11
H index
13
i10 index
1403
Citations
Indiana University | 11 H index 13 i10 index 1403 Citations RESEARCH PRODUCTION: 22 Articles 3 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Charles A. Trzcinka. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Journal of Finance | 6 |
Journal of Financial Economics | 3 |
Journal of Financial and Quantitative Analysis | 3 |
Review of Financial Studies | 2 |
Journal of Financial Research | 2 |
Review of Quantitative Finance and Accounting | 2 |
Year | Title of citing document | |
---|---|---|
2021 | Portfolio selection problem: Issues, challenges and future prospectus. (2021). Shahid, Mohammad ; Kumar, Akhilesh. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(629):y:2021:i:4(629):p:71-90. Full description at Econpapers || Download paper | |
2022 | Dynamic Autoregressive Liquidity (DArLiQ). (2022). Hafner, Christian ; Wang, Linqi ; Linton, Oliver. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022009. Full description at Econpapers || Download paper | |
2022 | Dynamic Autoregressive Liquidity (DArLiQ). (2022). Hafner, Christian ; Wang, Linqi ; Linton, Oliver. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022002. Full description at Econpapers || Download paper | |
2021 | The illiquidity network of stocks in Chinas market crash. (2020). Zhao, Jichang ; Tan, Xiaoling. In: Papers. RePEc:arx:papers:2004.01917. Full description at Econpapers || Download paper | |
2021 | Dynamic Networks in Large Financial and Economic Systems. (2020). BarunÃÂk, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842. 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 | |
2023 | Measuring tail risk at high-frequency: An $L_1$-regularized extreme value regression approach with unit-root predictors. (2023). Trapin, Luca ; Sun, LI ; Hambuckers, Julien. In: Papers. RePEc:arx:papers:2301.01362. Full description at Econpapers || Download paper | |
2021 | Green Bonds: the Sovereign Issuers Perspective. (2021). Antonelli, Stefano ; Siracusa, Vittorio ; Doronzo, Raffaele . In: Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems). RePEc:bdi:wpmisp:mip_003_21. Full description at Econpapers || Download paper | |
2021 | Indicador Combinado de Liquidez para la Deuda Pública Local Colombiana. (2021). Martinez-Cruz, Diego Alejandro. In: Borradores de Economia. RePEc:bdr:borrec:1167. Full description at Econpapers || Download paper | |
2021 | Measuring Market Liquidity and Liquidity Mismatches across Sectors. (2021). Ponomarenko, Alexey ; Burova, Anna ; Makhankova, Natalia ; Akhmetov, Arthur. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps82. Full description at Econpapers || Download paper | |
2021 | Asymmetric effects of voluntary disclosure on stock liquidity: evidence from 8?K filings. (2021). Kim, Robert ; Cho, Hyunkwon. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:1:p:803-846. Full description at Econpapers || Download paper | |
2021 | Risk of holding stocks with liquidity sensitive to market uncertainty: evidence from China. (2021). Yan, WU ; Qian, Meifen ; Shen, Yifan ; Sun, Pingwen. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:1993-2029. Full description at Econpapers || Download paper | |
2021 | The effect of stock liquidity on investment efficiency under financing constraints and asymmetric information: Evidence from the United States. (2021). Naidu, Dharmendra ; Haman, Janto ; Quah, Heidi. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:2109-2150. Full description at Econpapers || Download paper | |
2022 | Stock market liquidity and traditional sources of bank business. (2022). Uylangco, Katherine ; Samarasinghe, Ama. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:3:p:3107-3145. Full description at Econpapers || Download paper | |
2022 | Making the municipal capital market in nineteenth?century England. (2022). Webster, Ian. In: Economic History Review. RePEc:bla:ehsrev:v:75:y:2022:i:1:p:56-79. Full description at Econpapers || Download paper | |
2021 | Anomalies enhanced: A portfolio rebalancing approach. (2021). Zhou, Guofu ; Huang, Dayong ; Han, Yufeng. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:2:p:371-424. Full description at Econpapers || Download paper | |
