Citation Profile: Review of Financial Studies / Oxford University Press

Most cited documents in this series:

Year Title Cited
1988 A Theory of Intraday Patterns: Volume and Price Variability
RePEc:oup:rfinst:v:1:y:1988:i:1:p:3-40 [Citation Analysis] 200
1988 Stock Market Prices do not Follow Random Walks: Evidence from a Simple Specification Test
RePEc:oup:rfinst:v:1:y:1988:i:1:p:41-66 [Citation Analysis] 193
1988 The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors
RePEc:oup:rfinst:v:1:y:1988:i:3:p:195-228 [Citation Analysis] 188
1992 Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement.
RePEc:oup:rfinst:v:5:y:1992:i:3:p:357-86 [Citation Analysis] 179
1990 Transmission of Volatility between Stock Markets.
RePEc:oup:rfinst:v:3:y:1990:i:1:p:5-33 [Citation Analysis] 174
1990 Correlations in Price Changes and Volatility across International Stock Markets.
RePEc:oup:rfinst:v:3:y:1990:i:2:p:281-307 [Citation Analysis] 173
1999 Modeling Term Structures of Defaultable Bonds.
RePEc:oup:rfinst:v:12:y:1999:i:4:p:687-720 [Citation Analysis] 167
1990 Pricing Interest-Rate-Derivative Securities.
RePEc:oup:rfinst:v:3:y:1990:i:4:p:573-92 [Citation Analysis] 160
1993 A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options.
RePEc:oup:rfinst:v:6:y:1993:i:2:p:327-43 [Citation Analysis] 138
1996 Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options.
RePEc:oup:rfinst:v:9:y:1996:i:1:p:69-107 [Citation Analysis] 136
1992 Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World.
RePEc:oup:rfinst:v:5:y:1992:i:2:p:153-80 [Citation Analysis] 135
1992 Stock Prices and Volume.
RePEc:oup:rfinst:v:5:y:1992:i:2:p:199-242 [Citation Analysis] 135
2002 International Asset Allocation With Regime Shifts
RePEc:oup:rfinst:v:15:y:2002:i:4:p:1137-1187 [Citation Analysis] 134
1993 The Risk and Predictability of International Equity Returns.
RePEc:oup:rfinst:v:6:y:1993:i:3:p:527-66 [Citation Analysis] 133
2000 The Interaction between Product Market and Financing Strategy: The Role of Venture Capital.
RePEc:oup:rfinst:v:13:y:2000:i:4:p:959-84 [Citation Analysis] 133
1997 A Markov Model for the Term Structure of Credit Risk Spreads.
RePEc:oup:rfinst:v:10:y:1997:i:2:p:481-523 [Citation Analysis] 131
2001 Familiarity Breeds Investment.
RePEc:oup:rfinst:v:14:y:2001:i:3:p:659-80 [Citation Analysis] 125
1995 Predictable Risk and Returns in Emerging Markets.
RePEc:oup:rfinst:v:8:y:1995:i:3:p:773-816 [Citation Analysis] 123
1993 Differences of Opinion Make a Horse Race.
RePEc:oup:rfinst:v:6:y:1993:i:3:p:473-506 [Citation Analysis] 121
1997 Trade Credit: Theories and Evidence.
RePEc:oup:rfinst:v:10:y:1997:i:3:p:661-91 [Citation Analysis] 110
1992 On the Estimation of Beta-Pricing Models.
RePEc:oup:rfinst:v:5:y:1992:i:1:p:1-33 [Citation Analysis] 105
2008 A Comprehensive Look at The Empirical Performance of Equity Premium Prediction
RePEc:oup:rfinst:v:21:y:2008:i:4:p:1455-1508 [Citation Analysis] 99
2003 Financial Development and Financing Constraints: International Evidence from the Structural Investment Model
RePEc:oup:rfinst:v:16:y:2003:i:3:p:765-791 [Citation Analysis] 92
2000 Asymmetric Volatility and Risk in Equity Markets.
RePEc:oup:rfinst:v:13:y:2000:i:1:p:1-42 [Citation Analysis] 90
1996 Testing Continuous-Time Models of the Spot Interest Rate.
RePEc:oup:rfinst:v:9:y:1996:i:2:p:385-426 [Citation Analysis] 90
2001 Learning to be Overconfident.
RePEc:oup:rfinst:v:14:y:2001:i:1:p:1-27 [Citation Analysis] 90
1994 Transactions, Volume, and Volatility.
RePEc:oup:rfinst:v:7:y:1994:i:4:p:631-51 [Citation Analysis] 87
1992 Survivorship Bias in Performance Studies.
RePEc:oup:rfinst:v:5:y:1992:i:4:p:553-80 [Citation Analysis] 86
1991 Stock Price Distributions with Stochastic Volatility: An Analytic Approach.
RePEc:oup:rfinst:v:4:y:1991:i:4:p:727-52 [Citation Analysis] 84
1994 The Value of the Voting Right: A Study of the Milan Stock Exchange Experience.
RePEc:oup:rfinst:v:7:y:1994:i:1:p:125-48 [Citation Analysis] 83
1988 On Jump Processes in the Foreign Exchange and Stock Markets
RePEc:oup:rfinst:v:1:y:1988:i:4:p:427-445 [Citation Analysis] 81
1989 Intertemporally Dependent Preferences and the Volatility of Consumption and Wealth.
RePEc:oup:rfinst:v:2:y:1989:i:1:p:73-89 [Citation Analysis] 75
2006 Competition and Strategic Information Acquisition in Credit Markets
RePEc:oup:rfinst:v:19:y:2006:i:3:p:967-1000 [Citation Analysis] 73
1990 When Are Contrarian Profits Due to Stock Market Overreaction?
RePEc:oup:rfinst:v:3:y:1990:i:2:p:175-205 [Citation Analysis] 72
1992 A Theory of the Nominal Term Structure of Interest Rates.
RePEc:oup:rfinst:v:5:y:1992:i:4:p:531-52 [Citation Analysis] 71
1998 An Equilibrium Model with Restricted Stock Market Participation.
RePEc:oup:rfinst:v:11:y:1998:i:2:p:309-41 [Citation Analysis] 71
1999 Conflict of Interest and the Credibility of Underwriter Analyst Recommendations.
RePEc:oup:rfinst:v:12:y:1999:i:4:p:653-86 [Citation Analysis] 69
1996 Dynamic Nonmyopic Portfolio Behavior.
RePEc:oup:rfinst:v:9:y:1996:i:1:p:141-61 [Citation Analysis] 69
2000 Recovering Risk Aversion from Option Prices and Realized Returns.
RePEc:oup:rfinst:v:13:y:2000:i:2:p:433-51 [Citation Analysis] 68
1999 Estimating the Price of Default Risk.
RePEc:oup:rfinst:v:12:y:1999:i:1:p:197-226 [Citation Analysis] 68
2009 Market Liquidity and Funding Liquidity
RePEc:oup:rfinst:v:22:y:2009:i:6:p:2201-2238 [Citation Analysis] 68
1997 Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds.
RePEc:oup:rfinst:v:10:y:1997:i:2:p:275-302 [Citation Analysis] 66
1993 The Informational Content of Implied Volatility.
RePEc:oup:rfinst:v:6:y:1993:i:3:p:659-81 [Citation Analysis] 65
1999 Implementing Statistical Criteria to Select Return Forecasting Models: What Do We Learn?
RePEc:oup:rfinst:v:12:y:1999:i:2:p:405-28 [Citation Analysis] 64
1993 Auctions of Divisible Goods: On the Rationale for the Treasury Experiment.
RePEc:oup:rfinst:v:6:y:1993:i:4:p:733-64 [Citation Analysis] 64
2003 A New Approach to Measuring Financial Contagion
RePEc:oup:rfinst:v:16:y:2003:i:3:p:717-763 [Citation Analysis] 64
2002 Quadratic Term Structure Models: Theory and Evidence
RePEc:oup:rfinst:v:15:y:2002:i:1:p:243-288 [Citation Analysis] 63
2005 Consumption and Portfolio Choice over the Life Cycle
RePEc:oup:rfinst:v:18:y:2005:i:2:p:491-533 [Citation Analysis] 61
1998 Modeling Asymmetric Comovements of Asset Returns.
RePEc:oup:rfinst:v:11:y:1998:i:4:p:817-44 [Citation Analysis] 61
1999 Deposits and Relationship Lending.
RePEc:oup:rfinst:v:12:y:1999:i:3:p:579-607 [Citation Analysis] 60

Citing documents used to compute impact factor 224:

Year Title See
2010 Ownership Efficiency and Tax Advantages: The Case of Private Equity Buyouts
RePEc:hhs:iuiwop:0841 [Citation Analysis]
2010 Graded Children Evidence of Longrun Consequences of School Grades from a Nationwide Reform
RePEc:hhs:iuiwop:0839 [Citation Analysis]
2010 Turnover, account value and diversification of real traders: evidence of collective portfolio optimizing behavior
RePEc:arx:papers:0912.4723 [Citation Analysis]
