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Last updated December, 3 2015 760.408 documents processed, 20.499.313 references and 8.066.571 citations

Journal of Finance / American Finance Association


4.65

Impact Factor

5.4

5-Years IF

190

5-Years H index

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.20.090.1392921872.03525317935492666 (%)60.070.03
19910.270.090.21821742761.596165188504619913 (%)100.120.04
19920.280.090.27852592751.0669521744944711916 (%)80.090.04
19930.40.10.39873464291.246901167664381726 (%)130.150.05
19940.480.110.43724185501.324918172824421929 (%)160.220.05
19950.720.191.076548314092.9264611591144184497 (%)220.340.07
19961.210.231.337055318493.34543813716639152011 (%)310.440.09
19971.320.271.588663922533.53978213517837960011 (%)490.570.09
19981.330.271.568472323103.267521562073805948 (%)430.510.1
19992.190.312.28480731183.86635617037337783110 (%)1001.190.13
20002.020.392.69890538394.247635168339389101212 (%)950.970.15
20012.630.4139299748424.866411182478422126813 (%)9210.16
20022.710.433.4193109057655.298214190515444151213 (%)1671.80.19
20033.220.453.6296118667405.68491218559645116326 (%)940.980.19
20043.70.51493127983136.5545518969946318546 (%)1331.430.21
20053.260.544.5586136595306.98576718961747221479 (%)1591.850.22
20063.490.524.3188145396426.64460217962446019827 (%)1501.70.21
20073.680.454.0585153891865.97325517464145618466 (%)1081.270.18
20083.460.484.21831621108226.68293617359844818845 (%)1021.230.2
20093.040.484.28801701112336.6236616851143518634 (%)1001.250.19
20102.530.443.73701771104545.9166816341342215752 (%)721.030.16
20113.270.534.35631834125256.8315761504914061767 (%)1031.630.21
20124.180.584.76521886147467.8281813355638118122 (%)611.170.22
20135.030.715.44681954177219.0776311557934818922 (%)1041.530.25
20144.650.815.4742028175368.653761205583331797 (%)901.220.28
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
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
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%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

 

50 most cited documents in this series:


[Click on heading to sort table]

YearTitleCited
1992 The Cross-Section of Expected Stock Returns.. (1992). . In: Journal of Finance. RePEc:bla:jfinan:v:47:y:1992:i:2:p:427-65.

Full description at Econpapers || Download paper

1725
1997 Legal Determinants of External Finance.. (1997). . In: Journal of Finance. RePEc:bla:jfinan:v:52:y:1997:i:3:p:1131-50.

Full description at Econpapers || Download paper

1683
1997 A Survey of Corporate Governance.. (1997). Vishny, Robert W. In: Journal of Finance. RePEc:bla:jfinan:v:52:y:1997:i:2:p:737-83.

Full description at Econpapers || Download paper

1526
1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates.. (1974). . In: Journal of Finance. RePEc:bla:jfinan:v:29:y:1974:i:2:p:449-70.

Full description at Econpapers || Download paper

1488
1970Efficient Capital Markets: A Review of Theory and Empirical Work.. (1970). . In: Journal of Finance. RePEc:bla:jfinan:v:25:y:1970:i:2:p:383-417.

Full description at Econpapers || Download paper

1486
1997 On Persistence in Mutual Fund Performance.. (1997). . In: Journal of Finance. RePEc:bla:jfinan:v:52:y:1997:i:1:p:57-82.

Full description at Econpapers || Download paper

1479
1952PORTFOLIO SELECTION. (1952). Markowitz, Harry . In: Journal of Finance. RePEc:bla:jfinan:v:7:y:1952:i:1:p:77-91.

Full description at Econpapers || Download paper

1476
1999Corporate Ownership Around the World. (1999). . In: Journal of Finance. RePEc:bla:jfinan:v:54:y:1999:i:2:p:471-517.

Full description at Econpapers || Download paper

1356
1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK. (1964). Sharpe, William F.. In: Journal of Finance. RePEc:bla:jfinan:v:19:y:1964:i:3:p:425-442.

Full description at Econpapers || Download paper

1215
1993 On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks.. (1993). Runkle, David E ; Glosten, Lawrence R. In: Journal of Finance. RePEc:bla:jfinan:v:48:y:1993:i:5:p:1779-1801.

Full description at Econpapers || Download paper

1154
1993 Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency.. (1993). Jegadeesh, Narasimhan . In: Journal of Finance. RePEc:bla:jfinan:v:48:y:1993:i:1:p:65-91.

Full description at Econpapers || Download paper

1011
1994 The Benefits of Lending Relationships: Evidence from Small Business Data.. (1994). . In: Journal of Finance. RePEc:bla:jfinan:v:49:y:1994:i:1:p:3-37.

Full description at Econpapers || Download paper

927
1993 Measuring and Testing the Impact of News on Volatility.. (1993). Ng, Victor K. In: Journal of Finance. RePEc:bla:jfinan:v:48:y:1993:i:5:p:1749-78.

Full description at Econpapers || Download paper

841
1996 Multifactor Explanations of Asset Pricing Anomalies.. (1996). . In: Journal of Finance. RePEc:bla:jfinan:v:51:y:1996:i:1:p:55-84.

Full description at Econpapers || Download paper

827
2002No Contagion, Only Interdependence: Measuring Stock Market Comovements. (2002). . In: Journal of Finance. RePEc:bla:jfinan:v:57:y:2002:i:5:p:2223-2261.

Full description at Econpapers || Download paper

821
1995 What Do We Know about Capital Structure? Some Evidence from International Data.. (1995). Zingales, Luigi . In: Journal of Finance. RePEc:bla:jfinan:v:50:y:1995:i:5:p:1421-60.

Full description at Econpapers || Download paper

799
1985 Does the Stock Market Overreact?. (1985). De Bondt, Werner F M, . In: Journal of Finance. RePEc:bla:jfinan:v:40:y:1985:i:3:p:793-805.

Full description at Econpapers || Download paper

794
1989 Why Does Stock Market Volatility Change over Time?. (1989). . In: Journal of Finance. RePEc:bla:jfinan:v:44:y:1989:i:5:p:1115-53.

Full description at Econpapers || Download paper

750
1984 The Capital Structure Puzzle.. (1984). Myers, Stewart C. In: Journal of Finance. RePEc:bla:jfinan:v:39:y:1984:i:3:p:575-92.

