14
H index
14
i10 index
3376
Citations
Università degli Studi di Roma "Tor Vergata" (90% share) | 14 H index 14 i10 index 3376 Citations RESEARCH PRODUCTION: 20 Articles 33 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 Robert Waldmann. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Applied Economics | 3 |
Journal of Political Economy | 2 |
The Quarterly Journal of Economics | 2 |
Year | Title of citing document | |
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2020 | Googlization and retail investors trading activity. (2020). D'Hondt, Catherine ; Desagre, Christophe. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2020004. Full description at Econpapers || Download paper | |
2021 | Limits to Arbitrage in Markets with Stochastic Settlement Latency. (2018). Hautsch, Nikolaus ; Voigt, Stefan ; Scheuch, Christoph. In: Papers. RePEc:arx:papers:1812.00595. Full description at Econpapers || Download paper | |
2020 | Asset Price Bubbles in market models with proportional transaction costs. (2019). Reitsam, Thomas ; Biagini, Francesca. In: Papers. RePEc:arx:papers:1911.10149. Full description at Econpapers || Download paper | |
2020 | Modeling asset allocation strategies and a new portfolio performance score. (2020). Emiris, Ioannis Z ; Chalkis, Apostolos. In: Papers. RePEc:arx:papers:2012.05088. Full description at Econpapers || Download paper | |
2020 | The role of stickiness, extrapolation and past consensus forecasts in macroeconomic expectations. (2020). Lustenhouwer, Joep ; Hagenhoff, Tim. In: Working Papers. RePEc:awi:wpaper:0686. Full description at Econpapers || Download paper | |
2020 | Social media and price discovery: the case of cross-listed firms. (2020). Talavera, Oleksandr ; Tran, VU ; Fan, Rui. In: Discussion Papers. RePEc:bir:birmec:20-05. Full description at Econpapers || Download paper | |
2021 | Trade sentiment and the stock market: new evidence based on big data textual analysis of Chinese media. (2021). Gambacorta, Leonardo ; Amstad, Marlene ; Xia, Dora ; He, Chao. In: BIS Working Papers. RePEc:bis:biswps:917. Full description at Econpapers || Download paper | |
2020 | News media analytics in finance: a survey. (2020). Hahn, Tobias ; Vanstone, Bruce ; Marty, Tom. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1385-1434. Full description at Econpapers || Download paper | |
2020 | Margin trading and price efficiency: information content or priceâ€adjustment speed?. (2020). Lv, Dayong ; Wu, Wenfeng. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2889-2918. Full description at Econpapers || Download paper | |
2020 | Does news travel slowly before a market crash? The role of margin traders. (2020). Li, Yan ; Qian, LI. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:3065-3101. Full description at Econpapers || Download paper | |
2020 | Beyond the efficient markets hypothesis: Towards a new paradigm. (2020). Fender, John . In: Bulletin of Economic Research. RePEc:bla:buecrs:v:72:y:2020:i:3:p:333-351. Full description at Econpapers || Download paper | |
2020 | Social media bots and stock markets. (2020). Talavera, Oleksandr ; Tran, VU ; Fan, Rui. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:753-777. Full description at Econpapers || Download paper | |
2020 | ECONOMETRICS MEETS SENTIMENT: AN OVERVIEW OF METHODOLOGY AND APPLICATIONS. (2020). Boudt, Kris ; Algaba, Andres ; Borms, Samuel ; Bluteau, Keven ; Ardia, David. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:34:y:2020:i:3:p:512-547. Full description at Econpapers || Download paper | |
2020 | What Drives Anomaly Returns?. (2020). Tetlock, Paul C ; Lochstoer, Lars A. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1417-1455. Full description at Econpapers || Download paper | |
2020 | Presidential Address: Social Transmission Bias in Economics and Finance. (2020). Hirshleifer, David. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:4:p:1779-1831. Full description at Econpapers || Download paper | |
2020 | Regional financial market bloc and spillover of the financial crisis: A heterogeneous agents approach. (2020). Chen, Zhenxi. In: Manchester School. RePEc:bla:manchs:v:88:y:2020:i:2:p:262-281. Full description at Econpapers || Download paper | |
2020 | Growth decomposition bias when accounting for heterogeneous regimes: Evidence from China. (2020). Lee, Chien-Chiang ; Xu, Ming ; Ma, Shichang ; Liu, Guanchun. In: Review of Development Economics. RePEc:bla:rdevec:v:24:y:2020:i:2:p:691-711. Full description at Econpapers || Download paper | |
