CitEc
home      Information for:  researchers | archive maintainers        warning | faq
 Updated January, 4 2010 234.510 documents processed, 5.249.629 references and 2.248.145 citations

 

 
 

Journal of Financial Economics

Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Recent citations and documents published in this series in EconPapers.

Create citation feed for this series

Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII
19960.670.18479187349090.190.09
19970.40.215896188350110.190.08
19980.620.2550916105650120.240.1
19990.880.3255896108950230.420.15
20000.910.43541567105960581.070.19
20011.790.41618981091950400.660.17
20021.980.44589951152280530.910.2
20031.770.47618411192110540.890.22
20042.410.52766821192870680.890.23
20051.930.56797261372640851.080.25
20061.90.57885661552940971.10.24
20071.710.481033671672860670.650.22
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CIT: Number of citations to the series in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
SC(%): Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
IdI: Immediacy Index: CiY / Documents.
 
AII: Average Immediacy Index for series in RePEc in year y
Impact Factor:
Immediacy Index:
Documents published:
Citations received:

 

Most cited documents in this series:

(1) RePEc:eee:jfinec:v:3:y:1976:i:4:p:305-360 Theory of the firm: Managerial behavior, agency costs and ownership structure (1976).
Cited: 961 times.

(2) RePEc:eee:jfinec:v:13:y:1984:i:2:p:187-221 Corporate financing and investment decisions when firms have information that investors do not have (1984).
Cited: 639 times.

(3) RePEc:eee:jfinec:v:33:y:1993:i:1:p:3-56 Common risk factors in the returns on stocks and bonds (1993).
Cited: 521 times.

(4) RePEc:eee:jfinec:v:5:y:1977:i:2:p:147-175 Determinants of corporate borrowing (1977).
Cited: 440 times.

(5) RePEc:eee:jfinec:v:5:y:1977:i:2:p:177-188 An equilibrium characterization of the term structure (1977).
Cited: 354 times.

(6) RePEc:eee:jfinec:v:58:y:2000:i:1-2:p:261-300 Finance and the sources of growth (2000).
Cited: 338 times.

(7) RePEc:eee:jfinec:v:19:y:1987:i:1:p:3-29 Expected stock returns and volatility (1987).
Cited: 284 times.

(8) RePEc:eee:jfinec:v:20:y:1988:i::p:293-315 Management ownership and market valuation : An empirical analysis (1988).
Cited: 271 times.

(9) RePEc:eee:jfinec:v:22:y:1988:i:1:p:3-25 Dividend yields and expected stock returns (1988).
Cited: 263 times.

(10) RePEc:eee:jfinec:v:25:y:1989:i:1:p:23-49 Business conditions and expected returns on stocks and bonds (1989).
Cited: 250 times.

(11) RePEc:eee:jfinec:v:58:y:2000:i:1-2:p:3-27 Investor protection and corporate governance (2000).
Cited: 236 times.

(12) RePEc:eee:jfinec:v:14:y:1985:i:1:p:3-31 Using daily stock returns : The case of event studies (1985).
Cited: 231 times.

(13) RePEc:eee:jfinec:v:3:y:1976:i:1-2:p:125-144 Option pricing when underlying stock returns are discontinuous (1976).
Cited: 218 times.

(14) RePEc:eee:jfinec:v:58:y:2000:i:1-2:p:81-112 The separation of ownership and control in East Asian Corporations (2000).
Cited: 213 times.

(15) RePEc:eee:jfinec:v:27:y:1990:i:2:p:595-612 Additional evidence on equity ownership and corporate value (1990).
Cited: 206 times.

(16) RePEc:eee:jfinec:v:18:y:1987:i:2:p:373-399 Stock returns and the term structure (1987).
Cited: 204 times.

(17) RePEc:eee:jfinec:v:7:y:1979:i:3:p:229-263 Option pricing: A simplified approach (1979).
Cited: 180 times.

(18) RePEc:eee:jfinec:v:22:y:1988:i:1:p:27-59 Mean reversion in stock prices : Evidence and Implications (1988).
Cited: 179 times.

(19) RePEc:eee:jfinec:v:17:y:1986:i:2:p:223-249 Asset pricing and the bid-ask spread (1986).
Cited: 178 times.

(20) RePEc:eee:jfinec:v:5:y:1977:i:2:p:115-146 Asset returns and inflation (1977).
Cited: 178 times.

(21) RePEc:eee:jfinec:v:3:y:1976:i:1-2:p:145-166 The valuation of options for alternative stochastic processes (1976).
Cited: 175 times.

(22) RePEc:eee:jfinec:v:14:y:1985:i:1:p:71-100 Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985).
Cited: 171 times.

(23) RePEc:eee:jfinec:v:11:y:1983:i:1-4:p:5-50 The market for corporate control : The scientific evidence (1983).
Cited: 167 times.

(24) RePEc:eee:jfinec:v:3:y:1976:i:1-2:p:167-179 The pricing of commodity contracts (1976).
Cited: 163 times.

(25) RePEc:eee:jfinec:v:7:y:1979:i:3:p:265-296 An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979).
Cited: 163 times.

(26) RePEc:eee:jfinec:v:61:y:2001:i:1:p:43-76 The distribution of realized stock return volatility (2001).
Cited: 157 times.

(27) RePEc:eee:jfinec:v:5:y:1977:i:3:p:309-327 Estimating betas from nonsynchronous data (1977).
Cited: 156 times.

(28) RePEc:eee:jfinec:v:60:y:2001:i:2-3:p:187-243 The theory and practice of corporate finance: evidence from the field (2001).
Cited: 152 times.

(29) RePEc:eee:jfinec:v:8:y:1980:i:4:p:323-361 On estimating the expected return on the market : An exploratory investigation (1980).
Cited: 148 times.

(30) RePEc:eee:jfinec:v:27:y:1990:i:1:p:67-88 The role of banks in reducing the costs of financial distress in Japan (1990).
Cited: 145 times.

(31) RePEc:eee:jfinec:v:17:y:1986:i:2:p:357-390 Predicting returns in the stock and bond markets (1986).
Cited: 141 times.

(32) RePEc:eee:jfinec:v:65:y:2002:i:3:p:365-395 The ultimate ownership of Western European corporations (2002).
Cited: 137 times.

(33) RePEc:eee:jfinec:v:29:y:1991:i:1:p:97-112 The consumption of stockholders and nonstockholders (1991).
Cited: 135 times.

(34) RePEc:eee:jfinec:v:58:y:2000:i:1-2:p:187-214 Financial markets and the allocation of capital (2000).
Cited: 133 times.

(35) RePEc:eee:jfinec:v:26:y:1990:i:1:p:3-27 Managerial discretion and optimal financing policies (1990).
Cited: 133 times.

(36) RePEc:eee:jfinec:v:20:y:1988:i::p:431-460 Outside directors and CEO turnover (1988).
Cited: 132 times.

(37) RePEc:eee:jfinec:v:27:y:1990:i:2:p:473-521 The structure and governance of venture-capital organizations (1990).
Cited: 132 times.

(38) RePEc:eee:jfinec:v:9:y:1981:i:1:p:3-18 The relationship between return and market value of common stocks (1981).
Cited: 129 times.

(39) RePEc:eee:jfinec:v:47:y:1998:i:3:p:243-277 Venture capital and the structure of capital markets: banks versus stock markets (1998).
Cited: 128 times.

(40) RePEc:eee:jfinec:v:19:y:1987:i:2:p:217-235 Some evidence on the uniqueness of bank loans (1987).
Cited: 127 times.

(41) RePEc:eee:jfinec:v:58:y:2000:i:1-2:p:141-186 Corporate governance in the Asian financial crisis (2000).
Cited: 124 times.

(42) RePEc:eee:jfinec:v:54:y:1999:i:3:p:375-421 Predictive regressions (1999).
Cited: 121 times.

(43) RePEc:eee:jfinec:v:66:y:2002:i:1:p:3-27 Investor protection and equity markets (2002).
Cited: 120 times.

(44) RePEc:eee:jfinec:v:77:y:2005:i:1:p:3-55 Does financial liberalization spur growth? (2005).
Cited: 119 times.

