24
H index
30
i10 index
2298
Citations
Duke University (50% share) | 24 H index 30 i10 index 2298 Citations RESEARCH PRODUCTION: 29 Articles 15 Papers 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 S Viswanathan. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Finance | 12 |
Review of Financial Studies | 4 |
Journal of Financial Economics | 4 |
The Journal of Business | 2 |
Working Papers Series with more than one paper published | # docs |
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Econometric Society 2004 North American Winter Meetings / Econometric Society | 2 |
Year | Title of citing document | |
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2017 | Decentralized Exchange. (2017). Malamud, Semyon ; Rostek, Marzena. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:11:p:3320-62. Full description at Econpapers || Download paper | |
2017 | A market impact game under transient price impact. (2017). Schied, Alexander ; Zhang, Tao. In: Papers. RePEc:arx:papers:1305.4013. Full description at Econpapers || Download paper | |
2017 | Liquidity Effects of Trading Frequency. (2017). Gayduk, Roman ; Nadtochiy, Sergey. In: Papers. RePEc:arx:papers:1508.07914. Full description at Econpapers || Download paper | |
2017 | High-frequency limit of Nash equilibria in a market impact game with transient price impact. (2017). Schied, Alexander ; Zhang, Tao ; Strehle, Elias . In: Papers. RePEc:arx:papers:1509.08281. Full description at Econpapers || Download paper | |
2017 | Statistical Risk Models. (2017). Kakushadze, Zura ; Yu, Willie. In: Papers. RePEc:arx:papers:1602.08070. Full description at Econpapers || Download paper | |
2017 | Financial equilibrium with asymmetric information and random horizon. (2017). Ccetin, Umut . In: Papers. RePEc:arx:papers:1603.08828. Full description at Econpapers || Download paper | |
2017 | Are Order Anticipation Strategies Harmful? A Theoretical Approach. (2017). Strehle, Elias . In: Papers. RePEc:arx:papers:1609.00599. Full description at Econpapers || Download paper | |
2017 | Non-parametric and semi-parametric asset pricing. (2017). Ormos, Mihály ; Erdos, Peter ; Zibriczky, David . In: Papers. RePEc:arx:papers:1703.09500. Full description at Econpapers || Download paper | |
2018 | Mini-Flash Crashes, Model Risk, and Optimal Execution. (2018). Bayraktar, Erhan ; Munk, Alexander . In: Papers. RePEc:arx:papers:1705.09827. Full description at Econpapers || Download paper | |
2018 | Smart TWAP trading in continuous-time equilibria. (2018). Choi, Jinhyuk ; Seppi, Duane J ; Larsen, Kasper. In: Papers. RePEc:arx:papers:1803.08336. Full description at Econpapers || Download paper | |
2018 | Aggregating multiple types of complex data in stock market prediction: A model-independent framework. (2018). Wang, Huiwen ; Zhao, Jichang ; Lu, Shan. In: Papers. RePEc:arx:papers:1805.05617. Full description at Econpapers || Download paper | |
2018 | Nash equilibrium for risk-averse investors in a market impact game with transient price impact. (2018). Luo, Xiangge ; Schied, Alexander. In: Papers. RePEc:arx:papers:1807.03813. Full description at Econpapers || Download paper | |
2018 | Mathematics of Market Microstructure under Asymmetric Information. (2018). Ccetin, Umut . In: Papers. RePEc:arx:papers:1809.03885. Full description at Econpapers || Download paper | |
2019 | Equilibrium price and optimal insider trading strategy under stochastic liquidity with long memory. (2019). Yang, Ben-Zhang ; Huang, Nan-Jing ; He, Xinjiang. In: Papers. RePEc:arx:papers:1901.00345. Full description at Econpapers || Download paper | |
2017 | Bank lending in uncertain times. (2017). Alessandri, Piergiorgio ; Bottero, Margherita . In: BCAM Working Papers. RePEc:bbk:bbkcam:1703. Full description at Econpapers || Download paper | |
2017 | Optimal Capital Regulation. (2017). Schroth, Josef ; Moyen, Stéphane. In: Staff Working Papers. RePEc:bca:bocawp:17-6. Full description at Econpapers || Download paper | |
2018 | Banks holdings of and trading in government bonds. (2018). Manna, Michele ; Nobili, Stefano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1166_18. Full description at Econpapers || Download paper | |
2017 | Information Aggregation in Dynamic Markets with Adverse Selection. (2017). Fuchs, William ; Green, Brett ; Asriyan, Vladimir. In: Working Papers. RePEc:bge:wpaper:979. Full description at Econpapers || Download paper | |
