30
H index
33
i10 index
6684
Citations
University of Chicago | 30 H index 33 i10 index 6684 Citations RESEARCH PRODUCTION: 35 Articles 92 Papers RESEARCH ACTIVITY: 26 years (1997 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/ppa276 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Lubos Pastor. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Journal of Finance | 13 |
Journal of Financial Economics | 9 |
Journal of Political Economy | 3 |
Critical Finance Review | 3 |
Journal of Monetary Economics | 2 |
Review of Financial Studies | 2 |
Working Papers Series with more than one paper published | # docs |
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NBER Working Papers / National Bureau of Economic Research, Inc | 34 |
CEPR Discussion Papers / C.E.P.R. Discussion Papers | 27 |
Working Papers / Becker Friedman Institute for Research In Economics | 3 |
Working and Discussion Papers / Research Department, National Bank of Slovakia | 2 |
Year | Title of citing document | |
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2023 | Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps. (2023). Ugolini, Andrea ; Ojea-Ferreiro, Javier ; Reboredo, Juan Carlos. In: FEEM Working Papers. RePEc:ags:feemwp:330720. Full description at Econpapers || Download paper | |
2023 | ENSO Climate Patterns on Global Economic Conditions. (2023). Pourroy, Marc ; Ginn, William ; Dufrenot, Gilles. In: AMSE Working Papers. RePEc:aim:wpaimx:2308. Full description at Econpapers || Download paper | |
2023 | Message in a Bottle: Forecasting wine prices. (2023). Meloni, Giulia ; Leccadito, Arturo ; Iania, Leonardo ; Algieri, Bernardina. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023004. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Dynamic Networks in Large Financial and Economic Systems. (2020). BarunÃÂk, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842. Full description at Econpapers || Download paper | |
2023 | An Empirical Assessment of Characteristics and Optimal Portfolios. (2021). Lamoureux, Christopher G ; Zhang, Huacheng. In: Papers. RePEc:arx:papers:2104.12975. Full description at Econpapers || Download paper | |
2023 | Canonical Portfolios: Optimal Asset and Signal Combination. (2022). Tan, Vincent ; Zohren, Stefan ; Firoozye, Nick. In: Papers. RePEc:arx:papers:2202.10817. Full description at Econpapers || Download paper | |
2023 | Common Idiosyncratic Quantile Risk. (2022). Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267. Full description at Econpapers || Download paper | |
2023 | Integrating multiple sources of ordinal information in portfolio optimization. (2022). Pferschy, Ulrich ; Mestel, Roland ; Hafner, Stephan ; Ccela, Eranda. In: Papers. RePEc:arx:papers:2211.00420. Full description at Econpapers || Download paper | |
2023 | Optimal investment under partial observations and robust VaR-type constraint. (2022). Chen, AN ; Bauerle, Nicole. In: Papers. RePEc:arx:papers:2212.04394. Full description at Econpapers || Download paper | |
2023 | Decarbonization of financial markets: a mean-field game approach. (2023). Tankov, Peter ; Lavigne, Pierre. In: Papers. RePEc:arx:papers:2301.09163. Full description at Econpapers || Download paper | |
2023 | NFT Bubbles. (2023). Ranaldo, Angelo ; Barbon, Andrea. In: Papers. RePEc:arx:papers:2303.06051. Full description at Econpapers || Download paper | |
2023 | Efficient Estimation in Extreme Value Regression Models of Hedge Fund Tail Risks. (2023). Usseglio-Carleve, Antoine ; Kratz, Marie ; Hambuckers, Julien. In: Papers. RePEc:arx:papers:2304.06950. Full description at Econpapers || Download paper | |
2023 | Liquidity Premium, Liquidity-Adjusted Return and Volatility, and a Unified Modern Portfolio Theory: illustrated with Crypto Assets. (2023). Deng, QI. In: Papers. RePEc:arx:papers:2306.15807. Full description at Econpapers || Download paper | |
2023 | Portfolio Selection via Topological Data Analysis. (2023). Zaytsev, Alexey ; Makhneva, Elizaveta ; Kuznetsov, Kristian ; Sokerin, Petr. In: Papers. RePEc:arx:papers:2308.07944. Full description at Econpapers || Download paper | |
2023 | Common Firm-level Investor Fears: Evidence from Equity Options. (2023). Baruník, Jozef ; Ellington, Michael ; Bevilacqua, Mattia. In: Papers. RePEc:arx:papers:2309.03968. Full description at Econpapers || Download paper | |
2023 | Navigating Uncertainty in ESG Investing. (2023). Porth, Lysa ; Wirjanto, Tony S ; Tan, Ken Seng ; Zhang, Jiayue. In: Papers. RePEc:arx:papers:2310.02163. Full description at Econpapers || Download paper | |
2023 | Valuation Duration of the Stock Market. (2023). Wang, Chen ; Li, YE. In: Papers. RePEc:arx:papers:2310.07110. Full description at Econpapers || Download paper | |