Full description at Econpapers || Download paper

722
1991 Efficient Capital Markets: II.. (1991). . In: Journal of Finance. RePEc:bla:jfinan:v:46:y:1991:i:5:p:1575-617.

Full description at Econpapers || Download paper

709
1987 The Pricing of Options on Assets with Stochastic Volatilities.. (1987). Hull, John C. In: Journal of Finance. RePEc:bla:jfinan:v:42:y:1987:i:2:p:281-300.

Full description at Econpapers || Download paper

638
1993 The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems.. (1993). . In: Journal of Finance. RePEc:bla:jfinan:v:48:y:1993:i:3:p:831-80.

Full description at Econpapers || Download paper

637
1997 The Limits of Arbitrage.. (1997). Vishny, Robert W. In: Journal of Finance. RePEc:bla:jfinan:v:52:y:1997:i:1:p:35-55.

Full description at Econpapers || Download paper

615
1977Informational Asymmetries, Financial Structure, and Financial Intermediation.. (1977). Pyle, David H. In: Journal of Finance. RePEc:bla:jfinan:v:32:y:1977:i:2:p:371-87.

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613
2004Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles. (2004). Bansal, Ravi . In: Journal of Finance. RePEc:bla:jfinan:v:59:y:2004:i:4:p:1481-1509.

Full description at Econpapers || Download paper

601
1992 Insiders and Outsiders: The Choice between Informed and Arms-Length Debt.. (1992). . In: Journal of Finance. RePEc:bla:jfinan:v:47:y:1992:i:4:p:1367-400.

Full description at Econpapers || Download paper

600
1987 A Simple Model of Capital Market Equilibrium with Incomplete Information.. (1987). . In: Journal of Finance. RePEc:bla:jfinan:v:42:y:1987:i:3:p:483-510.

Full description at Econpapers || Download paper

582
1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY. (1968). Altman, Edward I.. In: Journal of Finance. RePEc:bla:jfinan:v:23:y:1968:i:4:p:589-609.

Full description at Econpapers || Download paper

579
2000Foreign Speculators and Emerging Equity Markets. (2000). . In: Journal of Finance. RePEc:bla:jfinan:v:55:y:2000:i:2:p:565-613.

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571
1998Investor Psychology and Security Market Under- and Overreactions. (1998). Daniel, Kent . In: Journal of Finance. RePEc:bla:jfinan:v:53:y:1998:i:6:p:1839-1885.

Full description at Econpapers || Download paper

567
2002Investor Protection and Corporate Valuation. (2002). . In: Journal of Finance. RePEc:bla:jfinan:v:57:y:2002:i:3:p:1147-1170.

Full description at Econpapers || Download paper

559
1988 The Determinants of Capital Structure Choice.. (1988). Wessels, Roberto. In: Journal of Finance. RePEc:bla:jfinan:v:43:y:1988:i:1:p:1-19.

Full description at Econpapers || Download paper

551
1991 Inferring Trade Direction from Intraday Data.. (1991). Ready, Mark J. In: Journal of Finance. RePEc:bla:jfinan:v:46:y:1991:i:2:p:733-46.

Full description at Econpapers || Download paper

551
1961COUNTERSPECULATION, AUCTIONS, AND COMPETITIVE SEALED TENDERS. (1961). Vickrey, William . In: Journal of Finance. RePEc:bla:jfinan:v:16:y:1961:i:1:p:8-37.

Full description at Econpapers || Download paper

548
1991 The Theory of Capital Structure.. (1991). Raviv, Artur . In: Journal of Finance. RePEc:bla:jfinan:v:46:y:1991:i:1:p:297-355.

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539
1995 Time-Varying World Market Integration.. (1995). . In: Journal of Finance. RePEc:bla:jfinan:v:50:y:1995:i:2:p:403-44.

Full description at Econpapers || Download paper

521
1995 The New Issues Puzzle.. (1995). Loughran, Tim . In: Journal of Finance. RePEc:bla:jfinan:v:50:y:1995:i:1:p:23-51.

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508
2001Extreme Correlation of International Equity Markets. (2001). Longin, Franois . In: Journal of Finance. RePEc:bla:jfinan:v:56:y:2001:i:2:p:649-676.

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502
1977Debt and Taxes.. (1977). . In: Journal of Finance. RePEc:bla:jfinan:v:32:y:1977:i:2:p:261-75.

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487
1990 Asymmetric Information, Bank Lending, and Implicit Contracts: A Stylized Model of Customer Relationships.. (1990). . In: Journal of Finance. RePEc:bla:jfinan:v:45:y:1990:i:4:p:1069-87.

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484
1998Law, Finance, and Firm Growth. (1998). . In: Journal of Finance. RePEc:bla:jfinan:v:53:y:1998:i:6:p:2107-2137.

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471
1990 Positive Feedback Investment Strategies and Destabilizing Rational Speculation.. (1990). . In: Journal of Finance. RePEc:bla:jfinan:v:45:y:1990:i:2:p:379-95.

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470
1994 Contrarian Investment, Extrapolation, and Risk.. (1994). Lakonishok, Josef ; Vishny, Robert W. In: Journal of Finance. RePEc:bla:jfinan:v:49:y:1994:i:5:p:1541-78.

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469
1991 The Term Structure as a Predictor of Real Economic Activity.. (1991). Hardouvelis, Gikas A. In: Journal of Finance. RePEc:bla:jfinan:v:46:y:1991:i:2:p:555-76.

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458
1992 Liquidation Values and Debt Capacity: A Market Equilibrium Approach.. (1992). Vishny, Robert W. In: Journal of Finance. RePEc:bla:jfinan:v:47:y:1992:i:4:p:1343-66.

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448
1998Are Investors Reluctant to Realize Their Losses?. (1998). Odean, Terrance . In: Journal of Finance. RePEc:bla:jfinan:v:53:y:1998:i:5:p:1775-1798.

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448
1993 Risk Management: Coordinating Corporate Investment and Financing Policies.. (1993). Froot, Kenneth A. In: Journal of Finance. RePEc:bla:jfinan:v:48:y:1993:i:5:p:1629-58.

