Harold Huibing Zhang : Citation Profile


Are you Harold Huibing Zhang?

Shanghai Jiao Tong University

10

H index

11

i10 index

524

Citations

RESEARCH PRODUCTION:

17

Articles

24

Papers

RESEARCH ACTIVITY:

   19 years (1995 - 2014). See details.
   Cites by year: 27
   Journals where Harold Huibing Zhang has often published
   Relations with other researchers
   Recent citing documents: 80.    Total self citations: 7 (1.32 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzh586
   Updated: 2019-10-06    RAS profile: 2014-12-05    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Harold Huibing Zhang.

Is cited by:

Wagner, Wolf (7)

De Donder, Philippe (7)

Arellano, Cristina (7)

Huizinga, Harry (7)

Leroux, Marie-Louise (7)

Allen, David (6)

McAleer, Michael (6)

Powell, Robert (6)

Heathcote, Jonathan (5)

Hirshleifer, David (5)

Carceles-Poveda, Eva (5)

Cites to:

Gallant, A. (5)

Shackelford, Douglas (5)

Tauchen, George (5)

Denhaan, Wouter (4)

Subrahmanyam, Avanidhar (3)

Amihud, Yakov (3)

Saez, Emmanuel (3)

Lucas, Deborah (3)

French, Kenneth (2)

Fama, Eugene (2)

Schwert, G. (2)

Main data


Where Harold Huibing Zhang has published?


Journals with more than one article published# docs
Journal of Finance3
Review of Financial Studies2

Working Papers Series with more than one paper published# docs
GSIA Working Papers / Carnegie Mellon University, Tepper School of Business14
Working Papers / Duke University, Department of Economics3
Computing in Economics and Finance 1997 / Society for Computational Economics2

Recent works citing Harold Huibing Zhang (2018 and 2017)


YearTitle of citing document
2018STOCK†BOND CO†MOVEMENTS AND FLIGHT†TO†QUALITY IN G7 COUNTRIES: A TIME†FREQUENCY ANALYSIS. (2018). demiralay, sercan ; Gencer, Hatice Gaye ; Bayraci, Selcuk. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:70:y:2018:i:1:p:e29-e49.

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2017Dynamic Asset Allocation with Liabilities. (2017). Giamouridis, Daniel ; Tessaromatis, Nikolaos ; Sakkas, Athanasios. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:2:p:254-291.

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2017THE VALUE IN FUNDAMENTAL ACCOUNTING INFORMATION. (2017). Turtle, H J ; Wang, Kainan. In: Journal of Financial Research. RePEc:bla:jfnres:v:40:y:2017:i:1:p:113-140.

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2017Portfolio Selection by Households: An Empirical Analysis Using Dynamic Panel Data Models. (2017). Ito, Yuichiro ; Fujiwara, Shigeaki ; Takizuka, Yasutaka. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp17e06.

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2018Who Improves or Worsens Liquidity in the Korean Treasury Bond Market?. (2018). Lee, Jieun. In: Working Papers. RePEc:bok:wpaper:1803.

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2017Medical Malpractice: How Legal Liability Affects Medical Decisions. (2017). Grembi, Veronica ; Bertoli, Paola. In: CERGE-EI Working Papers. RePEc:cer:papers:wp600.

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2018On Booms That Never Bust: Ambiguity in Experimental Asset Markets with Bubbles. (2018). Corgnet, Brice ; Kujal, Praveen ; Hernan-Gonzalez, Roberto. In: Working Papers. RePEc:chu:wpaper:18-15.

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2019Tax-Sheltered Retirement Accounts: Can Financial Education Improve Decisions?. (2019). Michaud, Pierre-Carl ; D'Astous, Philippe ; Boyer, Martin M. In: CIRANO Working Papers. RePEc:cir:cirwor:2019s-10.

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2018Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility. (2018). Zeng, Yan ; Yang, Zhou ; Chen, Zheng ; Li, Danping. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:88:y:2018:i:c:p:70-103.

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2018Managerial manipulation, corporate governance, and limited market participation. (2018). Liu, QI ; Sun, BO. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:98-117.

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2017Tax-deferred saving accounts: Heterogeneity and policy reforms. (2017). Ho, Anson. In: European Economic Review. RePEc:eee:eecrev:v:97:y:2017:i:c:p:26-41.

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2018Long-run wavelet-based correlation for financial time series. (2018). cotter, john ; Genay, Ramazan ; Conlon, Thomas. In: European Journal of Operational Research. RePEc:eee:ejores:v:271:y:2018:i:2:p:676-696.