2017 | The beneficial aspect of FX volatility for market liquidity. (2017). SHIM, ILHYOCK ; Koosakul, Jakree . In: BIS Working Papers. RePEc:bis:biswps:629. Full description at Econpapers || Download paper | |
2017 | The Effect of Business and Financial Market Cycles on Credit Ratings: Evidence from the Last Two Decades. (2017). Stolowy, Hervé ; Astolfi, Pierre ; Paugam, Luc ; Lobo, Gerald J. In: Abacus. RePEc:bla:abacus:v:53:y:2017:i:1:p:59-93. Full description at Econpapers || Download paper | |
2017 | Financial Hedging and Firm Performance: Evidence from Cross†border Mergers and Acquisitions. (2017). Chen, Zhong ; Zeng, Yeqin ; Han, BO. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:3:p:415-458. Full description at Econpapers || Download paper | |
2017 | The Manipulation Potential of Libor and Euribor. (2017). Eisl, Alexander ; Subrahmanyam, Marti G ; Jankowitsch, Rainer. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:4:p:604-647. Full description at Econpapers || Download paper | |
2017 | Cold Case File? Inventory Risk and Information Sharing during the pre†1997 NASDAQ. (2017). Lescourret, Laurence . In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:4:p:761-806. Full description at Econpapers || Download paper | |
2018 | Investor heterogeneity and trading. (2018). Knyazeva, Anzhela ; Kostovetsky, Leonard. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:4:p:680-718. Full description at Econpapers || Download paper | |
2018 | Corporate Cash Holdings and Acquisitions. (2018). Lie, Erik ; Liu, Yixin. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:1:p:159-173. Full description at Econpapers || Download paper | |
2018 | Sold Below Value? Why Takeover Offers Can Have Negative Premiums. (2018). Weitzel, Utz ; Kling, Gerhard. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:2:p:421-450. Full description at Econpapers || Download paper | |
2018 | The Theory and Practice of Corporate Risk Management: Evidence from the Field. (2018). Harvey, Campbell ; Bodnar, Gordon ; Graham, John R ; Giambona, Erasmo. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:4:p:783-832. Full description at Econpapers || Download paper | |
2017 | Distressed Sales in OTC Markets. (2017). Selcuk, Cemil. In: Manchester School. RePEc:bla:manchs:v:85:y:2017:i:3:p:357-393. Full description at Econpapers || Download paper | |
2017 | High-Reputation Firms and Their Differential Acquisition Behaviors. (2017). Haleblian, Jerayr J ; Kiley, Jason T ; Pfarrer, Michael D. In: Strategic Management Journal. RePEc:bla:stratm:v:38:y:2017:i:11:p:2237-2254. Full description at Econpapers || Download paper | |
2017 | The Future of Money: Liquidity co-movement between financial institutions and real estate firms: evidence from China. (2017). Huang, Sheng ; Xie, RU ; Williams, Jonathan. In: Working Papers. RePEc:bng:wpaper:17004. Full description at Econpapers || Download paper | |
2018 | Asymmetric information and the distribution of trading volume. (2018). Lof, Matthijs ; van Bommel, Jos. In: Research Discussion Papers. RePEc:bof:bofrdp:001. Full description at Econpapers || Download paper | |
2018 | Asymmetric information and the distribution of trading volume. (2018). Lof, Matthijs ; van Bommel, Jos. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_001. Full description at Econpapers || Download paper | |
2017 | Aggregate and Firm level volatility: the role of acquisitions and disposals.. (2017). Devonald, L ; Holly, S ; Higson, C. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1748. Full description at Econpapers || Download paper | |
2018 | Implications of High-Frequency Trading for Security Markets. (2018). LINTON, OLIVER ; Mahmoodzadeh, S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1802. Full description at Econpapers || Download paper | |
2018 | Illiquidity and Volatility Spillover effects in Equity Markets during and after the Global Financial Crisis: an MEM approach. (2018). Xu, Yongdeng ; Taylor, Nick ; Lu, Wenna. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/6. Full description at Econpapers || Download paper | |
2017 | Do Firms Mitigate or Magnify Capital Misallocation? Evidence from Plant-Level Data. (2017). Kehrig, Matthias ; Vincent, Nicolas. In: Working Papers. RePEc:cen:wpaper:17-14. Full description at Econpapers || Download paper | |