2023 | From Transcripts to Insights: Uncovering Corporate Risks Using Generative AI. (2023). Muhn, Maximilian ; Kim, Alex ; Nikolaev, Valeri. In: Papers. RePEc:arx:papers:2310.17721. Full description at Econpapers || Download paper | |
2023 | Strong vs. Stable: The Impact of ESG Ratings Momentum and their Volatility on the Cost of Equity Capital. (2023). Guidolin, Massimo ; Magnani, Monia ; Berk, Ian. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23202. Full description at Econpapers || Download paper | |
2023 | Time-Varying Risk Aversion and International Stock Returns. (2023). Guidolin, Massimo ; Cabrera, Gabriel ; Hansen, Erwin. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23203. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
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2023 | Assessing the liquidity premium in the Italian bond market. (2023). Venturi, Giulio Carlo ; Drudi, Maria Ludovica. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_795_23. Full description at Econpapers || Download paper | |
2023 | Quantitative easing, accounting and prudential frameworks, and bank lending. (2023). Robatto, Roberto ; Ramcharan, Rodney ; Orame, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1412_23. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Corporate Innovation and Disclosure Strategy. (2023). You, Jiaxing ; Ying, Sammy Xiaoyan ; Wu, Huiying ; Zhang, Zheyuan. In: Abacus. RePEc:bla:abacus:v:59:y:2023:i:1:p:76-133. Full description at Econpapers || Download paper | |
2023 | Fixed investment or financial assets investment: Evidence from political uncertainty in China. (2023). Guo, Liang ; Jiang, Fan ; Yao, Chengxue. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:427-450. Full description at Econpapers || Download paper | |
2023 | Toxic chemical releases and idiosyncratic return volatility: A prospect theory perspective. (2023). Zaman, Rashid ; Nadeem, Muhammad ; Bahadar, Stephen. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2109-2143. Full description at Econpapers || Download paper | |
2023 | Litigating crashes? Insights from security class actions. (2023). Jin, QI ; Ni, Xiaoran ; Zhang, Huilin. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:3:p:2935-2963. Full description at Econpapers || Download paper | |
2023 | Do risk exposures explain accounting anomalies? A new testing method. (2023). Peng, Zihang. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:3:p:2965-2983. Full description at Econpapers || Download paper | |
2023 | How is illiquidity priced in the Chinese stock market?. (2023). Shen, Zhiqi ; Jiang, Fuwei ; Wu, Kai ; Liu, Jun. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1285-1320. Full description at Econpapers || Download paper | |
2023 | Corporate green innovation and stock liquidity in China. (2023). Jiang, Kangqi ; Xiao, YU ; Chen, Zhongfei. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1381-1415. Full description at Econpapers || Download paper | |
2023 | Exchange?traded fund ownership and underlying stock mispricing. (2023). Gould, John ; May, Lewis ; Yang, Joey W. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1417-1445. Full description at Econpapers || Download paper | |
2023 | Economic policy uncertainty, corporate investment decisions and stock price crash risk: Evidence from China. (2023). Zhou, Jun ; Zhao, Yang ; Lu, Shiyu ; Jing, Zhongbo. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1477-1502. Full description at Econpapers || Download paper | |
2023 | S&P 500 volatility, volatility regimes, and economic uncertainty. (2023). Chatrath, Arjun ; Adrangi, Bahram ; Raffiee, Kambiz. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:1362-1387. Full description at Econpapers || Download paper | |
2023 | Policy uncertainty and inventory behavior: Evidence from the US manufacturing sector. (2023). Routledge, James ; Lu, Chun ; Li, Tongxia ; Chan, Kam C. In: Economics and Politics. RePEc:bla:ecopol:v:35:y:2023:i:3:p:919-948. Full description at Econpapers || Download paper | |
2023 | Macroeconomic fundamentals and cryptocurrency prices: A common trend approach. (2023). Rodriguez, Ivan ; Zhang, Qianying ; Jiang, Xiaoquan. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:1:p:181-198. Full description at Econpapers || Download paper | |
2023 | Biodiversity finance: A call for research into financing nature. (2023). la Puente, John Tobinde ; Karolyi, Andrew G. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:2:p:231-251. Full description at Econpapers || Download paper | |
2023 | Climate risk perceptions and demand for flood insurance. (2023). Venugopal, Buvaneshwaran ; Ratnadiwakara, Dimuthu. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:2:p:297-331. Full description at Econpapers || Download paper | |
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2023 | Effect of high?frequency trading on mutual fund performance. (2023). Singal, Vijay ; Qin, Nan. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:2:p:369-394. Full description at Econpapers || Download paper | |
