8
H index
8
i10 index
640
Citations
University of Pennsylvania (50% share) | 8 H index 8 i10 index 640 Citations RESEARCH PRODUCTION: 8 Articles 1 Papers RESEARCH ACTIVITY: 11 years (2009 - 2020). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/psa1110 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Pavel Gregory Savor. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Financial Economics | 3 |
Journal of Finance | 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 | Government Guarantees and Banks Income Smoothing. (2023). , Felipe ; Merkley, Kenneth J ; Dantas, Manuela M. In: Papers. RePEc:arx:papers:2303.03661. Full description at Econpapers || Download paper |
2023 | Volume dynamics around FOMC announcements. (2023). Zhu, Sonya. In: BIS Working Papers. RePEc:bis:biswps:1079. Full description at Econpapers || Download paper |
2023 | Macroeconomic Expectations and State-Dependent Factor Returns. (2023). Neuenkirch, Matthias ; Haase, Felix. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10720. Full description at Econpapers || Download paper |
2023 | Interest Rate Surprises: A Tale of Two Shocks. (2023). Nunes, Ricardo ; Tang, Jenny ; Ozdagli, Ali. In: Discussion Papers. RePEc:cfm:wpaper:2320. Full description at Econpapers || Download paper |
2023 | Risk, monetary policy and asset prices in a global world. (2023). Bekaert, Geert ; Hoerova, Marie ; Xu, Nancy R. In: Working Paper Series. RePEc:ecb:ecbwps:20232879. 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 | CEO marital status and dividend policy. (2023). Sobngwi, Christian K ; Ater, Brandon ; Rabarison, Monika K ; Hossain, Md Noman. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001857. 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 | Innovation beyond firm boundaries: Strategic alliances and corporate innovation. (2023). Xie, Jing ; Shen, Yao ; Chemmanur, Thomas J. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000676. Full description at Econpapers || Download paper |
2023 | Does ambiguity matter for corporate debt financing? Theory and evidence. (2023). Yu, Min-Teh ; Yeh, Chung-Ying ; Yan, Cheng ; Ho, Kung-Cheng ; Chen, Chang-Chih. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000743. Full description at Econpapers || Download paper |
2023 | Interest rate changes and the cross-section of global equity returns. (2023). Long, Huaigang ; Bianchi, Robert J ; Cakici, Nusret ; Zaremba, Adam. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188923000027. Full description at Econpapers || Download paper |
2023 | Intraday cross-sectional distributions of systematic risk. (2023). Andersen, Torben ; Todorov, Viktor ; Thyrsgaard, Martin ; Riva, Raul. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1394-1418. Full description at Econpapers || Download paper |
2023 | A global monetary policy factor in sovereign bond yields. (2023). Migiakis, Petros ; Malliaropulos, Dimitris. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:445-465. Full description at Econpapers || Download paper |
2023 | Macroeconomic news and price synchronicity. (2023). Wang, Qingwei ; Eshraghi, Arman ; Cheema, Arbab K. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:390-412. Full description at Econpapers || Download paper |
2023 | Geopolitical, economic uncertainty and bank risk: Do CEO power and board strength matter?. (2023). Wang, Peng ; Shahab, Yasir ; Jiang, Ping ; Shabir, Mohsin. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001199. Full description at Econpapers || Download paper |
2023 | Stock liquidity and firm-level political risk. (2023). Yaghoubi, Mona ; Das, Kuntal K. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005967. Full description at Econpapers || Download paper |
2023 | Forecast Targeting and Financial Stability: Evidence from the European Central Bank and Bank of England. (2023). Murgia, Lucia Milena ; Curi, Claudia. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006626. Full description at Econpapers || Download paper |
2023 | The spillover effect of economic policy uncertainty: Evidence from analyst behaviors in Hong Kong. (2023). Han, Peiwen ; Chen, Min ; Lin, Hang ; Zhu, Zhaobo. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007462. Full description at Econpapers || Download paper |
2023 | Monetary policy uncertainty, market structure and bank risk-taking: Evidence from China. (2023). Zhuang, Jiali ; Liu, Yan ; Ge, Xinyu. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007759. Full description at Econpapers || Download paper |
2023 | Retail attention and the FOMC equity premium. (2023). Murgia, Lucia Milena ; Monaco, Eleonora. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007735. Full description at Econpapers || Download paper |
2023 | Economic uncertainty and non-bank financial intermediation: Evidence from a European panel. (2023). Hodula, Martin ; Sori, Petar ; Peri, Blanka Krabi. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000491. Full description at Econpapers || Download paper |