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446
2002Disentangling the Incentive and Entrenchment Effects of Large Shareholdings. (2002). . In: Journal of Finance. RePEc:bla:jfinan:v:57:y:2002:i:6:p:2741-2771.

Full description at Econpapers || Download paper

435
1998Costly Search and Mutual Fund Flows. (1998). Sirri, Erik R.. In: Journal of Finance. RePEc:bla:jfinan:v:53:y:1998:i:5:p:1589-1622.

Full description at Econpapers || Download paper

429
2001Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk. (2001). . In: Journal of Finance. RePEc:bla:jfinan:v:56:y:2001:i:1:p:1-43.

Full description at Econpapers || Download paper

424

50 most relevant documents in this series:


Papers most cited in the last two years. [Click on heading to sort table]

YearTitleCited
1952PORTFOLIO SELECTION. (1952). Markowitz, Harry . In: Journal of Finance. RePEc:bla:jfinan:v:7:y:1952:i:1:p:77-91.

Full description at Econpapers || Download paper

614
1997 On Persistence in Mutual Fund Performance.. (1997). . In: Journal of Finance. RePEc:bla:jfinan:v:52:y:1997:i:1:p:57-82.

Full description at Econpapers || Download paper

536
1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates.. (1974). . In: Journal of Finance. RePEc:bla:jfinan:v:29:y:1974:i:2:p:449-70.

Full description at Econpapers || Download paper

449
1970Efficient Capital Markets: A Review of Theory and Empirical Work.. (1970). . In: Journal of Finance. RePEc:bla:jfinan:v:25:y:1970:i:2:p:383-417.

Full description at Econpapers || Download paper

439
1992 The Cross-Section of Expected Stock Returns.. (1992). . In: Journal of Finance. RePEc:bla:jfinan:v:47:y:1992:i:2:p:427-65.

Full description at Econpapers || Download paper

418
1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK. (1964). Sharpe, William F.. In: Journal of Finance. RePEc:bla:jfinan:v:19:y:1964:i:3:p:425-442.

Full description at Econpapers || Download paper

411
1993 On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks.. (1993). Runkle, David E ; Glosten, Lawrence R. In: Journal of Finance. RePEc:bla:jfinan:v:48:y:1993:i:5:p:1779-1801.

Full description at Econpapers || Download paper

363
2002No Contagion, Only Interdependence: Measuring Stock Market Comovements. (2002). . In: Journal of Finance. RePEc:bla:jfinan:v:57:y:2002:i:5:p:2223-2261.

Full description at Econpapers || Download paper

338
1997 A Survey of Corporate Governance.. (1997). Vishny, Robert W. In: Journal of Finance. RePEc:bla:jfinan:v:52:y:1997:i:2:p:737-83.

Full description at Econpapers || Download paper

333
1993 Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency.. (1993). Jegadeesh, Narasimhan . In: Journal of Finance. RePEc:bla:jfinan:v:48:y:1993:i:1:p:65-91.

Full description at Econpapers || Download paper

307
1999Corporate Ownership Around the World. (1999). . In: Journal of Finance. RePEc:bla:jfinan:v:54:y:1999:i:2:p:471-517.

Full description at Econpapers || Download paper

299
1997 Legal Determinants of External Finance.. (1997). . In: Journal of Finance. RePEc:bla:jfinan:v:52:y:1997:i:3:p:1131-50.

Full description at Econpapers || Download paper

295
2004Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles. (2004). Bansal, Ravi . In: Journal of Finance. RePEc:bla:jfinan:v:59:y:2004:i:4:p:1481-1509.

Full description at Econpapers || Download paper

246
1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY. (1968). Altman, Edward I.. In: Journal of Finance. RePEc:bla:jfinan:v:23:y:1968:i:4:p:589-609.

Full description at Econpapers || Download paper

235
1995 What Do We Know about Capital Structure? Some Evidence from International Data.. (1995). Zingales, Luigi . In: Journal of Finance. RePEc:bla:jfinan:v:50:y:1995:i:5:p:1421-60.

Full description at Econpapers || Download paper

206
1996 Multifactor Explanations of Asset Pricing Anomalies.. (1996). . In: Journal of Finance. RePEc:bla:jfinan:v:51:y:1996:i:1:p:55-84.

Full description at Econpapers || Download paper

197
2001Extreme Correlation of International Equity Markets. (2001). Longin, Franois . In: Journal of Finance. RePEc:bla:jfinan:v:56:y:2001:i:2:p:649-676.

Full description at Econpapers || Download paper

187
1993 The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems.. (1993). . In: Journal of Finance. RePEc:bla:jfinan:v:48:y:1993:i:3:p:831-80.

Full description at Econpapers || Download paper

179
1994 The Benefits of Lending Relationships: Evidence from Small Business Data.. (1994). . In: Journal of Finance. RePEc:bla:jfinan:v:49:y:1994:i:1:p:3-37.

Full description at Econpapers || Download paper

174
1987 A Simple Model of Capital Market Equilibrium with Incomplete Information.. (1987). . In: Journal of Finance. RePEc:bla:jfinan:v:42:y:1987:i:3:p:483-510.

Full description at Econpapers || Download paper

170
1984 The Capital Structure Puzzle.. (1984). Myers, Stewart C. In: Journal of Finance. RePEc:bla:jfinan:v:39:y:1984:i:3:p:575-92.

Full description at Econpapers || Download paper

168
1993 Measuring and Testing the Impact of News on Volatility.. (1993). Ng, Victor K. In: Journal of Finance. RePEc:bla:jfinan:v:48:y:1993:i:5:p:1749-78.

Full description at Econpapers || Download paper

166
1961COUNTERSPECULATION, AUCTIONS, AND COMPETITIVE SEALED TENDERS. (1961). Vickrey, William . In: Journal of Finance. RePEc:bla:jfinan:v:16:y:1961:i:1:p:8-37.

Full description at Econpapers || Download paper

164
1985 Does the Stock Market Overreact?. (1985). De Bondt, Werner F M, . In: Journal of Finance. RePEc:bla:jfinan:v:40:y:1985:i:3:p:793-805.

Full description at Econpapers || Download paper

161
1997 The Limits of Arbitrage.. (1997). Vishny, Robert W. In: Journal of Finance. RePEc:bla:jfinan:v:52:y:1997:i:1:p:35-55.