2010 Does monetary policy affect bank risk-taking?
RePEc:ecb:ecbwps:20101166 [Citation Analysis]
2010 Adaptive Forecasting of Exchange Rates with Panel Data
RePEc:uts:rpaper:285 [Citation Analysis]
2010 Do Managerial Skills Vary Across Fund Managers? Results Using European Mutual Funds
RePEc:kap:jfsres:v:38:y:2010:i:1:p:41-67 [Citation Analysis]
2010 Mutual Fund Style, Characteristic-Matched Performance Benchmarks and Activity Measures: A New Approach
RePEc:usg:dp2010:2010-20 [Citation Analysis]
2010 Corporate Social Responsibility: Is it Rewarded by the Corporate Bond Market? A Critical Note
RePEc:kap:jbuset:v:96:y:2010:i:1:p:117-134 [Citation Analysis]
2010 Family Control and Financing Decisions
RePEc:koc:wpaper:1004 [Citation Analysis]
2010 Controlling shareholders and payout policy: do founding families have a special taste for dividends?
RePEc:zbw:cefswp:201001 [Citation Analysis]
2010 Incentives to Innovate and the Decision to Go Public or Private
RePEc:cpr:ceprdp:7750 [Citation Analysis]
2010 Measuring Inequality in CIS Countries: Theory and Empirics
RePEc:wii:bpaper:bowp:088 [Citation Analysis]
2010 Optimal stopping in Levy models, for non-monotone discontinuous payoffs
RePEc:pra:mprapa:27999 [Citation Analysis]
2010 Are all Credit Default Swap Databases Equal?
RePEc:nbr:nberwo:16590 [Citation Analysis]
2010 Are all Credit Default Swap databases equal?
RePEc:cte:wbrepe:wb104621 [Citation Analysis]
2010 Human Resource Management and Productivity
RePEc:cep:cepdps:dp0982 [Citation Analysis]
2010 CEO Compensation
RePEc:ces:ceswps:_3277 [Citation Analysis]
2010 Risk and the CEO Market: Why Do Some Large Firms Hire Highly-Paid, Low-Talent CEOs?
RePEc:cpr:ceprdp:7836 [Citation Analysis]
2010 Human Resource Management and Productivity
RePEc:cpr:ceprdp:7849 [Citation Analysis]
2010 The Market for Borrowing Corporate Bonds
RePEc:nbr:nberwo:16282 [Citation Analysis]
2010 New methodology for event studies in Bonds
RePEc:pra:mprapa:26694 [Citation Analysis]
2010 Valuation of VIX Derivatives
RePEc:cpr:ceprdp:7619 [Citation Analysis]
2010 Short Arbitrage, Return Asymmetry and the Accrual Anomaly
RePEc:pra:mprapa:16487 [Citation Analysis]
2010 Firm value and cross-listings: the impact of stock market prestige
RePEc:fip:fednsr:474 [Citation Analysis]
2010 Cross listing waves
RePEc:pra:mprapa:27545 [Citation Analysis]
2010 The Nature of the Foreign Listing Premium: A Cross-Country Examination
RePEc:pra:mprapa:27543 [Citation Analysis]
2010 The Research Agenda: Martin Schneider on Multiple Priors Preferences and Financial Markets
RePEc:red:ecodyn:v:11:y:2010:i:2:agenda [Citation Analysis]
2010 Ambiguity and Asset Markets
RePEc:nbr:nberwo:16181 [Citation Analysis]
2010 Credit Default Swaps Liquidity modeling: A survey
RePEc:arx:papers:1003.0889 [Citation Analysis]
2010 Borrowing Constraint and the Effect of Option Introduction
RePEc:pra:mprapa:26440 [Citation Analysis]
2010 Composition of Capital Flows: A Survey
RePEc:nbr:nberwo:16492 [Citation Analysis]
2010 Composition of International Capital Flows: A Survey
RePEc:bca:bocawp:10-33 [Citation Analysis]
2010 A Financing-Based Misvaluation Factor and the Cross Section of Expected Returns
RePEc:pra:mprapa:20636 [Citation Analysis]
2010 Opening the Black Box: Internal Capital Markets and Managerial Power
RePEc:pra:mprapa:28488 [Citation Analysis]
2010 Staying home or moving away? The effect of restructuring on employment in multinational headquarters and their affiliates.
RePEc:ner:leuven:urn:hdl:123456789/311008 [Citation Analysis]
2010 Soft Information and Investment: Evidence from Plant-Level Data
RePEc:cen:wpaper:10-38r [Citation Analysis]
2010 The Regulation of Consumer Financial Products: An Introductory Essay with Four Case Studies
RePEc:reg:wpaper:631 [Citation Analysis]
2010 On the different styles of large shareholders activism
RePEc:spr:ecogov:v:11:y:2010:i:3:p:229-267 [Citation Analysis]
2010 Board Composition, Political Connections and Performance in State-Owned Enterprises
RePEc:cca:wpaper:185 [Citation Analysis]
2010 Board Composition, Political Connections and Performance in State-Owned Enterprises
RePEc:tur:wpaper:9 [Citation Analysis]
2010 Building Political Collusion: Evidence from Procurement Auctions
RePEc:iza:izadps:dp4939 [Citation Analysis]
2010 Why does mutual fund performance not persist? The impact and interaction of fund flows and manager changes
RePEc:pra:mprapa:34185 [Citation Analysis]
2010 Investors horizons and the Amplification of Market Shocks
RePEc:cpr:ceprdp:8083 [Citation Analysis]
2010 Connected Stocks
RePEc:fmg:fmgdps:dp651 [Citation Analysis]
2010 Credit Traps
RePEc:nbr:nberwo:16200 [Citation Analysis]
2010 Dynamic Incentive Contracts Under Parameter Uncertainty
RePEc:nbr:nberwo:16649 [Citation Analysis]
2010 Dynamic Incentive Contracts under Parameter Uncertainty
RePEc:iza:izadps:dp5323 [Citation Analysis]
2010 The Role of Dynamics in Stakeholder Thinking
RePEc:kap:jbuset:v:96:y:2010:i:1:p:79-87 [Citation Analysis]
2010 The delay of stock price adjustment to information: A country-level analysis
RePEc:ebl:ecbull:eb-10-00033 [Citation Analysis]
2010 Valeurs du dirigeant, conception de la propriété et modèle de gouvernance : une illustration à travers le cas du groupe Auchan
RePEc:dij:wpfarg:1100703 [Citation Analysis]
2010 Firm age and performance
RePEc:pra:mprapa:26450 [Citation Analysis]
2010 Information Content of Order Flow and Cross-market Portfolio Rebalancing: Evidence for the Chinese Stock, Treasury and Corporate Bond Markets
RePEc:hkm:wpaper:022010 [Citation Analysis]
2010 Long-run Determinants of Sovereign Yields
RePEc:ces:ceswps:_3155 [Citation Analysis]
2010 Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market
RePEc:ces:ceswps:_3281 [Citation Analysis]
2010 Dynamic Sources of Sovereign Bond Market Liquidity
RePEc:pra:mprapa:19677 [Citation Analysis]
2010 Price Formation on the EuroMTS Platform
RePEc:ces:ceswps:_2938 [Citation Analysis]
2010 Why Does the Treasury Issue Tips? The TipsâTreasury Bond Puzzle
RePEc:nbr:nberwo:16358 [Citation Analysis]
2010 Determinants of sovereign bond yield spreads in the euro area in
RePEc:ptu:wpaper:w201022 [Citation Analysis]
2010 Schwache Konjunktur im Euroraum: nur langsamer Abbau der Ungleichgewichte.
RePEc:ner:ifwkie:info:hdl:10419/45583 [Citation Analysis]
2010 Short and Long-run Behaviour of Long-term Sovereign Bond Yields
RePEc:ces:ceswps:_3249 [Citation Analysis]
2010 Weltkonjunktur im FrÃ¼hjahr 2010
RePEc:zbw:ifwkdp:476-477 [Citation Analysis]