2023 | Economic policy uncertainty and corporate investment: An empirical comparison of Korean chaebol and non-chaebol firms. (2023). Truong, Hang ; Nguyen, Tien ; Vo, Hong. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001836. Full description at Econpapers || Download paper |
2023 | Information shocks and investor underreaction: Evidence from the Bitcoin market. (2023). Shen, Dehua ; Goodell, John W ; Meng, Yongqiang. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004816. Full description at Econpapers || Download paper |
2023 | What’s in a name? Leaders’ names, compensation, and firm performance. (2023). Zhu, Yun ; Zhou, Mingming ; Moon, Sue H. In: Journal of Financial Stability. RePEc:eee:finsta:v:64:y:2023:i:c:s1572308922001176. Full description at Econpapers || Download paper |
2023 | Patented knowledge capital and implied equity risk premium. (2023). Mishra, Dev ; Hegde, Shantaram P. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622003181. Full description at Econpapers || Download paper |
2023 | Cross-asset time-series momentum: Crude oil volatility and global stock markets. (2023). Xu, Yahua ; Tse, Yiuman ; Indriawan, Ivan ; Fernandez-Perez, Adrian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426622002849. Full description at Econpapers || Download paper |
2023 | The effect of CEO prominence on cross-border acquisitions: An international entrepreneurship approach. (2023). Liang, Feng Helen ; Kim, Yeongsu Anthony. In: Journal of Business Research. RePEc:eee:jbrese:v:163:y:2023:i:c:s0148296323003089. Full description at Econpapers || Download paper |
2023 | Economic uncertainty and investor attention. (2023). Ozel, Bugra N ; Friedman, Henry ; Andrei, Daniel. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:2:p:179-217. Full description at Econpapers || Download paper |
2023 | Macro-financial spillovers. (2023). Yilmaz, Kamil ; Hallam, Mark ; Cotter, John. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000256. Full description at Econpapers || Download paper |
2023 | Stock market evidence on the international transmission channels of US monetary policy surprises. (2023). Nitschka, Thomas ; Maurer, Tim D. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:136:y:2023:i:c:s0261560623000670. Full description at Econpapers || Download paper |
2023 | Information network, public disclosure and asset prices. (2023). Zhou, Jing ; Zhao, Senyang ; Luo, Ronghua. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22001779. Full description at Econpapers || Download paper |
2023 | Economic policy uncertainty and mutual fund risk shifting. (2023). Yao, Zhongwei ; Jiang, Sainan ; Luo, Deming. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002165. Full description at Econpapers || Download paper |
2023 | Earnings announcement premium and return volatility: Is it consistent with risk-return trade-off?. (2023). Han, KI ; Becker, Ying ; Tsafack, Georges. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000951. Full description at Econpapers || Download paper |
2023 | News-based economic policy uncertainty and financial contagion: An international evidence. (2023). Hadhri, Sinda. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:63-76. Full description at Econpapers || Download paper |
2023 | Financial distress and jump tail risk: Evidence from Chinas listed companies. (2023). Chao, Youcong ; Tian, Mengqiao ; Zhang, Yuchen ; Liu, Xiaoqun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:316-336. Full description at Econpapers || Download paper |
2023 | Air pollution and corporate risk-taking: Evidence from China. (2023). Wang, Wanwan ; Yuan, Fang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:570-586. Full description at Econpapers || Download paper |
2023 | Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps. (2023). Ugolini, Andrea ; Ojea-Ferreiro, Javier ; Reboredo, Juan C. In: Working Papers. RePEc:fem:femwpa:2023.04. Full description at Econpapers || Download paper |
2023 | The Profitability Channel of Monetary Policy Transmission. (2023). Zeng, Linghang ; Mitra, Indrajit ; Hsu, Alex. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:96695. Full description at Econpapers || Download paper |
2023 | The Price of Macroeconomic Uncertainty: Evidence from Daily Options. (2023). Samadi, Mehrdad ; Londono, Juan M. In: International Finance Discussion Papers. RePEc:fip:fedgif:96660. Full description at Econpapers || Download paper |
2023 | Investment Intention and Decision Making: A Systematic Literature Review and Future Research Agenda. (2023). Ab, Siti Ngayesah ; Mohd, Syajarul Imna ; Abdul-Rahman, Aisyah ; Hassan, Norhazimah Che. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:5:p:3949-:d:1076200. Full description at Econpapers || Download paper |
2023 | Market Returns and Interim Risk in Mergers. (2023). Mitchell, Mark ; Heath, Davidson. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:1:p:617-635. Full description at Econpapers || Download paper |