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2018Asymmetric attention and volatility asymmetry. (2018). Dzieliski, Micha ; Talpsepp, Tnn ; Rieger, Marc Oliver. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:59-67.

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2017Limited participation under ambiguity of correlation. (2017). Zhang, Shunming ; Zhu, Wei ; Huang, Helen Hui . In: Journal of Financial Markets. RePEc:eee:finmar:v:32:y:2017:i:c:p:97-143.

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2017Economic stability under alternative banking systems: Theory and policy. (2017). Krainer, Robert E. In: Journal of Financial Stability. RePEc:eee:finsta:v:31:y:2017:i:c:p:107-118.

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2017Network centrality and funding rates in the e-MID interbank market. (2017). Montes-Rojas, Gabriel ; Iori, Giulia ; Temizsoy, Asena . In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:346-365.

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2019On endogenous formation of price expectations. (2019). Vailakis, Yiannis ; Navrouzoglou, Paulina ; le Van, Cuong. In: Games and Economic Behavior. RePEc:eee:gamebe:v:115:y:2019:i:c:p:436-458.

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2018Fifty-shades of grey: Competition between dark and lit pools in stock exchanges. (2018). Oriol, Nathalie ; Torre, Dominique ; Rufini, Alexandra. In: Information Economics and Policy. RePEc:eee:iepoli:v:45:y:2018:i:c:p:68-85.

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2019The sources of sovereign risk: a calibration based on Lévy stochastic processes. (2019). Villemot, Sébastien ; Carre, Sylvain ; Cohen, Daniel. In: Journal of International Economics. RePEc:eee:inecon:v:118:y:2019:i:c:p:31-43.

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2017Liquidity and the implied cost of equity capital. (2017). Saad, Mohsen ; Samet, Anis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:15-38.

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2019Ambiguity in securitization markets. (2019). Anderson, Alyssa Gray. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:102:y:2019:i:c:p:231-255.

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2017Dynamic portfolio optimization with ambiguity aversion. (2017). Zhang, Jinqing ; Jin, Zeyu . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:79:y:2017:i:c:p:95-109.

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2018Estimating risk-return relations with analysts price targets. (2018). Wu, Liuren. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:93:y:2018:i:c:p:183-197.

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2018Downside risk and stock returns in the G7 countries: An empirical analysis of their long-run and short-run dynamics. (2018). Chen, Cathy Yi-Hsuan ; Hardle, Wolfgang Karl ; Chiang, Thomas C. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:93:y:2018:i:c:p:21-32.

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2018Covariance forecasting in equity markets. (2018). Symeonidis, Lazaros ; Markellos, Raphael ; Kourtis, Apostolos ; Symitsi, Efthymia. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:96:y:2018:i:c:p:153-168.

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2017The pricing effects of ambiguous private information. (2017). Ganguli, Jayant ; Condie, Scott . In: Journal of Economic Theory. RePEc:eee:jetheo:v:172:y:2017:i:c:p:512-557.

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2018Dynamic market participation and endogenous information aggregation. (2018). Yu, Edison. In: Journal of Economic Theory. RePEc:eee:jetheo:v:175:y:2018:i:c:p:491-517.

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2017Risk, ambiguity, and the exercise of employee stock options. (2017). Izhakian, Yehuda ; Yermack, David. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:1:p:65-85.

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2017Is economic uncertainty priced in the cross-section of stock returns?. (2017). Brown, Stephen ; Tang, YI ; Bali, Turan G. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:3:p:471-489.

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2017Confidence, bond risks, and equity returns. (2017). Zhao, Guihai. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:3:p:668-688.

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2017Tax uncertainty and retirement savings diversification. (2017). Brown, David C ; Odoherty, Michael S ; Cederburg, Scott. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:3:p:689-712.

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2018Capital gains taxation and the cost of capital: Evidence from unanticipated cross-border transfers of tax base. (2018). Huizinga, Harry ; Wagner, Wolf ; Voget, Johannes. In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:2:p:306-328.

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2018Asset pricing and ambiguity: Empirical evidence⁎. (2018). Brenner, Menachem ; Izhakian, Yehuda. In: Journal of Financial Economics. RePEc:eee:jfinec:v:130:y:2018:i:3:p:503-531.

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2017Cross-country evidence on the relation between capital gains taxes, risk, and expected returns. (2017). Hail, Luzi ; Wang, Clare ; Sikes, Stephanie . In: Journal of Public Economics. RePEc:eee:pubeco:v:151:y:2017:i:c:p:56-73.

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2019Malpractice risk and medical treatment selection. (2019). Grembi, Veronica ; Bertoli, Paola. In: Journal of Public Economics. RePEc:eee:pubeco:v:174:y:2019:i:c:p:22-35.