(45) RePEc:eee:jfinec:v:43:y:1997:i:1:p:29-77 Emerging equity market volatility (1997).
Cited: 117 times.

(46) RePEc:eee:jfinec:v:49:y:1998:i:3:p:307-343 A model of investor sentiment1 (1998).
Cited: 116 times.

(47) RePEc:eee:jfinec:v:7:y:1979:i:2:p:117-161 On financial contracting : An analysis of bond covenants (1979).
Cited: 114 times.

(48) RePEc:eee:jfinec:v:53:y:1999:i:3:p:353-384 Understanding the determinants of managerial ownership and the link between ownership and performance (1999).
Cited: 114 times.

(49) RePEc:eee:jfinec:v:58:y:2000:i:1-2:p:301-334 Do stock market liberalizations cause investment booms? (2000).
Cited: 113 times.

(50) RePEc:eee:jfinec:v:42:y:1996:i:1:p:27-62 Modeling the conditional distribution of interest rates as a regime-switching process (1996).
Cited: 112 times.

Recent citations received in: | 2007 | 2006 | 2005 | 2004

Recent citations received in: 2007

(1) RePEc:aah:create:2007-22 A Discrete-Time Model for Daily S&P500 Returns and Realized Variations: Jumps and Leverage Effects (2007). School of Economics and Management, University of Aarhus / CREATES Research Papers

(2) RePEc:aah:create:2007-37 Models for S&P500 Dynamics: Evidence from Realized Volatility, Daily Returns, and Option Prices (2007). School of Economics and Management, University of Aarhus / CREATES Research Papers

(3) RePEc:bol:bodewp:611 Who are the active investors? Evidence from Venture Capital (2007). Dipartimento Scienze Economiche, Universita' di Bologna / Working Papers

(4) RePEc:bsu:wpaper:200703 Universal Banking, Conficts of Interest and Firm Growth. (2007). Ball State University, Department of Economics / Working Papers

(5) RePEc:ces:ceswps:_2179 Creditor Passivity: The Effects of Bank Competition and Institutions on the Strategic Use of Bankruptcy Filings (2007). CESifo GmbH / CESifo Working Paper Series

(6) RePEc:cpr:ceprdp:6029 Finance and Efficiency: Do Bank Branching Regulations Matter? (2007). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(7) RePEc:cpr:ceprdp:6202 Finance and Efficiency: Do Bank Branching Regulations Matter? (2007). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(8) RePEc:cpr:ceprdp:6309 Fire Sales, Foreign Entry and Bank Liquidity (2007). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(9) RePEc:cpr:ceprdp:6319 Fire-sale FDI (2007). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(10) RePEc:cpr:ceprdp:6480 Finance and Welfare States in Globalizing Markets (2007). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(11) RePEc:cpr:ceprdp:6489 Pension Reform, Ownership Structure, and Corporate Governance: Evidence from Sweden (2007). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(12) RePEc:cpr:ceprdp:6514 Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk? (2007). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(13) RePEc:dgr:eureri:300011304 When Do Managers Seek Private Equity Backing in Public-to-Private Transactions? (2007). Erasmus Research Institute of Management (ERIM), RSM Erasmus University / Research Paper

(14) RePEc:dgr:kubtil:2007015 Credit Derivatives and Loan Pricing (2007). Tilburg University, Tilburg Law and Economic Center / Discussion Paper

(15) RePEc:dnb:dnbwpp:144 Market timing and corporate capital structure - A transatlantic comparison (2007). Netherlands Central Bank, Research Department / DNB Working Papers

(16) RePEc:ebg:heccah:0878 Acquisition Values and Optimal Financial (In)Flexibility (2007). Groupe HEC / Les Cahiers de Recherche

(17) RePEc:ecl:ohidic:2006-14 Large Shareholders and Corporate Policies (2007). Ohio State University, Charles A. Dice Center for Research in Financial Economics / Working Paper Series

(18) RePEc:ecl:ohidic:2006-17 Why Do U.S. Firms Hold So Much More Cash Than They Used To? (2007). Ohio State University, Charles A. Dice Center for Research in Financial Economics / Working Paper Series

(19) RePEc:ecl:ohidic:2007-13 Fundamentals, Market Timing, and Seasoned Equity Offerings (2007). Ohio State University, Charles A. Dice Center for Research in Financial Economics / Working Paper Series

(20) RePEc:ecl:ohidic:2007-14 Differences in Governance Practices between U.S. and Foreign Firms: Measurement, Causes, and Consequences (2007). Ohio State University, Charles A. Dice Center for Research in Financial Economics / Working Paper Series

(21) RePEc:ecl:ohidic:2007-6 Complex Times: Asset Pricing and Conditional Moments under Non-affine Diffusions (2007). Ohio State University, Charles A. Dice Center for Research in Financial Economics / Working Paper Series

(22) RePEc:eti:dpaper:07043 Credit Contagion and Trade Credit Supply: Evidence from Small Business Data in Japan (2007). Research Institute of Economy, Trade and Industry (RIETI) / Discussion papers

(23) RePEc:eti:dpaper:07058 How Do Relationship Lenders Price Loans to Small Firms?: Hold-Up Costs, Transparency, and Private and Public Security (2007). Research Institute of Economy, Trade and Industry (RIETI) / Discussion papers

(24) RePEc:fem:femwpa:2007.78 Legal Families and Environmental Protection: Is there a Causal Relationship? (2007). Fondazione Eni Enrico Mattei / Working Papers

(25) RePEc:fip:fedbqu:qau07-5 Asset liquidity, debt valuation and credit risk (2007). Federal Reserve Bank of Boston / Quantitative Analysis Unit Working Paper

(26) RePEc:fip:fedcwp:0706 Liquidity in asset markets with search frictions (2007). Federal Reserve Bank of Cleveland / Working Paper

(27) RePEc:fip:fedgfe:2007-29 Bank commercial loan fair value practices (2007). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series

(28) RePEc:fip:fedgfe:2007-39 An efficiency perspective on the gains from mergers and asset purchases (2007). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series

(29) RePEc:fip:fednsr:290 Has the credit derivatives swap market lowered the cost of corporate debt? (2007). Federal Reserve Bank of New York / Staff Reports

(30) RePEc:hhs:rbnkwp:0210 Acquisition versus greenfield: The impact of the mode of foreign bank entry on information and bank lending rates (2007). Sveriges Riksbank (Central Bank of Sweden) / Working Paper Series

(31) RePEc:hhs:sifrwp:0053 Learning by Investing: Evidence from Venture Capital (2007). Swedish Institute for Financial Research / SIFR Research Report Series

(32) RePEc:ide:wpaper:7373 The Microstructure of the Bond Market in the 20th Century (2007). Institut d'Économie Industrielle (IDEI), Toulouse / IDEI Working Papers

(33) RePEc:imf:imfwpa:07/186 Financial Reforms, Financial Openness, and Corporate Borrowing: International Evidence (2007). International Monetary Fund / IMF Working Papers

(34) RePEc:iza:izadps:dp3237 Credit Constraints as a Barrier to the Entry and Post-Entry Growth of Firms (2007). Institute for the Study of Labor (IZA) / IZA Discussion Papers

(35) RePEc:kap:annfin:v:3:y:2007:i:3:p:369-387 IPO share allocation and conflicts of interest (2007). Annals of Finance

(36) RePEc:kap:decono:v:155:y:2007:i:2:p:183-206 Market Timing and Capital Structure: Evidence for Dutch Firms (2007). De Economist

(37) RePEc:kap:fmktpm:v:21:y:2007:i:3:p:293-324 Corporate cash holdings: Evidence from Switzerland (2007). Financial Markets and Portfolio Management

(38) RePEc:kap:jfsres:v:32:y:2007:i:1:p:1-16 A Critique of Revised Basel II (2007). Journal of Financial Services Research

(39) RePEc:kap:jfsres:v:32:y:2007:i:1:p:17-38 Basel II: Correlation Related Issues (2007). Journal of Financial Services Research