2010 The determinants of increasing equity market comovement: economic or financial integration?
RePEc:spr:weltar:v:146:y:2010:i:3:p:573-589 [Citation Analysis]
2010 Rare Events, Financial Crises, and the Cross-Section of Asset Returns
RePEc:pra:mprapa:20831 [Citation Analysis]
2010 Size, Book-to-Market Ratio and Macroeconomic News
RePEc:lvl:lacicr:1033 [Citation Analysis]
2010 Hard Times
RePEc:nbr:nberwo:16222 [Citation Analysis]
2010 The Importance of Being an Optimist: Evidence from Labor Markets
RePEc:nbr:nberwo:16328 [Citation Analysis]
2010 Introduction to International Differences in Entrepreneurship
RePEc:nbr:nberch:8216 [Citation Analysis]
2010 Auswirkungen von Mehrfachmandaten deutscher Vorstands- und Aufsichtsratsvorsitzender auf den Unternehmenserfolg
RePEc:jns:jbstat:v:230:y:2010:i:5:p:547-570 [Citation Analysis]
2010 Corporate Lobbying and Financial Performance
RePEc:pra:mprapa:21114 [Citation Analysis]
2010 Procyclical Effects of the banking System during the financial and economic Crisis 2007-2009: the Case of Europe
RePEc:pra:mprapa:23945 [Citation Analysis]
2010 Procyclical Effects of the banking System during the financial and economic Crisis 2007-2009: the Case of Europe
RePEc:pra:mprapa:24126 [Citation Analysis]
2010 Bank Lending in Turkey: Effects of Monetary and Fiscal Policies
RePEc:imf:imfwpa:10/233 [Citation Analysis]
2010 Limit-Order Submission Strategies under Asymmetric Information
RePEc:ces:ceswps:_3054 [Citation Analysis]
2010 Realized volatility and overnight returns
RePEc:hhs:bofrdp:2010_019 [Citation Analysis]
2010 Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals
RePEc:cpr:ceprdp:8150 [Citation Analysis]
2010 Aggregate Idiosyncratic Volatility
RePEc:cpr:ceprdp:8149 [Citation Analysis]
2010 Incentive regulation and investment: evidence from European energy utilities
RePEc:kap:regeco:v:38:y:2010:i:1:p:1-26 [Citation Analysis]
2010 Does government ideology influence deregulation of product markets? Empirical evidence from OECD countries
RePEc:kap:pubcho:v:143:y:2010:i:1:p:135-155 [Citation Analysis]
2010 Leviathan as a Minority Shareholder: A Study of Equity Purchases by the Brazilian National Development Bank (BNDES), 1995-2003
RePEc:ibm:ibmecp:wpe_221 [Citation Analysis]
2010 Collateralizable Wealth, Asset Returns, and Systemic Risk: International Evidence
RePEc:nip:nipewp:15/2010 [Citation Analysis]
2010 Exposure at Default Model for Contingent Credit Line
RePEc:pra:mprapa:20387 [Citation Analysis]
2010 Financial Policies and the Financial Crisis: How Important Was the Systemic Credit Contraction for Industrial Corporations?
RePEc:nbr:nberwo:16310 [Citation Analysis]
2010 Trading on Advice
RePEc:cpr:ceprdp:8091 [Citation Analysis]
2010 Broker Incentives and Mutual Fund Market Segmentation
RePEc:nbr:nberwo:16312 [Citation Analysis]
2010 How do banks respond to increased funding uncertainty?
RePEc:oxf:wpaper:481 [Citation Analysis]
2010 Can banks provide liquidity in a financial crisis?
RePEc:fip:fedker:y:2010:i:qiii:p:31-67:n:v.95no.3 [Citation Analysis]
2010 Elections and Political Risk: New Evidence from Political Prediction Markets in Taiwan
RePEc:wes:weswpa:2010-001 [Citation Analysis]
2010 Asymmetric effects of oil price fluctuations in international stock markets
RePEc:cte:wsrepe:ws100904 [Citation Analysis]
2010 Has the non-oil sector decoupled from oil sector? A case study of Gulf Cooperation Council Countries
RePEc:pra:mprapa:21059 [Citation Analysis]
2010 Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis
RePEc:bis:biswps:296 [Citation Analysis]
2010 Robust Inference with Clustered Data
RePEc:cda:wpaper:10-6 [Citation Analysis]
2010 Robust Inference with Clustered Data
RePEc:cda:wpaper:10-7 [Citation Analysis]
2010 VALUATION EFFECTS OF ACCOUNTING INFORMATION AVAILABILITY
RePEc:hal:journl:hal-00481073 [Citation Analysis]
2010 The Performance of Socially Responsible Mutual Funds: The Role of Fees and Management Companies
RePEc:kap:jbuset:v:94:y:2010:i:2:p:243-263 [Citation Analysis]
2010 The determinants of corporate risk in emerging markets: an option-adjusted spread analysis
RePEc:ijf:ijfiec:v:15:y:2010:i:1:p:59-74 [Citation Analysis]
2010 Bank capital : lessons from the financial crisis
RePEc:wbk:wbrwps:5473 [Citation Analysis]
2010 An appraisal of the wealth effect in the US: evidence from pseudo-panel data
RePEc:pra:mprapa:27351 [Citation Analysis]
2010 What Segments Equity Markets?
RePEc:cpr:ceprdp:8142 [Citation Analysis]
2010 On the Dynamics of Hedge Fund Risk Exposures
RePEc:cpr:ceprdp:7780 [Citation Analysis]
2010 Alpha as Ambiguity: Robust Mean-Variance Portfolio Analysis
RePEc:igi:igierp:373 [Citation Analysis]
2010 Financial Development and Amplification
RePEc:pra:mprapa:16907 [Citation Analysis]
2010 Leverage Causes Fat Tails and Clustered Volatility
RePEc:cwl:cwldpp:1745 [Citation Analysis]
2010 The Leverage Cycle
RePEc:cwl:cwldpp:1715r [Citation Analysis]
2010 Competition and Stability in Banking
RePEc:chb:bcchec:v:13:y:2010:i:2:p:85-112 [Citation Analysis]
2010 Illiquidity and All Its Friends
RePEc:tse:wpaper:21959 [Citation Analysis]
2010 Competition and Stability in Banking
RePEc:ces:ceswps:_3050 [Citation Analysis]
2010 Betting Against Beta
RePEc:nbr:nberwo:16601 [Citation Analysis]
2010 Warding Off Financial Market Failure: How to Avoid Squeezed Margins and Bad Haircuts
RePEc:cdh:backgr:135 [Citation Analysis]
2010 Volatility regimes and liquidity co-movements in cap-based portfolios.
RePEc:ner:louvai:info:hdl:2078/69139 [Citation Analysis]
2010 Identifying the Global Transmission of the 2007-09 Financial Crisis in a GVAR Model
RePEc:cpr:ceprdp:8093 [Citation Analysis]
2010 Self-Fulfilling Risk Panics
RePEc:cpr:ceprdp:7920 [Citation Analysis]
2010 Money and Liquidity in Financial Markets
RePEc:cpr:ceprdp:7905 [Citation Analysis]
2010 The Price of Liquidity: Bank Characteristics and Market Conditions
RePEc:cpr:ceprdp:7794 [Citation Analysis]
2010 Trading strategies and trading profits in experimental asset markets with cumulative information
RePEc:inn:wpaper:2010-09 [Citation Analysis]
2010 Expected returns to stock investments by angel investors in groups
RePEc:fip:fedawp:2010-14 [Citation Analysis]
2010 The term structure of risk premia - new evidence from the financial crisis
RePEc:ecb:ecbwps:20101165 [Citation Analysis]
2010 Macroeconomic Conditions and the Puzzles of Credit Spreads and Capital Structure
RePEc:nbr:nberwo:16151 [Citation Analysis]
2010 Analytical Solution for Expected Loss of a Collateralized Loan: A Square-root Intensity Process Negatively Correlated with Collateral Value
RePEc:ime:imedps:10-e-10 [Citation Analysis]
2010 A Reduced Form Model of Default Spreads with Markov-Switching Macroeconomic Factors
RePEc:lvl:lacicr:1042 [Citation Analysis]
2010 Issuer Quality and Corporate Bond Returns
RePEc:hbs:wpaper:11-065 [Citation Analysis]
2010 With or without you: market quality of floor trading when screen trading closes early
RePEc:kap:rqfnac:v:34:y:2010:i:2:p:179-197 [Citation Analysis]
2010 Inferring reporting biases in hedge fund databases from hedge fund equity holdings
RePEc:zbw:cfrwps:1008 [Citation Analysis]
2010 Dividend predictability around the world
RePEc:aah:create:2010-03 [Citation Analysis]
2010 Evolutionary model of existing competition and voluntary disclosure
RePEc:cte:idrepe:id-10-06 [Citation Analysis]
2010 Out-of-sample equity premium prediction: economic fundamentals vs. moving-average rules
RePEc:fip:fedlwp:2010-008 [Citation Analysis]
2010 On the Predictability of Japanese Stock Returns Using Dividend Yield
RePEc:kap:apfinm:v:17:y:2010:i:2:p:141-149 [Citation Analysis]
2010 Regime specific predictability in predictive regressions
RePEc:cte:werepe:we097844 [Citation Analysis]
2010 Regime specific predictability in predictive regressions
RePEc:stn:sotoec:0916 [Citation Analysis]
2010 Continuous time one-dimensional asset-pricing models with analytic priceâdividend functions
RePEc:spr:joecth:v:42:y:2010:i:3:p:461-503 [Citation Analysis]
2010 Stock return predictability and dividend-price ratio: a nonlinear approach
RePEc:ijf:ijfiec:v:15:y:2010:i:4:p:351-365 [Citation Analysis]