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2017Market states and the risk-return tradeoff. (2017). Wang, Zijun ; Khan, Moosa M. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:314-327.

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2019Testing the alternative two-state options pricing models: An empirical analysis on TXO. (2019). Su, EnDer ; Wong, Kai Wen . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:72:y:2019:i:c:p:101-116.

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2017Production and hedging with optimism and pessimism under ambiguity. (2017). Lien, Donald ; Yu, Chia-Feng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:50:y:2017:i:c:p:122-135.

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2017Time-varying return-volatility relation in international stock markets. (2017). Jin, Xiaoye. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:157-173.

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2017Information Inertia (Working Paper). (2017). Ganguli, Jayant ; Condie, Scott ; Illeditsch, Philipp Karl . In: Economics Discussion Papers. RePEc:esx:essedp:15615.

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2017Taxes and the Fed : Theory and Evidence from Equities. (2017). Diercks, Anthony M ; Waller, William. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-104.

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2018Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis. (2018). Maheu, John ; Jensen, Mark. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:52-:d:167993.

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2018Where is the Risk Reward? The Impact of Volatility-Based Fund Classification on Performance. (2018). Ewen, Martin. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:80-:d:163391.

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2018Social Capital and Stock Market Participation via Technologies: The Role of Households’ Risk Attitude and Cognitive Ability. (2018). Cheng, Ya-Fang ; Lin, Chien-Ho ; Lu, Kun-Hwa ; Tsai, Fu-Sheng ; Mutuc, Eugene Burgos. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:6:p:1904-:d:151130.

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2018On Booms That Never Bust: Ambiguity in Experimental Asset Markets with Bubbles. (2018). Corgnet, Brice ; Kujal, Praveen ; Hernan-Gonzalez, Roberto. In: Working Papers. RePEc:gat:wpaper:1825.

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2018On Booms That Never Bust: Ambiguity in Experimental Asset Markets with Bubbles. (2018). Corgnet, Brice ; Kujal, Praveen ; Hernan-Gonzalez, Roberto. In: Working Papers. RePEc:hal:wpaper:halshs-01898435.

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2018Thinking of Incentivizing Care? The Effect of Demand Subsidies on Informal Caregiving and Intergenerational Transfers. (2018). Jimenez-Martin, Sergi ; Costa-i-Font, Joan ; Vilaplana-Prieto, Cristina ; Costa-Font, Joan ; costa -Font, Joan . In: IZA Discussion Papers. RePEc:iza:izadps:dp11774.

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2019Measuring Aversion to Debt: An Experiment Among Student Loan Candidates. (2019). Patrinos, Harry ; Palacios, Miguel ; Caetano, Gregorio. In: Journal of Family and Economic Issues. RePEc:kap:jfamec:v:40:y:2019:i:1:d:10.1007_s10834-018-9601-8.

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2017Financial and Housing Wealth, Expenditures and the Dividend to Ownership. (2017). Hardin, William G ; Guo, Sheng . In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:54:y:2017:i:1:d:10.1007_s11146-015-9540-1.

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2017New evidence on the effect of belief heterogeneity on stock returns. (2017). Singh, Vivek ; Hobbs, Jeffrey ; Lee, Hei Wai . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:48:y:2017:i:2:d:10.1007_s11156-016-0551-7.

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2018Consumption-based capital asset pricing models: issues and controversies. (2018). Choi, Wonnho . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:1:d:10.1007_s11156-017-0627-z.

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2019What types of homeowners are more likely to be entrepreneurs? The evidence from China. (2019). Hu, Mingzhi ; Chen, Jie. In: Small Business Economics. RePEc:kap:sbusec:v:52:y:2019:i:3:d:10.1007_s11187-017-9976-1.

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2017Stake effects on ambiguity attitudes for gains and losses. (2017). Martinsson, Peter ; Vieider, Ferdinand M ; Medhin, Haileselassie ; Bouchouicha, Ranoua. In: Theory and Decision. RePEc:kap:theord:v:83:y:2017:i:1:d:10.1007_s11238-016-9585-5.

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2017Ambiguity and Investment Decisions: An Empirical Analysis on Mutual Fund Investor Behaviour. (2017). Tang, Chao. In: Academic Journal of Economic Studies. RePEc:khe:scajes:v:3:y:2017:i:3:p:38-46.

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2019Tax-Sheltered Retirement Accounts: Can Financial Education Improve Decisions?. (2019). Michaud, Pierre-Carl ; Daastous, Philippe ; Boyer, Martin M. In: Cahiers de recherche. RePEc:lvl:criacr:1902.