2023 | Are polluters shunned? A study on the institutional ownership and returns of polluter stocks. (2023). Berkman, Henk ; Tirodkar, Mihir. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:513-537. Full description at Econpapers || Download paper | |
2023 | Understanding the transmission of crash risk between cryptocurrency and equity markets. (2023). Corbet, Shaen ; Liu, Zhifeng ; Toan, Luu Duc ; Goodell, John W ; Dai, Pengfei. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:539-573. Full description at Econpapers || Download paper | |
2023 | Political connections of Chinese fund management companies and fund performance. (2023). Zhao, Yunfei ; Kryzanowski, Lawrence ; He, Chao. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:597-627. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Economic policy uncertainty and fund flow performance sensitivity: Evidence from New Zealand. (2023). Demirer, Riza ; Hegde, Prasad ; Badshah, Ihsan ; Ali, Sara. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:3:p:666-679. Full description at Econpapers || Download paper | |
2023 | Disruption and Credit Markets. (2023). Becker, Bo ; Ivashina, Victoria. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:105-139. Full description at Econpapers || Download paper | |
2023 | Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models. (2023). Julliard, Christian ; Huang, Jiantao ; Bryzgalova, Svetlana. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:487-557. Full description at Econpapers || Download paper | |
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2023 | CLO Performance. (2023). Schwert, Michael ; Roberts, Michael R ; Cordell, Larry. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1235-1278. Full description at Econpapers || Download paper | |
2023 | The Pollution Premium. (2023). Tsou, Chiyang ; Li, Kai ; Hsu, Pohsuan. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1343-1392. Full description at Econpapers || Download paper | |
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2023 | Integrating Factor Models. (2023). Voigt, Stefan ; Metzker, Lior ; Cheng, SI ; Avramov, Doron. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1593-1646. Full description at Econpapers || Download paper | |
2023 | Homemade international diversification under economic policy uncertainty. (2023). Zhou, YI ; Zhang, Chunqiu ; Fang, Junxiong ; Chen, Jing. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:31-62. Full description at Econpapers || Download paper | |
2023 | Renewable Governance: Good for the Environment?. (2023). Wagner, Hannes ; Towner, Mitch ; Roth, Lukas ; Lins, Karl V ; Dyck, Alexander. In: Journal of Accounting Research. RePEc:bla:joares:v:61:y:2023:i:1:p:279-327. Full description at Econpapers || Download paper | |
2023 | Executive Compensation Tied to ESG Performance: International Evidence. (2023). Reichelstein, Stefan ; Ormazabal, Gaizka ; Kadach, Igor ; Cohen, Shira. In: Journal of Accounting Research. RePEc:bla:joares:v:61:y:2023:i:3:p:805-853. Full description at Econpapers || Download paper | |
2023 | Quantitative Easing and Wealth Inequality: The Asset Price Channel. (2023). Feldkircher, Martin ; Schuberth, Helene ; Poyntner, Philipp ; de Luigi, Clara. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:3:p:638-670. Full description at Econpapers || Download paper | |
2023 | Uncertainty premia in REIT returns. (2023). Strobel, Johannes ; Ruf, Daniel ; Lotz, Marton. In: Real Estate Economics. RePEc:bla:reesec:v:51:y:2023:i:2:p:372-407. Full description at Econpapers || Download paper | |
2023 | Green Transmission: Monetary Policy in the Age of ESG. (2023). Patozi, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2311. Full description at Econpapers || Download paper | |
2023 | Financial Integration and European Tourism Stocks. (2023). Wu, Jiaying ; Karanasos, Menelaos ; Yfanti, Stavroula ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10269. Full description at Econpapers || Download paper | |
2023 | The Populist Voter: A Machine Learning Approach for the Individual Characteristics. (2023). Arin, Kerim ; Thum, Marcel ; Polyzos, Efstathios. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10472. Full description at Econpapers || Download paper | |
2023 | In-Group Bias in Preferences for Redistribution: A Survey Experiment in Italy. (2023). Marino, Maria ; Gioffre, Alessandro ; Bruni, Riccardo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10785. Full description at Econpapers || Download paper | |
2023 | The inefficiency of Quantitative Easing in the Euro Area. (2023). Michail, Nektarios ; Louka, Kyriaki G. In: Working Papers. RePEc:cyb:wpaper:2023-3. Full description at Econpapers || Download paper | |