2010 Regime Specific Predictability in Predictive Regressions
RePEc:pra:mprapa:29190 [Citation Analysis]
2010 Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns
RePEc:cpr:ceprdp:7734 [Citation Analysis]
2010 The feasibility of through-the-cycle ratings
RePEc:hhs:bofrdp:2010_014 [Citation Analysis]
2010 Applying default probabilities in an exponential barrier structural model
RePEc:ins:quaeco:qf1005 [Citation Analysis]
2010 Is hazard or probit more accurate in predicting financial distress? Evidence from U.S. bank failures
RePEc:pra:mprapa:24688 [Citation Analysis]
2010 On the Size of the Active Management Industry
RePEc:cpr:ceprdp:7637 [Citation Analysis]
2010 On the Size of the Active Management Industry
RePEc:nbr:nberwo:15646 [Citation Analysis]
2010 On the Size of the Active Management Industry
RePEc:bfi:wpaper:2010-001 [Citation Analysis]
2010 Why does mutual fund performance not persist? The impact and interaction of fund flows and manager changes
RePEc:pra:mprapa:34185 [Citation Analysis]
2010 Implied volatility and risk aversion in a simple model with uncertain growth
RePEc:ebl:ecbull:v:30:y:2010:i:1:p:182-191 [Citation Analysis]
2010 Uniform confidence bands for pricing kernels
RePEc:hum:wpaper:sfb649dp2010-003 [Citation Analysis]
2010 Endogeneity and the relationship between board structure and firm performance: a simultaneous equation analysis for the Athens Stock Exchange
RePEc:wly:mgtdec:v:31:y:2010:i:6:p:387-401 [Citation Analysis]
2010 Board Composition, Political Connections and Performance in State-Owned Enterprises
RePEc:cca:wpaper:185 [Citation Analysis]
2010 Board Composition, Political Connections and Performance in State-Owned Enterprises
RePEc:tur:wpaper:9 [Citation Analysis]
2010 Optimal Delegation when the Large Shareholder has Multiple Tasks
RePEc:frz:wpaper:wp2010_05.rdf [Citation Analysis]
2010 Optimal Delegation when the Large Shareholder has Multiple Tasks
RePEc:ces:ceswps:_3028 [Citation Analysis]
2010 The relation between board size and firm performance in firms with a history of poor operating performance
RePEc:kap:jmgtgv:v:14:y:2010:i:1:p:61-85 [Citation Analysis]
2010 An Empirical Analysis on Board Monitoring Role and Loan Portfolio Quality Measurement in Banks
RePEc:pra:mprapa:29766 [Citation Analysis]
2010 Aggregate Idiosyncratic Volatility
RePEc:cpr:ceprdp:8149 [Citation Analysis]
2010 Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals
RePEc:cpr:ceprdp:8150 [Citation Analysis]
2010 On the Dynamics of Hedge Fund Risk Exposures
RePEc:cpr:ceprdp:7780 [Citation Analysis]
2010 Bubbling Dividends
RePEc:pra:mprapa:21821 [Citation Analysis]
2010 Speculative dynamics
RePEc:spr:joecth:v:44:y:2010:i:1:p:1-52 [Citation Analysis]
2010 Incentives, Reputation and the Allocation of Authority
RePEc:ces:ceswps:_2979 [Citation Analysis]
2010 Dual representation of choice and aspirational preferences
RePEc:usg:dp2010:2010-07 [Citation Analysis]
2010 The Price Impact of Institutional Herding
RePEc:cpr:ceprdp:7804 [Citation Analysis]
2010 The Price Impact of Institutional Herding
RePEc:fmg:fmgdps:dp652 [Citation Analysis]
2010 The Cross-Section and Time-Series of Stock and Bond Returns
RePEc:nbr:nberwo:15688 [Citation Analysis]
2010 A real-time trading rule
RePEc:pra:mprapa:27148 [Citation Analysis]
2010 Ex Post Portfolio Performance with Predictable Skewness and Kurtosis
RePEc:cca:wpaper:191 [Citation Analysis]
2010 On the Economic Value of Return Predictability
RePEc:cuf:journl:y:2010:v:11:i:1:p:1-33 [Citation Analysis]
2010 Monitoring Managers: Does it Matter?
RePEc:fem:femwpa:2010.30 [Citation Analysis]
2010 Sovereign debt distress and corporate spillover impacts
RePEc:wbk:wbrwps:5380 [Citation Analysis]
2010 The lender of last resort: liquidity provision versus the possibility of bail-out
RePEc:cpr:ceprdp:7674 [Citation Analysis]
2010 Illiquidity, insolvency, and banking regulation
RePEc:lmu:muenec:11370 [Citation Analysis]
2010 Bank liquidity, interbank markets and monetary policy
RePEc:upf:upfgen:1202 [Citation Analysis]
2010 Common (stock) sense about risk-shifting and bank bailouts
RePEc:kap:fmktpm:v:24:y:2010:i:1:p:3-29 [Citation Analysis]
2010 Liquidity, Bank Runs, and Bailouts: Spillover Effects During the Northern Rock Episode
RePEc:kap:jfsres:v:37:y:2010:i:2:p:83-98 [Citation Analysis]
2010 Unexploited Gains from International Diversification: Patterns of Portfolio Holdings Around the World
RePEc:nbr:nberwo:16629 [Citation Analysis]
2010 Remittances and Financial Openness
RePEc:ces:ceswps:_3090 [Citation Analysis]
2010 Do developing countries need good institutions and policies and deep financial markets to benefit from capital account liberalization?
RePEc:oup:jecgeo:v:10:y:2010:i:2:p:283-319 [Citation Analysis]
2010 Credit Conditions and Recoveries from Recessions Associated with Financial Crises
RePEc:imf:imfwpa:10/83 [Citation Analysis]
2010 Ambiguity, Learning, and Asset Returns
RePEc:cuf:wpaper:438 [Citation Analysis]
2010 The Role of Additional Information in Option Pricing: Estimation Issues for the State Space Model
RePEc:kap:compec:v:36:y:2010:i:4:p:283-307 [Citation Analysis]
2010 Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps
RePEc:acb:cbeeco:2010-520 [Citation Analysis]
2010 Nonparametric tests for pathwise properties of semimartingales
RePEc:flo:wpaper:2010-02 [Citation Analysis]
2010 Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps
RePEc:msh:ebswps:2010-11 [Citation Analysis]
2010 Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns
RePEc:jae:japmet:v:25:y:2010:i:2:p:233-261 [Citation Analysis]
2010 Winners and Losers in House Markets
RePEc:cyb:wpaper:2010-5 [Citation Analysis]
2010 Fractionally integrated time varying GARCH model
RePEc:spr:stmapp:v:19:y:2010:i:3:p:399-430 [Citation Analysis]
2010 The 2007-? financial crisis: a euro area money market perspective
RePEc:icr:wpmath:35-2010 [Citation Analysis]
2010 Heteroskedastic Factor Vector Autoregressive Estimation of Persistent and Non Persistent Processes Subject to Structural Breaks
RePEc:icr:wpmath:36-2010 [Citation Analysis]
2010 The Impact of Macroeconomic News on Quote Adjustments, Noise and Informational Volatility
RePEc:eca:wpaper:2010_004 [Citation Analysis]
2010 The Impact of Macroeconomic News on Quote Adjustments, Noise, and Informational Volatility
RePEc:hum:wpaper:sfb649dp2010-005 [Citation Analysis]
2010 Disentangling Systematic and idiosyncratic Risk for large Panels of Assets
RePEc:eca:wpaper:2013/57645 [Citation Analysis]
2010 Realized GARCH: A Complete Model of Returns and Realized Measures of Volatility
RePEc:aah:create:2010-13 [Citation Analysis]
2010 Unconditional mean, Volatility and the Fourier-Garch representation
RePEc:pra:mprapa:35932 [Citation Analysis]
2010 Components of bull and bear markets: bull corrections and bear rallies
RePEc:tor:tecipa:tecipa-402 [Citation Analysis]
2010 1/N and long run optimal portfolios: results for mixed asset menus
RePEc:fip:fedlwp:2010-003 [Citation Analysis]
2010 Predictability of Returns and Cash Flows
RePEc:nbr:nberwo:16648 [Citation Analysis]
2010 Issuer Quality and Corporate Bond Returns
RePEc:hbs:wpaper:11-065 [Citation Analysis]
2010 Equity premium predictions with adaptive macro indexes
RePEc:fip:fednsr:475 [Citation Analysis]
2010 Countercyclical Currency Risk Premia
RePEc:nbr:nberwo:16427 [Citation Analysis]
2010 Reality checks and nested forecast model comparisons
RePEc:fip:fedlwp:2010-032 [Citation Analysis]
2010 Demographics and the Econometrics of the Term Structure of Stock Market Risk
RePEc:igi:igierp:367 [Citation Analysis]
2010 Risk Premia in General Equilibrium
RePEc:ces:ceswps:_3131 [Citation Analysis]
2010 Asset Allocation
RePEc:nbr:nberwo:16255 [Citation Analysis]
2010 Size, Book-to-Market Ratio and Macroeconomic News
RePEc:lvl:lacicr:1033 [Citation Analysis]
2010 An examination of the stability of short-run Canadian stock predictability
RePEc:ebl:ecbull:eb-10-00018 [Citation Analysis]
2010 Hard Times
RePEc:nbr:nberwo:16222 [Citation Analysis]
2010 Predictive Regressions: A Present-value Approach
RePEc:nbr:nberwo:16263 [Citation Analysis]