(40) RePEc:kap:jfsres:v:32:y:2007:i:3:p:141-159 Trading Credit Default Swaps via Interdealer Brokers (2007). Journal of Financial Services Research

(41) RePEc:kap:jfsres:v:32:y:2007:i:3:p:177-202 Universal Banking, Conflicts of Interest and Firm Growth (2007). Journal of Financial Services Research

(42) RePEc:kap:jrefec:v:35:y:2007:i:4:p:385-410 CEO Involvement in Director Selection: Implications for REIT Dividend Policy (2007). The Journal of Real Estate Finance and Economics

(43) RePEc:kap:rqfnac:v:29:y:2007:i:2:p:129-154 Underwriter warrants, underwriter reputation, and growth signaling (2007). Review of Quantitative Finance and Accounting

(44) RePEc:knz:cofedp:0709 Securitisation of Mezzanine Capital in Germany (2007). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper

(45) RePEc:knz:cofedp:0710 Information asymmetries and securitization design (2007). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper

(46) RePEc:lmu:muenec:2007 The Effect of Bank Competition on the Banks Incentive to Collateralize (2007). University of Munich, Department of Economics / Discussion Papers in Economics

(47) RePEc:lmu:muenec:2028 Creditor Passivity: The Effects of Bank Competition and Institutions on the Strategic Use of Bankruptcy Filings (2007). University of Munich, Department of Economics / Discussion Papers in Economics

(48) RePEc:mie:wpaper:565 The Case for Financial Sector Liberalization in Ethiopia (2007). Research Seminar in International Economics, University of Michigan / Working Papers

(49) RePEc:nbr:nberwo:12874 On the Return to Venture Capital (2007). National Bureau of Economic Research, Inc / NBER Working Papers

(50) RePEc:nbr:nberwo:13014 Human Capital, Bankruptcy and Capital Structure (2007). National Bureau of Economic Research, Inc / NBER Working Papers

(51) RePEc:nbr:nberwo:13285 Fundamentals, Market Timing, and Seasoned Equity Offerings (2007). National Bureau of Economic Research, Inc / NBER Working Papers

(52) RePEc:nbr:nberwo:13288 Differences in Governance Practices between U.S. and Foreign Firms: Measurement, Causes, and Consequences (2007). National Bureau of Economic Research, Inc / NBER Working Papers

(53) RePEc:nbr:nberwo:13430 Linearity-Generating Processes: A Modelling Tool Yielding Closed Forms for Asset Prices (2007). National Bureau of Economic Research, Inc / NBER Working Papers

(54) RePEc:nbr:nberwo:13608 The Economic Consequences of Legal Origins (2007). National Bureau of Economic Research, Inc / NBER Working Papers

(55) RePEc:nbr:nberwo:13660 Financial Structure, Liquidity, and Firm Locations (2007). National Bureau of Economic Research, Inc / NBER Working Papers

(56) RePEc:nip:nipewp:28/2007 Wealth Shocks and Risk Aversion (2007). NIPE - Universidade do Minho / NIPE Working Papers

(57) RePEc:nip:nipewp:29/2007 Expectations, Shocks, and Asset Returns (2007). NIPE - Universidade do Minho / NIPE Working Papers

(58) RePEc:pra:mprapa:3110 Driven to distraction: Extraneous events and underreaction to earnings news (2007). University Library of Munich, Germany / MPRA Paper

(59) RePEc:pra:mprapa:5101 Larger crises cost more: impact of banking sector instability on output growth (2007). University Library of Munich, Germany / MPRA Paper

(60) RePEc:pra:mprapa:6600 The Effects of Corporate Governance and Institutional Environments on Export Behaviour: Evidence from Chinese Listed Firms (2007). University Library of Munich, Germany / MPRA Paper

(61) RePEc:qed:wpaper:1131 Credit Risk Transfer: To Sell or to Insure (2007). Queen's University, Department of Economics / Working Papers

(62) RePEc:sol:wpaper:07-003 Social Justice with Credits to the Poor (2007). Université Libre de Bruxelles, Solvay Business School, Centre Emile Bernheim (CEB) / Working Papers CEB

(63) RePEc:spr:finsto:v:11:y:2007:i:4:p:495-519 Efficient estimation of drift parameters in stochastic volatility models (2007). Finance and Stochastics

(64) RePEc:uct:uconnp:2007-10 Empirical Analysis of Credit Risk Regime Switching and Temporal Conditional Default Correlation in Credit Default Swap Valuation: The Market liquidity effect (2007). University of Connecticut, Department of Economics / Working papers

(65) RePEc:wbk:wbrwps:4204 Formal finance and trade credit during Chinas transition (2007). The World Bank / Policy Research Working Paper Series

(66) RePEc:wbk:wbrwps:4296 When do creditor rights work? (2007). The World Bank / Policy Research Working Paper Series

(67) RePEc:wbk:wbrwps:4435 When do enterprises prefer informal credit ? (2007). The World Bank / Policy Research Working Paper Series

Recent citations received in: 2006

(1) RePEc:acb:cbeeco:2006-463 International Prudential Regulation, Regulatory Risk and the Cost of Bank Capital (2006). Australian National University, College of Business and Economics, School of Economics / ANUCBE School of Economics Working Papers

(2) RePEc:bca:bocawp:06-44 The Long-Term Effects of Cross-Listing Investor Recognition, and Ownership Structure on Valuation (2006). Bank of Canada / Working Papers

(3) RePEc:bde:wpaper:0606 The joint size and ownership specialization in banks lending (2006). Banco de Espana / Banco de Espana Working Papers

(4) RePEc:bol:bodewp:577 Last Resort Gambles, Risky Debt and Liquidation Policy (2006). Dipartimento Scienze Economiche, Universita' di Bologna / Working Papers

(5) RePEc:bos:wpaper:wp2006-042 Complementarities in information acquisition with short-term trades (2006). Department of Economics, Boston University / Boston University Working Papers Series

(6) RePEc:bos:wpaper:wp2006-047 A Habit-Based Explanation of the Exchange Rate Risk Premium (2006). Department of Economics, Boston University / Boston University Working Papers Series

(7) RePEc:bri:cmpowp:06/153 Is Locking Domestic Funds into the Local Market Beneficial? Evidence from the Polish Pension Reforms (2006). Department of Economics, University of Bristol, UK / The Centre for Market and Public Organisation

(8) RePEc:cbr:cbrwps:wp335 How do family ties, boards and regulation affect pay at the top? Evidence for Indian CEOs (2006). ESRC Centre for Business Research / ESRC Centre for Business Research - Working Papers

(9) RePEc:cbt:econwp:06/14 A Monte Carlo Evaluation of the Efficiency of the PCSE Estimator (2006). University of Canterbury, Department of Economics / Working Papers in Economics

(10) RePEc:cep:cepdps:dp0755 International Financial Integration and Entrepreneurship (2006). Centre for Economic Performance, LSE / CEP Discussion Papers

(11) RePEc:cep:stiecm:/2006/509 Estimating Quadratic VariationConsistently in thePresence of Correlated MeasurementError (2006). Suntory and Toyota International Centres for Economics and Related Disciplines, LSE / STICERD - Econometrics Paper Series

(12) RePEc:cfs:cfswop:wp200604 Risk Transfer with CDOs and Systemic Risk in Banking (2006). Center for Financial Studies / CFS Working Paper Series

(13) RePEc:cns:cnscwp:200616 What determines entrepreneurial clusters? (2006). Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia / Working Paper CRENoS

(14) RePEc:cor:louvco:2006088 International stock return predictability: statistical evidence and economic significance (2006). Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) / Discussion Papers

(15) RePEc:cor:louvco:2006089 The information content of the Bond-Equity Yield Ratio: better than a random walk? (2006). Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) / Discussion Papers