Full description at Econpapers || Download paper

155
2006Investor Sentiment and the Cross-Section of Stock Returns. (2006). Baker, Malcolm . In: Journal of Finance. RePEc:bla:jfinan:v:61:y:2006:i:4:p:1645-1680.

Full description at Econpapers || Download paper

152
1989 Why Does Stock Market Volatility Change over Time?. (1989). . In: Journal of Finance. RePEc:bla:jfinan:v:44:y:1989:i:5:p:1115-53.

Full description at Econpapers || Download paper

151
1992 Insiders and Outsiders: The Choice between Informed and Arms-Length Debt.. (1992). . In: Journal of Finance. RePEc:bla:jfinan:v:47:y:1992:i:4:p:1367-400.

Full description at Econpapers || Download paper

150
1998Investor Psychology and Security Market Under- and Overreactions. (1998). Daniel, Kent . In: Journal of Finance. RePEc:bla:jfinan:v:53:y:1998:i:6:p:1839-1885.

Full description at Econpapers || Download paper

148
2005The Theory of Bank Risk Taking and Competition Revisited. (2005). De Nicol, Gianni ; Boyd, John H.. In: Journal of Finance. RePEc:bla:jfinan:v:60:y:2005:i:3:p:1329-1343.

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145
2006The Cross-Section of Volatility and Expected Returns. (2006). Ang, Andrew ; Xing, Yuhang ; Zhang, Xiaoyan . In: Journal of Finance. RePEc:bla:jfinan:v:61:y:2006:i:1:p:259-299.

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145
2005What Explains the Stock Markets Reaction to Federal Reserve Policy?. (2005). . In: Journal of Finance. RePEc:bla:jfinan:v:60:y:2005:i:3:p:1221-1257.

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137
1996 Oil and the Stock Markets.. (1996). Jones, Charles M. In: Journal of Finance. RePEc:bla:jfinan:v:51:y:1996:i:2:p:463-91.

Full description at Econpapers || Download paper

135
1995 Time-Varying World Market Integration.. (1995). . In: Journal of Finance. RePEc:bla:jfinan:v:50:y:1995:i:2:p:403-44.

Full description at Econpapers || Download paper

133
1991 Efficient Capital Markets: II.. (1991). . In: Journal of Finance. RePEc:bla:jfinan:v:46:y:1991:i:5:p:1575-617.

Full description at Econpapers || Download paper

130
1991 Inferring Trade Direction from Intraday Data.. (1991). Ready, Mark J. In: Journal of Finance. RePEc:bla:jfinan:v:46:y:1991:i:2:p:733-46.

Full description at Econpapers || Download paper

129
2002Disentangling the Incentive and Entrenchment Effects of Large Shareholdings. (2002). . In: Journal of Finance. RePEc:bla:jfinan:v:57:y:2002:i:6:p:2741-2771.

Full description at Econpapers || Download paper

126
2005Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market. (2005). Neis, Eric ; Mithal, Sanjay ; Longstaff, Francis A.. In: Journal of Finance. RePEc:bla:jfinan:v:60:y:2005:i:5:p:2213-2253.

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125
2001Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk. (2001). . In: Journal of Finance. RePEc:bla:jfinan:v:56:y:2001:i:1:p:1-43.

Full description at Econpapers || Download paper

125
1998Costly Search and Mutual Fund Flows. (1998). Sirri, Erik R.. In: Journal of Finance. RePEc:bla:jfinan:v:53:y:1998:i:5:p:1589-1622.

Full description at Econpapers || Download paper

124
1988 The Determinants of Capital Structure Choice.. (1988). Wessels, Roberto. In: Journal of Finance. RePEc:bla:jfinan:v:43:y:1988:i:1:p:1-19.

Full description at Econpapers || Download paper

123
2002Investor Protection and Corporate Valuation. (2002). . In: Journal of Finance. RePEc:bla:jfinan:v:57:y:2002:i:3:p:1147-1170.

Full description at Econpapers || Download paper

120
1999A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets. (1999). Hong, Harrison . In: Journal of Finance. RePEc:bla:jfinan:v:54:y:1999:i:6:p:2143-2184.

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117
2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market. (2007). Tetlock, Paul C.. In: Journal of Finance. RePEc:bla:jfinan:v:62:y:2007:i:3:p:1139-1168.

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116
1992 Liquidation Values and Debt Capacity: A Market Equilibrium Approach.. (1992). Vishny, Robert W. In: Journal of Finance. RePEc:bla:jfinan:v:47:y:1992:i:4:p:1343-66.

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115
2003Founding-Family Ownership and Firm Performance: Evidence from the S&P 500. (2003). Reeb, David M. ; Anderson, Ronald C.. In: Journal of Finance. RePEc:bla:jfinan:v:58:y:2003:i:3:p:1301-1327.

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114
2006Household Finance. (2006). . In: Journal of Finance. RePEc:bla:jfinan:v:61:y:2006:i:4:p:1553-1604.

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113
2004The Cash Flow Sensitivity of Cash. (2004). Almeida, Heitor ; Campello, Murillo . In: Journal of Finance. RePEc:bla:jfinan:v:59:y:2004:i:4:p:1777-1804.

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112
2005Financial and Legal Constraints to Growth: Does Firm Size Matter?. (2005). . In: Journal of Finance. RePEc:bla:jfinan:v:60:y:2005:i:1:p:137-177.

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111
1987 The Pricing of Options on Assets with Stochastic Volatilities.. (1987). Hull, John C. In: Journal of Finance. RePEc:bla:jfinan:v:42:y:1987:i:2:p:281-300.

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Citing documents used to compute impact factor 558:


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YearTitleSee
2014Trading in derivatives when the underlying is scarce. (2014). Graveline, Jeremy J. ; Banerjee, Snehal . In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:3:p:589-608.

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2014Short sale constraints, divergence of opinion and asset prices: Evidence from the laboratory. (2014). Theissen, Erik ; Fellner, Gerlinde . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:101:y:2014:i:c:p:113-127.

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2014Forward and Spot Exchange Rates in a Multi-currency World. (2014). Mano, Rui C.. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10060.

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2014Forward and Spot Exchange Rates in a Multi-currency World. (2014). Mano, Rui C. ; Hassan, Tarek A.. In: NBER Working Papers. RePEc:nbr:nberwo:20294.