2010 Where do Creditor Rights Matter? Creditor Rights, Political Constraints, and Cross-Border M&A Activity.
RePEc:sol:wpaper:10-019 [Citation Analysis]
2010 What do premiums paid for bank M&As reflect? the case of the European Union
RePEc:fip:fedawp:2010-05 [Citation Analysis]
2010 Detecting Crowded Trades in Currency Funds
RePEc:nbr:nberwo:15698 [Citation Analysis]
2010 Pessimistic Foreign Investors and Turmoil in Emerging Markets : The Case of Brazil in 2002
RePEc:wrk:warwec:926 [Citation Analysis]
2010 Pessimistic Foreign Investors and Turmoil in Emerging Markets: the case of Brazil in 2002
RePEc:bcb:wpaper:211 [Citation Analysis]
2010 Quantifying the Distortionary Fiscal Cost of The Bailout
RePEc:cpr:ceprdp:7941 [Citation Analysis]
2010 Legal Protection, Corruption and Private Equity Returns in Asia
RePEc:kap:jbuset:v:95:y:2010:i:2:p:173-193 [Citation Analysis]
2010 Intraday Patterns in the Cross-section of Stock Returns
RePEc:arx:papers:1005.3535 [Citation Analysis]
2010 Can VAR models capture regime shifts in asset returns? a long-horizon strategic asset allocation perspective
RePEc:fip:fedlwp:2010-002 [Citation Analysis]
2010 A Financing-Based Misvaluation Factor and the Cross Section of Expected Returns
RePEc:pra:mprapa:20636 [Citation Analysis]
2010 Cross-sectional Tobins Q
RePEc:nbr:nberwo:16336 [Citation Analysis]
2010 Banks versus venture capital when the venture capitalist values private benefits of control
RePEc:pra:mprapa:25566 [Citation Analysis]
2010 The Effects of Government-Sponsored Venture Capital: International Evidence
RePEc:nbr:nberwo:16521 [Citation Analysis]
2010 A Portfolio Approach to Venture Capital Financing
RePEc:lvl:lacicr:1046 [Citation Analysis]
2010 What Do Ads Buy? Daily Coverage of Listed Companies on the Italian Press.
RePEc:rsc:rsceui:2010/26 [Citation Analysis]
2010 Trading on Advice
RePEc:cpr:ceprdp:8091 [Citation Analysis]
2010 The distress premium puzzle
RePEc:fip:fedbwp:10-13 [Citation Analysis]
2010 Limited Capital Market Participation and Human Capital Risk
RePEc:nbr:nberwo:15709 [Citation Analysis]
2010 Understanding the Decline in Japans Saving Rate in the New Millennium
RePEc:eab:macroe:23113 [Citation Analysis]
2010 Human Capital as an Asset Class: Implications from a General Equilibrium Model
RePEc:hka:wpaper:2011-016 [Citation Analysis]
2010 The performance of corporate-bond mutual funds: Evidence based on security-level holdings
RePEc:zbw:cfrwps:1018 [Citation Analysis]
2010 Broker Incentives and Mutual Fund Market Segmentation
RePEc:nbr:nberwo:16312 [Citation Analysis]
2010 The demographics of fund turnover
RePEc:pra:mprapa:28651 [Citation Analysis]

Cites in year: CiY

Recent citations received in: 2010

Year	Title	See
2010	The role of collateral requirements in the crisis: one tool for two objectives? RePEc:bcl:bclwop:bcl044	[Citation Analysis]
2010	Risk Price Dynamics RePEc:bfi:wpaper:2010-004	[Citation Analysis]
2010	Credit Risk and Business Cycles RePEc:bos:wpaper:wp2010-032	[Citation Analysis]
2010	Soft Information and Investment: Evidence from Plant-Level Data RePEc:cen:wpaper:10-38r	[Citation Analysis]
2010	Behavioral Economics as Applied to Firms: A Primer RePEc:ces:ceswps:_2937	[Citation Analysis]
2010	CEO Compensation RePEc:ces:ceswps:_3277	[Citation Analysis]
2010	Incentives to Innovate and the Decision to Go Public or Private RePEc:cpr:ceprdp:7750	[Citation Analysis]
2010	Does the Stock Market Harm Investment Incentives? RePEc:cpr:ceprdp:7857	[Citation Analysis]
2010	Skewness in Stock Returns:Reconciling the Evidence on Firm versus Aggregate Returns RePEc:cpr:ceprdp:7896	[Citation Analysis]
2010	Securitization and Compensation in Financial Institutions RePEc:cpr:ceprdp:8089	[Citation Analysis]
2010	Dynamic Incentive Contracts under Parameter Uncertainty RePEc:cpr:ceprdp:8136	[Citation Analysis]
2010	Aggregate Idiosyncratic Volatility RePEc:cpr:ceprdp:8149	[Citation Analysis]
2010	The delay of stock price adjustment to information: A country-level analysis RePEc:ebl:ecbull:eb-10-00033	[Citation Analysis]
2010	Teams of rivals: endogenous markups in a Ricardian world RePEc:fip:feddgw:67	[Citation Analysis]
2010	Out-of-sample equity premium prediction: economic fundamentals vs. moving-average rules RePEc:fip:fedlwp:2010-008	[Citation Analysis]
2010	Because Im worth it? CEO pay and corporate governance RePEc:fip:fedpbr:y:2010:i:q3:p:12-19	[Citation Analysis]
2010	Connected Stocks RePEc:fmg:fmgdps:dp651	[Citation Analysis]
2010	Issuer Quality and Corporate Bond Returns RePEc:hbs:wpaper:11-065	[Citation Analysis]
2010	Does diversification increase or decrease bank risk and performance? Evidence on diversification and the risk-return tradeoff in banking RePEc:hhs:bofitp:2010_009	[Citation Analysis]
2010	Going for broke: New Century Financial Corporation, 2004-2006 RePEc:ide:wpaper:23653	[Citation Analysis]
2010	Home Country Bias: Does Domestic Experience Help Investors Enter Foreign Markets? RePEc:ise:isegwp:wp22010	[Citation Analysis]
2010	Dynamic Incentive Contracts under Parameter Uncertainty RePEc:iza:izadps:dp5323	[Citation Analysis]
2010	The Public Perception and Normative Valuation of Executive Compensation: An International Comparison RePEc:jku:nrnwps:2010_13	[Citation Analysis]
2010	The Effect of Uncertain Labor Income and Social Security on Life-cycle Portfolios RePEc:nbr:nberwo:15682	[Citation Analysis]
2010	Macroeconomic Conditions and the Puzzles of Credit Spreads and Capital Structure RePEc:nbr:nberwo:16151	[Citation Analysis]
2010	Understanding Markups in the Open Economy under Bertrand Competition RePEc:nbr:nberwo:16587	[Citation Analysis]
2010	Predictability of Returns and Cash Flows RePEc:nbr:nberwo:16648	[Citation Analysis]
2010	Dynamic Incentive Contracts Under Parameter Uncertainty RePEc:nbr:nberwo:16649	[Citation Analysis]
2010	Behavioral economics as applied to firms: a primer RePEc:pra:mprapa:20356	[Citation Analysis]
2010	Medium and Long-Term Participation in Microcredit: An Evaluation Using a New Panel Dataset from Bangladesh RePEc:pra:mprapa:24950	[Citation Analysis]
2010	Flight to Liquidity and Global Equity Returns RePEc:pra:mprapa:27546	[Citation Analysis]
2010	Giants at the Gate: On the Cross-section of Private Equity Investment Returns RePEc:pra:mprapa:28487	[Citation Analysis]
2010	Opening the Black Box: Internal Capital Markets and Managerial Power RePEc:pra:mprapa:28488	[Citation Analysis]
2010	The demographics of fund turnover RePEc:pra:mprapa:28651	[Citation Analysis]
2010	The Research Agenda: Martin Schneider on Multiple Priors Preferences and Financial Markets RePEc:red:ecodyn:v:11:y:2010:i:2:agenda	[Citation Analysis]
2010	Going for broke: New Century Financial Corporation, 2004-2006 RePEc:tse:wpaper:23478	[Citation Analysis]
2010	Bank capital : lessons from the financial crisis RePEc:wbk:wbrwps:5473	[Citation Analysis]

Recent citations received in: 2009

Year	Title	See
2009	Risk Concentration and Diversification: Second-Order Properties RePEc:arx:papers:0910.2367	[Citation Analysis]
2009	The Effects of Uncertainty and Corporate Governance on Firms Demand for Liquidity RePEc:boc:bocoec:726	[Citation Analysis]
2009	Disentangling the Link Between Stock and Accounting Performance in Acquisitions RePEc:cdf:accfin:2009/7	[Citation Analysis]