(16) RePEc:cpr:ceprdp:5449 The Organization of the Innovation Industry: Entrepreneurs, Venture Capitalists and Oligopolists (2006). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(17) RePEc:cpr:ceprdp:5524 Optimal Asset Allocation and Risk Shifting in Money Management (2006). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(18) RePEc:cpr:ceprdp:5604 Marketwide Private Information in Stocks: Forecasting Currency Returns (2006). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(19) RePEc:cpr:ceprdp:5618 Risk Transfer with CDOs and Systemic Risk in Banking (2006). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(20) RePEc:cpr:ceprdp:5623 Banking Crises, Financial Dependence and Growth (2006). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(21) RePEc:cpr:ceprdp:5722 Stock Price Informativeness, Cross-Listings and Investment Decisions (2006). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(22) RePEc:cpr:ceprdp:5758 Conditional Allocation of Control Rights in Venture Capital Firms (2006). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(23) RePEc:cpr:ceprdp:5770 Predictability in Financial Markets: What Do Survey Expectations Tell Us? (2006). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(24) RePEc:cpr:ceprdp:5773 Optimal Value and Growth Tilts in Long-Horizon Portfolios (2006). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(25) RePEc:cpr:ceprdp:5821 Ex Ante Effects of Ex Post Managerial Ownership (2006). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(26) RePEc:cpr:ceprdp:5946 Liquidity and Expected Returns: Lessons from Emerging Markets (2006). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(27) RePEc:cpr:ceprdp:5951 Stock and Bond Returns with Moody Investors (2006). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(28) RePEc:crf:wpaper:06-07 Why Do Banks Ask for Collateral and Which Ones? (2006). CREFI-LSF, University of Luxembourg / Working Papers of CREFI-LSF (Centre of Research in Finance - Luxembourg School of Finance)

(29) RePEc:csl:devewp:219 Trade Openness and Volatility (2006). Centro Studi Luca d'Agliano, University of Milano / Development Working Papers

(30) RePEc:dgr:kubcen:2006103 Agency theory of overvalued equity as an explanation for the accrual anomaly (2006). Tilburg University, Center for Economic Research / Discussion Paper

(31) RePEc:dgr:kubcen:200673 How relevant is dividend policy under low shareholder protection? (2006). Tilburg University, Center for Economic Research / Discussion Paper

(32) RePEc:dgr:kubcen:200678 Optimal portfolio choice with annuitization (2006). Tilburg University, Center for Economic Research / Discussion Paper

(33) RePEc:ebg:heccah:0840 Stock price informativeness, cross-listings and investment decisions (2006). Groupe HEC / Les Cahiers de Recherche

(34) RePEc:ebg:iesewp:d-0663 A general formula for the WACC: A correction (2006). IESE Business School / IESE Research Papers

(35) RePEc:ecb:ecbwps:20060689 The effect of financial development on the investment-cash flow relationship - cross-country evidence from Europe (2006). European Central Bank / Working Paper Series

(36) RePEc:ecl:ohidic:2004-20 Founder-CEOs, Investment Decisions, and Stock Market Performance (2006). Ohio State University, Charles A. Dice Center for Research in Financial Economics / Working Paper Series

(37) RePEc:ecl:ohidic:2005-18 Do Local Analysts Know More? A Cross-Country Study of the Performance of Local Analysts and Foreign Analysts (2006). Ohio State University, Charles A. Dice Center for Research in Financial Economics / Working Paper Series

(38) RePEc:ecl:ohidic:2006-20 Managerial Risk-Taking Behavior and Equity-Based Compensation (2006). Ohio State University, Charles A. Dice Center for Research in Financial Economics / Working Paper Series

(39) RePEc:ecl:ohidic:2006-21 The Economics of Conflicts of Interest in Financial Institutions (2006). Ohio State University, Charles A. Dice Center for Research in Financial Economics / Working Paper Series

(40) RePEc:ecl:ohidic:2006-23 R2 and Price Inefficiency (2006). Ohio State University, Charles A. Dice Center for Research in Financial Economics / Working Paper Series

(41) RePEc:ecl:ohidic:2006-7 How Has CEO Turnover Changed? Increasingly Performance Sensitive Boards and Increasingly Uneasy CEOs (2006). Ohio State University, Charles A. Dice Center for Research in Financial Economics / Working Paper Series

(42) RePEc:ecl:ohidic:2006-8 Investor Overreaction, Cross-Sectional Dispersion of Firm Valuations, and Expected Stock Returns (2006). Ohio State University, Charles A. Dice Center for Research in Financial Economics / Working Paper Series

(43) RePEc:fip:fedfwp:2006-16 The bond yield conundrum from a macro-finance perspective (2006). Federal Reserve Bank of San Francisco / Working Paper Series

(44) RePEc:fip:fedfwp:2006-35 Incomplete information processing: a solution to the forward discount puzzle (2006). Federal Reserve Bank of San Francisco / Working Paper Series

(45) RePEc:fip:fedfwp:2006-46 Macroeconomic implications of changes in the term premium (2006). Federal Reserve Bank of San Francisco / Working Paper Series

(46) RePEc:fip:fedgfe:2006-11 Credit market competition and capital regulation (2006). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series

(47) RePEc:fip:fedgfe:2007-11 Expected stock returns and variance risk premia (2006). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series

(48) RePEc:fip:fedgif:853 New methods for inference in long-run predictive regressions (2006). Board of Governors of the Federal Reserve System (U.S.) / International Finance Discussion Papers

(49) RePEc:fip:fedgif:855 Should we expect significant out-of-sample results when predicting stock returns? (2006). Board of Governors of the Federal Reserve System (U.S.) / International Finance Discussion Papers

(50) RePEc:fip:fedgif:869 Predictive regressions with panel data (2006). Board of Governors of the Federal Reserve System (U.S.) / International Finance Discussion Papers

(51) RePEc:fip:fedgif:877 International cross-listing, firm performance and top management turnover: a test of the bonding hypothesis (2006). Board of Governors of the Federal Reserve System (U.S.) / International Finance Discussion Papers

(52) RePEc:fip:fednsr:252 Visible and hidden risk factors for banks (2006). Federal Reserve Bank of New York / Staff Reports

(53) RePEc:fip:fedreq:y:2006:i:fall:p:317-336:n:v.92no.4 Bond price premiums (2006). Economic Quarterly

(54) RePEc:gwu:wpaper:0008 Does FDI facilitate Domestic Entrepreneurship? Evidence from the Czech Republic (2006). School of Business, The George Washington University / Working Papers

(55) RePEc:hhs:bofrdp:2006_025 Monetary policy and rejections of the expectations hypothesis (2006). Bank of Finland / Research Discussion Papers

(56) RePEc:hit:hitcei:2005-13 Ownership, Foreign Listings, and Market Valuation (2006). Institute of Economic Research, Hitotsubashi University / Working Paper Series

(57) RePEc:hkm:wpaper:102006 Predictability in Financial Markets: What Do Survey Expectations Tell Us? (2006). Hong Kong Institute for Monetary Research / Working Papers

(58) RePEc:iis:dispap:iiisdp162 The Performance of International Equity Portfolios (2006). IIIS / The Institute for International Integration Studies Discussion Paper Series

(59) RePEc:imf:imfwpa:06/231 Barriers to Retail Competition and Prices: Evidence from Spain (2006). International Monetary Fund / IMF Working Papers

(60) RePEc:iza:izadps:dp2086 Reforms, Entry and Productivity: Some Evidence from the Indian Manufacturing Sector (2006). Institute for the Study of Labor (IZA) / IZA Discussion Papers

(61) RePEc:iza:izadps:dp2433 The Economic Effects of Employment Protection: Evidence from International Industry-Level Data (2006). Institute for the Study of Labor (IZA) / IZA Discussion Papers

(62) RePEc:jae:japmet:v:21:y:2006:i:2:p:147-173 Estimation of multivariate models for time series of possibly different lengths (2006). Journal of Applied Econometrics

(63) RePEc:kap:revind:v:29:y:2006:i:1:p:93-126 Simple money-based tests for choosing between private and public delivery: a discussion of the issues (2006). Review of Industrial Organization

(64) RePEc:knz:cofedp:0609 Wieweit tragen rationale Modelle in der Finanzmarktforschung? (2006). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper

(65) RePEc:lar:wpaper:2006-02 Does Collateral Help Mitigate Adverse Selection? A Cross-Country Analysis (2006). Laboratoire de Recherche en Gestion et Economie, Université Louis Pasteur, Strasbourg (France) / Working Papers of LaRGE (Laboratoire de Recherche en