2017 | Dissecting Characteristics Nonparametrically. (2017). Weber, Michael ; Freyberger, Joachim ; Neuhierl, Andreas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6391. Full description at Econpapers || Download paper | |
2017 | Do Firms Mitigate or Magnify Capital Misallocation? Evidence from Planet-Level Data. (2017). Kehrig, Matthias ; Vincent, Nicolas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6401. Full description at Econpapers || Download paper | |
2017 | How Do Banks and Households Manage Interest Rate Risk? Evidence from the Swiss Mortgage Market. (2017). Koch, Catherine ; Basten, Christoph ; Guin, Benjamin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6649. Full description at Econpapers || Download paper | |
2018 | Strategic Default in the International Coffee Market. (2018). Blouin, Arthur ; Macchiavello, Rocco. In: CAGE Online Working Paper Series. RePEc:cge:wacage:369. Full description at Econpapers || Download paper | |
2017 | Early Birds and Second Mice in the Stock Market. (2017). Crego, Julio A ; Huang, Jin. In: Working Papers. RePEc:cmf:wpaper:wp2017_1717. Full description at Econpapers || Download paper | |
2017 | Early Birds and Second Mice in the Stock Market. (2017). Crego, Julio A ; Huang, Jin. In: Working Papers. RePEc:cmf:wpaper:wp2018_1717. Full description at Econpapers || Download paper | |
2017 | Are stock-financed takeovers opportunistic?. (2017). Thorburn, Karin ; Eckbo, B. ; Makaew, Tanakorn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11974. Full description at Econpapers || Download paper | |
2017 | Asset Price Bubbles and Systemic Risk. (2017). Schnabel, Isabel ; Brunnermeier, Markus ; Rother, Simon . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12362. Full description at Econpapers || Download paper | |
2017 | Trading in style: Retail investors vs. institutions. (2017). Wolff, Christian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12462. Full description at Econpapers || Download paper | |
2018 | Unionization, Cash, and Leverage. (2018). Schmalz, Martin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12595. Full description at Econpapers || Download paper | |
2018 | Intermediation markups and monetary policy pass-through. (2018). Schrimpf, Andreas ; Malamud, Semyon. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12623. Full description at Econpapers || Download paper | |
2018 | Agency Conflicts over the Short and Long Run: Short-termism, Long-termism, and Pay-for-Luck. (2018). Gryglewicz, Sebastian ; Morellec, Erwan ; Mayer, Simon. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12720. Full description at Econpapers || Download paper | |
2018 | Liquidity Regimes and Optimal Dynamic Asset Allocation. (2018). Collin-Dufresne, Pierre ; Saglam, Mehmet ; Daniel, Kent. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12737. Full description at Econpapers || Download paper | |
2018 | Winning by Losing: Evidence on the Long-Run Effects of Mergers. (2018). moretti, enrico ; Peters, Florian ; Malmendier, Ulrike. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12830. Full description at Econpapers || Download paper | |
2018 | Trust and Delegated Investing: A Money Doctors Experiment. (2018). Weber, Martin ; Loos, Benjamin ; Germann, Maximilian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12984. Full description at Econpapers || Download paper | |
2018 | Bank Lending in the Knowledge Economy. (2018). Minoiu, Camelia ; Dell'ariccia, Giovanni ; Lev, Ratnovski ; Kadyrzhanova, Dalida ; Dellariccia, Giovanni. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12994. Full description at Econpapers || Download paper | |
2018 | Financing Durable Assets. (2018). Rampini, Adriano A. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12997. Full description at Econpapers || Download paper | |
2018 | Perception of House Price Risk and Homeownership. (2018). Adelino, Manuel ; Severino, Felipe ; Schoar, Antoinette S. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13195. Full description at Econpapers || Download paper | |
2018 | Over-the-Counter Market Frictions and Yield Spread Changes. (2018). Friewald, Nils ; Nagler, Florian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13345. Full description at Econpapers || Download paper | |
