | |
2020 | Carbon Emission Disclosure in Indonesian Firms: The Test of Media-exposure Moderating Effects. (2020). Musriani, Rika ; Abdullah, Muhammad Wahyuddin ; Hanafie, Hadriana ; Syariati, Alim. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-06-94. Full description at Econpapers || Download paper | |
2020 | Japans elderly small business managers: Performance and succession. (2020). Tsuruta, Daisuke. In: Journal of Asian Economics. RePEc:eee:asieco:v:66:y:2020:i:c:s1049007818301076. Full description at Econpapers || Download paper | |
2020 | Latent factor model for asset pricing. (2020). Yu, Dantong ; Uddin, Ajim. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635019302333. Full description at Econpapers || Download paper | |
2020 | How important is social trust during the COVID-19 crisis period? Evidence from the Fed announcements. (2020). Mazumder, Sharif. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303142. Full description at Econpapers || Download paper | |
2020 | Does equity market timing have a persistent impact on capital structure? Evidence from China. (2020). Yu, Min-Teh ; Lee, Cheng-Few ; Zhao, Yang. In: The British Accounting Review. RePEc:eee:bracre:v:52:y:2020:i:1:s0890838919300642. Full description at Econpapers || Download paper | |
2020 | Limited investor attention, relative fundamental strength, and the cross-section of stock returns. (2020). Chen, Min ; Yung, Kenneth ; Sun, Licheng ; Zhu, Zhaobo. In: The British Accounting Review. RePEc:eee:bracre:v:52:y:2020:i:4:s0890838919300848. Full description at Econpapers || Download paper | |
2020 | Permutation transition entropy: Measuring the dynamical complexity of financial time series. (2020). Shang, Pengjian ; Zhang, NA ; Ji, Mengfan ; Zhao, Xiaojun. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:139:y:2020:i:c:s0960077920303611. Full description at Econpapers || Download paper | |
2020 | Differences of opinion, institutional bids, and IPO underpricing. (2020). Gao, Shenghao ; Yan, Xuemin ; Meng, Qingbin ; Brockman, Paul. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119918300282. Full description at Econpapers || Download paper | |
2020 | Herd behaviour in buyout investments. (2020). Schwienbacher, Armin ; Mohamed, Abdulkadir ; Buchner, Axel. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119918301949. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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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 | 170 |
1995 | Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior. In: American Economic Review. [Full Text][Citation analysis] | article | 547 |
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 | 3 |
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 | 15 |
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 | 45 |
1990 | Interest rate swaps and corporate financing choices.(1990) In: Proceedings. [Citation analysis] This paper has another version. Agregated cites: 45 | article | |
1992 | The Persistence of Mutual Fund Performance. In: Journal of Finance. [Full Text][Citation analysis] | article | 164 |
1993 | Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency. In: Journal of Finance. [Full Text][Citation analysis] | article | 2388 |
1993 | The Determinants of Leveraged Buyout Activity: Free Cash Flow vs. Financial Distress Costs. In: Journal of Finance. [Full Text][Citation analysis] | article | 91 |
1994 | Financial Distress and Corporate Performance. In: Journal of Finance. [Full Text][Citation analysis] | article | 318 |
1994 | Security Analysis and Trading Patterns When Some Investors Receive Information before Others. In: Journal of Finance. [Full Text][Citation analysis] | article | 216 |
1997 | Evidence on the Characteristics of Cross Sectional Variation in Stock Returns. In: Journal of Finance. [Full Text][Citation analysis] | article | 454 |
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: 454 | paper | |
1999 | Leverage and Corporate Performance: Evidence from Unsuccessful Takeovers In: Journal of Finance. [Full Text][Citation analysis] | article | 49 |
1999 | The Goingâ€Public Decision and the Development of Financial Markets In: Journal of Finance. [Full Text][Citation analysis] | article | 175 |
2006 | Market Reactions to Tangible and Intangible Information In: Journal of Finance. [Full Text][Citation analysis] | article | 233 |
2003 | Market Reactions to Tangible and Intangible Information.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 233 | paper | |
2007 | Equilibrium Exhaustible Resource Price Dynamics In: Journal of Finance. [Full Text][Citation analysis] | article | 25 |
2006 | Equilibrium Exhaustible Resource Price Dynamics.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
2007 | Financial Constraints, Competition, and Hedging in Industry Equilibrium In: Journal of Finance. [Full Text][Citation analysis] | article | 43 |
2008 | Individual Investor Trading and Stock Returns In: Journal of Finance. [Full Text][Citation analysis] | article | 198 |
2010 | Individualism and Momentum around the World In: Journal of Finance. [Full Text][Citation analysis] | article | 286 |
2010 | Financial Structure, Acquisition Opportunities, and Firm Locations In: Journal of Finance. [Full Text][Citation analysis] | article | 43 |
1986 | Risk and the Performance of Real Estate Investment Trusts: A Multiple Index Approach In: Real Estate Economics. [Full Text][Citation analysis] | article | 31 |