(66) RePEc:lar:wpaper:2006-03 Why Do Banks Ask for Collateral and Which Ones ? (2006). Laboratoire de Recherche en Gestion et Economie, Université Louis Pasteur, Strasbourg (France) / Working Papers of LaRGE (Laboratoire de Recherche en

(67) RePEc:msh:ebswps:2006-10 Assessing the Impact of Market Microstructure Noise and Random Jumps on the Relative Forecasting Performance of Option-Implied and Returns-Based Volatility (2006). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers

(68) RePEc:nbr:nberwo:12026 The Dog That Did Not Bark: A Defense of Return Predictability (2006). National Bureau of Economic Research, Inc / NBER Working Papers

(69) RePEc:nbr:nberwo:12144 Optimal Decentralized Investment Management (2006). National Bureau of Economic Research, Inc / NBER Working Papers

(70) RePEc:nbr:nberwo:12151 Why Do IPO Auctions Fail? (2006). National Bureau of Economic Research, Inc / NBER Working Papers

(71) RePEc:nbr:nberwo:12247 Stock and Bond Returns with Moody Investors (2006). National Bureau of Economic Research, Inc / NBER Working Papers

(72) RePEc:nbr:nberwo:12346 The Performance of International Equity Portfolios (2006). National Bureau of Economic Research, Inc / NBER Working Papers

(73) RePEc:nbr:nberwo:12360 A Skeptical Appraisal of Asset-Pricing Tests (2006). National Bureau of Economic Research, Inc / NBER Working Papers

(74) RePEc:nbr:nberwo:12465 How has CEO Turnover Changed? Increasingly Performance Sensitive Boards and Increasingly Uneasy CEOs (2006). National Bureau of Economic Research, Inc / NBER Working Papers

(75) RePEc:nbr:nberwo:12671 Testing Models of Low-Frequency Variability (2006). National Bureau of Economic Research, Inc / NBER Working Papers

(76) RePEc:nbr:nberwo:12695 The Economics of Conflicts of Interest in Financial Institutions (2006). National Bureau of Economic Research, Inc / NBER Working Papers

(77) RePEc:nbr:nberwo:12781 Heterogeneous Expectations and Bond Markets (2006). National Bureau of Economic Research, Inc / NBER Working Papers

(78) RePEc:ntd:wpaper:2006-14 Dividends: New evidence on the catering theory (2006). Interuniversitary Doctorate Program New Trends on Business Administration, Universities of Valladolid, Burgos and Salamanca (Spain). Programa de Docto

(79) RePEc:nus:nusewp:wp0603 The Persistence and Predictive Power of the Dividend-Price Ratio (2006). National University of Singapore, Department of Economics / Departmental Working Papers

(80) RePEc:pra:mprapa:2508 Does Collateral Help Mitigate Adverse Selection ? A Cross-Country Analysis (2006). University Library of Munich, Germany / MPRA Paper

(81) RePEc:qed:wpaper:1107 Work-Related Perks, Agency Problems, and Optimal Incentive Contracts (2006). Queen's University, Department of Economics / Working Papers

(82) RePEc:qed:wpaper:1108 A Rent Extraction View of Employee Discounts and Benefits (2006). Queen's University, Department of Economics / Working Papers

(83) RePEc:red:issued:05-109 A Simple Explanation of the Relative Performance Evaluation Puzzle (2006). Review of Economic Dynamics

(84) RePEc:rut:rutres:200620 Predictive Density Estimators for Daily Volatility Based on the Use of Realized Measures (2006). Rutgers University, Department of Economics / Departmental Working Papers

(85) RePEc:sbs:wpsefe:2006fe13 IPO pricing and allocation: a survey of the views of institutional investors (2006). Oxford Financial Research Centre / OFRC Working Papers Series

(86) RePEc:ste:nystbu:06-14 Knowing What Others Know: Coordination Motives in Information Acquisition (2006). New York University, Leonard N. Stern School of Business, Department of Economics / Working Papers

(87) RePEc:ste:nystbu:06-28 Do Financial Conglomerates Create or Destroy Economic Value? (2006). New York University, Leonard N. Stern School of Business, Department of Economics / Working Papers

(88) RePEc:szg:worpap:0604 Predictability in Financial Markets: What Do Survey Expectations Tell Us? (2006). Swiss National Bank, Study Center Gerzensee / Working Papers

(89) RePEc:upf:upfgen:1009 Testing Financing Constraints on Firm Investment using Variable Capital (2006). Department of Economics and Business, Universitat Pompeu Fabra / Economics Working Papers

(90) RePEc:upf:upfgen:1010 Financing Constraints and Fixed-Term Employment Contracts (2006). Department of Economics and Business, Universitat Pompeu Fabra / Economics Working Papers

(91) RePEc:wbk:wbrwps:3856 Creating an efficient financial system : challenges in a global economy (2006). The World Bank / Policy Research Working Paper Series

(92) RePEc:wbk:wbrwps:3892 Promoting access to primary equity markets : a legal and regulatory approach (2006). The World Bank / Policy Research Working Paper Series

(93) RePEc:wbk:wbrwps:3955 Finance and economic development : policy choices for developing countries (2006). The World Bank / Policy Research Working Paper Series

(94) RePEc:wbk:wbrwps:4079 Banking services for everyone ? Barriers to bank access and use around the world (2006). The World Bank / Policy Research Working Paper Series

(95) RePEc:wdi:papers:2006-822 Reforms, Entry and Productivity: Some Evidence from the Indian Manufacturing Sector (2006). William Davidson Institute at the University of Michigan Stephen M. Ross Business School / William Davidson Institute Working Papers Series

(96) RePEc:wrk:warwec:772 Internal consistency of survey respondents.forecasts : Evidence based on the Survey of Professional Forecasters (2006). University of Warwick, Department of Economics / The Warwick Economics Research Paper Series (TWERPS)

(97) RePEc:xrs:sfbmaa:06-13 Der Diversification Discount in Deutschland: Existiert ein Bewertungsabschlag für diversifizierte Unternehmen? (2006). Sonderforschungsbereich 504, University of Mannheim / Sonderforschungsbereich 504 Publications

Recent citations received in: 2005

(1) RePEc:bca:bocawp:05-42 Order Submission: The Choice between Limit and Market Orders (2005). Bank of Canada / Working Papers

(2) RePEc:bde:wpaper:0525 The mix of international banksforeign claims: determinants and implications (2005). Banco de Espana / Banco de Espana Working Papers

(3) RePEc:ces:ceswps:_1451 Systemic Crises and Growth (2005). CESifo GmbH / CESifo Working Paper Series

(4) RePEc:cfr:cefirw:w0055 Earnings Manipilation and Incentives in Firms (2005). Center for Economic and Financial Research / CEFIR Working Papers

(5) RePEc:cfs:cfswop:wp200527 Trusting the Stock Market (2005). Center for Financial Studies / CFS Working Paper Series

(6) RePEc:chb:bcchwp:356 Bank Ownership and Performance Does Politics Matter? (2005). Central Bank of Chile / Working Papers Central Bank of Chile

(7) RePEc:cor:louvco:2005011 Commonalities in the order book (2005). Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) / Discussion Papers

(8) RePEc:cpr:ceprdp:4829 Limits of Arbitrage and Corporate Financial Policy (2005). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(9) RePEc:cpr:ceprdp:4921 Why is Long-Horizon Equity Less Risky? A Duration-based Explanation of the Value Premium (2005). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(10) RePEc:cpr:ceprdp:5061 SMEs and Bank Lending Relationships: The Impact of Mergers (2005). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(11) RePEc:cpr:ceprdp:5240 Minority Blocks and Takeover Premia (2005). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(12) RePEc:cpr:ceprdp:5288 Trusting the Stock Market (2005). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(13) RePEc:cpr:ceprdp:5371 Do Entrenched Managers Pay Their Workers More? (2005). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(14) RePEc:cpr:ceprdp:5420 Demand-Based Option Pricing (2005). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(15) RePEc:cte:wbrepe:wb054611 The Influence of Blockholders on R&D Investments Intensity: Evidence From Spain (2005). Universidad Carlos III, Departamento de Economía de la Empresa / Business Economics Working Papers