2018 | State-Owned Enterprises: Rationales for Mergers and Acquisitions. (2018). Florio, Massimo ; Vandone, Daniela ; Ferraris, Matteo . In: CIRIEC Working Papers. RePEc:crc:wpaper:1801. Full description at Econpapers || Download paper | |
2017 | The Reaction of Stock Market Returns to Unemployment. (2017). Taamouti, Abderrahim ; Gonzalo, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:24120. Full description at Econpapers || Download paper | |
2017 | An Empirical Analysis of Market Segmentation on U.S. Equity Markets. (2017). Hatheway, Frank ; Zheng, Hui ; Kwan, Amy. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:52:y:2017:i:06:p:2399-2427_00. Full description at Econpapers || Download paper | |
2017 | Investor Relations Quality and Mispricing. (2017). Mama, Houdou Basse ; Kotchoni, Rachidi. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-33. Full description at Econpapers || Download paper | |
2018 | Stock market integration in the Asia-Pacific region: Evidence from cointegration of liquidity risk. (2018). Soedarmono, Wahyoe. In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00810. Full description at Econpapers || Download paper | |
2017 | On collateral: implications for financial stability and monetary policy. (2017). Hoerova, Marie ; Heider, Florian ; Corradin, Stefano . In: Working Paper Series. RePEc:ecb:ecbwps:20172107. Full description at Econpapers || Download paper | |
2018 | Who bears interest rate risk?. (2018). Langfield, Sam ; Vuillemey, Guillaume ; Pierobon, Federico ; Hoffmann, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20182176. Full description at Econpapers || Download paper | |
2018 | The Model of Insurance Companies Risk Based Capital. (2018). Djayadi, Haris ; Arifian, Dini ; Adrianto, Henricus Judi. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-06-9. Full description at Econpapers || Download paper | |
2018 | Informed traders’ performance and the information environment: Evidence from experimental asset markets. (2018). Ackert, Lucy F ; Zhang, Ping ; Church, Bryan K. In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:70:y:2018:i:c:p:1-15. Full description at Econpapers || Download paper | |
2018 | Call auction frequency and market quality: Evidence from the Taiwan Stock Exchange. (2018). Wang, Jianxin ; Twu, Mia. In: Journal of Asian Economics. RePEc:eee:asieco:v:57:y:2018:i:c:p:53-62. Full description at Econpapers || Download paper | |
2017 | Do operating leases expand credit capacity? Evidence from borrowing costs and credit ratings. (2017). Mann, Steven ; Mihov, Vassil T ; Lim, Steve C. In: Journal of Corporate Finance. RePEc:eee:corfin:v:42:y:2017:i:c:p:100-114. Full description at Econpapers || Download paper | |
2017 | Do financial analysts play a role in shaping the rival response of target firms? International evidence. (2017). Li, Donghui ; Murong, Michael ; An, Zhe ; Chen, Zhian. In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:84-103. Full description at Econpapers || Download paper | |
2017 | Do managerial risk-taking incentives influence firms exchange rate exposure?. (2017). HASAN, IFTEKHAR ; Zhu, Yun ; Francis, Bill B ; Hunter, Delroy M. In: Journal of Corporate Finance. RePEc:eee:corfin:v:46:y:2017:i:c:p:154-169. Full description at Econpapers || Download paper | |
2017 | Cross-border merger waves. (2017). Xu, Emma Qianying. In: Journal of Corporate Finance. RePEc:eee:corfin:v:46:y:2017:i:c:p:207-231. Full description at Econpapers || Download paper | |
2017 | What determines horizontal merger antitrust case selection?. (2017). Gao, Ning ; Strong, Norman ; Peng, NI. In: Journal of Corporate Finance. RePEc:eee:corfin:v:46:y:2017:i:c:p:51-76. Full description at Econpapers || Download paper | |
2018 | Investment timing, reversibility, and financing constraints. (2018). Shibata, Takashi ; Nishihara, Michi. In: Journal of Corporate Finance. RePEc:eee:corfin:v:48:y:2018:i:c:p:771-796. Full description at Econpapers || Download paper | |
2018 | (How) do credit market conditions affect firms post-hedging outcomes? Evidence from bank lending standards and firms currency exposure. (2018). Bergbrant, Mikael C ; Hunter, Delroy M. In: Journal of Corporate Finance. RePEc:eee:corfin:v:50:y:2018:i:c:p:203-222. Full description at Econpapers || Download paper | |