2020 | Dynamics of FII flows and stock market returns in a major developing country: How does economic uncertainty matter?. (2020). Tiwari, Aviral ; Shahbaz, Muhammad ; Hammoudeh, Shawkat ; Jena, Sangram Keshari. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:8:p:2263-2284. Full description at Econpapers || Download paper | |
2020 | The Role of Temporary Jobs in Explaining Increasing Inequality for Recent Cohorts in Italy. (2020). Tomelleri, Alessio. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps71. Full description at Econpapers || Download paper | |
2020 | Taxes and Economic Growth in OECD Countries: A Meta-Analysis. (2020). Reed, Robert W ; Alinaghi, Nazila . In: Working Papers in Economics. RePEc:cbt:econwp:20/12. Full description at Econpapers || Download paper | |
2020 | How market intervention can prevent bubbles and crashes. (2020). Sornette, Didier ; Westphal, Rebecca. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2074. Full description at Econpapers || Download paper | |
2020 | Household Finance. (2020). Gomes, Francisco J ; Haliassos, Michael ; Ramadorai, Tarun. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14502. Full description at Econpapers || Download paper | |
2020 | Unraveling the relationship between social moods and the stock market: Evidence from the United Kingdom. (2020). Dey, Kushankur ; Saurabh, Samant. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:26:y:2020:i:c:s2214635019302163. Full description at Econpapers || Download paper | |
2020 | Equity premium puzzle — Evidence from Poland. (2020). Zygmanowski, Piotr ; Liwiski, Pawe ; Maruszewski, Janusz ; Gemra, Kamil ; Ukowski, Micha. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303257. Full description at Econpapers || Download paper | |
2020 | (A)symmetric information bubbles: Experimental evidence. (2020). Ueda, Kozo ; Uto, Nobuyuki ; Funaki, Yukihiko ; Asako, Yasushi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:110:y:2020:i:c:s0165188919301435. Full description at Econpapers || Download paper | |
2020 | The effect of risk-taking behavior on profitability: Evidence from futures market. (2020). Lin, Chao Hsien ; Lee, Chun I ; Cheng, Teng Yuan. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:19-38. Full description at Econpapers || Download paper | |
2020 | Expectile CAPM. (2020). Zheng, Zhenlong ; Hu, Wei. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:386-397. Full description at Econpapers || Download paper | |
2021 | Investor sentiment and stock price: Empirical evidence from Chinese SEOs. (2021). Yan, Chao ; Huang, Yong ; Lan, Yueqin. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:703-714. Full description at Econpapers || Download paper | |
2020 | Time-varying lead–lag structure between investor sentiment and stock market. (2020). Li, Hong-Yu ; Yao, Can-Zhong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819303973. Full description at Econpapers || Download paper | |
2020 | News sentiment, credit spreads, and information asymmetry. (2020). Wang, Xinjie ; Liu, Zhechen ; Yang, Shanxiang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300760. Full description at Econpapers || Download paper | |
2020 | The effect of market sentiment and information asymmetry on option pricing. (2020). Nobanee, Haitham ; Eleuch, Hichem ; ben Hamad, Salah ; Zghal, Imen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301327. Full description at Econpapers || Download paper | |
2020 | Stock volatility and trading. (2020). Kaprielyan, Margarita ; Agapova, Anna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s106294082030139x. Full description at Econpapers || Download paper | |
2020 | The momentum and reversal effects of investor sentiment on stock prices. (2020). Li, Jinfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301601. Full description at Econpapers || Download paper | |
2020 | Music sentiment and stock returns. (2020). Indriawan, Ivan ; Garel, Alexandre ; Fernandez-Perez, Adrian. In: Economics Letters. RePEc:eee:ecolet:v:192:y:2020:i:c:s0165176520301774. Full description at Econpapers || Download paper | |
2020 | Economic indicators and stock market volatility in an emerging economy. (2020). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:2:s0939362518305594. Full description at Econpapers || Download paper | |
2020 | Individual investors propensity to speculate and A-share premiums in Chinas A-shares and H-shares. (2020). Yang, Fan ; Tian, Gaoliang ; Chen, Jun. In: Emerging Markets Review. RePEc:eee:ememar:v:43:y:2020:i:c:s1566014119305229. Full description at Econpapers || Download paper | |
