14
H index
16
i10 index
1201
Citations
Stanford University | 14 H index 16 i10 index 1201 Citations RESEARCH PRODUCTION: 18 Articles 26 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jules Hans van Binsbergen. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Finance | 6 |
Journal of Financial Economics | 4 |
American Economic Review | 2 |
Working Papers Series with more than one paper published | # docs |
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NBER Working Papers / National Bureau of Economic Research, Inc | 17 |
Research Papers / Stanford University, Graduate School of Business | 3 |
CEPR Discussion Papers / C.E.P.R. Discussion Papers | 2 |
Year | Title of citing document | |
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2021 | Why Does Risk Matter More in Recessions than in Expansions?. (2021). Caggiano, Giovanni ; Pellegrino, Giovanni ; Castelnuovo, Efrem ; Andreasen, Martin M. In: Economics Working Papers. RePEc:aah:aarhec:2021-12. Full description at Econpapers || Download paper | |
2021 | Spillovers of Senior Mutual Fund Managers’ Capital Raising Ability. (2021). Xu, Yue. In: CREATES Research Papers. RePEc:aah:create:2022-03. Full description at Econpapers || Download paper | |
2022 | Betting on mean reversion in the VIX? Evidence from ETP flows. (2022). Posselt, Anders Merrild ; Nielsen, Ole Linnemann. In: CREATES Research Papers. RePEc:aah:create:2022-06. Full description at Econpapers || Download paper | |
2022 | Reallocation of Mutual Fund Managers and Capital Raising Ability. (2022). Xu, Yue. In: CREATES Research Papers. RePEc:aah:create:2022-11. Full description at Econpapers || Download paper | |
2021 | Stock Market Reaction towards Terrorism: An Evidence Based on Seasonal Variation in Pakistan. (2021). Akhtar, Masud ; Saad, Muhammad ; Hussain, Rana Yassir ; Mirza, Hammad Hassan ; Abbas, Jauhar. In: Journal of Economic Impact. RePEc:adx:journl:v:3:y:2021:i:3:p:167-177. Full description at Econpapers || Download paper | |
2021 | An Investigation of Market Timing Ability of Mutual Fund Managers in Pakistan. (2021). Khan, Salleh ; Noor, Amna ; Ullah, Sana. In: iRASD Journal of Management. RePEc:ani:irdjom:v:3:y:2021:i:1:p:56-68. Full description at Econpapers || Download paper | |
2021 | Deep Learning, Predictability, and Optimal Portfolio Returns. (2020). BarunÃÂk, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2009.03394. Full description at Econpapers || Download paper | |
2022 | Managers versus Machines: Do Algorithms Replicate Human Intuition in Credit Ratings?. (2022). Harding, Matthew. In: Papers. RePEc:arx:papers:2202.04218. Full description at Econpapers || Download paper | |
2022 | Predicting Performances of Mutual Funds using Deep Learning and Ensemble Techniques. (2022). Tran, Hien ; Nguyen, Huy ; Pham, Nga ; Dao, Binh ; Chu, Nghia. In: Papers. RePEc:arx:papers:2209.09649. Full description at Econpapers || Download paper | |
2022 | Expectation-Driven Term Structure of Equity and Bond Yields. (2022). Zhao, Guihai ; Zeng, Ming. In: Staff Working Papers. RePEc:bca:bocawp:22-21. Full description at Econpapers || Download paper | |
2021 | Can Machine Learning Help to Select Portfolios of Mutual Funds?. (2021). , Andre ; Nogales, Francisco J ; Gil-Bazo, Javier ; Demiguel, Victor ; de Miguel, Victor . In: Working Papers. RePEc:bge:wpaper:1245. Full description at Econpapers || Download paper | |
2022 | Tweeting for Money: Social Media and Mutual Fund Flows. (2022). Imbet, Juan F ; Gil-Bazo, Javier. In: Working Papers. RePEc:bge:wpaper:1366. Full description at Econpapers || Download paper | |
2021 | Informativeness of mutual fund advertisements: Does advertising communicate fund quality to investors?. (2021). Pukthuanthong, Kuntara ; Obaid, Khaled. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:203-236. Full description at Econpapers || Download paper | |
2022 | Does perception of social issues affect portfolio choices? Evidence from the #MeToo movement. (2022). Luo, Shikong ; Cook, Douglas O. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:2:p:613-634. Full description at Econpapers || Download paper | |
2021 | Portfolios of actively managed mutual funds. (2021). Riley, Timothy B. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:2:p:205-230. Full description at Econpapers || Download paper | |