2023 | Shifting the Focus to Measurement: A Review of Socially Responsible Investing and Sustainability Indicators. (2023). Geissdoerfer, Martin ; Koenigsmarck, Markus. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:136617. Full description at Econpapers || Download paper | |
2023 | Economic Determinants of Populism. (2023). Meister, Lorenz ; Fischer, Carl Leonard. In: DIW Roundup: Politik im Fokus. RePEc:diw:diwrup:145en. Full description at Econpapers || Download paper | |
2023 | Preferred habitat investors in the green bond market. (2023). Boermans, Martijn. In: Working Papers. RePEc:dnb:dnbwpp:773. Full description at Econpapers || Download paper | |
2023 | The pricing of climate transition risk in Europe’s equity market. (2023). van Wijnbergen, Sweder ; Luijendijk, Rianne ; Loyson, Philippe. In: Working Papers. RePEc:dnb:dnbwpp:788. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | The climate and the economy. (2023). Schepens, Glenn ; Popov, Alexander ; Breckenfelder, Johannes ; Porcellacchia, Davide ; Olovsson, Conny ; Marques-Ibaez, David ; Makowiak, Bartosz. In: Working Paper Series. RePEc:ecb:ecbwps:20232793. Full description at Econpapers || Download paper | |
2023 | Do non-banks need access to the lender of last resort? Evidence from fund runs. (2023). Hoerova, Marie ; Breckenfelder, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20232805. Full description at Econpapers || Download paper | |
2023 | Too levered for Pigou: carbon pricing, financial constraints, and leverage regulation. (2023). Döttling, Robin ; Rola-Janicka, Magdalena ; Dottling, Robin. In: Working Paper Series. RePEc:ecb:ecbwps:20232812. Full description at Econpapers || Download paper | |
2023 | Fund fragility: the role of investor base. (2023). Breckenfelder, Johannes ; Allaire, Nolwenn ; Hoerova, Marie. In: Working Paper Series. RePEc:ecb:ecbwps:20232874. Full description at Econpapers || Download paper | |
2023 | Leadership in a pandemic: Do more able managers keep firms out of trouble?. (2023). Truong, Cameron ; Pham, Mia Hang ; Nguyen, Hung T. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001034. Full description at Econpapers || Download paper | |
2023 | Is sentiment the solution to the risk–return puzzle? A (cautionary) note. (2023). Gebka, Bartosz ; Ung, Sze Nie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635023000011. Full description at Econpapers || Download paper | |
2023 | Wage gap and stock returns: Do investors dislike pay inequality?. (2023). Zhu, Yuhao ; Montone, Maurizio ; Dittmann, Ingolf. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001651. Full description at Econpapers || Download paper | |
2023 | Firm-level political risk and debt choice. (2023). Wu, Zhen-Xing ; Shen, Carl Hsin-Han ; Huang, Guan-Ying. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001754. Full description at Econpapers || Download paper | |
2023 | Asymmetric response to earnings news across different sentiment states: The role of cognitive dissonance. (2023). Huang, Zhijian James ; Wen, Fenghua ; Li, Zhuo. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001869. Full description at Econpapers || Download paper | |
2023 | Technology centrality, bilateral knowledge spillovers and mergers and acquisitions. (2023). Xie, Taojun ; Huang, Jingong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:79:y:2023:i:c:s0929119923000159. Full description at Econpapers || Download paper | |
2023 | Lean against the wind: The effect of policy uncertainty on a firms corporate social responsibility strategy. (2023). Shen, Jianfu ; Colak, Gonul ; Peng, Daoju. In: Journal of Corporate Finance. RePEc:eee:corfin:v:79:y:2023:i:c:s0929119923000251. Full description at Econpapers || Download paper | |
2023 | Analysts’ underreaction and momentum strategies. (2023). Azevedo, Vitor. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002639. Full description at Econpapers || Download paper | |
2023 | Short-run and long-run effects of ESG policies on value creation and the cost of equity of firms. (2023). Alonso-Conde, Ana B ; Rojo-Suarez, Javier. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:599-616. Full description at Econpapers || Download paper | |
2023 | The role of fintech in promoting green finance, and profitability: Evidence from the banking sector in the euro zone. (2023). Firdousi, Saba Fazal ; Afzal, Ayesha ; Umar, Muhammad ; Mirza, Nawazish. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:33-40. Full description at Econpapers || Download paper | |
2023 | Political uncertainty, officials’ characteristics heterogeneity and firm cost stickiness. (2023). Yang, Fan ; Long, Chengfeng ; Tian, Haiyan ; Hu, Dan ; Jian, Jian-Hui. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:776-791. Full description at Econpapers || Download paper | |