2021 | The effects of exchange listing on market quality: Evidence from over?the?counter uplistings. (2021). Roseman, Brian ; Griffith, Todd ; Davis, Ryan ; Yildiz, Serhat. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:4:p:645-669. Full description at Econpapers || Download paper | |
2021 | Blockholder exit threats and corporate cash holdings. (2021). Simpson, Thuy ; Phan, Hieu V ; Sun, Lingna. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:4:p:821-843. Full description at Econpapers || Download paper | |
2021 | Economic policy uncertainty and stock market liquidity: Evidence from G7 countries. (2021). Debata, Byomakesh ; Maitra, Debasish ; Dash, Saumya Ranjan ; Mahakud, Jitendra. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:611-626. Full description at Econpapers || Download paper | |
2021 | Risk reduction using trailing stop?loss rules. (2021). Visaltanachoti, Nuttawat ; Marshall, Ben R ; Dai, Bochuan ; Nguyen, Nhut H. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:4:p:1334-1352. Full description at Econpapers || Download paper | |
2022 | Financial transaction tax and market quality: Evidence from France†. (2022). Shen, Jianfeng ; Rui, Yixuan ; Parwada, Jerry. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:1:p:90-113. Full description at Econpapers || Download paper | |
2022 | Liquidity measurement: A comparative review of the literature with a focus on high frequency. (2022). Ekinci, Cumhur ; Guloglu, Zeynep Cobandag. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:1:p:41-74. Full description at Econpapers || Download paper | |
2021 | How do volatility regimes affect the pricing of quality and liquidity in the stock market?. (2021). Hübner, Georges ; Tarik, Bazgour ; Danielle, Sougne ; Georges, Hubner ; Cedric, Heuchenne. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:1:p:17:n:3. Full description at Econpapers || Download paper | |
2022 | Dynamic Autoregressive Liquidity (DArLiQ). (2022). Hafner, Christian. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2214. Full description at Econpapers || Download paper | |
2023 | The Effects of the LIBOR Scandal on Volatility and Liquidity in LIBOR Futures Markets. (2023). Bachmair, K. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2303. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2023 | Where Is the Carbon Premium? Global Performance of Green and Brown Stocks. (2023). Wilms, Ole ; Rudebusch, Glenn D ; Huber, Daniel ; Bauer, Michael D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10246. Full description at Econpapers || Download paper | |
2021 | Air pollution and behavioral biases: Evidence from stock market anomalies. (2021). Pham, Mia Hang ; Nguyen, Hung T. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303701. Full description at Econpapers || Download paper | |
2021 | The Ramadan effect: A standalone anomaly or just a compensation for low liquidity?. (2021). Yaghoubi, Mona ; Biakowski, Jdrzej. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000241. Full description at Econpapers || Download paper | |
2021 | Retail investor risk-seeking, attention, and the January effect. (2021). Schmidt, Adam ; Chen, Zhongdong ; Wang, Jinai. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000551. Full description at Econpapers || Download paper | |
2021 | Banks’ loan charge-offs and macro-level risk. (2021). Guo, Mengyang ; Song, Victor ; Jin, Justin Y. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:32:y:2021:i:c:s2214635021001179. Full description at Econpapers || Download paper | |
2021 | After the Splits: Information Flow between Bitcoin and Bitcoin Family. (2021). Cho, Ye Rim ; Yi, Eojin ; Ahn, Kwangwon ; Sohn, Sungbin. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:142:y:2021:i:c:s0960077920308560. Full description at Econpapers || Download paper | |
2021 | Firm opacity and the opportunity cost of cash. (2021). Cortes, Felipe. In: Journal of Corporate Finance. RePEc:eee:corfin:v:68:y:2021:i:c:s0929119921000444. Full description at Econpapers || Download paper | |
2021 | Relative bond-stock liquidity and capital structure choices. (2021). faff, robert ; Alpert, Karen ; Nguyen, Trang. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001474. Full description at Econpapers || Download paper | |