2009	The spatial structure of the financial development in Brazil RePEc:cdp:texdis:td361	[Citation Analysis]
2009	State Ownership and Control in the Czech Republic RePEc:ces:ceswps:_2801	[Citation Analysis]
2009	Taxation and Market Power RePEc:ces:ceswps:_2880	[Citation Analysis]
2009	Option-Implied Measures of Equity Risk RePEc:cir:cirwor:2009s-33	[Citation Analysis]
2009	On the Fortunes of Stock Exchanges and Their Reversals: Evidence from Foreign Listings RePEc:cpr:ceprdp:7308	[Citation Analysis]
2009	Gender and Banking: Are Women Better Loan Officers? RePEc:cpr:ceprdp:7409	[Citation Analysis]
2009	Managerial Incentives and Stock Price Manipulation RePEc:cpr:ceprdp:7442	[Citation Analysis]
2009	Dynamic Incentive Accounts RePEc:cpr:ceprdp:7497	[Citation Analysis]
2009	Asset fire sales and purchases and the international transmission of financial shocks RePEc:cpr:ceprdp:7595	[Citation Analysis]
2009	Behavioral Heterogeneity in the Option Market RePEc:crf:wpaper:09-07	[Citation Analysis]
2009	The wage impact of immigration in Germany - new evidence for skill groups and occupations RePEc:csl:devewp:273	[Citation Analysis]
2009	The Leverage Cycle RePEc:cwl:cwldpp:1715	[Citation Analysis]
2009	Where Angels Fear to Trade: The Role of Religion in Household Finance RePEc:dgr:kubcen:200934	[Citation Analysis]
2009	Auctioned IPOs: The U.S. Evidence RePEc:dgr:kubcen:200937s	[Citation Analysis]
2009	Back to Basics in Banking? A Micro-Analysis of Banking System Stability RePEc:dgr:kubcen:200945s	[Citation Analysis]
2009	Understanding Internal Capital Markets and Corporate Policies RePEc:dgr:kubcen:200947s	[Citation Analysis]
2009	Gender and Banking: Are Women Better Loan Officers? RePEc:dgr:kubcen:200963	[Citation Analysis]
2009	La convergence des systèmes nationaux de gouvernance:une perspective contingente RePEc:dij:wpfarg:1090701	[Citation Analysis]
2009	Bank Ownership, Firm Value and Firm Capital Structure in Europe RePEc:diw:diwfin:diwfin02020	[Citation Analysis]
2009	When liquidity risk becomes a macro-prudential issue: Empirical evidence of bank behaviour RePEc:dnb:dnbwpp:230	[Citation Analysis]
2009	Financial Leverage and Market Volatility with Diverse Beliefs RePEc:eab:financ:22887	[Citation Analysis]
2009	Determinants of government bond spreads in new EU countries. RePEc:ecb:ecbwps:20091093	[Citation Analysis]
2009	Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk. RePEc:ecb:ecbwps:20091126	[Citation Analysis]
2009	The Janus-Headed Salvation: Sovereign and Bank Credit Risk Premia during 2008-09. RePEc:ecb:ecbwps:20091127	[Citation Analysis]
2009	What explains the surge in euro area sovereign spreads during the financial crisis of 2007-09? RePEc:ecb:ecbwps:20091131	[Citation Analysis]
2009	The State of Corporate Governance Research RePEc:ecl:ohidic:2009-21	[Citation Analysis]
2009	POST-PRIVATIZATION CORPORATE GOVERNANCE AND FIRM PERFORMANCE: THE ROLE OF PRIVATE OWNERSHIP CONCENTRATION, IDENTITY AND BOARD COMPOSITION RePEc:erg:wpaper:495	[Citation Analysis]
2009	Competition or collaboration? The reciprocity effect in loan syndication RePEc:fip:fedcwp:0909	[Citation Analysis]
2009	Comparing patterns of default among prime and subprime mortgages RePEc:fip:fedhep:y:2009:i:qii:p:18-37:n:v.33no.2	[Citation Analysis]
2009	Broker-dealer risk appetite and commodity returns RePEc:fip:fednsr:406	[Citation Analysis]
2009	Selection and Serial Entrepreneurs RePEc:fiu:wpaper:0913	[Citation Analysis]
2009	Financial market failures and public policies RePEc:hpe:journl:y:2009:v:190:i:3:p:127-156	[Citation Analysis]
2009	Incorporating the Dynamics of Leverage into Default Prediction RePEc:hum:wpaper:sfb649dp2009-024	[Citation Analysis]
2009	Innovation and Financial Globalisation RePEc:iis:dispap:iiisdp299	[Citation Analysis]
2009	Interbank Lending, Credit-Risk Premia, and Collateral RePEc:ijc:ijcjou:y:2009:q:4:a:1	[Citation Analysis]
2009	Euro Area Sovereign Risk During the Crisis RePEc:imf:imfwpa:09/222	[Citation Analysis]
2009	Global Market Conditions and Systemic Risk RePEc:imf:imfwpa:09/230	[Citation Analysis]
2009	Three Cycles: Housing, Credit, and Real Activity RePEc:imf:imfwpa:09/231	[Citation Analysis]
2009	Attitudes toward Uncertainty among the Poor: Evidence from Rural Ethiopia RePEc:iza:izadps:dp4225	[Citation Analysis]
2009	Informational Efficiency: Which Institutions Matter? RePEc:kap:apfinm:v:16:y:2009:i:2:p:141-168	[Citation Analysis]
2009	The Long-Horizon Performance of REIT Mergers RePEc:kap:jrefec:v:38:y:2009:i:2:p:105-114	[Citation Analysis]
2009	The Determinants of REIT Cash Holdings RePEc:kap:jrefec:v:39:y:2009:i:1:p:39-57	[Citation Analysis]
2009	Option market making under inventory risk RePEc:kap:revdev:v:12:y:2009:i:1:p:55-79	[Citation Analysis]
2009	Determinants of government bond spreads in the Euro area â in good times as in bad RePEc:kie:kieliw:1548	[Citation Analysis]
2009	Do S&Ps Corporate Ratings Reflect Credit Shocks? RePEc:lmu:msmdpa:10979	[Citation Analysis]
2009	Market Dispersion and the Profitability of Hedge Funds RePEc:may:mayecw:n2000109	[Citation Analysis]
2009	The sequencing of stock market liberalization events and corporate financing decisions RePEc:may:mayecw:n2021009.pdf	[Citation Analysis]
2009	Back to the basics in banking ? A micro-analysis of banking system stability RePEc:nbb:reswpp:200906-26	[Citation Analysis]
2009	Learning in Financial Markets RePEc:nbr:nberwo:14646	[Citation Analysis]
2009	Financial Openness and Productivity RePEc:nbr:nberwo:14843	[Citation Analysis]
2009	A Unified Theory of Tobins q, Corporate Investment, Financing, and Risk Management RePEc:nbr:nberwo:14845	[Citation Analysis]
2009	Credit Market Shocks and Economic Fluctuations: Evidence from Corporate Bond and Stock Markets RePEc:nbr:nberwo:14863	[Citation Analysis]
2009	Does Corporate Governance Matter in Competitive Industries? RePEc:nbr:nberwo:14877	[Citation Analysis]
2009	Unstable Banking RePEc:nbr:nberwo:14943	[Citation Analysis]
2009	Legal Protection in Retail Financial Markets RePEc:nbr:nberwo:14972	[Citation Analysis]
2009	Computing DSGE Models with Recursive Preferences RePEc:nbr:nberwo:15026	[Citation Analysis]
2009	Capital Budgeting vs. Market Timing: An Evaluation Using Demographics RePEc:nbr:nberwo:15184	[Citation Analysis]
2009	Screening in New Credit Markets: Can Individual Lenders Infer Borrower Creditworthiness in Peer-to-Peer Lending? RePEc:nbr:nberwo:15242	[Citation Analysis]
2009	Investment and Capital Constraints: Repatriations Under the American Jobs Creation Act RePEc:nbr:nberwo:15248	[Citation Analysis]
2009	Dynamic Incentive Accounts RePEc:nbr:nberwo:15324	[Citation Analysis]
2009	Risk and Expected Returns of Private Equity Investments: Evidence Based on Market Prices RePEc:nbr:nberwo:15335	[Citation Analysis]
2009	Hedge Funds as Liquidity Providers: Evidence from the Lehman Bankruptcy RePEc:nbr:nberwo:15336	[Citation Analysis]
2009	Towards a Common European Monetary Union Risk Free Rate RePEc:nbr:nberwo:15353	[Citation Analysis]
2009	A Preferred-Habitat Model of the Term Structure of Interest Rates RePEc:nbr:nberwo:15487	[Citation Analysis]
2009	An Empirical Evaluation of the Long-Run Risks Model for Asset Prices RePEc:nbr:nberwo:15504	[Citation Analysis]
2009	The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself RePEc:nbr:nberwo:15518	[Citation Analysis]