2023 | Time-varying impacts of monetary policy uncertainty on Chinas housing market. (2023). Yang, Haisheng ; Li, Jie ; Lu, Yunzhi. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003182. Full description at Econpapers || Download paper | |
2023 | Economic policy uncertainty and information intermediary: The case of short seller. (2023). Wang, Xiaoming. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003984. Full description at Econpapers || Download paper | |
2023 | ESG and firm performance: The role of size and media channels. (2023). Do, Hung ; Brooks, Robert ; Bissoondoyal-Bheenick, Emawtee. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000159. Full description at Econpapers || Download paper | |
2023 | Semiparametric portfolios: Improving portfolio performance by exploiting non-linearities in firm characteristics. (2023). Torrent, Hudson S ; Caldeira, Joo F. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000512. Full description at Econpapers || Download paper | |
2023 | The asymmetric dynamics of stock–bond liquidity correlation in China: The role of macro-financial determinants. (2023). Pan, Beier. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001074. Full description at Econpapers || Download paper | |
2023 | Idiosyncratic risk and cross-section of stock returns in emerging European markets. (2023). Wojtowicz, Tomasz ; Czapkiewicz, Anna ; Zaremba, Adam. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001347. Full description at Econpapers || Download paper | |
2023 | Staggered adoption of stakeholder constituency statutes and corporate cash holdings in the U.S.. (2023). Nadarajah, Sivathaasan ; Atif, Muhammad ; Richardson, Grant. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001372. Full description at Econpapers || Download paper | |
2023 | The role of uncertainty in forecasting volatility comovements across stock markets. (2023). Palomba, Giulio ; Rossi, Eduardo ; Bucci, Andrea. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001219. Full description at Econpapers || Download paper | |
2023 | When trackers are aware of ESG: Do ESG ratings matter to tracking error portfolio performance?. (2023). Zhang, YI ; Wen, Limin ; Li, Junxue ; Ling, Aifan. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s026499932300158x. Full description at Econpapers || Download paper | |
2023 | Which stock price component drives the Amihud illiquidity premium?. (2023). Kim, Yongsik. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s106294082200211x. Full description at Econpapers || Download paper | |
2023 | Geopolitical risks and investor sentiment: Causality and TVP-VAR analysis. (2023). He, Zhifang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000700. Full description at Econpapers || Download paper | |
2023 | “Accelerating institutional funding of low-carbon investment: The potential for an investment emissions intensity tax”. (2023). Ameli, Nadia ; Fricaudet, Marie ; Donnelly, David. In: Ecological Economics. RePEc:eee:ecolec:v:207:y:2023:i:c:s0921800923000186. Full description at Econpapers || Download paper | |
2023 | A field experiment on attracting crowdfunders. (2023). Siemroth, Christoph ; Hornuf, Lars. In: Economics Letters. RePEc:eee:ecolet:v:222:y:2023:i:c:s0165176522004025. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2009 | Technological Revolutions and Stock Prices In: American Economic Review. [Full Text][Citation analysis] | article | 172 |
2005 | Technological Revolutions and Stock Prices.(2005) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 172 | paper | |
2005 | Technological Revolutions and Stock Prices.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 172 | paper | |
2009 | Learning in Financial Markets In: Annual Review of Financial Economics. [Full Text][Citation analysis] | article | 122 |
2009 | Learning in Financial Markets.(2009) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 122 | paper | |
2009 | Learning in Financial Markets.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 122 | paper | |
2020 | Fifty Shades of QE: Conflicts of Interest in Economic Research In: Working Papers. [Full Text][Citation analysis] | paper | 19 |
2020 | Fifty Shades of QE: Conflicts of Interest in Economic Research.(2020) In: Working and Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
2021 | Fifty shades of QE: Conflicts of interest in economic research.(2021) In: IMFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
2020 | Sustainable Investing in Equilibrium In: Working Papers. [Full Text][Citation analysis] | paper | 177 |
2019 | Sustainable Investing in Equilibrium.(2019) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 177 | paper | |
2021 | Sustainable investing in equilibrium.(2021) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 177 | article | |