2022 | Stock liquidity and corporate labor investment11We are grateful to the editor (Heitor Almeida) and an anynmous reviewer for detailed and significant guidance and suggestions. We thank Huu Duong, Alvin. (2022). Huang, HE ; Hasan, Iftekhar ; Ee, Mong Shan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119921002649. Full description at Econpapers || Download paper | |
2022 | Mandatory CSR expenditure and stock market liquidity. (2022). Zhu, Min ; Rao, Sandeep ; Roy, Partha P. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119922000013. Full description at Econpapers || Download paper | |
2022 | Does corrupt practice increase the implied cost of equity?. (2022). Banerjee, Rajabrata ; Krishnamurti, Chandrasekhar ; Gupta, Kartick. In: Journal of Corporate Finance. RePEc:eee:corfin:v:73:y:2022:i:c:s0929119922000347. Full description at Econpapers || Download paper | |
2021 | Option-implied skewness: Insights from ITM-options. (2021). Schneider, Judith C ; Mohrschladt, Hannes. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:131:y:2021:i:c:s0165188921001627. Full description at Econpapers || Download paper | |
2022 | Environmental regulation and firm capital structure dynamics. (2022). Xiao, HE. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:770-787. Full description at Econpapers || Download paper | |
2021 | Aggregate liquidity premium and cross-sectional returns: Evidence from China. (2021). Tang, Guohao ; Luo, Qianlin ; Liao, Cunfei. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002340. Full description at Econpapers || Download paper | |
2021 | Economic policy uncertainty and illiquidity return premium. (2021). Hsieh, Hui-Ching ; Thinh, Van Quoc. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301820. Full description at Econpapers || Download paper | |
2021 | Short-term institutions’ information advantage and overvaluation. (2021). Vianna, Andre ; Serrano, Alejandro ; Du, Brian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301893. Full description at Econpapers || Download paper | |
2021 | Institutional investors’ ownership stability and their investee firms’ equity mispricing. (2021). Jory, Surendranath ; Sakaki, Hamid ; Jackson, Dave. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000693. Full description at Econpapers || Download paper | |
2022 | Commodity financialization and funding liquidity in China. (2022). Zhang, Chengsi ; Liao, Wenting ; Jia, Xiangfu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000304. Full description at Econpapers || Download paper | |
2022 | The outbreak of COVID-19 and stock market liquidity: Evidence from emerging and developed equity markets. (2022). Gil-Alana, Luis Alberiko ; Karikari, Nana Kwasi ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000857. Full description at Econpapers || Download paper | |
2022 | Idiosyncratic volatility puzzle exists at the country level. (2022). Xue, Wenjun ; He, Zhongzhi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001103. Full description at Econpapers || Download paper | |
2022 | Measuring liquidity with return volatility: An analytical approach based on heavy-tailed Censored-GARCH model. (2022). Wang, Mingjin ; Gao, Yang ; Zhao, Wandi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001164. Full description at Econpapers || Download paper | |
2022 | Factor models with local factors — Determining the number of relevant factors. (2022). Freyaldenhoven, Simon. In: Journal of Econometrics. RePEc:eee:econom:v:229:y:2022:i:1:p:80-102. Full description at Econpapers || Download paper | |
2021 | Equilibrium selection for multi-portfolio optimization. (2021). Neumann, Christoph ; Lampariello, Lorenzo ; Stein, Oliver ; Sagratella, Simone ; Ricci, Jacopo M. In: European Journal of Operational Research. RePEc:eee:ejores:v:295:y:2021:i:1:p:363-373. Full description at Econpapers || Download paper | |
2021 | City goes dark: Dark trading and adverse selection in aggregate markets. (2021). Sun, Yuxin ; Diaz-Rainey, Ivan ; Aquilina, Matteo ; Ibikunle, Gbenga. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:1-22. Full description at Econpapers || Download paper | |