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2019Back-Loaded Tax Subsidies for Saving, Asset Location and Crowd-Out: Evidence from Tax-Free Savings Accounts. (2019). Lavecchia, Adam. In: Department of Economics Working Papers. RePEc:mcm:deptwp:2019-04.

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2017The Distribution of Public Spending for Health Care in the United States on the Eve of Health Reform. (2017). Selden, Thomas ; Bernard, Didem ; Pylypchuk, Yuriy . In: NBER Working Papers. RePEc:nbr:nberwo:23150.

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2017Innovative Originality, Profitability, and Stock Returns. (2017). li, dongmei ; HSU, Po-Hsuan ; Hirshleifer, David. In: NBER Working Papers. RePEc:nbr:nberwo:23432.

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2017Model Uncertainty, Ambiguity Aversion, and Market Participation. (2017). Teoh, Siew Hong ; Hirshleifer, David ; Huang, Chong. In: NBER Working Papers. RePEc:nbr:nberwo:24143.

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2018Financing Corporate Tax Cuts with Shareholder Taxes. (2018). Anagnostopoulos, Alexis ; Carceles-Poveda, Eva ; Atesagaoglu, Orhan Erem. In: Department of Economics Working Papers. RePEc:nys:sunysb:18-07.

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2018Welfare Implications of Mitigating Investment Uncertainty. (2018). Ogawa, Takayuki ; Sakamoto, Jun. In: Discussion Papers in Economics and Business. RePEc:osk:wpaper:1833r.

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2017Identifying Agents Information Sets: an Application to a Lifecycle Model of Schooling, Consumption, and Labor Supply. (2017). Zhou, Jin ; Navarro, Salvador. In: Review of Economic Dynamics. RePEc:red:issued:16-155.

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2017Consumption Risk Sharing with Private Information and Limited Enforcement. (2017). Klein, Paul ; Kapicka, Marek ; Broer, Tobias. In: Review of Economic Dynamics. RePEc:red:issued:16-83.

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2017On the Asset Allocation of a Default Pension Fund. (2017). Vestman, Roine ; Setty, Ofer ; Dahlquist, Magnus. In: 2017 Meeting Papers. RePEc:red:sed017:255.

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2017Identifying Agents Information Sets: an Application to a Lifecycle Model of Schooling, Consumption and Labor Supply. (2017). Zhou, Jin ; Navarro, Salvador. In: 2017 Meeting Papers. RePEc:red:sed017:277.

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2017Domestic exchange rate determination in Renaissance Florence. (2017). Chang, Sanders ; Booth, Geoffrey G. In: Cliometrica. RePEc:spr:cliomt:v:11:y:2017:i:3:d:10.1007_s11698-016-0146-5.

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2017Hold or sell? How capital gains taxation affects holding decisions. (2017). Hegemann, Annika ; Sureth-Sloane, Caren ; Rupp, Kristina ; Kunoth, Angela . In: Review of Managerial Science. RePEc:spr:rvmgts:v:11:y:2017:i:3:d:10.1007_s11846-016-0197-9.

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2017The political choice of social long term care transfers when family gives time and money. (2017). Leroux, Marie-Louise ; Donder, Philippe . In: Social Choice and Welfare. RePEc:spr:sochwe:v:49:y:2017:i:3:d:10.1007_s00355-016-0999-3.

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2017The prodigal son: does the younger brother always care for his parentsin old age?. (2017). Ogawa, Hikaru ; Komura, Mizuki. In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:22:p:2153-2165.

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2018Tax Regimes and Capital Gains Realizations. (2018). Jacob, Martin. In: European Accounting Review. RePEc:taf:euract:v:27:y:2018:i:1:p:1-21.

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2017Sovereign debt and incentives to default with uninsurable risks. (2017). Bloise, Gaetano ; Polemarchakis, Herakles ; Vailakis, Yiannis. In: Theoretical Economics. RePEc:the:publsh:2146.

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2018The Microstructure of the Bond Market in the 20th Century. (2018). Biais, Bruno ; Green, Richard. In: TSE Working Papers. RePEc:tse:wpaper:33001.

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2017Thinking of incentivizing care? The effect of demand subsidies on informal caregiving and intergenerational transfers. (2017). Jimenez-Martin, Sergi ; Costa-i-Font, Joan ; Vilaplana-Prieto, Cristina ; Costa-Font, Joan ; costa -Font, Joan . In: Economics Working Papers. RePEc:upf:upfgen:1537.

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2017STOCK MARKET PARTICIPATION PUZZLE IN EMERGING ECONOMIES: THE CASE OF LITHUANIA. (2017). Darskuviene, Valdone ; Marinicevaite, Tamara ; Mauricas, Zygimantas. In: Organizations and Markets in Emerging Economies. RePEc:vul:omefvu:v:8:y:2017:i:2:id:234.