(16) RePEc:ctl:louvec:2005014 Commonalities in the order book (2005). Université catholique de Louvain, Département des Sciences Economiques / Université catholique de Louvain, Département des Sciences Economiques Workin

(17) RePEc:dlw:wpaper:05-17 Information Asymmetries, Litigation Risk and the Demand for Fairness Opinions: Evidence from U.S. Mergers & Acquisitions, 1980-2002 (2005). University of Delaware, Department of Economics / Working Papers

(18) RePEc:dnb:dnbwpp:072 Correlated Trading and Returns (2005). Netherlands Central Bank, Research Department / DNB Working Papers

(19) RePEc:ecb:ecbwps:20050428 Who benefits from IPO underpricing? Evidence form hybrid bookbuilding offerings (2005). European Central Bank / Working Paper Series

(20) RePEc:ecb:ecbwps:20050498 Financial integration and entrepreneurial activity - evidence from foreign bank entry in emerging markets (2005). European Central Bank / Working Paper Series

(21) RePEc:ecl:ohidic:2004-24 Institutional Investment Constraints and Stock Prices (2005). Ohio State University, Charles A. Dice Center for Research in Financial Economics / Working Paper Series

(22) RePEc:ecl:ohidic:2005-1 The Limits of Financial Globalization (2005). Ohio State University, Charles A. Dice Center for Research in Financial Economics / Working Paper Series

(23) RePEc:ecl:ohidic:2005-14 Why Do Firms Become Widely Held? An Analysis of the Dynamics of Corporate Ownership (2005). Ohio State University, Charles A. Dice Center for Research in Financial Economics / Working Paper Series

(24) RePEc:ecl:ohidic:2005-8 Supply and Demand Shifts in the Shorting Market (2005). Ohio State University, Charles A. Dice Center for Research in Financial Economics / Working Paper Series

(25) RePEc:ecl:ohidic:2006-10 The World Price of Liquidity Risk (2005). Ohio State University, Charles A. Dice Center for Research in Financial Economics / Working Paper Series

(26) RePEc:ecl:stabus:1821r1 Accounting, Governance, and Broad-Based Stock Option Grants (2005). Stanford University, Graduate School of Business / Research Papers

(27) RePEc:eej:eeconj:v:31:y:2005:i:2:p:245-263 Finance and Development: Institutional and Policy Alternatives to Financial Liberalization Theory (2005). Eastern Economic Journal

(28) RePEc:feb:artefa:0045 Do Professional Traders Exhibit Myopic Loss Aversion? An Experimental Analysis (2005). The Field Experiments Website / Artefactual Field Experiments

(29) RePEc:fip:fedbwp:06-4 Supply matters for asset prices: evidence from IPOs in emerging markets (2005). Federal Reserve Bank of Boston / Working Papers

(30) RePEc:fip:fedgfe:2005-15 The effects of competition from large, multimarket firms on the performance of small, single-market firms: evidence from the banking industry (2005). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series

(31) RePEc:fip:fedgif:840 International capital flows and U.S. interest rates (2005). Board of Governors of the Federal Reserve System (U.S.) / International Finance Discussion Papers

(32) RePEc:fip:fedhpr:y:2005:i:may:p:140-147 Information asymmetries and the effects of banking mergers of firm-bank relationships (2005). Proceedings

(33) RePEc:fip:fedhpr:y:2005:i:may:p:148-165 SMEs and bank lending relationships: the impact of mergers (2005). Proceedings

(34) RePEc:fip:fedhwp:wp-05-04 Risk overhang and loan portfolio decisions (2005). Federal Reserve Bank of Chicago / Working Paper Series

(35) RePEc:fip:fedkrw:rwp05-06 Term structure transmission of monetary policy (2005). Federal Reserve Bank of Kansas City / Research Working Paper

(36) RePEc:fip:fedlwp:2003-028 Idiosyncratic volatility, stock market volatility, and expected stock returns (2005). Federal Reserve Bank of St. Louis / Working Papers

(37) RePEc:hhs:iiessp:0736 How Does Financial Liberalization affect Economic Growth? (2005). Stockholm University, Institute for International Economic Studies / Seminar Papers

(38) RePEc:hkm:wpaper:022005 Optimal Transaction Filters Under Transitory Trading Opportunities: Theory and Empirical Illustration (2005). Hong Kong Institute for Monetary Research / Working Papers

(39) RePEc:iis:dispap:iiisdp062 Courage to Capital? A Model of the Effects of Rating Agencies on Sovereign Debt Roll–over (2005). IIIS / The Institute for International Integration Studies Discussion Paper Series

(40) RePEc:iis:dispap:iiisdp103 International Capital Flows and U.S. Interest Rates (2005). IIIS / The Institute for International Integration Studies Discussion Paper Series

(41) RePEc:imf:imfwpa:05/83 The Impact of Macroeconomic Announcements on Emerging Market Bonds (2005). International Monetary Fund / IMF Working Papers

(42) RePEc:ioe:doctra:306 Financial Integration, Technology Differences and Capital Flows (2005). Instituto de Economía. Pontificia Universidad Católica de Chile. / Documentos de Trabajo

(43) RePEc:ipf:finteo:v:29:y:2005:i:4:p:327-340 The outlook for the development of the investment funds in the republic of Croatia (2005). journal articles from Financial Theory and Practice

(44) RePEc:iuk:wpaper:2005-13 Capital Account Liberalization for a Small, Open Economy (2005). Indiana University, Kelley School of Business, Department of Business Economics and Public Policy / Working Papers

(45) RePEc:kan:wpaper:200512 Monetary Policy and Long-term Interest Rates (2005). University of Kansas, Department of Economics / WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS

(46) RePEc:mib:wpaper:88 The Impact of Financial Openness on Economic Integration: Evidence from the Europe and the Cis (2005). University of Milano-Bicocca, Department of Economics / Working Papers

(47) RePEc:mmf:mmfc05:28 Testing the Trade-off and Pecking Order Theory: Some UK Evidence (2005). Money Macro and Finance Research Group / Money Macro and Finance (MMF) Research Group Conference 2005

(48) RePEc:mmf:mmfc05:92 The Equity Premium: 101 years of Empirical Evidence from the UK (2005). Money Macro and Finance Research Group / Money Macro and Finance (MMF) Research Group Conference 2005

(49) RePEc:nbb:docwpp:200507-1 Financial intermediation theory and implications for the sources of value in structured finance markets (2005). National Bank of Belgium / Documents series

(50) RePEc:nbb:docwpp:200510-1 Importance économique du Port Autonome de Liège: rapport 2003 (2005). National Bank of Belgium / Documents series

(51) RePEc:nbb:reswpp:200507-2 Liquidity risk in securities settlement (2005). National Bank of Belgium / Research series

(52) RePEc:nbr:nberwo:11070 The Limits of Financial Globalization (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(53) RePEc:nbr:nberwo:11082 A Theory of Takeovers and Disinvestment (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(54) RePEc:nbr:nberwo:11144 Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(55) RePEc:nbr:nberwo:11170 Capital Controls, Sudden Stops and Current Account Reversals (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(56) RePEc:nbr:nberwo:11256 Winners and Losers from Enacting the Financial Modernization Statute (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(57) RePEc:nbr:nberwo:11323 Expected Returns, Yield Spreads, and Asset Pricing Tests (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(58) RePEc:nbr:nberwo:11364 Eat or Be Eaten: A Theory of Mergers and Merger Waves (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(59) RePEc:nbr:nberwo:11385 Venture Capital Investment Cycles: The Impact of Public Markets (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(60) RePEc:nbr:nberwo:11389 Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(61) RePEc:nbr:nberwo:11409 Employee Sentiment and Stock Option Compensation (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(62) RePEc:nbr:nberwo:11413 Liquidity and Expected Returns: Lessons From Emerging Markets (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(63) RePEc:nbr:nberwo:11439 Caught On Tape: Institutional Order Flow and Stock Returns (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(64) RePEc:nbr:nberwo:11469 Taxation and the Evolution of Aggregate Corporate Ownership Concentration (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(65) RePEc:nbr:nberwo:11505 Why Do Firms Become Widely Held? An Analysis of the ynamics of Corporate Ownership (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(66) RePEc:nbr:nberwo:11648 Trusting the Stock Market (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(67) RePEc:nbr:nberwo:11824 Downside Risk (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(68) RePEc:nbr:nberwo:11841 The Myth of Long-Horizon Predictability (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(69) RePEc:nbr:nberwo:11843 Demand-Based Option Pricing (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(70) RePEc:nbr:nberwo:11886 Firm Expansion and CEO Pay (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(71) RePEc:nbr:nberwo:11903 CAPM Over the Long Run: 1926-2001 (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(72) RePEc:sba:wpaper:05ou Banking Consolidation and Small Business Lending:A Review of Recent Research (2005). U.S. Small Business Administration, Office of Advocacy / The Office of Advocacy Small Business Working Papers