2009	Cash-out or flame-out! Opportunity cost and entrepreneurial strategy: Theory, and evidence from the information security industry RePEc:nbr:nberwo:15532	[Citation Analysis]
2009	The State of Corporate Governance Research RePEc:nbr:nberwo:15537	[Citation Analysis]
2009	How Debt Markets have Malfunctioned in the Crisis RePEc:nbr:nberwo:15542	[Citation Analysis]
2009	Liaisons Dangereuses: Increasing Connectivity, Risk Sharing, and Systemic Risk RePEc:nbr:nberwo:15611	[Citation Analysis]
2009	LâaccÃ¨s au financement des PME en France : quel rÃ´le jouÃ© par la structure du systÃ¨me bancaire ?. RePEc:ner:dauphi:urn:hdl:123456789/8354	[Citation Analysis]
2009	Bargaining over bets. RePEc:ner:ucllon:http://discovery.ucl.ac.uk/17323/	[Citation Analysis]
2009	Computing DSGE Models with Recursive Preferences RePEc:pen:papers:09-018	[Citation Analysis]
2009	The Case for Mandatory Ownership Disclosure RePEc:pra:mprapa:12800	[Citation Analysis]
2009	Managerial Power, Stock-Based Compensation, and Firm Performance: Theory and Evidence RePEc:pra:mprapa:13449	[Citation Analysis]
2009	The Case for Mandatory Ownership Disclosure RePEc:pra:mprapa:14139	[Citation Analysis]
2009	Commonality in Misvaluation, Equity Financing, and the Cross Section of Stock Returns RePEc:pra:mprapa:16134	[Citation Analysis]
2009	Sovereign bond market integration: the euro, trading platforms and financial crises RePEc:pra:mprapa:16900	[Citation Analysis]
2009	Recovery Rates and Macroeconomic Conditions: The Role of Loan Covenants RePEc:pra:mprapa:17521	[Citation Analysis]
2009	Who Pulls the Plug? Theory and Evidence on Corporate Bankruptcy Decisions RePEc:pra:mprapa:17676	[Citation Analysis]
2009	Bank liquidity and the board of directors RePEc:pra:mprapa:18872	[Citation Analysis]
2009	Borrowing Constraint as an Optimal Contract RePEc:pra:mprapa:23216	[Citation Analysis]
2009	Does activity mix and funding strategy vary across ownership? Evidence from Indian banks RePEc:pra:mprapa:32070	[Citation Analysis]
2009	Back to the Basics in Banking? A Micro-Analysis of Banking System Stability RePEc:rug:rugwps:09/579	[Citation Analysis]
2009	Theory and Evidence on Mergers and Acquisitions by Small and Medium Enterprises RePEc:use:tkiwps:0921	[Citation Analysis]
2009	The value of excess cash and corporate governance: evidence from u.s. cross-listings RePEc:vlg:vlgwps:2009-09	[Citation Analysis]
2009	Why do savings banks transform sight deposits into illiquid assets less intensively than the regulation allows? RePEc:zbw:bubdp2:200905	[Citation Analysis]
2009	The dependency of the banks assets and liabilities: evidence from Germany RePEc:zbw:bubdp2:200914	[Citation Analysis]
2009	Capital structure decisions in family firms: empirical evidence from a bank-based economy RePEc:zbw:cefswp:200905	[Citation Analysis]
2009	Net asset value discounts in listed private equity funds RePEc:zbw:cefswp:200912	[Citation Analysis]
2009	The information content of implied volatilities and model-free volatility expectations: Evidence from options written on individual stocks RePEc:zbw:cfrwps:0907	[Citation Analysis]
2009	Time-varying credit risk and liquidity premia in bond and CDS markets RePEc:zbw:cfrwps:0913	[Citation Analysis]
2009	Unterschiedliche MarkteinschÃ¤tzungen von Spekulanten als Determinante des RohÃ¶lpreises RePEc:zbw:dbrrns:32	[Citation Analysis]
2009	Do speculators drive crude oil prices? Dispersion in beliefs as a price determinant RePEc:zbw:dbrrns:32e	[Citation Analysis]
2009	Rating opaque borrowers: why are unsolicited ratings lower? RePEc:zbw:fsfmwp:133	[Citation Analysis]
2009	The wage impact of immigration in Germany: New evidence for skill groups and occupations RePEc:zbw:hwwirp:1-23	[Citation Analysis]

Recent citations received in: 2008

Year	Title	See
2008	Mean Reversion in US and International Short Rates RePEc:aah:create:2008-47	[Citation Analysis]
2008	Expected Stock Returns and Variance Risk Premia RePEc:aah:create:2008-48	[Citation Analysis]
2008	Glossary to ARCH (GARCH) RePEc:aah:create:2008-49	[Citation Analysis]
2008	Time-series predictability in the disaster model RePEc:bos:wpaper:wp2008-016	[Citation Analysis]
2008	Return Predictability under Equilibrium Constraints on the Equity Premium RePEc:brd:wpaper:37	[Citation Analysis]
2008	THE ECONOMETRICS OF MEAN-VARIANCE EFFICIENCY TESTS: A SURVEY RePEc:cmf:wpaper:wp2008_0807	[Citation Analysis]
2008	Why so Glum? The Meese-Rogoff Methodology Meets the Stock Market RePEc:cpr:ceprdp:6714	[Citation Analysis]
2008	Individual Investors and Volatility RePEc:cpr:ceprdp:6915	[Citation Analysis]
2008	Sovereign Wealth Funds: Their Investment Strategies and Performance RePEc:cpr:ceprdp:6959	[Citation Analysis]
2008	Assessing the Accuracy of the Aggregate Law of Motion in Models with Heterogeneous Agents RePEc:cpr:ceprdp:6971	[Citation Analysis]
2008	Free Flows, Limited Diversification: Explaining the Fall and Rise of Stock Market Correlations, 1890-2001 RePEc:cpr:ceprdp:7013	[Citation Analysis]
2008	Firm Default and Aggregate Fluctuations RePEc:cpr:ceprdp:7083	[Citation Analysis]
2008	Shareholders agreements and voting power. Evidence from Italian listed firms RePEc:ctc:serie3:ief0081	[Citation Analysis]
2008	Should Banking Be Kept Separate from Commerce RePEc:doj:compad:200809	[Citation Analysis]
2008	Should Banking Be Kept Separate from Commerce RePEc:doj:eagpap:200809	[Citation Analysis]
2008	Individual investors and volatility RePEc:ebg:heccah:0899	[Citation Analysis]
2008	The European venture capital and private equity country attractiveness index(es) RePEc:ebg:iesewp:d-0773	[Citation Analysis]
2008	Forecasting aggregate stock returns using the number of initial public offerings as a predictor RePEc:ebl:ecbull:v:7:y:2008:i:13:p:1-8	[Citation Analysis]
2008	Securities Laws, Disclosure, and National Capital Markets in the Age of Financial Globalization RePEc:ecl:ohidic:2008-13	[Citation Analysis]
2008	Estimating Affine Multifactor Term Structure Models Using Closed-Form Likelihood Expansions RePEc:ecl:ohidic:2008-19	[Citation Analysis]
2008	The effect of relative wealth concerns on the cross-section of stock returns RePEc:emp:wpaper:wp08-12	[Citation Analysis]
2008	Chinas exporters and importers: firms, products, and trade partners RePEc:fip:fedfwp:2008-28	[Citation Analysis]
2008	Temporal risk aversion and asset prices RePEc:fip:fedgfe:2008-37	[Citation Analysis]
2008	Specification analysis of structural credit risk models RePEc:fip:fedgfe:2008-55	[Citation Analysis]
2008	Jackknifing stock return predictions RePEc:fip:fedgif:932	[Citation Analysis]
2008	Friends or foes? The stock price impact of sovereign wealth fund investments and the price of keeping secrets RePEc:fip:fedgif:940	[Citation Analysis]
2008	Bank lending, financing constraints and SME investment RePEc:fip:fedhwp:wp-08-04	[Citation Analysis]
2008	Equity portfolio diversification under time-varying predictability and comovements: evidence from Ireland, the US, and the UK RePEc:fip:fedlwp:2008-005	[Citation Analysis]
2008	Firm default and aggregate fluctuations RePEc:fip:fedpwp:08-21	[Citation Analysis]
2008	Comparison of Volatility Measures: a Risk Management Perspective RePEc:fir:econom:wp2008_03	[Citation Analysis]