2020 | More shareholders, higher liquidity? Evidence from an emerging stock market. (2020). Goh, Kim-Leng ; Lim, Kian-Ping ; Chia, Yee-Ee. In: Emerging Markets Review. RePEc:eee:ememar:v:44:y:2020:i:c:s1566014118305016. Full description at Econpapers || Download paper | |
2020 | Global investigation on the country-level idiosyncratic volatility and its determinants. (2020). Caglayan, Mustafa Onur ; Zhang, Liwen ; Xue, Wenjun. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:143-160. Full description at Econpapers || Download paper | |
2020 | Mispricing firm-level productivity. (2020). John, K C ; Eric, F Y ; Chewie, Tze Chuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:139-163. Full description at Econpapers || Download paper | |
2020 | Retail investor attention and herding behavior. (2020). Wang, Ming-Chun ; Chan, Chia-Ying ; Hsieh, Shu-Fan . In: Journal of Empirical Finance. RePEc:eee:empfin:v:59:y:2020:i:c:p:109-132. Full description at Econpapers || Download paper | |
2020 | Identifying price bubbles in the US, European and Asian natural gas market: Evidence from a GSADF test approach. (2020). Chevallier, Julien ; Wei, Yigang. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300797. Full description at Econpapers || Download paper | |
2020 | Effects of diversified openness channels on the total-factor energy efficiency in Chinas manufacturing sub-sectors: Evidence from trade and FDI spillovers. (2020). Shahbaz, Muhammad ; Zafar, Muhammad Wasif ; Pan, Xiuzhen ; Han, Botang ; Wei, Zixiang. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301766. Full description at Econpapers || Download paper | |
2020 | Chinese renewable energy industries’ boom and recession: Evidence from bubble detection procedure. (2020). Su, Chi-Wei ; Wang, Kai-Hua ; Moldovan, Nicoleta-Claudia ; Lobon, Oana-Ramona. In: Energy Policy. RePEc:eee:enepol:v:138:y:2020:i:c:s0301421519307852. Full description at Econpapers || Download paper | |
2020 | Explaining the nonlinear response of stock markets to oil price shocks. (2020). Sharma, Shahil ; Escobari, Diego. In: Energy. RePEc:eee:energy:v:213:y:2020:i:c:s0360544220318855. Full description at Econpapers || Download paper | |
2020 | The role of hormones in financial markets. (2020). Bose, Subir ; Li, Xin ; Ladley, Daniel. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521918307890. Full description at Econpapers || Download paper | |
2020 | Pricing inefficiencies and feedback trading: Evidence from country ETFs. (2020). Shao, Jia ; Pantelous, Athanasios A ; Liu, Fei ; Kallinterakis, Vasileios. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301423. Full description at Econpapers || Download paper | |
2020 | Fundamental strength strategy: The role of investor sentiment versus limits to arbitrage. (2020). Sun, Licheng ; Zhu, Zhaobo ; Yung, Kenneth. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521919304284. Full description at Econpapers || Download paper | |
2020 | Herd behaviour & investor sentiment: Evidence from UK mutual funds. (2020). Yan, Meilan ; Hudson, Yawen ; Zhang, Dalu. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301381. Full description at Econpapers || Download paper | |
2020 | Which sentiment index is more informative to forecast stock market volatility? Evidence from China. (2020). Tang, Linchun ; Liang, Chao ; Wei, YU. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301964. Full description at Econpapers || Download paper | |
2020 | An encyclopedia for stock markets? Wikipedia searches and stock returns. (2020). Peter, Franziska J ; Behrendt, Simon ; Zimmermann, David J. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302076. Full description at Econpapers || Download paper | |
2020 | Sentiment stocks. (2020). Gil-Bazo, Javier ; Dong, Hang. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302179. Full description at Econpapers || Download paper | |
2020 | Stock mispricing, hard-to-value stocks and the influence of internet stock message boards. (2020). Meng, Yongqiang ; Xiong, Xiong ; Shen, Dehua ; Joseph, Nathan Lael. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302209. Full description at Econpapers || Download paper | |
2020 | Earnings information, arbitrage constraints, and the forecast dispersion anomaly. (2020). Na, Haejung ; Kim, Soonho. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319301898. Full description at Econpapers || Download paper | |