2019 | Sustainable Investing in Equilibrium.(2019) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 177 | paper | |
2020 | Mutual Fund Performance and Flows During the COVID-19 Crisis In: Working Papers. [Full Text][Citation analysis] | paper | 54 |
2020 | Mutual Fund Performance and Flows During the COVID-19 Crisis.(2020) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 54 | paper | |
2020 | Mutual Fund Performance and Flows During the COVID-19 Crisis.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 54 | paper | |
Mutual Fund Performance and Flows during the COVID-19 Crisis.() In: The Review of Asset Pricing Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 54 | article | ||
1999 | Costs of Equity Capital and Model Mispricing In: Journal of Finance. [Full Text][Citation analysis] | article | 66 |
1998 | Costs of Equity Capital and Model Mispricing.(1998) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 66 | paper | |
1998 | Costs of Equity Capital and Model Mispricing.(1998) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 66 | paper | |
1998 | Costs of Equity Capital and Model Mispricing.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | paper | |
2000 | Portfolio Selection and Asset Pricing Models In: Journal of Finance. [Full Text][Citation analysis] | article | 165 |
Portfolio Selection and Asset Pricing Models.() In: CRSP working papers. [Citation analysis] This paper has nother version. Agregated cites: 165 | paper | ||
Portfolio Selection and Asset Pricing Models..() In: CRSP working papers. [Citation analysis] This paper has nother version. Agregated cites: 165 | paper | ||
2001 | The Equity Premium and Structural Breaks In: Journal of Finance. [Full Text][Citation analysis] | article | 147 |
2000 | The Equity Premium and Structural Breaks.(2000) In: Rodney L. White Center for Financial Research Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 147 | paper | |
1998 | The Equity Premium and Structural Breaks..(1998) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 147 | paper | |
2000 | The Equity Premium and Structural Breaks.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 147 | paper | |
2000 | The Equity Premium and Structural Breaks.(2000) In: CRSP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 147 | paper | |
2003 | Stock Valuation and Learning about Profitability In: Journal of Finance. [Full Text][Citation analysis] | article | 295 |
2002 | Stock Valuation and Learning about Profitability.(2002) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 295 | paper | |
2002 | Stock Valuation and Learning about Profitability.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 295 | paper | |
2005 | Judging Fund Managers by the Company They Keep In: Journal of Finance. [Full Text][Citation analysis] | article | 93 |
2003 | Judging Fund Managers by the Company They Keep.(2003) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 93 | paper | |
2002 | Judging Fund Managers by the Company They Keep.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 93 | paper | |
2005 | Rational IPO Waves In: Journal of Finance. [Full Text][Citation analysis] | article | 113 |
2008 | Estimating the Intertemporal Risk–Return Tradeoff Using the Implied Cost of Capital In: Journal of Finance. [Full Text][Citation analysis] | article | 162 |
2006 | Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital.(2006) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 162 | paper | |
2006 | Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 162 | paper | |
2009 | Predictive Systems: Living with Imperfect Predictors In: Journal of Finance. [Full Text][Citation analysis] | article | 139 |
2007 | Predictive Systems: Living with Imperfect Predictors.(2007) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 139 | paper | |
2007 | Predictive Systems: Living with Imperfect Predictors.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 139 | paper | |
2008 | Predictive Systems: Living with Imperfect Predictors.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 139 | paper | |
2012 | Are Stocks Really Less Volatile in the Long Run? In: Journal of Finance. [Full Text][Citation analysis] | article | 86 |
2009 | Are Stocks Really Less Volatile in the Long Run?.(2009) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 86 | paper | |
2009 | Are Stocks Really Less Volatile in the Long Run?.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 86 | paper | |
2012 | Uncertainty about Government Policy and Stock Prices In: Journal of Finance. [Full Text][Citation analysis] | article | 769 |
2010 | Uncertainty about Government Policy and Stock Prices.(2010) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 769 | paper | |
2010 | Uncertainty about Government Policy and Stock Prices.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 769 | paper | |
