Citations ranking for series: Journal of Financial and Quantitative Analysis / Cambridge University Press

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Last updated February, 3 2014 581.217 documents processed, 14.657.417 references and 5.549.674 citations

Journal of Financial and Quantitative Analysis / Cambridge University Press

[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data:

	IF	AIF	DOC	CDO	CCU	CIF	CIT	D2Y	C2Y	%SC	CiY	II	AII
1990	0.03	0.08	35	35	18	0.51	614	72	2	0			0.04
1991	0.06	0.08	38	73	33	0.45	461	71	4	0			0.04
1992	0.07	0.08	38	111	34	0.31	662	73	5	0	1	0.03	0.04
1993	0.07	0.09	34	145	52	0.36	704	76	5	0			0.05
1994	0.01	0.1	33	178	54	0.3	557	72	1	0	3	0.09	0.04
1995	0.25	0.19	33	211	261	1.24	552	67	17	0	1	0.03	0.07
1996	0.41	0.23	29	240	374	1.56	955	66	27	0	4	0.14	0.09
1997	0.39	0.29	26	266	423	1.59	538	62	24	0	4	0.15	0.1
1998	0.62	0.29	24	290	430	1.48	541	55	34	0	3	0.13	0.11
1999	0.64	0.33	23	313	480	1.53	663	50	32	0	5	0.22	0.14
2000	0.64	0.42	29	342	585	1.71	684	47	30	0	4	0.14	0.16
2001	1.15	0.44	25	367	703	1.92	536	52	60	0	6	0.24	0.17
2002	0.87	0.44	28	395	770	1.95	510	54	47	0	10	0.36	0.19
2003	0.77	0.46	37	432	920	2.13	953	53	41	0	21	0.57	0.2
2004	1.37	0.53	38	470	1118	2.38	499	65	89	0	13	0.34	0.22
2005	1.33	0.56	36	506	1169	2.31	548	75	100	0	15	0.42	0.23
2006	1.16	0.53	37	543	1204	2.22	306	74	86	0	12	0.32	0.22
2007	0.99	0.46	41	584	1210	2.07	355	73	72	0	14	0.34	0.19
2008	0.88	0.49	37	621	1339	2.16	309	78	69	0	12	0.32	0.21
2009	1.29	0.5	54	675	1463	2.17	375	78	101	0	18	0.33	0.2
2010	0.99	0.46	57	732	1387	1.89	252	91	90	0	13	0.23	0.16
2011	1.31	0.57	72	804	1728	2.15	178	111	145	0	19	0.26	0.22
2012	1.04	0.66	50	854	1704	2	49	129	134	0	12	0.24	0.26

IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published 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
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

Most cited documents in this series:

Year	Title	Cited
1977	Abstract: An Equilibrium Characterization of the Term Structure. (1977). Vasicek, Oldrich Alfonso . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:12:y:1977:i:04:p:627-627_02. Full description at Econpapers \|\| Download paper	412
1987	The Relation between Price Changes and Trading Volume: A Survey. (1987). Karpoff, Jonathan. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:22:y:1987:i:01:p:109-126_01. Full description at Econpapers \|\| Download paper	322
1989	International Transmission of Stock Market Movements. (1989). Eun, Cheol S. ; Shim, Sang Dal . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:24:y:1989:i:02:p:241-256_01. Full description at Econpapers \|\| Download paper	256
1996	Firm Performance and Mechanisms to Control Agency Problems between Managers and Shareholders. (1996). Agrawal, Anup ; Knoeber, Charles R.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:31:y:1996:i:03:p:377-397_00. Full description at Econpapers \|\| Download paper	233
1985	The Determinants of Firms Hedging Policies. (1985). Stulz, RenÃ© ; Smith, Clifford W.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:20:y:1985:i:04:p:391-405_01. Full description at Econpapers \|\| Download paper	217
2003	International Corporate Governance. (2003). Denis, Diane K. ; McConnell, John J.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:01:p:1-36_00. Full description at Econpapers \|\| Download paper	162
1999	Autoregressive Conditional Skewness. (1999). Harvey, Campbell ; Siddique, Akhtar . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:34:y:1999:i:04:p:465-487_00. Full description at Econpapers \|\| Download paper	157
1984	Optimal Hedging Policies. (1984). Stulz, RenÃ©. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:19:y:1984:i:02:p:127-140_01. Full description at Econpapers \|\| Download paper	147
1999	Volatility in Emerging Stock Markets. (1999). Inclan, Carla ; Leal, Ricardo ; Aggarwal, Reena . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:34:y:1999:i:01:p:33-55_00. Full description at Econpapers \|\| Download paper	139
2001	The Debt-Equity Choice. (2001). Titman, Sheridan ; Hovakimian, Armen ; Opler, Tim . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:36:y:2001:i:01:p:1-24_00. Full description at Econpapers \|\| Download paper	127
1991	The Pricing of Exchange Rate Risk in the Stock Market. (1991). Jorion, Philippe. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:26:y:1991:i:03:p:363-376_00. Full description at Econpapers \|\| Download paper	123
1998	The Determinants of Corporate Liquidity: Theory and Evidence. (1998). Sherman, Ann ; Mauer, David C. ; Kim, Chang-Soo . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:33:y:1998:i:03:p:335-359_00. Full description at Econpapers \|\| Download paper	119
2003	Equity Ownership and Firm Value in Emerging Markets. (2003). Lins, Karl V.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:01:p:159-184_00. Full description at Econpapers \|\| Download paper	117
1990	Stock Returns and Volatility. (1990). Degennaro, Ramon ; Baillie, Richard T.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:25:y:1990:i:02:p:203-214_00. Full description at Econpapers \|\| Download paper	115
2001	Economic News and Bond Prices: Evidence from the U.S. Treasury Market. (2001). Balduzzi, Pierluigi ; Green, Clifton T. ; Elton, Edwin J.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:36:y:2001:i:04:p:523-543_00. Full description at Econpapers \|\| Download paper	107
2003	Corporate Governance and the Home Bias. (2003). Stulz, RenÃ© ; Pinkowitz, Lee ; Williamson, Rohan ; Dahlquist, Magnus . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:01:p:87-110_00. Full description at Econpapers \|\| Download paper	107
1993	Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures. (1993). Sultan, Jahangir ; KRONER, Kenneth F.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:28:y:1993:i:04:p:535-551_00. Full description at Econpapers \|\| Download paper	104
1996	Evidence on Corporate Hedging Policy. (1996). Mian, Shehzad L.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:31:y:1996:i:03:p:419-439_00. Full description at Econpapers \|\| Download paper	103
1988	The Dependence between Hourly Prices and Trading Volume. (1988). Joh, Gun-Ho ; Jain, Prem C.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:23:y:1988:i:03:p:269-283_01. Full description at Econpapers \|\| Download paper	103
2003	International Corporate Governance and Corporate Cash Holdings. (2003). Servaes, Henri ; Dittmar, Amy ; Mahrt-Smith, Jan. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:01:p:111-133_00. Full description at Econpapers \|\| Download paper	102
1977	The Valuation of Corporate Liabilities as Compound Options. (1977). Geske, Robert. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:12:y:1977:i:04:p:541-552_02. Full description at Econpapers \|\| Download paper	101
1996	Another Look at Models of the Short-Term Interest Rate. (1996). KRONER, Kenneth F. ; Brenner, Robin J. ; Harjes, Richard H.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:31:y:1996:i:01:p:85-107_00. Full description at Econpapers \|\| Download paper	98
1990	The Dynamics of Stock Index and Stock Index Futures Returns. (1990). Stoll, Hans ; Whaley, Robert E.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:25:y:1990:i:04:p:441-468_00. Full description at Econpapers \|\| Download paper	92
1981	The Determinants of Bank Interest Margins: Theory and Empirical Evidence. (1981). Saunders, Anthony ; Ho, Thomas S. Y., . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:16:y:1981:i:04:p:581-600_00. Full description at Econpapers \|\| Download paper	90