2018 | Fire-sale acquisitions and intra-industry contagion. (2018). Oh, Seungjoon. In: Journal of Corporate Finance. RePEc:eee:corfin:v:50:y:2018:i:c:p:265-293. Full description at Econpapers || Download paper | |
2018 | Do long-term investors improve corporate decision making?. (2018). Harford, Jarrad ; Mansi, Sattar ; Kecskes, Ambrus. In: Journal of Corporate Finance. RePEc:eee:corfin:v:50:y:2018:i:c:p:424-452. Full description at Econpapers || Download paper | |
2018 | Corporate pension plans and investment choices: Bargaining or conforming?. (2018). Duygun, Meryem ; Qian, Xiaolin ; Huang, Bihong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:50:y:2018:i:c:p:519-537. Full description at Econpapers || Download paper | |
2018 | Foreign institutional ownership and liquidity commonality around the world. (2018). Deng, Baijun ; Li, Yong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:51:y:2018:i:c:p:20-49. Full description at Econpapers || Download paper | |
2018 | Does short-maturity debt discipline managers? Evidence from cash-rich firms acquisition decisions. (2018). Huang, Qianqian ; Wu, Szu-Yin ; Jiang, Feng. In: Journal of Corporate Finance. RePEc:eee:corfin:v:53:y:2018:i:c:p:133-154. Full description at Econpapers || Download paper | |
2017 | Competition in the stock market with asymmetric information. (2017). Wang, Wanbin Walter . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:40-49. Full description at Econpapers || Download paper | |
2017 | Bank ownership of multilateral trading facilities and implications for historical exchanges: An industrial economics approach. (2017). Lahet, Delphine ; Vaubourg, Anne-Gael. In: Economic Modelling. RePEc:eee:ecmode:v:65:y:2017:i:c:p:9-17. Full description at Econpapers || Download paper | |
2017 | Market maker competition and price efficiency: Evidence from China. (2017). Zhang, Wei ; Feng, XU ; Huang, Ke. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:121-131. Full description at Econpapers || Download paper | |
2018 | A mixed data sampling copula model for the return-liquidity dependence in stock index futures markets. (2018). Gong, Yuting ; Liang, Jufang ; Chen, Qiang. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:586-598. Full description at Econpapers || Download paper | |
2017 | Impact of SOX on the returns to targets and acquirers in corporate tender offers. (2017). Bhabra, Harjeet S ; Hossain, Ashrafee T. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:1-19. Full description at Econpapers || Download paper | |
2017 | Liquidity Commonality in Foreign Exchange Markets During the Global Financial Crisis and the Sovereign Debt Crisis: Effects of Macroeconomic and Quantitative Easing Announcements. (2017). Gau, Yin-Feng ; Hsu, Chih-Chiang ; Chang, Ya-Ting. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:172-192. Full description at Econpapers || Download paper | |
2018 | Effect of banking and macroeconomic variables on systemic risk: An application of ΔCOVAR for an emerging economy. (2018). de Mendonça, Helder ; da Silva, Rafael Bernardo ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:141-157. Full description at Econpapers || Download paper | |
2018 | The impact of funding liquidity on market quality. (2018). Chen, Wei-Peng ; Wu, Chih-Chiang ; Lu, Jun ; Lin, Shu Ling. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:153-166. Full description at Econpapers || Download paper | |
2018 | Economic shock and share repurchases. (2018). Chen, Hsuan-Chi ; Iyer, Subramanian R ; Harper, Joel T. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:254-264. Full description at Econpapers || Download paper | |
2017 | Trading mechanisms and market quality: Limit-order books versus dealership markets. (2017). Xing, Xiaochuan ; Xue, YI. In: Economics Letters. RePEc:eee:ecolet:v:154:y:2017:i:c:p:35-44. Full description at Econpapers || Download paper | |
2017 | Financial versus strategic bidders: Evidence from unsuccessful takeover bids. (2017). Blomkvist, Magnus ; Korkeamaki, Timo. In: Economics Letters. RePEc:eee:ecolet:v:159:y:2017:i:c:p:142-144. Full description at Econpapers || Download paper | |
2017 | What drives the sensitivity of limit order books to company announcement arrivals?. (2017). Siikanen, Milla ; Luoma, Arto ; Kanniainen, Juho. In: Economics Letters. RePEc:eee:ecolet:v:159:y:2017:i:c:p:65-68. Full description at Econpapers || Download paper | |