2011 | Uncertainty about Government Policy and Stock Prices.(2011) In: 2011 Meeting Papers. [Citation analysis] This paper has nother version. Agregated cites: 769 | paper | |
2016 | The Price of Political Uncertainty: Theory and Evidence from the Option Market In: Journal of Finance. [Full Text][Citation analysis] | article | 289 |
2014 | The Price of Political Uncertainty: Theory and Evidence from the Option Market.(2014) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 289 | paper | |
2014 | The Price of Political Uncertainty: Theory and Evidence from the Option Market.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 289 | paper | |
2017 | Do Funds Make More When They Trade More? In: Journal of Finance. [Full Text][Citation analysis] | article | 40 |
2014 | Do Funds Make More When They Trade More?.(2014) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
2014 | Do Funds Make More When They Trade More?.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
2021 | Inequality Aversion, Populism, and the Backlash against Globalization In: Journal of Finance. [Full Text][Citation analysis] | article | 56 |
2018 | Inequality Aversion, Populism, and the Backlash Against Globalization.(2018) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 56 | paper | |
2018 | Inequality Aversion, Populism, and the Backlash Against Globalization.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 56 | paper | |
2015 | Income Inequality and Asset Prices under Redistributive Taxation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
2016 | Income inequality and asset prices under redistributive taxation.(2016) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
2015 | Income Inequality and Asset Prices under Redistributive Taxation.(2015) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2017 | Political Cycles and Stock Returns In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 49 |
2017 | Political Cycles and Stock Returns.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
2020 | Political Cycles and Stock Returns.(2020) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | article | |
2017 | Portfolio Liquidity and Diversification: Theory and Evidence In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2017 | Fund Tradeoffs In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Fund tradeoffs.(2020) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2017 | Fund Tradeoffs.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2018 | The Capital Markets Union: Key Challenges In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2019 | Liquidity Risk After 20 Years In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
2019 | Liquidity Risk After 20 Years.(2019) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2019 | Liquidity Risk After 20 Years.(2019) In: Critical Finance Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
2020 | Fifty Shades of QE: Conflicts of Interest in Economic Research In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 40 |
2021 | Fifty shades of QE: comparing findings of central bankers and academics.(2021) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
2021 | Fifty shades of QE: Comparing findings of central bankers and academics.(2021) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | article | |
2020 | Fifty Shades of QE: Comparing Findings of Central Bankers and Academics.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
2002 | Liquidity Risk and Expected Stock Returns In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1860 |
2001 | Liquidity Risk and Expected Stock Returns.(2001) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1860 | paper | |
2003 | Liquidity Risk and Expected Stock Returns.(2003) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1860 | article | |
Liquidity Risk and Expected Stock Returns.() In: CRSP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1860 | paper | ||
2003 | Stock Prices and IPO Waves In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
2003 | Stock Prices and IPO Waves.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2004 | Was There A Nasdaq Bubble in the Late 1990s? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 184 |
2006 | Was there a Nasdaq bubble in the late 1990s?.(2006) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 184 | article | |
2004 | Was There a Nasdaq Bubble in the Late 1990s?.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 184 | paper | |
2005 | Was There a Nasdaq Bubble in the Late 1990s?.(2005) In: 2005 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 184 | paper | |
2007 | Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 43 |
2006 | Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
2009 | Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability.(2009) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | article | |