2021 | To be or not to be all-equity for firms that eliminate long-term debt. (2021). Gruskin, Mark ; Dmello, Ranjan . In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:183-206. Full description at Econpapers || Download paper | |
2022 | Is idiosyncratic risk priced? The international evidence. (2022). Yu, Wayne ; Vivero, Maria Gabriela ; Guo, Tao ; Brockman, Paul. In: Journal of Empirical Finance. RePEc:eee:empfin:v:66:y:2022:i:c:p:121-136. Full description at Econpapers || Download paper | |
2022 | Small is beautiful? How the introduction of mini futures contracts affects the regular contracts. (2022). Theissen, Erik ; Greppmair, Stefan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:67:y:2022:i:c:p:19-38. Full description at Econpapers || Download paper | |
2023 | Detecting jumps amidst prevalent zero returns: Evidence from the U.S. Treasury securities. (2023). Park, Jeayoung ; Huh, Sahn-Wook ; Han, Seung-Oh. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:276-307. Full description at Econpapers || Download paper | |
2021 | Dynamic portfolio strategy by loss-averse fund managers facing performance-induced fund flows. (2021). Bian, Yun ; Xu, SI ; Sheng, Jiliang ; Yang, Jun. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302520. Full description at Econpapers || Download paper | |
2021 | Does the investment horizon of institutional investors matter for stock liquidity?. (2021). Wei, Siqi ; Wang, Xiaoqiong. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521920302891. Full description at Econpapers || Download paper | |
2021 | Is competition beneficial? The case of exchange traded funds. (2021). Eugster, Nicolas ; Kharma, Celine. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001241. Full description at Econpapers || Download paper | |
2021 | Regulation and stock market quality: The impact of MiFID II provision on research unbundling. (2021). Petrella, Giovanni ; Anselmi, Giulio. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001265. Full description at Econpapers || Download paper | |
2021 | An examination of the effect of stock market liquidity on bank market power. (2021). Uylangco, Katherine ; Samarasinghe, Ama. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001459. Full description at Econpapers || Download paper | |
2021 | Firm efficiency and stock returns: Australian evidence. (2021). Zhong, Angel ; Hu, T ; Azad, A. S. M. Sohel, ; Chuan, Tze. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s105752192100257x. Full description at Econpapers || Download paper | |
2022 | Are conditional illiquidity risks priced in China? A cross-sectional test. (2022). Yin, Libo ; Lyu, Tongtong ; Su, Zhi. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000497. Full description at Econpapers || Download paper | |
2022 | Asset pricing anomalies: Liquidity risk hedgers or liquidity risk spreaders?. (2022). Butt, Hilal Anwar ; Virk, Nader Shahzad. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000746. Full description at Econpapers || Download paper | |
2022 | The liquidity and trading activity effects of acquisition payment methods: Evidence from the announcements of private firms acquisitions. (2022). Zhang, Zeyu ; Monaco, Eleonora ; Ibikunle, Gbenga ; Palumbo, Riccardo. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s105752192200148x. Full description at Econpapers || Download paper | |
2022 | Bank affiliation and discounts on closed-end funds. (2022). Onder, Zeynep ; Guner, Nuray Z. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s105752192200223x. Full description at Econpapers || Download paper | |
2022 | Static and dynamic liquidity spillovers in the Eurozone: The role of financial contagion and the Covid-19 pandemic. (2022). Sharma, Abhijit ; Ozkan, Aydin ; Grillini, Stefano. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002307. Full description at Econpapers || Download paper | |
2021 | Investor attention and bitcoin liquidity: Evidence from bitcoin tweets. (2021). Choi, Hyungeun. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s154461231930902x. Full description at Econpapers || Download paper | |
2021 | What drives the liquidity of cryptocurrencies? A long-term analysis. (2021). Theissen, Erik ; Mestel, Roland ; Brauneis, Alexander. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s154461231931400x. Full description at Econpapers || Download paper | |