2000	Market Segmentation and the Cost of the Capital in International Equity Markets. (2000). Miller, Darius P. ; Errunza, Vihang R.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:35:y:2000:i:04:p:577-600_00. Full description at Econpapers \|\| Download paper	89
2002	Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets. (2002). Wachter, Jessica. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:37:y:2002:i:01:p:63-91_00. Full description at Econpapers \|\| Download paper	86
1988	International Listings and Stock Returns: Some Empirical Evidence. (1988). Alexander, Gordon ; Eun, Cheol S. ; Janakiramanan, S.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:23:y:1988:i:02:p:135-151_01. Full description at Econpapers \|\| Download paper	85
2005	Volatility Spillover Effects in European Equity Markets. (2005). Baele, Lieven. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:40:y:2005:i:02:p:373-401_00. Full description at Econpapers \|\| Download paper	82
2005	Determinants of Board Size and Composition: A Theory of Corporate Boards. (2005). Raheja, Charu G.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:40:y:2005:i:02:p:283-306_00. Full description at Econpapers \|\| Download paper	77
1980	Analyzing Convertible Bonds. (1980). Schwartz, Eduardo S. ; Brennan, Michael J.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:15:y:1980:i:04:p:907-929_01. Full description at Econpapers \|\| Download paper	77
1993	Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets. (1993). Bessembinder, Hendrik ; Seguin, Paul J.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:28:y:1993:i:01:p:21-39_00. Full description at Econpapers \|\| Download paper	73
1987	Option Pricing when the Variance Changes Randomly: Theory, Estimation, and an Application. (1987). Scott, Louis O.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:22:y:1987:i:04:p:419-438_01. Full description at Econpapers \|\| Download paper	71
1999	Of Smiles and Smirks: A Term Structure Perspective. (1999). Das, Sanjiv ; Sundaram, Rangarajan K.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:34:y:1999:i:02:p:211-239_00. Full description at Econpapers \|\| Download paper	71
2000	The Accuracy of Trade Classification Rules: Evidence from Nasdaq. (2000). michaely, roni ; Ellis, Katrina ; O'Hara, Maureen . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:35:y:2000:i:04:p:529-551_00. Full description at Econpapers \|\| Download paper	70
1995	The Conditional Relation between Beta and Returns. (1995). Pettengill, Glenn N. ; Sundaram, Sridhar ; Mathur, Ike . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:30:y:1995:i:01:p:101-116_00. Full description at Econpapers \|\| Download paper	70
1997	A Comparison of Trade Execution Costs for NYSE and NASDAQ-Listed Stocks. (1997). Bessembinder, Hendrik ; Kaufman, Herbert M.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:32:y:1997:i:03:p:287-310_00. Full description at Econpapers \|\| Download paper	68
2007	Characterizing World Market Integration through Time. (2007). Carrieri, Francesca ; Errunza, Vihang ; Hogan, Ked . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:42:y:2007:i:04:p:915-940_00. Full description at Econpapers \|\| Download paper	67
2002	International Cross-Listing and Visibility. (2002). Weaver, Daniel G. ; Baker, Kent H. ; Nofsinger, John R.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:37:y:2002:i:03:p:495-521_00. Full description at Econpapers \|\| Download paper	67
1996	Outside Directors and CEO Selection. (1996). Borokhovich, Kenneth A. ; Trapani, Teresa ; Parrino, Robert. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:31:y:1996:i:03:p:337-355_00. Full description at Econpapers \|\| Download paper	66
1988	Withdrawn Security Offerings. (1988). Partch, Megan M. ; Mikkelson, Wayne H.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:23:y:1988:i:02:p:119-133_01. Full description at Econpapers \|\| Download paper	66
1998	The Effects of Macroeconomic News on High Frequency Exchange Rate Behavior. (1998). Payne, Richard ; Almeida, Alvaro ; Goodhart, Charles . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:33:y:1998:i:03:p:383-408_00. Full description at Econpapers \|\| Download paper	65
2000	Hedge Funds: The Living and the Dead. (2000). Liang, Bing . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:35:y:2000:i:03:p:309-326_00. Full description at Econpapers \|\| Download paper	65
1993	One-Factor Interest-Rate Models and the Valuation of Interest-Rate Derivative Securities. (1993). White, Alan ; Hull, John . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:28:y:1993:i:02:p:235-254_00. Full description at Econpapers \|\| Download paper	65
1986	Bayes-Stein Estimation for Portfolio Analysis. (1986). Jorion, Philippe. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:21:y:1986:i:03:p:279-292_01. Full description at Econpapers \|\| Download paper	65
1987	Transaction Data Tests of the Mixture of Distributions Hypothesis. (1987). Harris, Lawrence . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:22:y:1987:i:02:p:127-141_01. Full description at Econpapers \|\| Download paper	64
1997	An Empirical Analysis of the Determinants of Corporate Debt Ownership Structure. (1997). Johnson, Shane. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:32:y:1997:i:01:p:47-69_00. Full description at Econpapers \|\| Download paper	63
1997	Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach. (1997). Neely, Christopher ; Weller, Paul ; Dittmar, Rob . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:32:y:1997:i:04:p:405-426_00. Full description at Econpapers \|\| Download paper	63
1972	An Analytic Derivation of the Efficient Portfolio Frontier. (1972). merton, robert. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:7:y:1972:i:04:p:1851-1872_01. Full description at Econpapers \|\| Download paper	62
2003	Agency Costs of Controlling Minority Shareholders. (2003). Cronqvist, Henrik ; Nilsson, Mattias . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:04:p:695-719_00. Full description at Econpapers \|\| Download paper	62
1996	Pension Fund Activism and Firm Performance. (1996). Wahal, Sunil . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:31:y:1996:i:01:p:1-23_00. Full description at Econpapers \|\| Download paper	62

Citing documents used to compute impact factor 134:

Year	Title	See