2010 | On the Size of the Active Management Industry In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 74 |
2010 | On the Size of the Active Management Industry.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 74 | paper | |
2012 | On the Size of the Active Management Industry.(2012) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 74 | article | |
2011 | Political Uncertainty and Risk Premia In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 721 |
2013 | Political uncertainty and risk premia.(2013) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 721 | article | |
2011 | Political Uncertainty and Risk Premia.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 721 | paper | |
2014 | Scale and Skill in Active Management In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 159 |
2015 | Scale and skill in active management.(2015) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 159 | article | |
2014 | Scale and Skill in Active Management.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 159 | paper | |
2022 | Dissecting green returns In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 71 |
2021 | Dissecting Green Returns.(2021) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 71 | paper | |
2000 | Comparing asset pricing models: an investment perspective In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 178 |
1999 | Comparing Asset Pricing Models: An Investment Perspective.(1999) In: Rodney L. White Center for Financial Research Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 178 | paper | |
1999 | Comparing Asset Pricing Models: An Investment Perspective.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 178 | paper | |
1999 | Comparing Asset Pricing Models: An Investment Perspective.(1999) In: CRSP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 178 | paper | |
2002 | Mutual fund performance and seemingly unrelated assets In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 138 |
Mutual Fund Performance and Seemingly Unrelated Assets.â€.() In: CRSP working papers. [Citation analysis] This paper has nother version. Agregated cites: 138 | paper | ||
2002 | Investing in equity mutual funds In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 84 |
Investing in Equity Mutual Funds.() In: CRSP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 84 | paper | ||
1997 | Costs of Equity from Factor-Based Models In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 0 |
1997 | Costs of Equity from Factor-Based Models (Revised 4-98).(1997) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2000 | Evaluating and Investing in Equity Mutual Funds In: Rodney L. White Center for Financial Research Working Papers. [Full Text][Citation analysis] | paper | 1 |
2000 | Evaluating and Investing in Equity Mutual Funds.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
Evaluating and Investing in Equity Mutual Funds.() In: CRSP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | ||
1999 | Asset Princing Models: Implications for Expected Returns and Portfolio Selection. In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 79 |
1998 | Asset Pricing Models: Implications for Expected Returns and Portfolio Selection..(1998) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 79 | paper | |
1999 | Asset Pricing Models: Implications for Expected Returns and Portfolio Selection.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 79 | paper | |
2000 | Asset Pricing Models: Implications for Expected Returns and Portfolio Selection..(2000) In: Review of Financial Studies. [Citation analysis] This paper has nother version. Agregated cites: 79 | article | |
Asset Pricing Models: Implications for Expected Returns and Portfolio Selection.() In: CRSP working papers. [Citation analysis] This paper has nother version. Agregated cites: 79 | paper | ||
Asset Pricing Models: Implications for Expected Returns and Portfolio Selection..() In: CRSP working papers. [Citation analysis] This paper has nother version. Agregated cites: 79 | paper | ||
2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 4 |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2022 | Steering a Ship in Illiquid Waters: Active Management of Passive Funds In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Green Tilts In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Uncertainty and Valuations: A Comment In: Critical Finance Review. [Full Text][Citation analysis] | article | 1 |
2022 | Diseconomies of Scale in Active Management: Robust Evidence In: Critical Finance Review. [Full Text][Citation analysis] | article | 0 |
2023 | Fifty Shades of QE: Robust Evidence In: Working and Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
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