2023 | Attention and Underreaction-Related Anomalies. (2023). Yu, Jianfeng ; Tao, Libin ; He, Wei ; Chen, Xin. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:1:p:636-659. Full description at Econpapers || Download paper |
2023 | Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks. (2023). Vilkov, Grigory ; Dim, Chukwuma ; Chabi-Yo, Fousseni. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:2:p:922-939. Full description at Econpapers || Download paper |
2023 | Explaining the Failure of the Unconditional CAPM with the Conditional CAPM. (2023). Martineau, Charles ; Hasler, Michael. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:3:p:1835-1855. Full description at Econpapers || Download paper |
2023 | Government Guarantees and Banks’ Income Smoothing. (2023). , Felipe ; Merkley, Kenneth J ; Dantas, Manuela M. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:63:y:2023:i:2:d:10.1007_s10693-023-00398-3. Full description at Econpapers || Download paper |
2023 | CEO marital status and corporate tax planning behavior. (2023). Zhang, Yang ; Liu, Ming-Hua ; Tian, Shaohua. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:4:d:10.1007_s11156-023-01178-9. Full description at Econpapers || Download paper |
2023 | Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps. (2023). Ojea-Ferreiro, Javier ; Reboredo, Juan C. In: Working Papers. RePEc:mib:wpaper:509. Full description at Econpapers || Download paper |
2023 | Information Acquisition, Uncertainty Reduction, and Pre-Announcement Premium in China*. (2023). Jia, Dun ; Sun, XI ; Guo, Rui. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:3:p:1077-1118.. Full description at Econpapers || Download paper |
2023 | Gate Fees: The Pervasive Effect of IPO Restrictions on Chinese Equity Markets*. (2023). Shen, Tao ; Qu, Yuanyu. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:3:p:809-849.. Full description at Econpapers || Download paper |
2023 | The nexus of top executives’ attributes, firm strategies, and outcomes: Large firms versus SMEs. (2023). Nozawa, Wataru ; Managi, Shunsuke ; Xie, Jun. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01628-8. Full description at Econpapers || Download paper |
2023 | Relative Signed Jump and Future Stock Returns. (2023). Ullah, Wali ; Sharif, Saqib ; Rehman, Seema. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2023:i:1:p:25-45. Full description at Econpapers || Download paper |
2023 | Interest Rate Surprises: A Tale of Two Shocks. (2023). Nunes, Ricardo ; Tang, Jenny ; Ozdagli, Ali. In: School of Economics Discussion Papers. RePEc:sur:surrec:0923. Full description at Econpapers || Download paper |
2023 | Essays on incentive contracts, M&As, and firm risk. (2023). An, Suwei. In: Other publications TiSEM. RePEc:tiu:tiutis:dd97d2f5-1c9d-47c5-ba62-f44489df1523. Full description at Econpapers || Download paper |
2023 | Macroeconomic Expectations and State-Dependent Factor Returns. (2023). Neuenkirch, Matthias ; Haase, Felix. In: Research Papers in Economics. RePEc:trr:wpaper:202309. Full description at Econpapers || Download paper |
2023 | Reference prices and withdrawn acquisitions. (2023). Pu, Xiaoling ; Lai, Shaojie ; Zhang, Jianing ; Wang, Qing. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:4365-4384. Full description at Econpapers || Download paper |
2023 | How do investors price accrual risk during crises?. (2023). Hassan, Kabir M ; Alhenawi, Yasser. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:4684-4706. Full description at Econpapers || Download paper |
2023 | Who pays the liquidity cost? Central bank announcements and adverse selection. (2023). Yu, Jinyoung ; Webb, Robert I ; Ryu, Doojin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:7:p:904-924. Full description at Econpapers || Download paper |
2023 | Explaining Monetary Spillovers: The Matrix Reloaded. (2023). Xia, Fan Dora ; Schrimpf, Andreas ; Kearns, Jonathan. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:6:p:1535-1568. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2009 | Do Stock Mergers Create Value for Acquirers? In: Journal of Finance. [Full Text][Citation analysis] | article | 118 |
2016 | Earnings Announcements and Systematic Risk In: Journal of Finance. [Full Text][Citation analysis] | article | 74 |
2013 | How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 155 |
2012 | Stock returns after major price shocks: The impact of information In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 67 |
2014 | Asset pricing: A tale of two days In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 103 |
2020 | Policy uncertainty and corporate credit spreads In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 42 |
2014 | Marriage and Managers Attitudes to Risk In: Management Science. [Full Text][Citation analysis] | article | 41 |
2012 | Status, Marriage, and Managers Attitudes To Risk In: NBER Working Papers. [Full Text][Citation analysis] | paper | 5 |
2020 | One Central Bank to Rule Them All In: Review of Finance. [Full Text][Citation analysis] | article | 35 |
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