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2014Currency Manipulation. (2014). Hassan, Tarek ; Zhang, Weithing ; Mertens, Thomas . In: 2014 Meeting Papers. RePEc:red:sed014:401.

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2014The euro and corporate financing before the crisis. (2014). Bris, Arturo ; Koskinen, Yrjo ; Nilsson, Mattias . In: Journal of Financial Economics. RePEc:eee:jfinec:v:114:y:2014:i:3:p:554-575.

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2014Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs. (2014). Buss, Adrian ; Uppal, Raman ; Vilkov, Grigory . In: SAFE Working Paper Series. RePEc:zbw:safewp:41.

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201460 Years of portfolio optimization: Practical challenges and current trends. (2014). Fabozzi, Frank J. ; Tutuncu, Reha ; Kolm, Petter N.. In: European Journal of Operational Research. RePEc:eee:ejores:v:234:y:2014:i:2:p:356-371.

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2014Rebalancing with Linear and Quadratic Costs. (2014). Muhle-Karbe, Johannes ; Liu, Ren ; Weber, Marko . In: Papers. RePEc:arx:papers:1402.5306.

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2014High-Resilience Limits of Block-Shaped Order Books. (2014). Kallsen, Jan ; Muhle-Karbe, Johannes . In: Papers. RePEc:arx:papers:1409.7269.

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2014Portfolio Optimization in the Financial Market with Correlated Returns under Constraints, Transaction Costs and Different Rates for Borrowing and Lending. (2014). Obedko, Tatyana ; Dombrovskii, Vladimir . In: Papers. RePEc:arx:papers:1410.8042.

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2014TRANSACTION COSTS AND MARKET IMPACT IN INVESTMENT MANAGEMENT. (2014). Kociski, Marek . In: e-Finanse. RePEc:rze:efinan:v:10:y:2014:i:4:p:28-35.

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2014Under one roof: A study of simultaneously managed hedge funds and funds of hedge funds. (2014). Ray, Sugata ; Lu, Yan ; Agarwal, Vikas . In: CFR Working Papers. RePEc:zbw:cfrwps:1413.

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2014Mutual Funds’ Returns from Providing Liquidity and Costs of Immediacy. (2014). Rinne, Kalle ; Suominen, Matti . In: LSF Research Working Paper Series. RePEc:crf:wpaper:14-01.

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2014Banking deregulation, consolidation, and corporate cash holdings: U.S. evidence. (2014). Francis, Bill ; Hasan, Iftekhar ; Wang, Haizhi . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:41:y:2014:i:c:p:45-56.

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2014Credit default swaps and corporate cash holdings. (2014). Tang, Dragon Yongjun ; Wang, Sarah Qian ; Subrahmanyam, Marti G.. In: CFS Working Paper Series. RePEc:zbw:cfswop:462.

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2014Corporate Cash and Employment. (2014). Poilly, Celine ; Bacchetta, Philippe ; Benhima, Kenza . In: 2014 Meeting Papers. RePEc:red:sed014:256.

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2014Corporate Cash and Employment. (2014). Poilly, Celine ; Bacchetta, Philippe ; Benhima, Kenza . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10309.

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2014Asymmetric Transmission of a Bank Liquidity Shock. (2014). Schiozer, Rafael Felipe ; Raquel de Freitas Oliveira, . In: Working Papers Series. RePEc:bcb:wpaper:368.

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2014Corporate Cash and Employment. (2014). Poilly, Celine ; Bacchetta, Philippe . In: Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP). RePEc:lau:crdeep:14.09.

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2014Bank Systemic Risk-Taking and Loan Pricing : Evidence from Syndicated Loans. (2014). Gong, D.. In: Discussion Paper. RePEc:tiu:tiucen:5f066f24-3d9c-40dd-aaa5-2b16f9b75bd5.

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2014Loan Sales and Bank Liquidity Risk Management: Evidence from a U.S. Credit Register. (2014). Meisenzahl, Ralf R. ; Irani, Rustom M.. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2014-115.

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2014Creditor rights and capital structure: Evidence from international data. (2014). Suh, Jungwon ; Cho, Seong-Soon ; El Ghoul, Sadok ; Guedhami, Omrane . In: Journal of Corporate Finance. RePEc:eee:corfin:v:25:y:2014:i:c:p:40-60.

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2014Forward-looking reaction to bank regulation. (2014). Herrala, Risto . In: Working Paper Series. RePEc:ecb:ecbwps:20141645.

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2014Does business regulation matter for banks in the European Union?. (2014). . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:32:y:2014:i:c:p:278-324.

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2014Legal rights, information sharing, and private credit: New cross-country evidence. (2014). Nketcha Nana, P. V., . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:54:y:2014:i:3:p:315-323.

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2014Governing Board Interlocks and Probability of an IPO. (2014). Naoko, MATSUDA ; Yutaka, MATSUO . In: Discussion papers. RePEc:eti:dpaper:14040.

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2014Outsourcing of mutual funds non-core competencies and the impact on operational outcomes: Evidence from funds shareholder services. (2014). Sorhage, Christoph . In: CFR Working Papers. RePEc:zbw:cfrwps:1404.

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2014Outsourcing of mutual funds non-core competencies. (2014). Sorhage, Christoph . In: CFR Working Papers. RePEc:zbw:cfrwps:1404r.

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2014Improved inference in the evaluation of mutual fund performance using panel bootstrap methods. (2014). Ioannidis, Christos ; Caulfield, Tristan ; Tonks, Ian ; Blake, David . In: Journal of Econometrics. RePEc:eee:econom:v:183:y:2014:i:2:p:202-210.

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2014Trading efficiency of fund families: Impact on fund performance and investment behavior. (2014). Kempf, Alexander ; Dahm, Laura K. ; Cici, Gjergji . In: CFR Working Papers. RePEc:zbw:cfrwps:1414.

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2014Manager Characteristics and Credit Derivative Use by U.S. Corporate Bond Funds. (2014). Galkiewicz, Dominika Paula . In: Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems. RePEc:trf:wpaper:495.

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2014Manager Characteristics and Credit Derivative Use by U.S. Corporate Bond Funds. (2014). Galkiewicz, Dominika Paula . In: Discussion Papers in Economics. RePEc:lmu:muenec:24445.