2021 | Mutual Fund Holdings of Credit Default Swaps: Liquidity, Yield, and Risk. (2021). Zhu, Zhongyan ; Ou, Jitao ; Jiang, Wei. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:2:p:537-586. Full description at Econpapers || Download paper | |
2021 | The Misguided Beliefs of Financial Advisors. (2021). Melzer, Brian ; Previtero, Alessandro ; Linnainmaa, Juhani T. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:2:p:587-621. Full description at Econpapers || Download paper | |
2021 | Monetary Policy and Reaching for Income. (2021). Xiao, Kairong ; Garlappi, Lorenzo ; Daniel, Kent. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:3:p:1145-1193. Full description at Econpapers || Download paper | |
2021 | Subjective Cash Flow and Discount Rate Expectations. (2021). Myers, Sean ; De, Ricardo. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:3:p:1339-1387. Full description at Econpapers || Download paper | |
2021 | The Economics of Hedge Fund Startups: Theory and Empirical Evidence. (2021). Zhang, Hong ; Farnsworth, Grant ; Cao, Charles. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:3:p:1427-1469. Full description at Econpapers || Download paper | |
2021 | Asset Managers: Institutional Performance and Factor Exposures. (2021). Morse, Adair ; Linnainmaa, Juhani T ; Gerakos, Joseph. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:4:p:2035-2075. Full description at Econpapers || Download paper | |
2022 | Skill, Scale, and Value Creation in the Mutual Fund Industry. (2022). Scaillet, Olivier ; Gagliardini, Patrick ; Barras, Laurent. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:601-638. Full description at Econpapers || Download paper | |
2022 | Regulation of Charlatans in High?Skill Professions. (2022). van Binsbergen, Jules H ; Berk, Jonathan B. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:1219-1258. Full description at Econpapers || Download paper | |
2022 | Late to Recessions: Stocks and the Business Cycle. (2022). Gomezcram, Roberto. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:923-966. Full description at Econpapers || Download paper | |
2022 | Presidential Address: Corporate Finance and Reality. (2022). Graham, John R. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:4:p:1975-2049. Full description at Econpapers || Download paper | |
2021 | When it rains, it pours: Multifactor asset management in good and bad times. (2021). Szafarz, Ariane ; Briere, Marie. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:3:p:641-669. Full description at Econpapers || Download paper | |
2022 | Permanent private equity: Market performance and transactions. (2022). McCourt, Maurice. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:2:p:339-383. Full description at Econpapers || Download paper | |
2021 | Less Information, More Comparison, and Better Performance: Evidence from a Field Experiment. (2021). Koppers, Sebastian ; Ferguson, Patrick J ; Eyring, Henry. In: Journal of Accounting Research. RePEc:bla:joares:v:59:y:2021:i:2:p:657-711. Full description at Econpapers || Download paper | |
2022 | Optimal fund menus. (2022). Hugonnier, Julien ; Cvitani, Jaka. In: Mathematical Finance. RePEc:bla:mathfi:v:32:y:2022:i:2:p:455-516. Full description at Econpapers || Download paper | |
2022 | Information chasing versus adverse selection. (2022). Zou, Junyuan ; Wang, Chaojun ; Pinter, Gabor. In: Bank of England working papers. RePEc:boe:boeewp:0971. Full description at Econpapers || Download paper | |
2021 | Why does risk matter more in recessions than in expansions?. (2021). Caggiano, Giovanni ; Pellegrino, Giovanni ; Castelnuovo, Efrem ; Andreasen, Martin M. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_013. Full description at Econpapers || Download paper | |
2021 | International Welfare Spillovers of National Pension Schemes. (2021). Olena, Staveley-Ocarroll ; James, Staveley-OCarroll . In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:21:y:2021:i:1:p:363-397:n:5. Full description at Econpapers || Download paper | |
2021 | Shrinkage for Gaussian and t Copulas in Ultra-High Dimensions. (2021). Anatolyev, Stanislav ; Pyrlik, Vladimir . In: CERGE-EI Working Papers. RePEc:cer:papers:wp699. Full description at Econpapers || Download paper | |
2021 | On Current and Future Carbon Prices in a Risky World. (2021). van Wijnbergen, Sweder ; van der Ploeg, Frederick (Rick) ; Tan, S ; VAN DERPLOEG, RICK . In: CESifo Working Paper Series. RePEc:ces:ceswps:_9092. Full description at Econpapers || Download paper | |