(73) RePEc:sbs:wpsefe:2005fe13 Takeover Defenses, Firm-Specific Skills and Managerial Entrenchment (2005). Oxford Financial Research Centre / OFRC Working Papers Series

(74) RePEc:sce:scecf5:24 Financial Development and Property Valuation (2005). Society for Computational Economics / Computing in Economics and Finance 2005

(75) RePEc:ste:nystbu:05-02 The Effects of Competition from Large, Multimarket Firms on the Performance of Small, Single-Market Firms: Evidence from the Banking Industry Author-Name: Allen N. Berger (2005). New York University, Leonard N. Stern School of Business, Department of Economics / Working Papers

(76) RePEc:tcd:tcduee:200056 Risk, Strategy, and Optimal Timing of M&A Activity (2005). Trinity College Dublin, Department of Economics / Trinity Economics Papers

(77) RePEc:tcd:tcduee:tep7 Risk, Strategy, and Optimal Timing of M&A Activity (2005). Trinity College Dublin, Department of Economics / Trinity Economics Papers

(78) RePEc:tcd:wpaper:tep7 Risk, Strategy, and Optimal Timing of M&A Activity (2005).

(79) RePEc:unu:wpaper:rp2005-69 Does Financial Liberalization Influence Saving, Investment and Economic Growth? Evidence from 25 Emerging Market Economies, 1973-96 (2005). World Institute for Development Economic Research (UNU-WIDER) / Working Papers

(80) RePEc:unu:wpaper:rp2005-74 Does Financial Openness Promote Economic Integration? Some Evidence from Europe and the CIS (2005). World Institute for Development Economic Research (UNU-WIDER) / Working Papers

(81) RePEc:use:tkiwps:0515 The determinants of merger waves (2005). Utrecht School of Economics / Working Papers

(82) RePEc:wai:econwp:05/07 A New Framework for Yield Curve, Output and Inflation Relationships (2005). University of Waikato, Department of Economics / Working Papers in Economics

(83) RePEc:wpa:wuwpfi:0509009 Imperfect Market or Imperfect Theory: A Unified Analytical Theory of Production and Capital Structure of Firms (2005). EconWPA / Finance

(84) RePEc:wpa:wuwpif:0512006 Libéralisation financière : Impacts et conditions de réussite Un essai dapplication pour les pays du Maghreb (2005). EconWPA / International Finance

(85) RePEc:wzb:wzebiv:spii2005-09 Merger Failures (2005). Wissenschaftszentrum Berlin (WZB), Research Unit: Competitiveness and Industrial Change (CIC) / CIC Working Papers

Recent citations received in: 2004

(1) RePEc:bca:bocawp:04-17 International Cross-Listing and the Bonding Hypothesis (2004). Bank of Canada / Working Papers

(2) RePEc:bdi:wptemi:td_528_04 The role of guarantees in bank lending (2004). Bank of Italy, Economic Research Department / Temi di discussione (Economic working papers)

(3) RePEc:bdi:wptemi:td_535_04 Entry decisions and adverse selection: an empirical analysis of a local credit markets (2004). Bank of Italy, Economic Research Department / Temi di discussione (Economic working papers)

(4) RePEc:bri:cmpowp:04/104 Do Rural Banks Matter? Evidence from the Indian Social Banking Experiment (2004). Department of Economics, University of Bristol, UK / The Centre for Market and Public Organisation

(5) RePEc:cir:cirwor:2004s-34 Career Concerns of Top Executives, Managerial Ownership and CEO Succession (2004). CIRANO / CIRANO Working Papers

(6) RePEc:cir:cirwor:2004s-46 Le placement privé dans les sociétés ouvertes : dimensions réglementaires, économiques et financières (2004). CIRANO / CIRANO Working Papers

(7) RePEc:cir:cirwor:2004s-51 Le placement privé et la dimension réglementaire du financement des entreprises (2004). CIRANO / CIRANO Working Papers

(8) RePEc:cir:cirwor:2004s-56 Option Valuation with Long-run and Short-run Volatility Components (2004). CIRANO / CIRANO Working Papers

(9) RePEc:cpr:ceprdp:4211 Do Rural Banks Matter? Evidence from the Indian Social Banking Experiment (2004). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(10) RePEc:dgr:eureri:30001555 Conditional Downside Risk and the CAPM (2004). Erasmus Research Institute of Management (ERIM), RSM Erasmus University / Research Paper

(11) RePEc:dgr:eureri:30001967 Fund liquidation, self-selection and look-ahead bias in the hedge fund industry (2004). Erasmus Research Institute of Management (ERIM), RSM Erasmus University / Research Paper

(12) RePEc:ebg:iesewp:d-0544 Value of tax shields and the risk of the net increase of debt, The. Year 2004 (2004). IESE Business School / IESE Research Papers

(13) RePEc:ebg:iesewp:d-0549 Equivalence of ten different discounted cash flow valuation methods (2004). IESE Business School / IESE Research Papers

(14) RePEc:ebg:iesewp:d-0550 80 common and uncommon errors in company valuation (2004). IESE Business School / IESE Research Papers

(15) RePEc:ebg:iesewp:d-0574 Market risk premium: Required, historical and expected (2004). IESE Business School / IESE Research Papers

(16) RePEc:ebg:iesewp:d-0576 Reply to The value of tax shields is equal to the present value of tax shields (2004). IESE Business School / IESE Research Papers

(17) RePEc:ebg:iesewp:d-0578 Comments on A reconsideration of tax shield valuation by Enrique R. Arzac and Lawrence R. Glosten (2004). IESE Business School / IESE Research Papers

(18) RePEc:ecl:ohidic:2004-10 Dividend Policy, Agency Costs, and Earned Equity (2004). Ohio State University, Charles A. Dice Center for Research in Financial Economics / Working Paper Series

(19) RePEc:ecl:ohidic:2004-16 Why Do Countries Matter So Much for Corporate Governance? (2004). Ohio State University, Charles A. Dice Center for Research in Financial Economics / Working Paper Series

(20) RePEc:ecl:ohidic:2004-19 Do Acquirers with More Uncertain Growth Prospects Gain Less from Acquisitions? (2004). Ohio State University, Charles A. Dice Center for Research in Financial Economics / Working Paper Series

(21) RePEc:ecm:nawm04:253 Evaluating Incentive Options (2004). Econometric Society / Econometric Society 2004 North American Winter Meetings

(22) RePEc:ecm:nawm04:456 Why Issue Mandatory Convertibles? Theory and Empirical Evidence. (2004). Econometric Society / Econometric Society 2004 North American Winter Meetings

(23) RePEc:fip:fedgfe:2004-24 Commercial lending and distance: evidence from Community Reinvestment Act data (2004). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series

(24) RePEc:fip:fedgif:815 Look at me now: the role of cross-listing in attracting U.S. investors (2004). Board of Governors of the Federal Reserve System (U.S.) / International Finance Discussion Papers

(25) RePEc:fip:fedgif:816 Corporate governance and the shareholder base (2004). Board of Governors of the Federal Reserve System (U.S.) / International Finance Discussion Papers