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2014Liquidating Crime with Illiquidity: How Switching from Cash to Credit Can Stop Street Crime. (2014). McClellan, Chandler ; Topalli, Volkan ; Wright, Richard ; Tekin, Erdal . In: CESifo DICE Report. RePEc:ces:ifodic:v:12:y:2014:i:2:p:45-50.

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2014On bank credit risk: systemic or bank-specific? Evidence from the US and UK. (2014). Zinna, Gabriele ; Li, Junye . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_951_14.

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2014Flights to Safety. (2014). Baele, Lieven ; Wei, Min . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2014-46.

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2014On the compensation for illiquidity in sovereign credit markets. (2014). Groba, Jonatan ; Serrano, Pedro ; Lafuente, Juan Angel . In: Business Economics Working Papers. RePEc:cte:wbrepe:wb142911.

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2014Bank risk factors and changing risk exposures: Capital market evidence before and during the financial crisis. (2014). Kurmann, Philipp ; Bessler, Wolfgang . In: Journal of Financial Stability. RePEc:eee:finsta:v:13:y:2014:i:c:p:151-166.

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2014How did the financial crisis alter the correlations of U.S. yield spreads?. (2014). Guidolin, Massimo ; Contessi, Silvio ; De Pace, Pierangelo ; DePace, Pierangelo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:28:y:2014:i:c:p:362-385.

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2014The Risk Premia Embedded in Index Options. (2014). Fusari, Nicola ; Todorov, Viktor ; Andersen, Torben G.. In: CREATES Research Papers. RePEc:aah:create:2014-56.

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2014Flight-to-liquidity flows in the euro area sovereign debt crisis. (2014). Garcia, Juan Angel ; Gimeno, Ricardo . In: Banco de España Working Papers. RePEc:bde:wpaper:1429.

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2014Mortgage risks, debt literacy and financial advice. (2014). van Rooij, Maarten ; van Ooijen, Raun . In: DNB Working Papers. RePEc:dnb:dnbwpp:449.

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2014Fails-to-deliver, short selling, and market quality. (2014). Yadav, Pradeep K. ; Raman, Vikas ; Fotak, Veljko . In: Journal of Financial Economics. RePEc:eee:jfinec:v:114:y:2014:i:3:p:493-516.

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2014Internal capital market studies in empirical banking: Biases due to usage of assets instead of risk capital?. (2014). Riepe, Jan ; Glaser, Markus . In: Finance Research Letters. RePEc:eee:finlet:v:11:y:2014:i:1:p:47-53.

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2014The MAX effect: European evidence. (2014). Walkshausl, Christian . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:42:y:2014:i:c:p:1-10.

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2014Price pressures. (2014). Menkveld, Albert J. ; Hendershott, Terrence . In: Journal of Financial Economics. RePEc:eee:jfinec:v:114:y:2014:i:3:p:405-423.

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2014Brand Capital and Firm Value. (2014). Belo, Frederico ; Vitorino, Maria Ana . In: Review of Economic Dynamics. RePEc:red:issued:12-71.

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2014Are Large Headquarters Unproductive? Evidence from a panel of Japanese companies. (2014). . In: Discussion papers. RePEc:eti:dpaper:14036.

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2014Examining macroeconomic models through the lens of asset pricing. (2014). Borovika, Jaroslav ; Hansen, Lars Peter . In: Journal of Econometrics. RePEc:eee:econom:v:183:y:2014:i:1:p:67-90.

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2014A Labor Capital Asset Pricing Model. (2014). Wang, JessieJiaxu ; Simutin, Mikhail ; Kuehn, Lars . In: 2014 Meeting Papers. RePEc:red:sed014:695.

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2014A Comparison of New Factor Models. (2014). Xue, Chen . In: NBER Working Papers. RePEc:nbr:nberwo:20682.

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2014Editorial. Intellectual Capital and Management Control: Human Capital Valuation and other challenges. (2014). Catasus, Bino ; Russ, Meir . In: MANAGEMENT CONTROL. RePEc:fan:macoma:v:html10.3280/maco2014-002001.

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2014Multinational Firms and Business Cycle Transmission. (2014). Menno, Dominik . In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100320.

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2014Explaining the Association between Monitoring and Controversial CEO Pay Practices: an Optimal Contracting Perspective. (2014). Chaigneau, Pierre . In: Cahiers de recherche. RePEc:lvl:lacicr:1406.

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2014Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience. (2014). Ranish, Benjamin ; Ramadorai, Tarun . In: NBER Working Papers. RePEc:nbr:nberwo:20000.

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2014Winners in the spotlight: Media coverage of fund holdings as a driver of flows. (2014). Solomon, David H. ; Soltes, Eugene ; Sosyura, Denis . In: Journal of Financial Economics. RePEc:eee:jfinec:v:113:y:2014:i:1:p:53-72.

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2014Are Household Investors Noise Traders: Evidence from Belief Dispersion and Stock Trading Volume. (2014). Li, Dan . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2014-35.

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2014Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience. (2014). Ranish, Benjamin ; Ramadorai, Tarun . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9907.

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2014Durable Financial Regulation: Monitoring Financial Instruments as a Counterpart to Regulating Financial Institutions. (2014). Nakamura, Leonard . In: NBER Chapters. RePEc:nbr:nberch:12521.

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2014Monetary policy, financial conditions, and financial stability. (2014). Liang, Nellie J.. In: Staff Reports. RePEc:fip:fednsr:690.

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2014The Effect of Safe Assets on Financial Fragility in a Bank-Run Model. (2014). Ahnert, Toni . In: Working Paper. RePEc:fip:fedcwp:1437.

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2014Monetary Policy, Financial Conditions, and Financial Stability. (2014). Liang, Nellie ; Adrian, Tobias . In: IMES Discussion Paper Series. RePEc:ime:imedps:14-e-13.

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2014Seasonality and idiosyncratic risk in mutual fund performance. (2014). Vidal-Garcia, Javier . In: European Journal of Operational Research. RePEc:eee:ejores:v:233:y:2014:i:3:p:613-624.

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2014Stock investments at work. (2014). Hvide, Hans K ; ostberg, Per . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9837.

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2014Which short-selling regulation is the least damaging to market efficiency? Evidence from Europe. (2014). Herinckx, Astrid ; Bernal, Oscar. In: International Review of Law and Economics. RePEc:eee:irlaec:v:37:y:2014:i:c:p:244-256.