2021 | Why Does Risk Matter More in Recessions than in Expansions?. (2021). Caggiano, Giovanni ; Pellegrino, Giovanni ; Castelnuovo, Efrem ; Andreasen, Martin M. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9328. Full description at Econpapers || Download paper | |
2022 | Monetary Policy and Asset Price Overshooting: A Rationale for the Wall/Main Street Disconnect. (2022). Simsek, Alp ; Caballero, Ricardo J. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9632. Full description at Econpapers || Download paper | |
2021 | Rigid High Street, Flexible Wall Street. (2021). Sustek, Roman. In: Discussion Papers. RePEc:cfm:wpaper:2122. Full description at Econpapers || Download paper | |
2021 | Tax Evasion and Market Efficiency: Evidence from the FATCA and Offshore Mutual Funds. (2021). Zhang, Hong ; Massa, Massimo ; Cheng, SI. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15747. Full description at Econpapers || Download paper | |
2021 | Pension funds illiquid assets allocation under liquidity and capital requirements. (2021). Broeders, Dirk. In: Journal of Pension Economics and Finance. RePEc:cup:jpenef:v:20:y:2021:i:1:p:102-124_6. Full description at Econpapers || Download paper | |
2021 | Crowding of International Mutual Funds. (2021). Wipplinger, Evert ; Inhoffen, Justus ; Dyakov, Teodor ; Gonzalez, Tanja Artiga. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1937. Full description at Econpapers || Download paper | |
2021 | Do global equity mutual funds exhibit home bias?. (2021). Liu, Ming ; Hiraki, Takato. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000526. Full description at Econpapers || Download paper | |
2021 | Recession managers and mutual fund performance. (2021). Zhou, Si ; Lasfer, Meziane ; Song, Wei ; Chen, Jie. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001310. Full description at Econpapers || Download paper | |
2021 | The tax-efficient use of debt in multinational corporations. (2021). Wamser, Georg ; Schjelderup, Guttorm ; Schindler, Dirk ; Moen, Jarle ; Goldbach, Stefan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:71:y:2021:i:c:s0929119921002418. Full description at Econpapers || Download paper | |
2021 | MoNK: Mortgages in a New-Keynesian model. (2021). Ustek, Roman ; Kydland, Finn E ; Garriga, Carlos. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:123:y:2021:i:c:s016518892030227x. Full description at Econpapers || Download paper | |
2021 | Speculative bubbles in present-value models: A Bayesian Markov-switching state space approach. (2021). Santi, Caterina ; Chan, Joshua. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000361. Full description at Econpapers || Download paper | |
2021 | Stock prices and the risk-free rate: An internal rationality approach. (2021). Zhang, Tongbin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000385. Full description at Econpapers || Download paper | |
2022 | Managing macroeconomic fluctuations with flexible exchange rate targeting. (2022). Santacreu, Ana Maria ; Mihov, Ilian ; Heipertz, Jonas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:135:y:2022:i:c:s0165188922000161. Full description at Econpapers || Download paper | |
2022 | Parent-subsidiary dispersion, cost of debt and debt default: Evidence from China. (2022). Ashraf, Naeem ; Gull, Ammar Ali ; Shahab, Yasir ; Liang, Yilan. In: Economic Modelling. RePEc:eee:ecmode:v:107:y:2022:i:c:s0264999321003047. Full description at Econpapers || Download paper | |
2022 | Fund renaming and fund flows: Evidence from Chinas stock market crash in 2015. (2022). Kang, Yankun ; Liu, Ruiming ; Chen, Shu ; Shi, Yang. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999322000177. Full description at Econpapers || Download paper | |
2022 | Belief-driven growth slowdowns and zero-bounded risk-free rate. (2022). Zhang, Xiaoge. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001996. Full description at Econpapers || Download paper | |
2022 | ? in the tails. (2022). Reno, Roberto ; Bandi, Federico M. In: Journal of Econometrics. RePEc:eee:econom:v:227:y:2022:i:1:p:134-150. Full description at Econpapers || Download paper | |
2021 | Horses for courses: Mean-variance for asset allocation and 1/N for stock selection. (2021). Sutcliffe, Charles ; Ye, Xiaoxia ; Platanakis, Emmanouil. In: European Journal of Operational Research. RePEc:eee:ejores:v:288:y:2021:i:1:p:302-317. Full description at Econpapers || Download paper | |