2020 | Time and frequency relationship between household investors’ sentiment index and US industry stock returns. (2020). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Hernandez, Jose Arreola ; Khan, Muhammad Asif. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319304465. Full description at Econpapers || Download paper | |
2020 | Do individual traders undermine firm valuation?. (2020). Chung, Chune Young ; Choi, Joung Hwa ; Sub, Paul Moon. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319308463. Full description at Econpapers || Download paper | |
2020 | Trading aggressiveness and market efficiency. (2020). Klein, Olga. In: Journal of Financial Markets. RePEc:eee:finmar:v:47:y:2020:i:c:s1386418117302264. Full description at Econpapers || Download paper | |
2020 | Price discovery in the small and in the large: Momentum and reversal, bubbles, and crashes. (2020). Kedar-Levy, Haim. In: Journal of Financial Markets. RePEc:eee:finmar:v:48:y:2020:i:c:s1386418118302428. Full description at Econpapers || Download paper | |
2020 | Google search volume and individual investor trading. (2020). Uhr, Charline ; Meyer, Steffen ; Kostopoulos, Dimitrios. In: Journal of Financial Markets. RePEc:eee:finmar:v:49:y:2020:i:c:s1386418120300136. Full description at Econpapers || Download paper | |
2020 | Predicting the equity premium with the implied volatility spread. (2020). Simin, Timothy ; Cao, Charles ; Xiao, Han. In: Journal of Financial Markets. RePEc:eee:finmar:v:51:y:2020:i:c:s1386418119303611. Full description at Econpapers || Download paper | |
2020 | Human Capital Index and the hidden penalty for non-participation in ILSAs. (2020). Steiner-Khamsi, Gita ; Liu, JI. In: International Journal of Educational Development. RePEc:eee:injoed:v:73:y:2020:i:c:s0738059319306789. Full description at Econpapers || Download paper | |
2020 | Fundamental and behavioural determinants of stock return volatility in ASEAN-5 countries. (2020). Liu, Jia ; Nasir, Muhammad Ali ; Wu, Junjie ; Thampanya, Natthinee. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s1042443120300779. Full description at Econpapers || Download paper | |
2020 | Examining stress in Asian currencies: A perspective offered by high frequency financial market data. (2020). Treepongkaruna, Sirimon ; Matei, Marius ; Dungey, Mardi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120300846. Full description at Econpapers || Download paper | |
2020 | The impact of sentiment and attention measures on stock market volatility. (2020). Audrino, Francesco ; Ballinari, Daniele ; Sigrist, Fabio. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:334-357. Full description at Econpapers || Download paper | |
2020 | Forecasting commodity prices out-of-sample: Can technical indicators help?. (2020). Wang, Yudong ; Wu, Chongfeng ; Liu, LI. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:666-683. Full description at Econpapers || Download paper | |
2020 | Investigating the inefficiency of the CBO’s budgetary projections. (2020). Arai, Natsuki. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1290-1300. Full description at Econpapers || Download paper | |
2020 | The role of text-extracted investor sentiment in Chinese stock price prediction with the enhancement of deep learning. (2020). Wu, JunJie ; Li, Jiahong ; Bu, Hui. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1541-1562. Full description at Econpapers || Download paper | |
2020 | Return comovement. (2020). Parsley, David ; Popper, Helen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426617302340. Full description at Econpapers || Download paper | |
2020 | Equity market integration and portfolio rebalancing. (2020). Lee, Dongwon ; Kim, Kyungkeun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426620300431. Full description at Econpapers || Download paper | |
2020 | The role of psychological barriers in lottery-related anomalies. (2020). Kim, Da-Hea ; Goh, Jihoon ; Byun, Suk-Joon . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:114:y:2020:i:c:s0378426620300546. Full description at Econpapers || Download paper | |
2020 | Strategic trade when securitized portfolio values are unknown. (2020). Piccotti, Louis R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:115:y:2020:i:c:s0378426620300832. Full description at Econpapers || Download paper | |
2020 | Does Information Asymmetry Impede Market Efficiency? Evidence from Analyst Coverage. (2020). Li, Keming. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301229. Full description at Econpapers || Download paper | |