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2017STOCK MARKET PARTICIPATION PUZZLE IN EMERGING ECONOMIES: THE CASE OF LITHUANIA. (2017). Mauricas, Ygimantas ; Evaita, Tamara Marinia ; Mariniaevaita, Tamara ; Darkuviena, Valdona. In: Organizations and Markets in Emerging Economies. RePEc:vul:omefvu:v:9:y:2017:i:2:id:234.

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2017Medical Malpractice: How legal liability affects medical decisions. (2017). Grembi, Veronica ; Bertoli, Grembi P. In: Health, Econometrics and Data Group (HEDG) Working Papers. RePEc:yor:hectdg:17/14.

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2017The use of SME tax incentives in the European Union. (2017). Bräutigam, Rainer ; Brautigam, Rainer ; Bergner, Soren Martin ; Spengel, Christoph ; Evers, Maria Theresia . In: ZEW Discussion Papers. RePEc:zbw:zewdip:17006.

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2018Capital gains taxation and funding for start-ups. (2018). Edwards, Alexander ; Todtenhaupt, Maximilian. In: ZEW Discussion Papers. RePEc:zbw:zewdip:18046.

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Works by Harold Huibing Zhang:


YearTitleTypeCited
1997 Endogenous Borrowing Constraints with Incomplete Markets. In: Journal of Finance.
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article60
1995Endogenous Borrowing Constraints with Incomplete Markets..(1995) In: GSIA Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 60
paper
2004Optimal Asset Location and Allocation with Taxable and Tax-Deferred Investing In: Journal of Finance.
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article57
Optimal Asset Location and Allocation with Taxable and Tax-Deferred Investing.() In: GSIA Working Papers.
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This paper has another version. Agregated cites: 57
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2008Capital Gains Taxes and Asset Prices: Capitalization or Lock-in? In: Journal of Finance.
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article46
2006Capital Gains Taxes and Asset Prices: Capitalization or Lock-In?.(2006) In: NBER Working Papers.
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This paper has another version. Agregated cites: 46
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2012Does Financial Constraint Affect Shareholder Taxes and the Cost of Equity Capital? In: Working Papers.
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2011Does Financial Constraint Affect Shareholder Taxes and the Cost of Equity Capital?.(2011) In: NBER Working Papers.
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This paper has another version. Agregated cites: 2
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1997Overparameterization in the Seminonparametric Density Estimation In: GSIA Working Papers.
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paper0
1998Overparameterization in the seminonparametric density estimation.(1998) In: Economics Letters.
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This paper has another version. Agregated cites: 0
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1995Asset Returns and Volume in a Financial Market with Frictions: A Dynamic Analysis. In: GSIA Working Papers.
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Asset Returns and Volume in a Financial Market with Frictions: A Dynamic Analysis.() In: GSIA Working Papers.
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1995Endogenous Short Sale Constraint, Stock Prices and Output Cycles. In: GSIA Working Papers.
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paper5
1997ENDOGENOUS SHORT-SALE CONSTRAINT, STOCK PRICES AND OUTPUT CYCLES.(1997) In: Macroeconomic Dynamics.
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This paper has another version. Agregated cites: 5
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1995Upstream Intergenerational Transfers. In: GSIA Working Papers.
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1995Upstream Intergenerational Transfers.(1995) In: Working Papers.
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This paper has another version. Agregated cites: 40
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2002Upstream Intergenerational Transfers.(2002) In: Southern Economic Journal.
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This paper has another version. Agregated cites: 40
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2007Diversification and Capital Gains Taxes with Multiple Risky Assets In: GSIA Working Papers.
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1995Fixed Costs and Asset Market Participation In: GSIA Working Papers.
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1998Optimal Consumption and Investment with Capital Gains Taxes In: GSIA Working Papers.
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paper53
2001Optimal Consumption and Investment with Capital Gains Taxes..(2001) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 53
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Asymmetric Information, Short Sale Constraints, and Asset Prices In: GSIA Working Papers.
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External Habit and the Cyclicality of Expected Stock Returns In: GSIA Working Papers.
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2005External habit and the cyclicality of expected stock returns.(2005) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 18
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2005External Habit and the Cyclicality of Expected Stock Returns.(2005) In: The Journal of Business.
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This paper has another version. Agregated cites: 18
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Cyclical Variation in the Risk and Return Relation In: GSIA Working Papers.
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Cyclical Variation in the Risk and Return Relation.() In: Computing in Economics and Finance 1997.
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