2012	On the Non-Exclusivity of Loan Contracts: An Empirical Investigation. (2012). von Schedvin, Erik ; Ioannidou, Vasso ; Degryse, Hans. In: Working Paper Series. RePEc:hhs:rbnkwp:0258. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Relationship lending in a financial turmoil. (2012). Sette, Enrico ; gobbi, giorgio. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:59. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Speculation and Risk Sharing with New Financial Assets. (2012). Simsek, Alp . In: 2012 Meeting Papers. RePEc:red:sed012:71. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Acquisition valuations of withdrawn IPOs: When IPO plans turn into mergers. (2012). Wang, Qiming ; Lian, Qin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:5:p:1424-1436. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Why newly listed firms become acquisition targets. (2012). Jindra, Jan ; De, Soumendra . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:9:p:2616-2631. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The use of foreign currency derivatives, corporate governance, and firm value around the world. (2012). Lel, Ugur ; Miller, Darius P. ; Allayannis, George. In: Journal of International Economics. RePEc:eee:inecon:v:87:y:2012:i:1:p:65-79. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Exchange rate exposure and the use of foreign currency derivatives in the Australian resources sector. (2012). Nguyen, Hoa ; Yip, Wing Hung . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:22:y:2012:i:4:p:151-167. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Why are U.S. Stocks More Volatile?. (2012). Bartram, SÃ¶hnke ; Brown, Gregory W. ; Stulz, Rene M.. In: MPRA Paper. RePEc:pra:mprapa:47341. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Getting beyond carry trade: What makes a safe haven currency?. (2012). Stracca, Livio ; Habib, Maurizio M.. In: Journal of International Economics. RePEc:eee:inecon:v:87:y:2012:i:1:p:50-64. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A Comprehensive Look at Financial Volatility Prediction by Economic Variables. (2012). Schrimpf, Andreas ; Schmeling, Maik ; Christiansen, Charlotte. In: BIS Working Papers. RePEc:bis:biswps:374. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Multiple large ownership structure, audit committee activity and audit fees: Evidence from the UK. (2012). Adelopo, Ismail ; Scott, Peter ; Jallow, Kumba . In: Journal of Applied Accounting Research. RePEc:eme:jaarpp:v:13:y:2012:i:2:p:100-121. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Globalizing the boardroomâThe effects of foreign directors on corporate governance and firm performance. (2012). masulis, ronald ; Wang, Cong ; Xie, Fei . In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:53:y:2012:i:3:p:527-554. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Local investors, price discovery, and market efficiency. (2012). Shive, Sophie . In: Journal of Financial Economics. RePEc:eee:jfinec:v:104:y:2012:i:1:p:145-161. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Individual political contributions and firm performance. (2012). Ovtchinnikov, Alexei ; Pantaleoni, Eva . In: Journal of Financial Economics. RePEc:eee:jfinec:v:105:y:2012:i:2:p:367-392. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Institutional Investor Preferences and Executive Compensation (Revision of 2011-103). (2012). McCahery, J. A. ; Sautner, Z.. In: Discussion Paper. RePEc:dgr:kubcen:2012004. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Economic Consequences of Proxy Advisor Say-on-Pay Voting Policies. (2012). McCall, Allan L. ; Ormazabal, Gaizka ; Larcker, David F.. In: Research Papers. RePEc:ecl:stabus:2105. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Relation between Equity Incentives and Misreporting: The Role of Risk-Taking Incentives. (2012). ARMSTRONG, CHRISTOPHER S. ; Ormazabal, Gaizka ; Larcker, David F. ; Taylor, Daniel J.. In: Research Papers. RePEc:ecl:stabus:2120. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Are bank loans still âspecialâ (especially during a crisis)? Empirical evidence from a European country. (2012). Godlewski, Christophe. In: Working Papers of LaRGE Research Center. RePEc:lar:wpaper:2012-03. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Agency conflicts and auditing in private firms. (2012). Langli, John Christian ; Thomas, Wayne B. ; Hope, Ole-Kristian . In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:37:y:2012:i:7:p:500-517. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Aging and house prices. (2012). Takats, Elod ; Takts, Eld . In: Journal of Housing Economics. RePEc:eee:jhouse:v:21:y:2012:i:2:p:131-141. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Inflation, Stock Market and Long-Term Investors: Real Effects of Changing Demographics. (2012). Gozluklu, Arie E.. In: Working Papers. RePEc:wbs:wpaper:wpn12-06. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Dividend reductions, the timing of dividend payments and information content. (2012). Krishnamurti, Chandrasekhar ; Balachandran, Balasingham ; Theobald, Michael ; Vidanapathirana, Berty . In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:5:p:1232-1247. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Downward-sloping term structure of lease rates: a puzzle. (2012). Sumita, Kazuto ; Seko, Miki ; Yoshida, Jiro . In: MPRA Paper. RePEc:pra:mprapa:37395. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Dynamic interaction between markets for leasing and selling automobiles. (2012). Markellos, Raphael ; Andrikopoulos, Athanasios ; Markellos, Raphael. N, . In: MPRA Paper. RePEc:pra:mprapa:45225. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	LChaim: Jewish holidays and stock market returns. (2012). Meisami, Alex ; Busenbark, John R. ; Mehran, Jamshid . In: Managerial Finance. RePEc:eme:mfipps:v:38:y:2012:i:7:p:641-652. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A general framework for some economic problems with uncertainty and exogenous barriers. (2012). Slavova, A. ; Agliardi, R. ; Popivanov, P.. In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:6:p:2320-2324. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Are risk preferences dynamic? Within-subject variation in risk-taking as a function of background music. (2012). Halko, Marja Liisa ; Kaustia, Markku . In: CFS Working Paper Series. RePEc:zbw:cfswop:201209. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Asymmetric learning from financial information. (2012). Kuhnen, Camelia. In: MPRA Paper. RePEc:pra:mprapa:39412. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Does the sun âshineâ on art prices?. (2012). Wolk, Leonard ; De Silva, Dakshina ; Pownall, Rachel ; Pownall, Rachel A. J., . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:82:y:2012:i:1:p:167-178. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The effect of anger and anxiety traits on investment decisions. (2012). Gambetti, Elisa ; Giusberti, Fiorella . In: Journal of Economic Psychology. RePEc:eee:joepsy:v:33:y:2012:i:6:p:1059-1069. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Estimating implied recovery rates from the term structure of CDS spreads. (2012). McAleer, Michael ; Jaskowski, Marcin . In: KIER Working Papers. RePEc:kyo:wpaper:836. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Estimating Implied Recovery Rates from the Term Structure of CDS Spreads. (2012). McAleer, Michael ; Jaskowski, Marcin . In: Documentos del Instituto Complutense de AnÃ¡lisis EconÃ³mico. RePEc:ucm:doicae:1228. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Transatlantic systemic risk. (2012). Wewel, Claudio ; Trapp, Monika . In: CFR Working Papers. RePEc:zbw:cfrwps:1210. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Cojumping: Evidence from the US Treasury bond and futures markets. (2012). Dungey, Mardi ; Hvozdyk, Lyudmyla . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:5:p:1563-1575. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Volatility spillovers and the effect of news announcements. (2012). Skiadopoulos, George ; Konstantinidi, Eirini ; Jiang, George J.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:8:p:2260-2273. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Liquidity, volatility, and flights to safety in the U.S. treasury market: evidence from a new class of dynamic order book models. (2012). Fleming, Michael ; Engle, Robert ; Ghysels, Eric ; Nguyen, Giang . In: Staff Reports. RePEc:fip:fednsr:590. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The effect of foreign competition on product switching activities: A firm level analysis. (2012). Nakhoda, Aadil. In: MPRA Paper. RePEc:pra:mprapa:39167. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Why is Price Discovery in Credit Default Swap Markets News-Specific?. (2012). Wagner, Wolf ; Marsch, I.. In: Discussion Paper. RePEc:dgr:kubcen:2012006. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Why is price discovery in credit default swap markets news-specific?. (2012). Wagner, Wolf ; Marsh, Ian. In: Research Discussion Papers. RePEc:hhs:bofrdp:2012_006. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Why Do Firms Engage in Selective Hedging?. (2012). Fernando, Chitru S. ; Adam, Tim R. ; Salas, Jesus M.. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-019. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Illiquidity or credit deterioration: A study of liquidity in the US corporate bond market during financial crises. (2012). Subrahmanyam, Marti G. ; Jankowitsch, Rainer ; Friewald, Nils . In: Journal of Financial Economics. RePEc:eee:jfinec:v:105:y:2012:i:1:p:18-36. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Some curious power properties of long-horizon tests. (2012). Hjalmarsson, Erik. In: Finance Research Letters. RePEc:eee:finlet:v:9:y:2012:i:2:p:81-91. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Forecasting Exchange Rates with Commodity Convenience Yields. (2012). Beutler, Toni. In: Working Papers. RePEc:szg:worpap:1203. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Political geography and stock returns: The value and risk implications of proximity to political power. (2012). Kim, Chansog ; Park, Jung Chul ; Pantzalis, Christos . In: Journal of Financial Economics. RePEc:eee:jfinec:v:106:y:2012:i:1:p:196-228. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Does it take volume to move fx rates? Evidence from quantile regressions. (2012). BieÅ-Barkowska, Katarzyna ; Bien-Barkowska, Katarzyna . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:12:y:2012:p:35-52. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Stock exchange consolidation and return volatility. (2012). Ben Slimane, Faten . In: Managerial Finance. RePEc:eme:mfipps:v:38:y:2012:i:6:p:606-627. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	What drives the valuation premium in IPOs versus acquisitions? An empirical analysis. (2012). Chemmanur, Thomas ; Bayar, Onur . In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:3:p:451-475. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Entrepreneurs financing choice between independent and bank-affiliated venture capital firms. (2012). Groh, Alexander Peter ; Andrieu, Guillaume . In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:5:p:1143-1167. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Market Liquidity - Theory and Empirical Evidence. (2012). Vayanos, Dimitri ; Wang, Jiang . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp709. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The term structure of bond market liquidity conditional on the economic environment: An analysis of government guaranteed bonds. (2012). . In: Working Paper Series in Economics. RePEc:zbw:kitwps:45. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Aggregate Stock Market Illiquidity and Bond Risk Premia. (2012). Sojli, Elvira ; Tham, Wing Wah ; Bouwman, Kees E.. In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20120140. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Aggregate Stock Market Illiquidity and Bond Risk Premia. (2012). Sojli, Elvira ; Tham, Wing Wah ; Bouwman, Kees E.. In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2012140. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The term structure of illiquidity premia. (2012). Kempf, Alexander ; Korn, Olaf ; Uhrig-Homburg, Marliese . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:5:p:1381-1391. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Shareholder litigation in mergers and acquisitions. (2012). masulis, ronald ; Krishnan, C. N. V., ; Thompson, Robert B. ; Thomas, Randall S.. In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:5:p:1248-1268. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Internalization, Clearing and Settlement, and Liquidity. (2012). Degryse, Hans ; Wuyts, G. ; Vanachter, M. ; van Achter, M.. In: Discussion Paper. RePEc:dgr:kubcen:2012002. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Internalization, Clearing and Settlement, and Liquidity. (2012). Degryse, Hans ; Wuyts, G. ; Vanachter, M. ; van Achter, M.. In: Discussion Paper. RePEc:dgr:kubtil:2012001. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Fund manager allocation. (2012). Kempf, Alexander ; Trapp, Monika ; Fang, Jieyan . In: CFR Working Papers. RePEc:zbw:cfrwps:1004r. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks. (2012). Diez de los Rios, Antonio ; Bauer, Gregory. In: Working Papers. RePEc:bca:bocawp:12-5. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Properties of Foreign Exchange Risk Premiums. (2012). Wagner, Christian ; Sarno, Lucio ; Schneider, Paul . In: Working Paper Series. RePEc:rim:rimwps:10_12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Bulgarian Foreign and Domestic Debt â A No-Arbitrage Macrofinancial View. (2012). Yordanov, Vilimir. In: William Davidson Institute Working Papers Series. RePEc:wdi:papers:2012-1032. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Properties of foreign exchange risk premiums. (2012). Wagner, Christian ; Sarno, Lucio ; Schneider, Paul . In: Journal of Financial Economics. RePEc:eee:jfinec:v:105:y:2012:i:2:p:279-310. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Why do firms issue private equity repeatedly? On the motives and information content of multiple PIPE offerings. (2012). Floros, Ioannis V. ; Sapp, Travis R. A., . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:12:p:3469-3481. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Banks and markets: substitutes, complements, or both?. (2012). Berlin, Mitchell . In: Business Review. RePEc:fip:fedpbr:y:2012:i:q2:p:1-10. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A wavelet based investigation of long memory in stock returns. (2012). Maharaj, Elizabeth ; Galagedera, Don ; Tan, Pei P. ; Galagedera, Don U. A., . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:7:p:2330-2341. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bank regulation and stability: An examination of the Basel market risk framework. (2012). Yan, Shu ; Baptista, Alexandre ; Alexander, Gordon. In: Discussion Papers. RePEc:zbw:bubdps:092012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Recovering Delisting Returns of Hedge Funds. (2012). Jackwerth, Jens ; Hodder, James E. ; Kolokolova, Olga . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1234. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	When more is less: Using multiple constraints to reduce tail risk. (2012). Yan, Shu ; Baptista, Alexandre ; Alexander, Gordon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:10:p:2693-2716. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bayesian hypothesis testing in latent variable models. (2012). Yu, Jun ; Li, Yong ; JunYu, . In: Journal of Econometrics. RePEc:eee:econom:v:166:y:2012:i:2:p:237-246. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Realization utility. (2012). Xiong, Wei ; Barberis, Nicholas . In: Journal of Financial Economics. RePEc:eee:jfinec:v:104:y:2012:i:2:p:251-271. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Decision-dependent emotions and behavioral anomalies. (2012). Summers, Barbara ; Duxbury, Darren. In: Organizational Behavior and Human Decision Processes. RePEc:eee:jobhdp:v:118:y:2012:i:2:p:226-238. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Sources of target stock price run-up prior to acquisitions. (2012). Madura, Jeff ; Brigida, Matthew . In: Journal of Economics and Business. RePEc:eee:jebusi:v:64:y:2012:i:2:p:185-198. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Corporate governance, agency problems and international cross-listings: A defense of the bonding hypothesis. (2012). Karolyi, Andrew G.. In: Emerging Markets Review. RePEc:eee:ememar:v:13:y:2012:i:4:p:516-547. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Risk and the cross section of stock returns. (2012). Seasholes, Mark S. ; Jimenez-Garces, Sonia ; Burlacu, Radu ; Fontaine, Patrice . In: Journal of Financial Economics. RePEc:eee:jfinec:v:105:y:2012:i:3:p:511-522. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The determinants of sovereign credit spread changes in the Euro-zone. (2012). Nunes, Joo Pedro ; Oliveira, Lus ; Curto, Jos Dias . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:2:p:278-304. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Leading indicators of crisis incidence: evidence from developed countries. (2012). VaÅ¡ÃÄek, BoÅek ; Smidkova, Katerina ; RusnÃ¡k, Marek ; MatÄjÅ¯, Jakub ; Havranek, Tomas ; BabeckÃ½, Jan ; Vaiek, Boek ; Matj, Jakub . In: Working Paper Series. RePEc:ecb:ecbwps:20121486. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The determinants of sovereign bond yield spreads in the EMU. (2012). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio. In: Working Papers Department of Economics. RePEc:ise:isegwp:wp362012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Credit-Risk Valuation in the Sovereign CDS and Bonds Markets: Evidence from the Euro Area Crisis. (2012). Mayordomo, Sergio ; Arce, Oscar ; Pea, Juan Ignacio . In: Faculty Working Papers. RePEc:una:unccee:wp2212. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The determinants of sovereign bond yield spreads in the EMU. (2012). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio. In: Working Papers. RePEc:gla:glaewp:2012_14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Public Statements on Sovereign Yield Spreads:The Greek Case. (2012). Petrakis, Panagiotis ; Papadakis, Emmanuel ; Daniilopoulou, Nikoleta . In: Cyprus Economic Policy Review. RePEc:erc:cypepr:v:6:y:2012:i:2:p:5-16. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Sovereign bond yield spreads: A time-varying coefficient approach. (2012). Bernoth, Kerstin ; Erdogan, Burcu . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:3:p:639-656. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Debt, interest rates, and integration of financial markets. (2012). SuriÃ±ach, Jordi ; Claeys, Peter ; Suriach, Jordi ; Moreno, Rosina ; Suriñach, Jordi. In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:1:p:48-59. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Sovereign risk premiums in the European government bond market. (2012). von Hagen, Juergen ; Schuknecht, Ludger ; Bernoth, Kerstin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:5:p:975-995. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	When bank loans are bad news: Evidence from market reactions to loan announcements under the risk of expropriation. (2012). Zhao, Shan ; Schwienbacher, Armin ; Huang, Weihua . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:2:p:233-252. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Corporate investment, government control, and financing channels: Evidence from Chinas Listed Companies. (2012). Malatesta, Paul ; Xu, Liping ; Xin, Qingquan ; Firth, Michael . In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:3:p:433-450. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Controlling shareholder, expropriations and firms leverage decision: Evidence from Chinese Non-tradable share reform. (2012). Tian, Gary ; Liu, Qigui . In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:4:p:782-803. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Convergence of EMU Equity Portfolios. (2012). Giofre', Maela. In: Open Economies Review. RePEc:kap:openec:v:23:y:2012:i:2:p:381-419. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Diversification and risk-adjusted performance: A quantile regression approach. (2012). Lee, BongSoo ; Li, Ming-Yuan Leon . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:7:p:2157-2173. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Integration of European Bond Markets. (2012). Christiansen, Charlotte. In: CREATES Research Papers. RePEc:aah:create:2012-33. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The predictability of aggregate Japanese stock returns: Implications of dividend yield. (2012). Chen, Sichong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:22:y:2012:i:1:p:284-304. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Characteristic-based mean-variance portfolio choice. (2012). Hjalmarsson, Erik ; Manchev, Petar . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:5:p:1392-1401. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	What does PIN identify? Evidence from the T-bill market. (2012). Winters, Drew B. ; Akay, Ozgur ; Griffiths, Mark D. ; Cyree, Ken B.. In: Journal of Financial Markets. RePEc:eee:finmar:v:15:y:2012:i:1:p:29-46. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	An improved estimation method and empirical properties of the probability of informed trading. (2012). Zhang, Shaojun ; Yan, Yuxing. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:2:p:454-467. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Asymmetric dynamics of stock price continuation. (2012). Huang, Alex YiHou . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:6:p:1839-1855. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Informed trading, information uncertainty, and price momentum. (2012). Zhao, Huainan ; Chen, Yifan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:7:p:2095-2109. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The flight home effect: Evidence from the syndicated loan market during financial crises. (2012). Laeven, Luc ; Giannetti, Mariassunta. In: Journal of Financial Economics. RePEc:eee:jfinec:v:104:y:2012:i:1:p:23-43. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Does Stock Return Predictability Affect ESO Fair Value?. (2012). Vaello-SebastiÃ , Antoni ; CARMONA, JULIO ; Len, Angel . In: QM&ET Working Papers. RePEc:ris:qmetal:2011_002. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Does stock return predictability affect ESO fair value?. (2012). Vaello-SebastiÃ , Antoni ; Leon, Angel ; Carmona, Julio ; Vaello-Sebastia, Antoni . In: European Journal of Operational Research. RePEc:eee:ejores:v:223:y:2012:i:1:p:188-202. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Forecasting stock returns through an efficient aggregation of mutual fund holdings. (2012). Zhao, Jane ; Yao, Tong ; Wermers, Russ . In: CFR Working Papers. RePEc:zbw:cfrwps:0609r. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Performance inconsistency in mutual funds: An investigation of window-dressing behavior. (2012). Gay, Gerald D. ; Agarwal, Vikas ; Ling, Leng . In: CFR Working Papers. RePEc:zbw:cfrwps:1107r. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Peer performance and stock market entry. (2012). Kaustia, Markku ; KNPFER, SAMULI. In: Journal of Financial Economics. RePEc:eee:jfinec:v:104:y:2012:i:2:p:321-338. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Information Inertia. (2012). Ganguli, Jayant ; Condie, Scott ; ILLEDITSCH, PHILIPP KARL . In: Economics Discussion Papers. RePEc:esx:essedp:719. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The options market response to accounting earnings announcements. (2012). Truong, Cameron ; Chen, Yangyang ; Corrado, Charles . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:3:p:423-450. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Can We Forecast the Implied Volatility Surface Dynamics of Equity Options? Predictability and Economic Value Tests. (2012). Guidolin, Massimo ; Bernales, Alejandro. In: Working Papers. RePEc:igi:igierp:456. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The dynamic relation between short sellers, option traders, and aggregate returns. (2012). Mauck, Nathan. In: MPRA Paper. RePEc:pra:mprapa:42566. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The information content of implied skewness and kurtosis changes prior to earnings announcements for stock and option returns. (2012). Fodor, Andy ; Doran, James S. ; Diavatopoulos, Dean ; Peterson, David R.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:3:p:786-802. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The option to stock volume ratio and future returns. (2012). So, Eric C. ; Johnson, Travis L.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:106:y:2012:i:2:p:262-286. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Derivatives tradersâ reaction to mispricing in the underlying equity. (2012). Hayunga, Darren K. ; Nishikawa, Takeshi ; Holowczak, Richard D. ; Lung, Peter P.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:9:p:2438-2454. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Environmental corporate social responsibility and financial performance: Disentangling direct and indirect effects. (2012). lioui, abraham ; Sharma, Zenu . In: Ecological Economics. RePEc:eee:ecolec:v:78:y:2012:i:c:p:100-111. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Valuation of vix derivatives. (2012). Sentana, Enrique ; Mencia, Javier . In: Banco de España Working Papers. RePEc:bde:wpaper:1232. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Skew Risk Premium in the Equity Index Market. (2012). Kozhan, Roman ; Schneider, Paul ; Neuberger, Anthony . In: Working Papers. RePEc:wbs:wpaper:wpn12-08. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	U.S. stock market crash risk, 1926â2010. (2012). Bates, David S.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:105:y:2012:i:2:p:229-259. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Managerial Incentives and the Choice between Public and Bank Debt. (2012). Meneghetti, Costanza . In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:1:p:65-91. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Why are convertible bond announcements associated with increasingly negative issuer stock returns? An arbitrage-based explanation. (2012). Veld, Chris ; Verwijmeren, Patrick ; Dutordoir, Marie ; Duca, Eric . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:11:p:2884-2899. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Employees Equity Issue and Asymmetric Information:Evidence from France - Augmentations de capital rÃ©servÃ©es aux salariÃ©s et AsymÃ©trie dâinformation:Cas de la France. (2012). Alidou, Djaoudath . In: Working Papers FARGO. RePEc:dij:wpfarg:1120901. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Product market relationships and cost of bank loans: Evidence from strategic alliances. (2012). HASAN, IFTEKHAR ; Francis, Bill ; Fang, Yiwei ; Wang, Haizhi . In: Journal of Empirical Finance. RePEc:eee:empfin:v:19:y:2012:i:5:p:653-674. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A multidimensional classification of market anomalies: Evidence from 76 price indices. (2012). Chen, Catherine Huirong ; Doyle, John R.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:5:p:1237-1257. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Disagreement, correlation and asset prices. (2012). He, Xuezhong ; Shi, Lei . In: Economics Letters. RePEc:eee:ecolet:v:116:y:2012:i:3:p:512-515. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when All Assets Are Risky.. (2012). Szafarz, Ariane ; OOSTERLINCK, Kim ; Mignon, ValÃ©rie ; Drut, Bastien ; BriÃ¨re, Marie ; Briere, Marie . In: Working Papers CEB. RePEc:sol:wpaper:2013/107868. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Strategic Asset Allocation for Central Bankâs Management of Foreign Reserves: A new approach. (2012). Zhang, Zhichao ; Xie, Li ; Chau, Frankie . In: MPRA Paper. RePEc:pra:mprapa:43654. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Multi-objective private wealth allocation without subportfolios. (2012). Ge, Chenliang ; Cai, Jun . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:3:p:900-907. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Portfolio selection with qualitative input. (2012). Chiarawongse, Anant ; Tirapat, Sunti ; Kiatsupaibul, Seksan ; Van Roy, Benjamin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:2:p:489-496. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Portfolio selection with mental accounts and background risk. (2012). Baptista, Alexandre. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:4:p:968-980. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Chasing rainbows: On the relationship between lottery tickets and common stocks. (2012). Singer, Nico ; Johansen, Kathrin . In: Thuenen-Series of Applied Economic Theory. RePEc:zbw:roswps:129. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Dividend payout and corporate governance in emerging markets: which governance provisions matter?. (2012). O'Connor, Thomas. In: Economics, Finance and Accounting Department Working Paper Series. RePEc:may:mayecw:n230-12.pdf. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Corporate governance mechanisms, accounting results and stock valuation in Canada. (2012). Francoeur, Claude ; Berthelot, Sylvie ; Labelle, Real . In: International Journal of Managerial Finance. RePEc:eme:ijmfpp:v:8:y:2012:i:4:p:332-343. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Capital structure and corporate governance quality: Evidence from the Institutional Shareholder Services (ISS). (2012). Kim, Young ; Jiraporn, Pornsit ; Kitsabunnarat, Pattanaporn . In: International Review of Economics & Finance. RePEc:eee:reveco:v:22:y:2012:i:1:p:208-221. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Liquidity risk and stock returns around the world. (2012). Liang, Samuel Xin ; Wei, John K. C., . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:12:p:3274-3288. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The relationship between liquidity, corporate governance, and firm valuation: Evidence from Russia. (2012). Chen, Clara Chia-Sheng ; Li, Wei-Xuan ; French, Joseph J.. In: Emerging Markets Review. RePEc:eee:ememar:v:13:y:2012:i:4:p:465-477. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Investor protection, taxation, and dividends. (2012). Lasfer, Meziane ; Alzahrani, Mohammed. In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:4:p:745-762. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Why does Shareholder Protection Matter for Abnormal Returns after Reported Insider Purcases and Sales?. (2012). Fidrmuc, Jana P. ; Korczak, Piotr . In: Working Papers. RePEc:wbs:wpaper:wpn12-03. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Rationalizing the Value Premium under Economic Fundamentals in an Emerging Market. (2012). Hudson, Robert ; Ebrahim, M. Shahid ; Shah, Eskandar M. ; Girm, Sourafel . In: Working Papers. RePEc:bng:wpaper:12010. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Country risk and valuation of US-listed foreign IPOs. (2012). Wu, Congsheng . In: Managerial Finance. RePEc:eme:mfipps:v:38:y:2012:i:10:p:939-957. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2012