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2014Short-sales constraints and liquidity change: Cross-sectional evidence from the Hong Kong Market. (2014). Bai, Min ; Qin, Yafeng . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:26:y:2014:i:c:p:98-122.

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2014Anonymity and the Information Content of the Limit Order Book. (2014). Duong, Huu Nhan ; Kalev, Petko S.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:30:y:2014:i:c:p:205-219.

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2014Credit Market Speculation and the Cost of Capital. (2014). Sethi, Rajiv ; Che, Yeon-Koo . In: American Economic Journal: Microeconomics. RePEc:aea:aejmic:v:6:y:2014:i:4:p:1-34.

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2014Short sale constraints, disperse pessimistic beliefs and market efficiency — Evidence from the Chinese stock market. (2014). XIONG, Heping ; Zhao, Zhongkuang ; Li, Shuqi . In: Economic Modelling. RePEc:eee:ecmode:v:42:y:2014:i:c:p:333-342.

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2014Short sales and class-action lawsuits. (2014). Blau, Benjamin M. ; Tew, Philip L.. In: Journal of Financial Markets. RePEc:eee:finmar:v:20:y:2014:i:c:p:79-100.

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2014Mutual Funds and Information Diffusion: The Role of Country-Level Governance. (2014). Zhang, and Hong ; Massa, Massimo ; Lin, Chunmei . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140079.

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2014Short-sale constraints and financial stability: Evidence from the Spanish market. (2014). Arce, oscar ; Mayordomo, Sergio . In: Banco de España Working Papers. RePEc:bde:wpaper:1410.

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2014The scarcity value of Treasury collateral: Repo market effects of security-specific supply and demand factors. (2014). Fan, Roger ; Kitsul, Yuriy ; D'Amico, Stefania . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2014-60.

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2014Diversification: A Value-Creating or Value-Destroying Strategy? Evidence from the Eurozone Countries. (2014). De La Torre Chabela, ; Julio, Pindado ; Antonio, Galvan . In: Journal of Financial Management, Markets and Institutions. RePEc:mul:jdp901:doi:10.12831/77236:y:2014:i:1:p:43-64.

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2014MIKROFINANČNÍ REVOLUCE: AKTUÁLNÍ KONTROVERZE A VÝZVY. (2014). Zetek, Pavel . In: MPRA Paper. RePEc:pra:mprapa:54098.

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2014Survey of Microfinance Controversies and Challenges. (2014). Zetek, Pavel . In: MPRA Paper. RePEc:pra:mprapa:56657.

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2014Investment busts, reputation, and the temptation to blend in with the crowd. (2014). Malenko, Andrey ; Grenadier, Steven R. ; Strebulaev, Ilya A.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:1:p:137-157.

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2014Coordinated strategic defaults and financial fragility in a costly state verification model. (2014). Salgado, Pablo ; Carrasco, Vinicius . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:23:y:2014:i:1:p:129-139.

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2014Credit Risk Modeling Of Residential Mortgage Lending In Russia. (2014). Poroshina, Agatha M.. In: HSE Working papers. RePEc:hig:wpaper:30/fe/2014.

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2014.

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2014Predatory lending and the subprime crisis. (2014). Evanoff, Douglas D. ; Agarwal, Sumit ; Chomsisengphet, Souphala ; Ben-David, Itzhak ; Amromin, Gene . In: Journal of Financial Economics. RePEc:eee:jfinec:v:113:y:2014:i:1:p:29-52.

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2014Positive Externalities of Social Insurance: Unemployment Insurance and Consumer Credit. (2014). Melzer, Brian T. ; Hsu, Joanne W. ; Matsa, David A.. In: NBER Working Papers. RePEc:nbr:nberwo:20353.

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2014Public goods and ethnic diversity: evidence from deforestation in Indonesia. (2014). Alesina, Alberto ; Gennaioli, Caterina . In: GRI Working Papers. RePEc:lsg:lsgwps:wp166.

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2014Public Goods and Ethnic Diversity: Evidence from Deforestation in Indonesia. (2014). Gennaioli, Caterina . In: NBER Working Papers. RePEc:nbr:nberwo:20504.

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2014Risk Aversion and Financial Crisis. (2014). Guiso, Luigi . In: EIEF Working Papers Series. RePEc:eie:wpaper:1412.

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2014Modelling default transitions in the UK mortgage market. (2014). McCann, Fergal . In: Research Technical Papers. RePEc:cbi:wpaper:18/rt/14.

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2014The sensitivity of housing demand to financing conditions: evidence from a survey. (2014). . In: Staff Reports. RePEc:fip:fednsr:702.

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2014Modeling the Budgetary Costs of FHA's Single Family Mortgage Insurance: Working Paper 2014-05. (2014). Moore, Damien ; Perry, Jeffrey ; Ehrlich, Gabriel ; Castelli, Francesca . In: Working Papers. RePEc:cbo:wpaper:45711.

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2014Recourse and residential mortgages: the case of Nevada. (2014). Oswald, Florian ; Li, Wenli . In: Working Papers. RePEc:fip:fedpwp:15-2.

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2014.

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2014Precious Metals Under the Microscope: A High-Frequency Analysis. (2014). Ranaldo, Angelo ; Caporin, Massimiliano ; Velo, Gabriel G.. In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:09.

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2014The Usefulness of Financial Variables in Predicting Exchange Rate Movements. (2014). Rossi, Jose Luiz Junior, . In: Insper Working Papers. RePEc:ibm:ibmecp:wpe_332.

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2014Is there momentum or reversal in weekly currency returns?. (2014). Raza, Ahmad ; Visaltanachoti, Nuttawat ; Marshall, Ben R.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:45:y:2014:i:c:p:38-60.

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2014Liquidity commonality does not imply liquidity resilience commonality: A functional characterisation for ultra-high frequency cross-sectional LOB data. (2014). Panayi, Efstathios ; Kosmidis, Ioannis ; Peters, Gareth . In: Papers. RePEc:arx:papers:1406.5486.

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2014Commonality in liquidity and real estate securities. (2014). Kadilli, Anjeza ; Hoesli, Martin ; Reka, Kustrim . In: Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva. RePEc:gen:geneem:14051a.

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2014The Carry Trade: Risks and Drawdowns. (2014). Daniel, Kent ; Lu, Zhongjin . In: NBER Working Papers. RePEc:nbr:nberwo:20433.