2021 | Modeling the cross-section of stock returns using sensible models in a model pool. (2021). Zhou, Qing ; Liao, Yin ; Chiang, I-Hsuan Ethan ; I-Hsuan Ethan Chiang, . In: Journal of Empirical Finance. RePEc:eee:empfin:v:60:y:2021:i:c:p:56-73. Full description at Econpapers || Download paper | |
2021 | Improved inference for fund alphas using high-dimensional cross-sectional tests. (2021). Yan, Yayi ; Cheng, Tingting. In: Journal of Empirical Finance. RePEc:eee:empfin:v:61:y:2021:i:c:p:57-81. Full description at Econpapers || Download paper | |
2021 | Endogeneity in the mutual fund flow–performance relationship: An instrumental variables solution. (2021). Rakowski, David ; Yamani, Ehab. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:247-271. Full description at Econpapers || Download paper | |
2022 | Mutual fund (sub)advisor connections and crowds. (2022). Devault, Luke ; Beggs, William. In: Journal of Empirical Finance. RePEc:eee:empfin:v:67:y:2022:i:c:p:231-252. Full description at Econpapers || Download paper | |
2021 | Adjusted dividend-price ratios and stock return predictability: Evidence from China. (2021). Yin, Libo ; Nie, Jing. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302611. Full description at Econpapers || Download paper | |
2021 | Big is brilliant: Understanding the Chinese size effect through profitability shocks. (2021). Liao, Huiyi ; Yin, Libo. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000478. Full description at Econpapers || Download paper | |
2021 | Risk-taking and performance of government bond mutual funds. (2021). Kim, Donghyun ; Wang, Xiaoqiong ; Li, Chengcheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001150. Full description at Econpapers || Download paper | |
2021 | Investor sentiment in the equity market and investments in corporate-bond funds. (2021). Islam, Mohd Anisul. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002246. Full description at Econpapers || Download paper | |
2021 | Unskilled fund managers: Replicating active fund performance with few ETFs. (2021). De-Losso, Rodrigo ; Bueno, Rodrigo ; Cavalcante-Filho, Elias ; Moraes, Fernando. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s105752192100226x. Full description at Econpapers || Download paper | |
2022 | Fund trading divergence and performance contribution. (2022). Sarto, Jose Luis ; Andreu, Laura ; Gimeno, Ruth. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s105752192200182x. Full description at Econpapers || Download paper | |
2022 | Not only skill but also scale: Evidence from the hedge funds industry. (2022). Zhang, Min ; Kooli, Maher. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922001910. Full description at Econpapers || Download paper | |
2022 | Kidnapped mutual funds: Irrational preference of naive investors and fund incentive distortion. (2022). Huang, Junkai ; Guo, Songlin ; Chang, Xiaochen. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002356. Full description at Econpapers || Download paper | |
2022 | Hedge fund hold ’em. (2022). Ray, Sugata ; Mortal, Sandra ; Lu, Yan. In: Journal of Financial Markets. RePEc:eee:finmar:v:57:y:2022:i:c:s1386418120300859. Full description at Econpapers || Download paper | |
2021 | Are hedge fund managers skilled?. (2021). Stetsyuk, Ivan ; Kooli, Maher. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s104402832030274x. Full description at Econpapers || Download paper | |
2022 | Price sensitivity of the consumer-investor: Evidence from energy prices and mutual fund fees. (2022). Gupta-Mukherjee, Swasti ; Mi, Hae. In: Global Finance Journal. RePEc:eee:glofin:v:51:y:2022:i:c:s1044028321000934. Full description at Econpapers || Download paper | |
2022 | The implications of passive investments for active fund management: International evidence. (2022). Yoshinaga, Claudia Emiko ; Junior, William Eid ; Carneiro, Livia Mendes. In: Global Finance Journal. RePEc:eee:glofin:v:53:y:2022:i:c:s1044028321000211. Full description at Econpapers || Download paper | |
2021 | Enhancing an insurers expected value by reinsurance and external financing. (2021). Chi, Yichun ; Liu, Fangda. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:101:y:2021:i:pb:p:466-484. Full description at Econpapers || Download paper | |