2020 | Fear of hazards in commodity futures markets. (2020). Miffre, Joelle ; Gonzalez-Fernandez, Marcos ; Fuertes, Ana-Maria ; Fernandez-Perez, Adrian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426620301680. Full description at Econpapers || Download paper | |
2020 | Local demand shocks, excess comovement and return predictability. (2020). Broman, Markus S. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:119:y:2020:i:c:s037842662030176x. Full description at Econpapers || Download paper | |
2020 | How institutional development news moves an emerging market. (2020). Mehrotra, Vikas ; Guzman, Alexander ; Trujillo, Maria-Andrea ; Morck, Randall. In: Journal of Business Research. RePEc:eee:jbrese:v:112:y:2020:i:c:p:300-319. Full description at Econpapers || Download paper | |
2020 | Absence of speculation in the European sovereign debt markets. (2020). Frijns, Bart. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:169:y:2020:i:c:p:245-265. Full description at Econpapers || Download paper | |
2020 | Market impact and performance of arbitrageurs of financial bubbles in an agent-based model. (2020). Sornette, Didier ; Westphal, Rebecca. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:171:y:2020:i:c:p:1-23. Full description at Econpapers || Download paper | |
2020 | Herding in the Singapore stock Exchange. (2020). Ramlakhan, Prakash ; Bhatnagar, Chandra Shekhar ; Arjoon, Vaalmikki. In: Journal of Economics and Business. RePEc:eee:jebusi:v:109:y:2020:i:c:s0148619519300712. Full description at Econpapers || Download paper | |
2020 | Trading and arbitrage in cryptocurrency markets. (2020). Makarov, Igor ; Schoar, Antoinette. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:2:p:293-319. Full description at Econpapers || Download paper | |
2020 | Terrorist attacks and investor risk preference: Evidence from mutual fund flows. (2020). Young, Michael ; Wang, Albert Y. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:2:p:491-514. Full description at Econpapers || Download paper | |
2020 | Information arrival, delay, and clustering in financial markets with dynamic freeriding. (2020). Hashimoto, Tadashi ; Aghamolla, Cyrus. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:1:p:27-52. Full description at Econpapers || Download paper | |
2020 | When low beats high: Riding the sales seasonality premium. (2020). Kaba, Yamil ; Grullon, Gustavo ; Nuez-Torres, Alexander. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:2:p:572-591. Full description at Econpapers || Download paper | |
2021 | Flying under the radar: The effects of short-sale disclosure rules on investor behavior and stock prices. (2021). Smajlbegovic, Esad ; Roling, Christoph ; Jank, Stephan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:1:p:209-233. Full description at Econpapers || Download paper | |
2020 | Momentum and Reversion to Fundamentals: Are They Captured by Subjective Expectations of House Prices?. (2020). Ma, Chao. In: Journal of Housing Economics. RePEc:eee:jhouse:v:49:y:2020:i:c:s1051137720300243. Full description at Econpapers || Download paper | |
2020 | Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas, Konstantinos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:104:y:2020:i:c:s0261560619300075. Full description at Econpapers || Download paper | |
2021 | Does cash-flow news play a better role than discount-rate news? Evidence from global regional stock markets. (2021). Ko, Kwangsoo ; Ohk, Kiyool ; Wu, Ming. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302230. Full description at Econpapers || Download paper | |
2020 | The impact of global financial crisis on informational efficiency: Evidence from price-volume relation in crude palm oil futures market. (2020). Lau, Wee Yeap ; Go, You-How. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:17:y:2020:i:c:s2405851317300028. Full description at Econpapers || Download paper | |
2020 | Bubbles and crashes: A laboratory experiment. (2020). Perdomo, Alvaro Andres. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494919300738. Full description at Econpapers || Download paper | |
2020 | Understanding the impact of investor sentiment on the price formation process: A review of the conduct of American stock markets. (2020). Ahmed, Bouteska. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:22:y:2020:i:c:s1703494920300190. Full description at Econpapers || Download paper | |
2020 | On the indeterminacy of equilibrium in an endogenous growth model with non-separable preferences. (2020). san Martin, Marta ; Sanmartin, Marta ; Baraano, Ilaski . In: Mathematical Social Sciences. RePEc:eee:matsoc:v:108:y:2020:i:c:p:81-89. Full description at Econpapers || Download paper | |