Year	Title	See
2012	Predicting returns and rent growth in the housing market using the rent-to-price ratio: Evidence from the OECD countries. (2012). Pedersen, Thomas ; Engsted, Tom. In: CREATES Research Papers. RePEc:aah:create:2012-58. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Forecasting Inflation and the Inflation Risk Premiums Using Nominal Yields. (2012). . In: Working Papers. RePEc:bca:bocawp:12-37. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Forecasting Interest Rates with Shifting Endpoints. (2012). van Dijk, Dick ; Koopman, Siem Jan ; van der Wel, Michel ; Wright, Jonathan H.. In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2012076. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Determinants of corporate debt maturity in South America: Do institutional quality and financial development matter?. (2012). Kirch, Guilherme ; Terra, Paulo Renato Soares, . In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:4:p:980-993. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The term structure of inflation expectations. (2012). Mueller, Philippe ; Chernov, Mikhail. In: Journal of Financial Economics. RePEc:eee:jfinec:v:106:y:2012:i:2:p:367-394. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Does attention affect individual investors investment return?. (2012). Huang, Jing ; Xu, Zhi ; Chen, Zhengrong ; Shi, Rongsheng . In: China Finance Review International. RePEc:eme:cfripp:v:2:y:2012:i:2:p:143-162. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Term structure modelling with supply factors and the Federal Reserves Large Scale Asset Purchase programs. (2012). Wei, Min ; Li, Canlin . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2012-37. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Qual VAR Revisited: Good Forecast, Bad Story. (2012). von Schweinitz, Gregor ; El-Shagi, Makram. In: IWH Discussion Papers. RePEc:iwh:dispap:12-12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Rational Speculators, Contrarians and Excess Volatility. (2012). Lof, Matthijs. In: MPRA Paper. RePEc:pra:mprapa:43490. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns. (2012). Gooijer, Jan G. ; Diks, Cees ; Jan G. De Gooijer, Cees G. H. Diks, Åukasz T. GÄ, . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:4:y:2012:i:1:p:23-44. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Are financial advisors useful? Evidence from tax-motivated mutual fund flows. (2012). . In: CFR Working Papers. RePEc:zbw:cfrwps:1209. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Multi-Asset Portfolio Optimization and Out-of-Sample Performance: An Evaluation of Black-Litterman, Mean Variance and NaÃ¯ve Diversification Approaches. (2012). Wolff, Dominik ; Bessler, Wolfgang ; Opfer, Heiko . In: Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century. RePEc:zbw:vfsc12:62020. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Recent citations received in: 2011

Year	Title	See
2011	The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: Reply. (2011). Verdelhan, Adrien ; Lustig, Hanno. In: American Economic Review. RePEc:aea:aecrev:v:101:y:2011:i:7:p:3477-3500. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Diversification in Private Equity Funds: On Knowledge-sharing, Risk-aversion and Limited-attention. (2011). Humphery-Jenner, Mark ; Humphèry, Mark ; Humphery von Jenner, Mark. In: Discussion Paper. RePEc:dgr:kubcen:2011046. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Institutional Investor Preferences and Executive Compensation (replaced by CentER DP 2012-004). (2011). McCahery, J. A. ; Sautner, Z.. In: Discussion Paper. RePEc:dgr:kubcen:2011103. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	A Survey of Venture Capital Research. (2011). Hellmann, Thomas ; Da Rin, Marco ; Puri, M. L.. In: Discussion Paper. RePEc:dgr:kubcen:2011111. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	On the Non-Exclusivity of Loan Contracts: An Empirical Investigation. (2011). Ioannidou, Vasso ; Degryse, Hans ; von Schedvin, E. L.. In: Discussion Paper. RePEc:dgr:kubcen:2011130. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Liquidity Shocks and Hedge Fund Contagion. (2011). Stahel, Christof W. ; Stulz, Rene M. ; Boyson, Nicole M.. In: Working Paper Series. RePEc:ecl:ohidic:2011-12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Mutual funds as monitors: Evidence from mutual fund voting. (2011). Morgan, Angela ; Yang, Tina ; Wolf, Jack ; Poulsen, Annette. In: Journal of Corporate Finance. RePEc:eee:corfin:v:17:y:2011:i:4:p:914-928. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The risk in hedge fund strategies: Theory and evidence from long/short equity hedge funds. (2011). Hsieh, David A. ; Fung, William . In: Journal of Empirical Finance. RePEc:eee:empfin:v:18:y:2011:i:4:p:547-569. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	What drives the volume-volatility relationship on Euronext Paris?. (2011). Louhichi, Wael . In: International Review of Financial Analysis. RePEc:eee:finana:v:20:y:2011:i:4:p:200-206. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Liquidity, analysts, and institutional ownership. (2011). Jiang, Christine X. ; Kim, Jang-Chul ; Zhou, Dan . In: International Review of Financial Analysis. RePEc:eee:finana:v:20:y:2011:i:5:p:335-344. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The effect of financial liberalization on stock-return volatility in GCC markets. (2011). Bley, Jorg ; Saad, Mohsen . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:5:p:662-685. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	A tale of values-driven and profit-seeking social investors. (2011). Derwall, Jeroen ; Horst, Jenke ter ; Koedijk, Kees . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:8:p:2137-2147. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The Role of Law, Corruption and Culture in Investment Fund Manager Fees. (2011). NAJAR, Dorra ; Johan, Sofia. In: Post-Print. RePEc:hal:journl:halshs-00639925. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Implied Cost of Capital over the Last 20 Years. (2011). Gotoh, Masatoshi ; Kitagawa, Norio . In: The Japanese Accounting Review. RePEc:kob:tjrevi:dec2011:v:1:p:71-104. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Negotiating with Labor Under Financial Distress. (2011). Benmelech, Efraim ; Bergman, Nittai K. ; Enriquez, Ricardo . In: NBER Working Papers. RePEc:nbr:nberwo:17192. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Mutual Fund Performance and the Incentive to Generate Alpha. (2011). Reuter, Jonathan ; Del Guercio, Diane. In: NBER Working Papers. RePEc:nbr:nberwo:17491. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	A survey of venture capital research. (2011). Hellmann, Thomas ; Da Rin, Marco ; Puri, Manju . In: NBER Working Papers. RePEc:nbr:nberwo:17523. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Do Phoenix miracles exist ? firm-level evidence from financial crises. (2011). Maksimovic, Vojislav ; Demirguc-Kunt, Asli ; Ayyagari, Meghana . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:5799. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The CDS-Bond Basis Arbitrage and the Cross Section of Corporate Bond Returns. (2011). Li, Haitao ; Kim, Gi H. ; Zhang, Weina . In: Working Papers. RePEc:wbs:wpaper:wpn11-04. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Recent citations received in: 2010