(26) RePEc:fip:fedgif:817 The performance of international portfolios (2004). Board of Governors of the Federal Reserve System (U.S.) / International Finance Discussion Papers

(27) RePEc:fip:fedhpr:y:2004:i:may:p:267-287 Corporate governance of bank mergers (2004). Proceedings

(28) RePEc:fip:fedhpr:y:2004:i:may:p:412-427 Bank orientation and industry specialization (2004). Proceedings

(29) RePEc:fip:fedhwp:wp-04-22 Betcha can’t acquire just one: merger programs and compensation (2004). Federal Reserve Bank of Chicago / Working Paper Series

(30) RePEc:fra:franaf:139 Preemptive Distress Resolution through Bank Mergers (2004). Goethe University Frankfurt am Main / Working Paper Series: Finance and Accounting

(31) RePEc:hhs:iuiwop:0611 The Effects of Internationalization on CEO Compensation (2004). The Research Institute of Industrial Economics / IUI Working Paper Series

(32) RePEc:hhs:iuiwop:0626 The Organization of the Innovation Industry: Entrepreneurs, Venture Capitalists, and Oligopolists (2004). The Research Institute of Industrial Economics / IUI Working Paper Series

(33) RePEc:hhs:lunewp:2004_028 A Two-State Capital Asset Pricing Model with Unobservable States (2004). Lund University, Department of Economics / Working Papers

(34) RePEc:idb:wpaper:4379 Should the Government Be in the Banking Business? The Role of State-Owned and Development Banks (2004). Inter-American Development Bank, Research Department / Working Papers

(35) RePEc:idb:wpaper:4380 ¿Debe el gobierno participar en la actividad bancaria? El papel de la banca propiedad del Estado y de la banca de fomento (2004). Inter-American Development Bank, Research Department / Working Papers

(36) RePEc:igi:igierp:266 Active Financial Intermediation: Evidence on the Role of Organizational Specialization and Human Capital (2004). IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University / Working Papers

(37) RePEc:igi:igierp:270 Public Policy and the Creation of Active Venture Capital Markets (2004). IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University / Working Papers

(38) RePEc:iza:izadps:dp1150 The Wealth of Mexican Americans (2004). Institute for the Study of Labor (IZA) / IZA Discussion Papers

(39) RePEc:kap:apfinm:v:11:y:2004:i:4:p:369-390 Taxation and Venture Capital Backed Entrepreneurship (2004). Asia-Pacific Financial Markets

(40) RePEc:mcm:sedapp:116 The Wealth of Mexican Americans (2004). McMaster University / Social and Economic Dimensions of an Aging Population Research Papers

(41) RePEc:mmf:mmfc04:28 International Bank Flows:Determinants and Institutional Role (2004). Money Macro and Finance Research Group / Money Macro and Finance (MMF) Research Group Conference 2004

(42) RePEc:mol:ecsdps:esdp04021 The Role of Guarantees in Bank Lending. (2004). University of Molise, Dept. SEGeS / Economics & Statistics Discussion Papers

(43) RePEc:mpg:wpaper:2004_12 Banks without Parachutes – Competitive Effects of Government Bail-out Policies (2004). Max Planck Institute for Reserach on Collective Goods / Working Paper Series of the Max Planck Institute for Reserach on Collective Goods

(44) RePEc:nbb:reswpp:200405-5 How does liquidity react to stress periods in a limit order market? (2004). National Bank of Belgium / Research series

(45) RePEc:nbr:nberwo:10200 Wealth Destruction on a Massive Scale? A Study of Acquiring-Firm Returns in the Recent Merger Wave (2004). National Bureau of Economic Research, Inc / NBER Working Papers

(46) RePEc:nbr:nberwo:10224 Private Benefits and Cross-Listings in the United States (2004). National Bureau of Economic Research, Inc / NBER Working Papers

(47) RePEc:nbr:nberwo:10275 Tax-Motivated Trading by Individual Investors (2004). National Bureau of Economic Research, Inc / NBER Working Papers

(48) RePEc:nbr:nberwo:10483 A Comprehensive Look at the Empirical Performance of Equity Premium Prediction (2004). National Bureau of Economic Research, Inc / NBER Working Papers

(49) RePEc:nbr:nberwo:10743 Multi-Period Corporate Failure Prediction with Stochastic Covariates (2004). National Bureau of Economic Research, Inc / NBER Working Papers

(50) RePEc:nbr:nberwo:10773 Do Acquirers With More Uncertain Growth Prospects Gain Less From Acquisitions? (2004). National Bureau of Economic Research, Inc / NBER Working Papers

(51) RePEc:nbr:nberwo:10823 Pseudo Market Timing and Predictive Regressions (2004). National Bureau of Economic Research, Inc / NBER Working Papers

(52) RePEc:nbr:nberwo:10841 Dividend Taxes and Corporate Behavior: Evidence from the 2003 Dividend Tax Cut (2004). National Bureau of Economic Research, Inc / NBER Working Papers

(53) RePEc:nbr:nberwo:10999 Growth vs. Margins: Destabilizing Consequences of Giving the Stock Market What it Wants (2004). National Bureau of Economic Research, Inc / NBER Working Papers

(54) RePEc:nbr:nberwo:11011 PIPE Dreams? The Performance of Companies Issuing Equity Privately (2004). National Bureau of Economic Research, Inc / NBER Working Papers

(55) RePEc:rpo:ripoec:v:94:y:2004:i:6:p:101-143 Strategic Insider Trading with Imperfect Information: A Trading Volume Analysis (2004). Rivista di Politica Economica

(56) RePEc:sbs:wpsefe:2004fe01 Econometrics of testing for jumps in financial economics using bipower variation  (2004). Oxford Financial Research Centre / OFRC Working Papers Series

(57) RePEc:tky:fseres:2004cf297 Stochastic Volatility with Leverage: Fast Likelihood Inference (2004). CIRJE, Faculty of Economics, University of Tokyo / CIRJE F-Series

(58) RePEc:trf:wpaper:8 Banks without Parachutes - Competitive Effects of Government Bail-out Policies (2004). SFB/TR 15 Governance and the Efficiency of Economic Systems, University of Mannheim / Discussion Papers

(59) RePEc:upf:upfgen:855 Financial Development, Financial Fragility, and Growth (2004). Department of Economics and Business, Universitat Pompeu Fabra / Economics Working Papers

(60) RePEc:use:tkiwps:0517 Do Acquirers With More Uncertain Growth Prospects Gain Less From Acquisitions? (2004). Utrecht School of Economics / Working Papers

(61) RePEc:wbk:wbrwps:3210 How foreign participation and market concentration impact bank spreads : evidence from Latin America (2004). The World Bank / Policy Research Working Paper Series

(62) RePEc:wbk:wbrwps:3431 Financial development, financial fragility, and growth (2004). The World Bank / Policy Research Working Paper Series

(63) RePEc:wdi:papers:2004-685 Spinoffs, Privatization and Corporate Performance in Emerging Markets (2004). William Davidson Institute at the University of Michigan Stephen M. Ross Business School / William Davidson Institute Working Papers Series

(64) RePEc:wdi:papers:2004-695 The Unanticipated Effects of Insider Trading Regulation (2004). William Davidson Institute at the University of Michigan Stephen M. Ross Business School / William Davidson Institute Working Papers Series

(65) RePEc:wpa:wuwpfi:0410018 Long-Run Regressions: Theory and Application to US Asset Markets (2004). EconWPA / Finance

(66) RePEc:wpa:wuwpmi:0406003 Spinoffs, Privatization and Corporate Performance in Emerging Markets (2004). EconWPA / Microeconomics

(67) RePEc:wpa:wuwpri:0409002 Arrangement Infringement Possibility Approach: Some Economic Features of Large-Scale Events (2004). EconWPA / Risk and Insurance

(68) RePEc:xrs:sfbmaa:04-01 Portfolio Choice in the Presence of Nontradeable Income: An Experimental Analysis (2004). Sonderforschungsbereich 504, University of Mannheim / Sonderforschungsbereich 504 Publications

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.

Hosted by Valencian Economic Research Institute ©2010 Jose Manuel Barrueco | mail: barrueco@uv.es