2020 | Investor Sentiment and Stock Price Premium Validation with Siamese Twins from China. (2020). Ran, Jimmy ; Li, Yuan. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:57-58:y:2020:i::s1042444x2030044x. Full description at Econpapers || Download paper | |
2020 | An anatomy of commodity futures returns in China. (2020). Zhang, Zhekai ; Xiao, Jun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x20301086. Full description at Econpapers || Download paper | |
2020 | Arbitrage risk and a sentiment as causes of persistent mispricing: The European evidence. (2020). Guidolin, Massimo ; Ricci, Andrea. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:1-11. Full description at Econpapers || Download paper | |
2020 | Feedback trading strategies and long-term volatility. (2020). Koulakiotis, Athanasios ; Kiohos, Apostolos ; Babalos, Vassilios ; Kyriakou, Maria I. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:181-189. Full description at Econpapers || Download paper | |
2020 | Is too much liquidity harmful to economic growth?. (2020). Chu, Hung Viet. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:230-242. Full description at Econpapers || Download paper | |
2020 | The Oscar goes to…: High-tech firms’ acquisitions in response to rivals’ technology breakthroughs. (2020). HSU, Po-Hsuan ; Chen, I-Ju ; I-Ju Chen, ; Wang, Yanzhi ; Officer, Micah S. In: Research Policy. RePEc:eee:respol:v:49:y:2020:i:7:s0048733320301566. Full description at Econpapers || Download paper | |
2020 | Air pollution, individual investors, and stock pricing in China. (2020). Lu, Jing ; Wu, Qinin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:267-287. Full description at Econpapers || Download paper | |
2020 | Patent growth and the long-run performance of VC-backed IPOs. (2020). Zhang, Xueyong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:33-47. Full description at Econpapers || Download paper | |
2020 | Intraday sentiment and market returns. (2020). Liu, Xihua ; Gao, Bin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:48-62. Full description at Econpapers || Download paper | |
2021 | Cross-momentum: Tracking idiosyncratic shocks. (2021). Zareei, Abalfazl. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:177-199. Full description at Econpapers || Download paper | |
2021 | Nonlinearity in stock returns: Do risk aversion, investor sentiment and, monetary policy shocks matter?. (2021). Slim, Skander ; Boughrara, Adel ; Dahmene, Meriam. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:676-699. Full description at Econpapers || Download paper | |
2020 | Feedback trading and the ramadan effect in frontier markets. (2020). Andrikopoulos, Panagiotis ; Kallinterakis, Vasileios ; Gad, Samar ; Cui, Yueting. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919306294. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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1989 | The Size and Incidence of the Losses from Noise Trading In: Journal of Finance. [Full Text][Citation analysis] | article | 97 |
1989 | The Size and Incidence of the Losses from Noise Trading.(1989) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 97 | paper | |
1989 | The Size and Incidence of the Losses from Noise Trading.(1989) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 97 | paper | |
The Size and Incidence of Losses from Noise Trading.() In: J. Bradford De Long's Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 97 | paper | ||
2007 | International surveys of educational achievement: how robust are the findings? In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 34 |
1998 | Ruling out Indeterminacy: the Role of Heterogeneity In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
1998 | Stability properties of a growth model In: Economics Letters. [Full Text][Citation analysis] | article | 17 |
1997 | Stability Properties in a Growth Model.(1997) In: Economics Working Papers. [Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2002 | On B-robust instrumental variable estimation of the linear model with panel data In: Journal of Econometrics. [Full Text][Citation analysis] | article | 15 |
2019 | A behavioral model of the credit cycle In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 2 |
2018 | A Behavioral Model of the Credit Cycle.(2018) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2000 | Can waste improve welfare? In: Journal of Public Economics. [Full Text][Citation analysis] | article | 17 |