Year	Title	See
2010	Aggregate Idiosyncratic Volatility. (2010). Hodrick, Robert ; Bekaert, Geert ; Zhang, Xiaoyan . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8149. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Equity market liberalization and corporate governance. (2010). Goyal, Vidhan ; Bae, Kee-Hong . In: Journal of Corporate Finance. RePEc:eee:corfin:v:16:y:2010:i:5:p:609-621. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Portfolio choice under transitory price impact. (2010). Isaenko, Sergei. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:34:y:2010:i:11:p:2375-2389. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Why do foreigners invest in the United States?. (2010). Forbes, Kristin. In: Journal of International Economics. RePEc:eee:inecon:v:80:y:2010:i:1:p:3-21. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Probability of information-based trading and the January effect. (2010). Kang, Moonsoo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:12:p:2985-2994. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Domestic Institutions and the Bypass Effect of Financial Globalization. (2010). Wei, Shang-Jin ; Ju, Jiandong . In: Working Papers. RePEc:hkm:wpaper:222010. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Firm Maturity and the Pecking Order Theory. (2010). Yan, Zhipeng ; Bulan, Laarni . In: International Journal of Business and Economics. RePEc:ijb:journl:v:9:y:2010:i:3:p:179-200. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Player and Referee Roles Held Jointly: The Effect of State Ownership on Chinaâs Regulatory Enforcement Against Fraud. (2010). Hou, Wenxuan ; Moore, Geoff . In: Journal of Business Ethics. RePEc:kap:jbuset:v:95:y:2010:i:2:p:317-335. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Financial Policies and the Financial Crisis: How Important Was the Systemic Credit Contraction for Industrial Corporations?. (2010). Kahle, Kathleen M. ; Stulz, Rene M.. In: NBER Working Papers. RePEc:nbr:nberwo:16310. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Investor protection and foreign stakeholders. (2010). Giofre', Maela ; Giofre, Maela/M., . In: MPRA Paper. RePEc:pra:mprapa:20238. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Properties of Foreign Exchange Risk Premia. (2010). Wagner, Christian ; Schneider, Paul ; Sarno, Lucio. In: MPRA Paper. RePEc:pra:mprapa:21302. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Safety-first portfolio optimization: Fixed versus random target. (2010). Singer, Nico. In: Thuenen-Series of Applied Economic Theory. RePEc:zbw:roswps:113. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Recent citations received in: 2009

Year	Title	See
2009	. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Auctioned IPOs: The U.S. Evidence. (2009). Degeorge, Francois ; Womack, K. L. ; Derrien, F.. In: Discussion Paper. RePEc:dgr:kubcen:200937s. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	On the information role of stock recommendation revisions. (2009). Hansen, Robert ; AltInkIlI, Oya . In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:48:y:2009:i:1:p:17-36. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Investor perceptions of board performance: Evidence from uncontested director elections. (2009). Miller, Brian P. ; Fischer, Paul E. ; Gramlich, Jeffrey D. ; WHITE, HAL D.. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:48:y:2009:i:2-3:p:172-189. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Modelling price pressure in financial markets. (2009). Asparouhova, Elena ; Bossaerts, Peter. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:72:y:2009:i:1:p:119-130. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	The on-the-run liquidity phenomenon. (2009). Pasquariello, Paolo ; Vega, Clara . In: Journal of Financial Economics. RePEc:eee:jfinec:v:92:y:2009:i:1:p:1-24. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	The price of sin: The effects of social norms on markets. (2009). Kacperczyk, Marcin ; Hong, Harrison. In: Journal of Financial Economics. RePEc:eee:jfinec:v:93:y:2009:i:1:p:15-36. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	The market for corporate control and the cost of debt. (2009). Qiu, Jiaping ; Yu, Fan . In: Journal of Financial Economics. RePEc:eee:jfinec:v:93:y:2009:i:3:p:505-524. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Heterogeneous relationship between IPO return and risk across idiosyncratic variance characteristics. (2009). Beneda, Nancy ; Zhang, Yilei . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:49:y:2009:i:4:p:1298-1316. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	The information content of market liquidity: An empirical analysis of liquidity at the Oslo Stock Exchange. (2009). Skjeltorp, Johannes ; Ãdegaard, Bernt. In: UiS Working Papers in Economics and Finance. RePEc:hhs:stavef:2009_035. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Do Regulations Based on Credit Ratings Affect a Firms Cost of Capital?. (2009). Kisgen, Darren J. ; Strahan, Philip E.. In: NBER Working Papers. RePEc:nbr:nberwo:14890. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Risk Shifting and Mutual Fund Performance. (2009). Sialm, Clemens ; Zhang, Hanjiang ; Huang, Jennifer . In: NBER Working Papers. RePEc:nbr:nberwo:14903. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Art and Money. (2009). Renneboog, Luc ; Goetzmann, William ; Spaenjers, Christophe . In: NBER Working Papers. RePEc:nbr:nberwo:15502. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Trust and Delegation. (2009). Goetzmann, William ; Brown, Stephen ; Liang, Bing ; Schwarz, Christopher . In: NBER Working Papers. RePEc:nbr:nberwo:15529. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Dynamic Sources of Sovereign Bond Market Liquidity. (2009). KÃ¼cÃ¼k, UÄur. In: MPRA Paper. RePEc:pra:mprapa:19677. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Capital Structure Decisions: Which Factors are Reliably Important?. (2009). Goyal, Vidhan ; Frank, Murray. In: MPRA Paper. RePEc:pra:mprapa:22525. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Tiebreaker: Certification and Multiple Credit Ratings. (2009). Goetzmann, William ; BONGAERTS, DION ; Cremers, Martijn . In: Yale School of Management Working Papers. RePEc:ysm:somwrk:amz2394. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Momentum in stock market returns, risk premia on foreign currencies and international financial integration. (2009). Nitschka, Thomas. In: IEW - Working Papers. RePEc:zur:iewwpx:405. Full description at Econpapers \|\| Download paper	[Citation Analysis]

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