2021 | The economics of sharing macro-longevity risk. (2021). van Ool, Annick ; Mehlkopf, Roel ; Broeders, Dirk. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:440-458. Full description at Econpapers || Download paper | |
2021 | What moves housing markets: A state-space approach of the price-income ratio. (2021). Rizi, Majid Haghani. In: International Economics. RePEc:eee:inteco:v:167:y:2021:i:c:p:96-107. Full description at Econpapers || Download paper | |
2021 | Corporate social responsibility and the term structure of CDS spreads. (2021). Zhong, Zhaodong ; Wang, Xinjie ; Li, Yubin ; Gao, Feng. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001232. Full description at Econpapers || Download paper | |
2021 | The impact of labor mobility restrictions on managerial actions: Evidence from the mutual fund industry. (2021). Kempf, Alexander ; Hendriock, Mario ; Cici, Gjergji. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:122:y:2021:i:c:s0378426620302569. Full description at Econpapers || Download paper | |
2021 | Who goes green: Reducing mutual fund emissions and its consequences. (2021). Li, Yong ; Humphrey, Jacquelyn E. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:126:y:2021:i:c:s037842662100056x. Full description at Econpapers || Download paper | |
2021 | Internet search, fund flows, and fund performance. (2021). Lai, Christine W ; Chen, Hsuan-Chi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:129:y:2021:i:c:s0378426621001254. Full description at Econpapers || Download paper | |
2021 | Blessing or curse? Institutional investment in leveraged ETFs. (2021). Wang, Kainan ; Turtle, H J ; Devault, Luke. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:129:y:2021:i:c:s037842662100128x. Full description at Econpapers || Download paper | |
2022 | Life-cycle portfolio choice with imperfect predictors. (2022). Zhang, Yuxin ; Michaelides, Alexander. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:135:y:2022:i:c:s0378426621003083. Full description at Econpapers || Download paper | |
2022 | On the performance of cryptocurrency funds. (2022). Babiak, Mykola ; Bianchi, Daniele. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s037842662200067x. Full description at Econpapers || Download paper | |
2022 | Index fund trading costs are inversely related to fund and family size. (2022). Mansi, Sattar ; Hayunga, Darren ; Adams, John. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:140:y:2022:i:c:s0378426622001212. Full description at Econpapers || Download paper | |
2022 | How do corporate bond investors measure performance? Evidence from mutual fund flows. (2022). Prokopczuk, Marcel ; Hollstein, Fabian ; Dang, Thuy Duong. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:142:y:2022:i:c:s0378426622001492. Full description at Econpapers || Download paper | |
2022 | Return decomposition over the business cycle. (2022). Cenesizoglu, Tolga. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:143:y:2022:i:c:s0378426622001881. Full description at Econpapers || Download paper | |
2021 | Is quantitative and qualitative information relevant for choosing mutual funds?. (2021). Duran-Santomil, Pablo ; Otero-Gonzalez, Luis. In: Journal of Business Research. RePEc:eee:jbrese:v:123:y:2021:i:c:p:476-488. Full description at Econpapers || Download paper | |
2021 | Do actively managed US mutual funds produce positive alpha?. (2021). Pouliot, William ; Pilbeam, Keith ; Huang, Rong. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:182:y:2021:i:c:p:472-492. Full description at Econpapers || Download paper | |
2021 | Stability of equilibrium asset pricing models: A necessary and sufficient condition. (2021). Stachurski, John ; Borovika, Jaroslav. In: Journal of Economic Theory. RePEc:eee:jetheo:v:193:y:2021:i:c:s0022053121000442. Full description at Econpapers || Download paper | |
2022 | Measuring preferences over the temporal resolution of consumption uncertainty. (2022). Pfeiffer, Philipp ; Meissner, Thomas. In: Journal of Economic Theory. RePEc:eee:jetheo:v:200:y:2022:i:c:s0022053121001964. Full description at Econpapers || Download paper | |
2021 | Can unpredictable risk exposure be priced?. (2021). Frehen, Rik ; Driessen, Joost ; Barahona, Ricardo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:2:p:522-544. Full description at Econpapers || Download paper | |