2021 | Stock liquidity and return distribution: Evidence from the London Stock Exchange. (2021). Gregoriou, Andros ; Zhang, Sijia ; Rhodes, Mark ; Hudson, Robert ; Wang, Andong. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320301811. Full description at Econpapers || Download paper | |
2021 | Bitcoin and liquidity risk diversification. (2021). Zantour, Ahlem ; Guesmi, Khaled ; Ghabri, Yosra. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s154461232030012x. Full description at Econpapers || Download paper | |
2022 | Decomposing the idiosyncratic volatility anomaly among euro area stocks. (2022). van Doninck, Freek ; de Ceuster, Marc ; Annaert, Jan. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000010. Full description at Econpapers || Download paper | |
2023 | Stock liquidity and firm-level political risk. (2023). Yaghoubi, Mona ; Das, Kuntal K. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005967. Full description at Econpapers || Download paper | |
2021 | Stock liquidity and default risk around the world. (2021). Huang, Allen ; Liu, Benjamin ; Ali, Searat ; Duong, Huu Nhan ; Nadarajah, Sivathaasan. In: Journal of Financial Markets. RePEc:eee:finmar:v:55:y:2021:i:c:s1386418120300665. Full description at Econpapers || Download paper | |
2021 | Does shareholder litigation affect the corporate information environment?. (2021). Sila, Vathunyoo ; Nguyen, Duc Duy ; Le, Nhan. In: Journal of Financial Markets. RePEc:eee:finmar:v:56:y:2021:i:c:s1386418120300690. Full description at Econpapers || Download paper | |
2021 | The pricing of the illiquidity factor’s conditional risk with time-varying premium. (2021). Noh, Joonki ; Amihud, Yakov. In: Journal of Financial Markets. RePEc:eee:finmar:v:56:y:2021:i:c:s1386418120300744. Full description at Econpapers || Download paper | |
2022 | Inferring trade directions in fast markets. (2022). Jurkatis, Simon. In: Journal of Financial Markets. RePEc:eee:finmar:v:58:y:2022:i:c:s1386418121000173. Full description at Econpapers || Download paper | |
2022 | Investor short-termism and real investment. (2022). van Dijk, Mathijs A ; Subrahmanyam, Avanidhar ; Rosch, Dominik M. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pb:s1386418121000276. Full description at Econpapers || Download paper | |
2022 | Information and liquidity of over-the-counter securities: Evidence from public registration of Rule 144A bonds. (2022). Wang, KE ; Kalimipalli, Madhu ; Huang, Alan Guoming ; Han, Song. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pb:s1386418121000379. Full description at Econpapers || Download paper | |
2022 | Transaction fees: Impact on institutional order types, commissions, and execution quality. (2022). Odonoghue, Shawn M. In: Journal of Financial Markets. RePEc:eee:finmar:v:60:y:2022:i:c:s1386418122000118. Full description at Econpapers || Download paper | |
2022 | Investor attention and municipal bond returns. (2022). Nguyen, Giang ; Hund, John ; Cornaggia, Kimberly. In: Journal of Financial Markets. RePEc:eee:finmar:v:60:y:2022:i:c:s1386418122000301. Full description at Econpapers || Download paper | |
2021 | Vulnerable asset management? The case of mutual funds. (2021). Fricke, Daniel. In: Journal of Financial Stability. RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301005. Full description at Econpapers || Download paper | |
2022 | Mutual fund tournaments and fund Active Share. (2022). Tong, Lin ; Tiwari, Ashish ; Li, Wei C. In: Journal of Financial Stability. RePEc:eee:finsta:v:63:y:2022:i:c:s1572308922001048. Full description at Econpapers || Download paper | |
2021 | CEOs versus the board: Implications of strained relations for stock liquidity. (2021). Tehranian, Hassan ; Marcus, Alan J ; Bazrafshan, Ebrahim . In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028320301502. Full description at Econpapers || Download paper | |
2022 | The effect of issuance documentation disclosure and readability on liquidity: Evidence from green bonds. (2022). Sassi, Syrine ; Jarjir, Souad Lajili ; Lebelle, Martin. In: Global Finance Journal. RePEc:eee:glofin:v:51:y:2022:i:c:s1044028321000764. Full description at Econpapers || Download paper | |