1997 | Can Waste Improve Welfare?.(1997) In: Economics Working Papers. [Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
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1990 | Positive Feedback Investment Strategies and Destabilizing Rational Speculation In: Scholarly Articles. [Full Text][Citation analysis] | paper | 830 |
1989 | Positive Feedback Investment Strategies and Destabilizing Rational Speculation.(1989) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 830 | paper | |
1991 | The Survival of Noise Traders in Financial Markets In: Scholarly Articles. [Full Text][Citation analysis] | paper | 235 |
1988 | The Survival of Noise Traders in Financial Markets.(1988) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 235 | paper | |
1991 | The Survival of Noise Traders in Financial Markets..(1991) In: The Journal of Business. [Full Text][Citation analysis] This paper has another version. Agregated cites: 235 | article | |
The Survival of Noise Traders in Financial Markets.() In: J. Bradford De Long's Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 235 | paper | ||
1990 | Noise Trader Risk in Financial Markets In: Scholarly Articles. [Full Text][Citation analysis] | paper | 1713 |
1990 | Noise Trader Risk in Financial Markets..(1990) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1713 | article | |
Noise Trader Risk in Financial Markets.() In: J. Bradford De Long's Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1713 | paper | ||
On B-Robust Instrumental Variable Estimation of the LinearModel In: Working Papers. [Citation analysis] | paper | 0 | |
2005 | Cross-National Surveys of Learning Achievement: How Robust are the Findings? In: IZA Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
2009 | Child-Care and Participation in the Labor Market for Married Women in Mediterranean Countries In: IZA Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
2008 | Testing for country heterogeneity in growth models using a finite mixture approach In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 43 |
2010 | Predicting the signs of forecast errors In: Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
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2016 | Present-Biased Preferences and Money Demand In: De Economist. [Full Text][Citation analysis] | article | 0 |
2001 | Waste and Welfare in a Model of Endogenous Technical Change In: The School of Economics Discussion Paper Series. [Citation analysis] | paper | 0 |
1987 | The Economic Consequences of Noise Traders In: NBER Working Papers. [Full Text][Citation analysis] | paper | 27 |
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1996 | Why Are Professional Forecasters Biased? Agency versus Behavioral Explanations In: The Quarterly Journal of Economics. [Full Text][Citation analysis] | article | 147 |
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2013 | Evaluating how predictable errors in expected income affect consumption.(2013) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
2017 | The Econometrics of the EU Fiscal Governance: is the European Commission methodology still adequate? In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2007 | Cigarette smoking, pregnancy, forward looking behavior and dynamic inconsistency In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
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2008 | Dynamically Inconsistent Preferences and Money Demand In: CEIS Research Paper. [Full Text][Citation analysis] | paper | 0 |
2009 | Income Distribution, Infant Mortality, and Health Care Expenditure In: CEIS Research Paper. [Full Text][Citation analysis] | paper | 1 |
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2011 | The Relative Efficiency of Public and Private Health Care In: CEIS Research Paper. [Full Text][Citation analysis] | paper | 0 |
2019 | Ambiguous economic news and heterogeneity: What explains asymmetric consumption responses? In: CEIS Research Paper. [Full Text][Citation analysis] | paper | 0 |
2019 | The Relative Price of Housing and Subsequent GDP Growth in the USA In: CEIS Research Paper. [Full Text][Citation analysis] | paper | 0 |
2013 | Infant mortality, relative income and public policy In: Applied Economics. [Full Text][Citation analysis] | article | 4 |
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1991 | Implausible Results or Implausible Data? Anomalies in the Construction of Value-Added Data and Implications for Estimates of Price-Cost Markups. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 17 |
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