2021 | Investors’ appetite for money-like assets: The MMF industry after the 2014 regulatory reform. (2021). la Spada, Gabriele ; Cipriani, Marco. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:1:p:250-269. Full description at Econpapers || Download paper | |
2021 | Competition, profitability, and discount rates. (2021). Ji, Yan ; Dou, Winston Wei ; Wu, Wei. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:2:p:582-620. Full description at Econpapers || Download paper | |
2021 | Lucky factors. (2021). Harvey, Campbell R ; Liu, Yan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:2:p:413-435. Full description at Econpapers || Download paper | |
2021 | Out of sight no more? The effect of fee disclosures on 401(k) investment allocations. (2021). Sialm, Clemens ; Kronlund, Mathias ; Stefanescu, Irina ; Pool, Veronika K. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:2:p:644-668. Full description at Econpapers || Download paper | |
2021 | Life after LIBOR. (2021). Syrstad, Olav ; Klingler, Sven. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:2:p:783-801. Full description at Econpapers || Download paper | |
2021 | The short duration premium. (2021). Gonalves, Andrei S. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:3:p:919-945. Full description at Econpapers || Download paper | |
2021 | Hedging macroeconomic and financial uncertainty and volatility. (2021). Kelly, Bryan ; Giglio, Stefano ; Dew-Becker, Ian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:1:p:23-45. Full description at Econpapers || Download paper | |
2021 | A tale of two types: Generalists vs. specialists in asset management. (2021). Zapatero, Fernando ; Zambrana, Rafael. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:2:p:844-861. Full description at Econpapers || Download paper | |
2021 | Global factor premiums. (2021). Swinkels, Laurens ; van Vliet, Pim ; Baltussen, Guido. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:3:p:1128-1154. Full description at Econpapers || Download paper | |
2021 | The term structure of equity risk premia. (2021). Yaron, Amir ; Song, Dongho ; Miller, Shane ; Bansal, Ravi. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:3:p:1209-1228. Full description at Econpapers || Download paper | |
2022 | Risk-free interest rates. (2022). Grotteria, Marco ; Diamond, William F ; van Binsbergen, Jules H. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:1:p:1-29. Full description at Econpapers || Download paper | |
2022 | The missing risk premium in exchange rates. (2022). Penasse, Julien ; Dahlquist, Magnus. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:2:p:697-715. Full description at Econpapers || Download paper | |
2022 | Is there a home field advantage in global markets?. (2022). Karolyi, Andrew G ; Jiao, Wei ; Jagannathan, Murali. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:2:p:742-770. Full description at Econpapers || Download paper | |
2022 | Searching for the equity premium. (2022). Zhang, LU ; Bai, Hang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:2:p:897-926. Full description at Econpapers || Download paper | |
2022 | Expected return, volume, and mispricing. (2022). Zhou, Guofu ; Huang, Dayong ; Han, Yufeng. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:3:p:1295-1315. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2012 | On the Timing and Pricing of Dividends In: American Economic Review. [Full Text][Citation analysis] | article | 168 |
2011 | On the Timing and Pricing of Dividends.(2011) In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 168 | paper | |
2010 | On the Timing and Pricing of Dividends.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 168 | paper | |
2016 | On the Timing and Pricing of Dividends: Reply In: American Economic Review. [Full Text][Citation analysis] | article | 7 |
2011 | An Empirical Model of Optimal Capital Structure In: Journal of Applied Corporate Finance. [Full Text][Citation analysis] | article | 4 |
2008 | Optimal Decentralized Investment Management In: Journal of Finance. [Full Text][Citation analysis] | article | 37 |
2006 | Optimal Decentralized Investment Management.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | paper | |
2010 | Predictive Regressions: A Present?Value Approach In: Journal of Finance. [Full Text][Citation analysis] | article | 161 |
2010 | Predictive Regressions: A Present-value Approach.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 161 | paper | |
2010 | The Cost of Debt In: Journal of Finance. [Full Text][Citation analysis] | article | 69 |