2022 | Cross-market informed trading in the CDS and option markets. (2022). Chen, Jane ; Park, Jason ; Hu, May ; Verhoevenc, Peter. In: Global Finance Journal. RePEc:eee:glofin:v:54:y:2022:i:c:s1044028321000442. Full description at Econpapers || Download paper | |
2023 | The behavior and determinants of illiquidity in the non-fungible tokens (NFTs) market. (2023). Yildiz, Serhat ; Wilkoff, Sean. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322000849. Full description at Econpapers || Download paper | |
2021 | Flight to quality – Gold mining shares versus gold bullion. (2021). Schweikert, Karsten ; Prange, Philipp ; Baur, Dirk G. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:71:y:2021:i:c:s1042443121000159. Full description at Econpapers || Download paper | |
2021 | Asset pricing in the Middle East’s equity markets. (2021). Waqas, Muhammad ; Li, Jing ; Hearn, Bruce ; Mykhayliv, Dariya. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000561. Full description at Econpapers || Download paper | |
2021 | Determinants and performance of outsourcing in the european mutual fund market. (2021). Dieu, Linh Tran ; Gajewski, Jean-Franois. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000652. Full description at Econpapers || Download paper | |
2022 | EPU spillovers and stock return predictability: A cross-country study. (2022). Xue, Wenjun ; He, Zhongzhi ; Gong, Yuting. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000452. Full description at Econpapers || Download paper | |
2022 | The asymmetry of the Amihud illiquidity measure on the European markets: The evidence from Extreme Value Theory. (2022). Będowska-Sójka, Barbara ; Just, Magorzata ; Echaust, Krzysztof ; Bdowska-Sojka, Barbara. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000488. Full description at Econpapers || Download paper | |
2022 | Impact of Coronavirus on liquidity in financial markets. (2022). Haar, Lawrence ; Gregoriou, Andros ; Gofran, Ruhana Zareen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s104244312200049x. Full description at Econpapers || Download paper | |
2021 | Shareholder monitoring and discretionary disclosure. (2021). Schoenfeld, Jordan ; Nagar, Venky. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:72:y:2021:i:1:s0165410121000379. Full description at Econpapers || Download paper | |
2021 | The time-frequency analysis of conventional and unconventional monetary policy: Evidence from Japan. (2021). Meng, Xiangcai ; Huang, Chia-Hsing. In: Japan and the World Economy. RePEc:eee:japwor:v:59:y:2021:i:c:s0922142521000360. Full description at Econpapers || Download paper | |
2021 | Country governance and international equity returns. (2021). Visaltanachoti, Nuttawat ; Nguyen, Nhut H ; Marshall, Ben R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:122:y:2021:i:c:s037842662030248x. Full description at Econpapers || Download paper | |
2021 | Liquidity and the cross-section of international stock returns. (2021). Zaremba, Adam ; Cakici, Nusret. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:127:y:2021:i:c:s0378426621000819. Full description at Econpapers || Download paper | |
2022 | Mutual fund tax implications when investment advisors manage tax-exempt separate accounts. (2022). Liu, Yanguang ; Hill-Kleespie, Austin ; Beggs, William. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s037842662100265x. Full description at Econpapers || Download paper | |
2022 | Sovereign issuers, incentives and liquidity: The case of the Danish sovereign bond market. (2022). Subrahmanyam, Marti G ; Staghoj, Jonas ; Ochs, Christian ; Eisl, Alexander. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:140:y:2022:i:c:s037842662200084x. Full description at Econpapers || Download paper | |
2022 | Measuring commodity market quality. (2022). Prokopczuk, Marcel ; Lauter, Tobias. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:145:y:2022:i:c:s0378426622002382. Full description at Econpapers || Download paper | |
2023 | Enhanced momentum strategies. (2023). Windmuller, Steffen ; Hanauer, Matthias X. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622002928. Full description at Econpapers || Download paper | |