2017 | Housing boom, real estate diversification, and capital structure: Evidence from China. (2017). Rong, Zhao ; Huang, Jialin. In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:74-95. Full description at Econpapers || Download paper | |
2017 | Racing to the exits: International transmissions of funding shocks during the Federal Reserves taper experiment. (2017). McLaren, Kirsty J ; Karolyi, Andrew G. In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:96-115. Full description at Econpapers || Download paper | |
2017 | Intraday volatility and the implementation of a closing call auction at Borsa Istanbul. (2017). Inci, Can A ; Ozenbas, Deniz . In: Emerging Markets Review. RePEc:eee:ememar:v:33:y:2017:i:c:p:79-89. Full description at Econpapers || Download paper | |
2018 | Stock liquidity and ownership structure during and after the 2008 Global Financial Crisis: Empirical evidence from an emerging market. (2018). Hai, Ly Thi ; Tran, Hoa Xuan ; Phuong, Thao Thi. In: Emerging Markets Review. RePEc:eee:ememar:v:37:y:2018:i:c:p:114-133. Full description at Econpapers || Download paper | |
2017 | Informed trading in S&P index options? Evidence from the 2008 financial crisis. (2017). French, Joseph ; Chen, Clara Chia-Sheng ; Li, Wei-Xuan . In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:40-65. Full description at Econpapers || Download paper | |
2017 | Funding liquidity, market liquidity and TED spread: A two-regime model. (2017). Rosenthal, Dale ; Dale, ; Boudt, Kris. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:143-158. Full description at Econpapers || Download paper | |
2017 | The evolving beta-liquidity relationship of hedge funds. (2017). Stefanova, Denitsa ; Siegmann, Arjen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:286-303. Full description at Econpapers || Download paper | |
2017 | How some bankers made a million by trading just two securities?. (2017). Rinne, Kalle ; Suominen, Matti. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:304-315. Full description at Econpapers || Download paper | |
2018 | The valuation effects of investor attention in stock-financed acquisitions. (2018). Adra, Samer ; Barbopoulos, Leonidas G. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:108-125. Full description at Econpapers || Download paper | |
2018 | Information uncertainty and target valuation in mergers and acquisitions. (2018). Li, Lin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:84-107. Full description at Econpapers || Download paper | |
2017 | What motivates merger and acquisition activities in the upstream oil & gas sectors in the U.S.?. (2017). Hsu, Kuang-Chung ; Zhu, Zhen ; Wright, Michael . In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:240-250. Full description at Econpapers || Download paper | |
2018 | Information aggregation in a prediction market for climate outcomes. (2018). McKitrick, Ross ; Aliakbari, Elmira. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:97-106. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2008 | How to Define Illegal Price Manipulation In: American Economic Review. [Full Text][Citation analysis] | article | 23 |
1995 | Can Speculative Trading Explain the Volume-Volatility Relation? In: Journal of Business & Economic Statistics. [Citation analysis] | article | 73 |
1993 | Variations in Trading Volume, Return Volatility, and Trading Costs: Evidence on Recent Price Formation Models. In: Journal of Finance. [Full Text][Citation analysis] | article | 201 |
1993 | No Arbitrage and Arbitrage Pricing: A New Approach. In: Journal of Finance. [Full Text][Citation analysis] | article | 71 |
1993 | A New Approach to International Arbitrage Pricing. In: Journal of Finance. [Full Text][Citation analysis] | article | 65 |
1996 | Strategic Trading When Agents Forecast the Forecasts of Others. In: Journal of Finance. [Full Text][Citation analysis] | article | 151 |
1998 | Do Inventories Matter in Dealership Markets? Evidence from the London Stock Exchange In: Journal of Finance. [Full Text][Citation analysis] | article | 79 |
1999 | Preferencing, Internalization, Best Execution, and Dealer Profits In: Journal of Finance. [Full Text][Citation analysis] | article | 38 |
2000 | Corporate Reorganizations and Non-Cash Auctions In: Journal of Finance. [Full Text][Citation analysis] | article | 26 |
2004 | Market Valuation and Merger Waves In: Journal of Finance. [Full Text][Citation analysis] | article | 199 |