2008	Corporate Venturing, Allocation of Talent, and Competition for Star Managers RePEc:hal:journl:halshs-00365942	[Citation Analysis]
2008	Investor sentiment and stock returns: Some international evidence RePEc:han:dpaper:dp-407	[Citation Analysis]
2008	Do Macroeconomic Variables Forecast Changes in Liquidity? An Out-of-sample Study on the Order-driven Stock Markets in Scandinavia RePEc:hhs:vxcafo:2009_010	[Citation Analysis]
2008	Liquidity on the Scandinavian Order-driven Stock Exchanges RePEc:hhs:vxcafo:2009_011	[Citation Analysis]
2008	Predicting Stock Market Returns by Combining Forecasts RePEc:hkg:wpaper:0801	[Citation Analysis]
2008	Expected Inflation, Expected Stock Returns, and Money Illusion: What can we learn from Survey Expectations? RePEc:hum:wpaper:sfb649dp2008-036	[Citation Analysis]
2008	Demographics and fluctuations in Dividend/Price RePEc:igi:igierp:345	[Citation Analysis]
2008	What determines transaction costs in foreign exchange markets? RePEc:ijf:ijfiec:v:13:y:2008:i:1:p:14-25	[Citation Analysis]
2008	Banks and Labor as Stakeholders: Impact on Economic Performance RePEc:imf:imfwpa:08/229	[Citation Analysis]
2008	Strategic Considerations for First-Time Sovereign Bond Issuers RePEc:imf:imfwpa:08/261	[Citation Analysis]
2008	Optimal CEO compensation and stock options RePEc:ivi:wpasec:2008-04	[Citation Analysis]
2008	Not So Lucky Any More: CEO Compensation in Financially Distressed Firms RePEc:iza:izadps:dp3857	[Citation Analysis]
2008	Religion, Opportunism, and International Market Entry Via Non-Equity Alliances or Joint Ventures RePEc:kap:jbuset:v:80:y:2008:i:4:p:771-789	[Citation Analysis]
2008	Information, Credit Risk, Lender Specialization and Loan Pricing: Evidence from the DIP Financing Market RePEc:kap:jfsres:v:34:y:2008:i:1:p:35-59	[Citation Analysis]
2008	Not So Lucky Any More: CEO Compensation in Financially Distressed Firms RePEc:mia:wpaper:0906	[Citation Analysis]
2008	Inflation Illusion, Credit, and Asset Prices RePEc:nbr:nberch:5371	[Citation Analysis]
2008	Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance RePEc:nbr:nberwo:13724	[Citation Analysis]
2008	Predictive Systems: Living with Imperfect Predictors RePEc:nbr:nberwo:13804	[Citation Analysis]
2008	Inexperienced Investors and Bubbles RePEc:nbr:nberwo:14111	[Citation Analysis]
2008	Bank Governance, Regulation, and Risk Taking RePEc:nbr:nberwo:14113	[Citation Analysis]
2008	Securities Laws, Disclosure, and National Capital Markets in the Age of Financial Globalization RePEc:nbr:nberwo:14218	[Citation Analysis]
2008	Real and Financial Industry Booms and Busts RePEc:nbr:nberwo:14290	[Citation Analysis]
2008	Costly External Finance: Implications for Capital Markets Anomalies RePEc:nbr:nberwo:14342	[Citation Analysis]
2008	Asset Pricing Tests with Long Run Risks in Consumption Growth RePEc:nbr:nberwo:14543	[Citation Analysis]
2008	Forecasting Stock Market Returns: The Sum of the Parts is More than the Whole RePEc:nbr:nberwo:14571	[Citation Analysis]
2008	Informed Trading, Liquidity Provision, and Stock Selection by Mutual Funds RePEc:nbr:nberwo:14609	[Citation Analysis]
2008	Tournaments in the UK mutual fund industry. RePEc:ner:maastr:urn:nbn:nl:ui:27-20507	[Citation Analysis]
2008	Long memory and the term structure of risk. RePEc:ner:maastr:urn:nbn:nl:ui:27-23095	[Citation Analysis]
2008	Measuring downside risk-realised semivariance RePEc:nuf:econwp:0802	[Citation Analysis]
2008	Measuring downside risk - realised semivariance RePEc:oxf:wpaper:382	[Citation Analysis]
2008	Bounds on Revenue Distributions in Counterfactual Auctions with Reserve Prices RePEc:pen:papers:08-042	[Citation Analysis]
2008	Market Bubbles and Chrashes RePEc:pra:mprapa:15204	[Citation Analysis]
2008	Cross-Sectional Dispersion of Firm Valuations and Expected Stock Returns RePEc:pra:mprapa:8325	[Citation Analysis]
2008	Credit Risk Management RePEc:ris:apltrx:0025	[Citation Analysis]
2008	Nonlinear Time Series in Financial Forecasting RePEc:ucr:wpaper:200803	[Citation Analysis]
2008	Market conditions, default risk and credit spreads RePEc:zbw:bubdp2:7318	[Citation Analysis]
2008	International Stock Return Predictability Under Model Uncertainty RePEc:zbw:zewdip:7358	[Citation Analysis]

Recent citations received in: 2007

Year	Title	See
2007	Resuscitating The Businessman Risk: A Rationale For Familiarity-Based Portfolios RePEc:bos:wpaper:wp2007-037	[Citation Analysis]
2007	Strategic Default Jump as Impulse Control in Continuous Time ( Revised in February 2008 ) RePEc:cfi:fseres:cf115	[Citation Analysis]
2007	Asset Pricing with Limited Risk Sharing and Heterogeneous Agents RePEc:cpr:ceprdp:6136	[Citation Analysis]
2007	Robust Portfolio Optimisation with Multiple Experts RePEc:cpr:ceprdp:6161	[Citation Analysis]
2007	Financial Exchange Rates and International Currency Exposures RePEc:cpr:ceprdp:6473	[Citation Analysis]
2007	The Impact of Shareholder Power on Bondholders: Evidence from Mergers and Acquisitions RePEc:ecl:ohidic:2007-5	[Citation Analysis]
2007	Trading activity and exchange rates in high-frequency EBS data RePEc:fip:fedgif:903	[Citation Analysis]
2007	The international diversification puzzle is not as bad as you think RePEc:fip:fedmsr:398	[Citation Analysis]
2007	Vesting and control in venture capital contracts RePEc:fip:fednsr:297	[Citation Analysis]
2007	A Factor Allocation Approach to Optimal Bond Portfolio RePEc:kap:apfinm:v:14:y:2007:i:4:p:299-324	[Citation Analysis]
2007	On Debt Service and Renegotiation when Debt-holders Are More Strategic RePEc:lvl:lacicr:0729	[Citation Analysis]
2007	Contract Enforcement and Firmsd5 FinancingContract Enforcement and Firmsd5 Financing RePEc:mie:wpaper:573	[Citation Analysis]
2007	The International Diversification Puzzle Is Not as Bad as You Think RePEc:min:wpaper:2007-3	[Citation Analysis]
2007	Human Capital, Bankruptcy and Capital Structure RePEc:nbr:nberwo:13014	[Citation Analysis]
2007	Agency Conflicts, Investment, and Asset Pricing RePEc:nbr:nberwo:13251	[Citation Analysis]
2007	Linearity-Generating Processes: A Modelling Tool Yielding Closed Forms for Asset Prices RePEc:nbr:nberwo:13430	[Citation Analysis]
2007	Financial Exchange Rates and International Currency Exposures RePEc:nbr:nberwo:13433	[Citation Analysis]
2007	The International Diversification Puzzle Is Not As Bad As You Think RePEc:nbr:nberwo:13483	[Citation Analysis]
2007	Home bias in international equity portfolios: a review. RePEc:ner:leuven:urn:hdl:123456789/175483	[Citation Analysis]
2007	Stock market liquidity: Determinants and implications. RePEc:ner:leuven:urn:hdl:123456789/203006	[Citation Analysis]
2007	Financing Constraints and Firm Dynamics with Durable Capital RePEc:nys:sunysb:07-08	[Citation Analysis]
2007	Driven to distraction: Extraneous events and underreaction to earnings news RePEc:pra:mprapa:3110	[Citation Analysis]
2007	Strategic Default Jump as Impulse Control in Continuous Time RePEc:tky:fseres:2007cf532	[Citation Analysis]
2007	Dynamic Risk Exposure in Hedge Funds RePEc:ven:wpaper:2007_17	[Citation Analysis]
2007	Mind Coskewness: A Performance Measure for Prudent, Long-Term Investors RePEc:yor:yorken:07/07	[Citation Analysis]
2007	Information production and bidding in IPOs: An experimental analysis of auctions and fixed-price offerings RePEc:zbw:cciehs:50	[Citation Analysis]

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.