2023 | So Sue Me! The cross section of stock returns related to patent infringement allegations. (2023). HSU, Po-Hsuan ; Latham, William ; Bereskin, Fred ; Wang, Huijun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s037842662200320x. Full description at Econpapers || Download paper | |
2022 | Information disclosure ratings and continuing overreaction: Evidence from the Chinese capital market. (2022). Yang, Lu ; Luo, Sijia ; Ho, Kung-Cheng. In: Journal of Business Research. RePEc:eee:jbrese:v:140:y:2022:i:c:p:638-656. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
---|---|---|---|
1986 | Risk, Segmentation, and the Municipal Term Structure. In: The Financial Review. [Citation analysis] | article | 1 |
1979 | The Risk Structure of Interest Rates and the Penn-Central Crisis. In: Journal of Finance. [Full Text][Citation analysis] | article | 4 |
1982 | The Pricing of Tax-Exempt Bonds and the Miller Hypothesis. In: Journal of Finance. [Full Text][Citation analysis] | article | 34 |
1982 | Municipal Bond Pricing and the New York City Fiscal Crisis. In: Journal of Finance. [Full Text][Citation analysis] | article | 17 |
1986 | On the Number of Factors in the Arbitrage Pricing Model. In: Journal of Finance. [Full Text][Citation analysis] | article | 41 |
1990 | Sequential Tests of the Arbitrage Pricing Theory: A Comparison of Principal Components and Maximum Likelihood Factors. In: Journal of Finance. [Full Text][Citation analysis] | article | 17 |
2019 | Do Portfolio Manager Contracts Contract Portfolio Management? In: Journal of Finance. [Full Text][Citation analysis] | article | 5 |
1992 | ALL?EQUITY FIRMS AND THE BALANCING THEORY OF CAPITAL STRUCTURE In: Journal of Financial Research. [Full Text][Citation analysis] | article | 11 |
2006 | MOMENTUM: DOES THE DATABASE MAKE A DIFFERENCE? In: Journal of Financial Research. [Full Text][Citation analysis] | article | 2 |
1983 | The Impact of the New York City Fiscal Crisis on the Interest Cost of New Issue Municipal Bonds In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 7 |
2000 | The Value Added from Investment Managers: An Examination of Funds of REITs In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 31 |
1999 | The Value Added from Investment Managers: an Examination of Funds of REITs.(1999) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. [Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
2017 | The Performance of Short-Term Institutional Trades In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 10 |
2013 | Asset management and investment banking In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 12 |
1999 | Managerial performance and the cross-sectional pricing of closed-end funds In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 27 |
1997 | Managerial Performance and the Cross-Sectional Pricing of Closed-End Funds.(1997) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. [Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
2009 | Do liquidity measures measure liquidity? In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 533 |
1997 | A New Measure of Transaction Costs In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. [Citation analysis] | paper | 0 |
2012 | Recap of the 22nd annual conference on financial economics and accounting, November 18, 2011 to November 19, 2011 In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 0 |
2015 | Pricing under noisy signaling In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 2 |
2017 | What Are the Best Liquidity Proxies for Global Research? In: Review of Finance. [Full Text][Citation analysis] | article | 149 |
1999 | A New Estimate of Transaction Costs. In: Review of Financial Studies. [Citation analysis] | article | 485 |
2018 | Cross-Subsidization in Institutional Asset Management Firms In: Review of Financial Studies. [Full Text][Citation analysis] | article | 3 |
2004 | Financial Disclosure and Bond Insurance In: Journal of Law and Economics. [Full Text][Citation analysis] | article | 12 |
1990 | Strong†form efficiency on the Toronto Stock Exchange: An examination of analyst price forecasts* In: Contemporary Accounting Research. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated April, 29 2023. Contact: CitEc Team