2007 | Episodic Liquidity Crises: Cooperative and Predatory Trading In: Journal of Finance. [Full Text][Citation analysis] | article | 65 |
2010 | Stock Market Declines and Liquidity In: Journal of Finance. [Full Text][Citation analysis] | article | 127 |
2010 | Collateral, Risk Management, and the Distribution of Debt Capacity In: Journal of Finance. [Full Text][Citation analysis] | article | 64 |
2011 | Leverage, Moral Hazard, and Liquidity In: Journal of Finance. [Full Text][Citation analysis] | article | 107 |
2010 | Leverage, Moral Hazard and Liquidity.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 107 | paper | |
2001 | On the Existence of Linear Equilibria in Models of Market Making In: Mathematical Finance. [Full Text][Citation analysis] | article | 9 |
2004 | Merger Mechanisms In: Levine's Bibliography. [Full Text][Citation analysis] | paper | 4 |
2004 | Mergers Mechanisms.(2004) In: Econometric Society 2004 North American Winter Meetings. [Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2004 | Merger Mechanisms.(2004) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2004 | Merger Mechanisms.(2004) In: Department of Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2018 | Financial Intermediary Capital In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 15 |
2017 | Financial Intermediary Capital.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2010 | Financial Intermediary Capital.(2010) In: 2010 Meeting Papers. [Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2018 | Financing Insurance In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2008 | Moral Hazard, Collateral and Liquidity In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
1994 | Strategic Trading with Asymmetrically Informed Traders and Long-Lived Information In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 71 |
2004 | Optimal Bidding in Multi-Unit Discriminatory Auctions: Two Bidders In: Econometric Society 2004 North American Winter Meetings. [Citation analysis] | paper | 3 |
2002 | Market architecture: limit-order books versus dealership markets In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 27 |
2013 | Collateral and capital structure In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 38 |
2009 | Collateral and Capital Structure.(2009) In: 2009 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
2014 | Dynamic risk management In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 26 |
2005 | Valuation waves and merger activity: The empirical evidence In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 219 |
2009 | Public trust, the law, and financial investment In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 52 |
2007 | EFFICIENT MECHANISMS FOR MERGERS AND ACQUISITIONS In: International Economic Review. [Full Text][Citation analysis] | article | 22 |
2016 | Household Risk Management In: NBER Working Papers. [Full Text][Citation analysis] | paper | 76 |
2013 | Household risk management.(2013) In: 2013 Meeting Papers. [Citation analysis] This paper has another version. Agregated cites: 76 | paper | |
1999 | Trade Disclosure Regulations in Markets with Negotiated Trades. In: Review of Financial Studies. [Citation analysis] | article | 47 |
2008 | Endogenous Events and Long-Run Returns In: Review of Financial Studies. [Full Text][Citation analysis] | article | 10 |
1990 | A Theory of the Interday Variations in Volume, Variance, and Trading Costs in Securities Markets. In: Review of Financial Studies. [Full Text][Citation analysis] | article | 231 |
1993 | The Effect of Public Information and Competition on Trading Volume and Price Volatility. In: Review of Financial Studies. [Full Text][Citation analysis] | article | 89 |
2008 | Collateral, Financial Intermediation, and the Distribution of Debt Capacity In: 2008 Meeting Papers. [Full Text][Citation analysis] | paper | 1 |
2005 | Financing Auction Bids In: RAND Journal of Economics. [Citation analysis] | article | 19 |
1994 | The Direct Entry versus Takeover Decision and Stock Price Performance around Takeovers. In: The Journal of Business. [Full Text][Citation analysis] | article | 29 |
2004 | Inter-Dealer Trading in Financial Markets In: The Journal of Business. [Full Text][Citation analysis] | article | 17 |
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