1999 | Do Real Estate Prices and Stock Prices Move Together? An International Analysis In: Real Estate Economics. [Full Text][Citation analysis] | article | 84 |
2003 | The Cross Section of Expected REIT Returns In: Real Estate Economics. [Full Text][Citation analysis] | article | 20 |
2010 | Alternative Benchmarks for Evaluating Mutual Fund Performance In: Real Estate Economics. [Full Text][Citation analysis] | article | 12 |
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 | 78 |
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 | 18 |
1994 | A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 112 |
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 | 23 |
2001 | The Debt-Equity Choice In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 371 |
2004 | Capital Investments and Stock Returns In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 289 |
2003 | Capital Investments and Stock Returns.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 289 | paper | |
2004 | Feedback and the Success of Irrational Investors In: Working Paper Series. [Full Text][Citation analysis] | paper | 42 |
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: 42 | 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 | 39 |
1986 | Information quality and the valuation of new issues In: Journal of Accounting and Economics. [Full Text][Citation analysis] | article | 263 |
1983 | Factor pricing in a finite economy In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 24 |
1984 | The effect of capital structure on a firms liquidation decision In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 249 |
1984 | The valuation effects of stock splits and stock dividends In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 146 |
1991 | The postmerger share-price performance of acquiring firms In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 100 |
2002 | Building the IPO order book: underpricing and participation limits with costly information In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 97 |
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: 97 | paper | |
2007 | Firms histories and their capital structures In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 188 |
2004 | Firms Histories and Their Capital Structures.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 188 | paper | |
2007 | Why do firms hold so much cash? A tax-based explanation In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 215 |
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: 215 | paper | |
1995 | Short-Horizon Return Reversals and the Bid-Ask Spread In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 51 |
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 | 8 |
2002 | The Modigliani and Miller Theorem and the Integration of Financial Markets In: Financial Management. [Citation analysis] | article | 17 |
1988 | Adverse Risk Incentives and the Design of Performance-Based Contracts In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 53 |
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 | 305 |
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: 305 | 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 | 61 |
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: 61 | 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 | 4 |
2014 | Urban Vibrancy and Corporate Growth In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
2014 | The Dynamics of Housing Prices In: NBER Working Papers. [Full Text][Citation analysis] | paper | 3 |
2019 | A Dynamic Model of Characteristic-Based Return Predictability In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | ESG Preference, Institutional Trading, and Stock Return Patterns 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 | 46 |
1998 | Pricing Strategy and Financial Policy..(1998) In: Review of Financial Studies. [Citation analysis] This paper has another version. Agregated cites: 46 | 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 | 10 |
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 | 11 |
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 | 67 |
2004 | A Dynamic Model of Optimal Capital Structure.(2004) In: 2004 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 67 | paper | |
2004 | A dynamic model of optimal capital structure.(2004) In: 2004 Meeting Papers. [Citation analysis] This paper has another version. Agregated cites: 67 | 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 | 17 |
2011 | Do the Best Hedge Funds Hedge? In: Review of Financial Studies. [Full Text][Citation analysis] | article | 63 |
1991 | Financial Policy and Reputation for Product Quality. In: Review of Financial Studies. [Full Text][Citation analysis] | article | 112 |
1995 | Overreaction, Delayed Reaction, and Contrarian Profits. In: Review of Financial Studies. [Full Text][Citation analysis] | article | 115 |
1987 | The Relation between Mean-Variance Efficiency and Arbitrage Pricing. In: The Journal of Business. [Full Text][Citation analysis] | article | 30 |
1993 | Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns. In: The Journal of Business. [Full Text][Citation analysis] | article | 201 |
1990 | Share Tendering Strategies and the Success of Hostile Takeover Bids. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 85 |
1994 | The Debt-Equity Choice: An Empirical Analysis In: Corporate Finance & Organizations. [Full Text][Citation analysis] | paper | 2 |
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