2010 | The Cost of Debt.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 69 | paper | |
2016 | Good-Specific Habit Formation and the Cross-Section of Expected Returns In: Journal of Finance. [Full Text][Citation analysis] | article | 2 |
2017 | Matching Capital and Labor In: Journal of Finance. [Full Text][Citation analysis] | article | 21 |
2014 | Matching Capital and Labor.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
2019 | Real Anomalies In: Journal of Finance. [Full Text][Citation analysis] | article | 8 |
2017 | Real Anomalies.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2015 | The Term Structure of Returns: Facts and Theory In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 71 |
2017 | The term structure of returns: Facts and theory.(2017) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 71 | article | |
2015 | The Term Structure of Returns: Facts and Theory.(2015) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 71 | paper | |
2010 | The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 183 |
2012 | The term structure of interest rates in a DSGE model with recursive preferences.(2012) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 183 | article | |
2010 | The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 183 | paper | |
2010 | The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences.(2010) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 183 | paper | |
2014 | Collective pension schemes and individual choice* In: Journal of Pension Economics and Finance. [Full Text][Citation analysis] | article | 8 |
2015 | Assessing Asset Pricing Models Using Revealed Preference In: Research Papers. [Full Text][Citation analysis] | paper | 78 |
2016 | Assessing asset pricing models using revealed preference.(2016) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 78 | article | |
2014 | Assessing Asset Pricing Models Using Revealed Preference.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 78 | paper | |
2014 | Measuring Skill in the Mutual Fund Industry In: Research Papers. [Full Text][Citation analysis] | paper | 180 |
2015 | Measuring skill in the mutual fund industry.(2015) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 180 | article | |
2017 | Regulation of Charlatans in High-Skill Professions In: Research Papers. [Full Text][Citation analysis] | paper | 6 |
2017 | Regulation of Charlatans in High-Skill Professions.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2013 | Equity yields In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 84 |
2011 | Equity Yields.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 84 | paper | |
2007 | Exploring Relations Between Decision Analysis and Game Theory In: Decision Analysis. [Full Text][Citation analysis] | article | 14 |
2007 | Solving dynamic portfolio choice problems by recursing on optimized portfolio weights or on the value function? In: Computational Economics. [Full Text][Citation analysis] | article | 21 |
2014 | Financial Valuation of PBGC Insurance with Market-Implied Default Probabilities In: NBER Chapters. [Full Text][Citation analysis] | chapter | 1 |
2014 | Financial Valuation of PBGC Insurance with Market-Implied Default Probabilities.(2014) In: Tax Policy and the Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2007 | Optimal Asset Allocation in Asset Liability Management In: NBER Working Papers. [Full Text][Citation analysis] | paper | 10 |
2012 | Measuring Managerial Skill in the Mutual Fund Industry In: NBER Working Papers. [Full Text][Citation analysis] | paper | 16 |
2019 | Risk-Free Interest Rates In: NBER Working Papers. [Full Text][Citation analysis] | paper | 15 |
2020 | Duration-Based Stock Valuation: Reassessing Stock Market Performance and Volatility In: NBER Working Papers. [Full Text][Citation analysis] | paper | 7 |
2020 | The Effectiveness of Life-Preserving Investments in Times of COVID-19 In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Man vs. Machine Learning: The Term Structure of Earnings Expectations and Conditional Biases In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
2008 | Likelihood Estimation of DSGE Models with Epstein-Zin Preferences In: 2008 Meeting Papers. [Full Text][Citation analysis] | paper | 28 |
2011 | A Term Structure of Growth In: 2011 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 6 2023. Contact: CitEc Team