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2014Risky adjustments or adjustments to risks: Decomposing bank leverage. (2014). . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:45:y:2014:i:c:p:242-254.

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2014The Empirical Analysis of Liquidity. (2014). Subrahmanyam, Avanidhar ; Jacobsen, Stacey ; Holden, Craig W.. In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000044.

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2014Antitakeover provisions, managerial entrenchment and firm innovation. (2014). Chakraborty, Atreya ; Rzakhanov, Zaur ; Sheikh, Shahbaz . In: Journal of Economics and Business. RePEc:eee:jebusi:v:72:y:2014:i:c:p:30-43.

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2014Financial Constraints, Antitakeover Protection, and Corporate Innovation: An Empirical Analysis using Antitakeover Legislation. (2014). Zeng, Hongchao . In: Review of Economics & Finance. RePEc:bap:journl:140301.

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2014Financing Innovation. (2014). . In: NBER Working Papers. RePEc:nbr:nberwo:20676.

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2014Financial Dependence and Innovation: The Case of Public versus Private Firms. (2014). Acharya, Viral V ; Xu, Zhaoxia . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9829.

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2014What is the Relation (if any) Between a Firms Corporate Governance Arrangements and its Financial Performance?. (2014). Wessels, Roberto E. ; Wansbeek, Tom J.. In: CESifo Working Paper Series. RePEc:ces:ceswps:_4599.

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2014The death of the deal: Are withdrawn acquisition deals informative of CEO quality?. (2014). Jacobsen, Stacey . In: Journal of Financial Economics. RePEc:eee:jfinec:v:114:y:2014:i:1:p:54-83.

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2014Corporate Scandals and Household Stock Market Participation. (2014). Giannetti, Mariassunta ; Wang, Tracey Yue . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9834.

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2014An analysis of herding behavior in security analysts’ networks. (2014). Zhang, Wei ; Zhao, Zheng ; Feng, Xu. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:116-124.

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2014Ambiguity Preferences and Portfolio Choices: Evidence from the Field.. (2014). Bianchi, Milo . In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:14065.

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2014Ambiguity Preferences and Portfolio Choices: Evidence from the Field. (2014). Bianchi, Milo ; Tallon, Jean-Marc . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01109655.

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2014Financial development and innovation: Cross-country evidence. (2014). Hsu, Po-Hsuan ; Xu, Yan ; Tian, Xuan . In: Journal of Financial Economics. RePEc:eee:jfinec:v:112:y:2014:i:1:p:116-135.

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2014Are Bad Times Good News for the Securities and Exchange Commission?. (2014). Thomann, Christian . In: Working Paper Series in Economics and Institutions of Innovation. RePEc:hhs:cesisp:0371.

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2014Why Do Innovative Firms Hold So Much Cash? Evidence from Changes in State R&D Tax Credits. (2014). Falato, Antonio ; Sim, Jae W.. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2014-72.

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2014Public enforcement of securities market rules: Resource-based evidence from the Securities and Exchange Commission. (2014). Pascalau, Razvan ; Lohse, Tim . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:106:y:2014:i:c:p:197-212.

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2014The effect of familiarity on associated sponsor and event brand attitudes following negative celebrity endorser publicity. (2014). Funk, Daniel C. ; Pentecost, Robin D. ; Doyle, Jason P.. In: Sport Management Review. RePEc:eee:spomar:v:17:y:2014:i:3:p:310-323.

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2014Are Bad Times Good News for the Securities and Exchange Commission?. (2014). Thomann, Christian ; Lohse, Tim . In: Working Papers. RePEc:mpi:wpaper:tax-mpg-rps-2014-11.

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2014Habit, Production, and the Cross-Section of Stock Returns. (2014). Chen, Andrew Y.. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2014-103.

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2014Asset pricing with horizon-dependent risk aversion. (2014). . In: Staff Reports. RePEc:fip:fednsr:703.

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2014The scale of predictability. (2014). Tamoni, Andrea ; Bandi, Federico M. ; Tebaldi, Claudio ; Perron, Bernard . In: Working Papers. RePEc:igi:igierp:509.

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2014Can Economic Uncertainty, Financial Stress and Consumer Senti-ments Predict U.S. Equity Premium?. (2014). Modise, Mampho P. ; Hammoudeh, Shawkat . In: Working Papers. RePEc:ipg:wpaper:2014-436.

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2014Growth Expectations, Dividend Yields, and Future Stock Returns. (2014). Shen, Jianfeng ; Da, Zhi . In: NBER Working Papers. RePEc:nbr:nberwo:20651.

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2014The predictability of aggregate returns on commodity futures. (2014). Lutzenberger, Fabian T.. In: Review of Financial Economics. RePEc:eee:revfin:v:23:y:2014:i:3:p:120-130.

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2014Forecasting stock returns under economic constraints. (2014). Timmermann, Allan ; Valkanov, Rossen ; Pettenuzzo, Davide . In: Journal of Financial Economics. RePEc:eee:jfinec:v:114:y:2014:i:3:p:517-553.

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2014Predictions of corporate bond excess returns. (2014). Wu, Chunchi ; Wang, Junbo . In: Journal of Financial Markets. RePEc:eee:finmar:v:21:y:2014:i:c:p:123-152.

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2014Bringing cost transparency to the life annuity market. (2014). Donnelly, Catherine ; Guillen, Montserrat ; Nielsen, Jens Perch . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:56:y:2014:i:c:p:14-27.

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2014Complexity in Structured Finance: Financial Wizardry or Smoke and Mirrors. (2014). Ghent, Andra ; Valkanov, Rossen . In: 2014 Meeting Papers. RePEc:red:sed014:104.

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2014The evolution of capital structure and operating performance after leveraged buyouts: Evidence from U.S. corporate tax returns. (2014). Towery, Erin M. ; Mills, Lillian F. ; Cohn, Jonathan B.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:2:p:469-494.

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2014Activist Funds, Leverage, and Procyclicality. (2014). Dasgupta, Amil ; Burkart, Mike . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp733.

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2014Are novice private equity funds risk-takers? Evidence from a comparison with established funds. (2014). Schwienbacher, Armin ; Hege, Ulrich ; Giot, Pierre . In: Journal of Corporate Finance. RePEc:eee:corfin:v:27:y:2014:i:c:p:55-71.

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2014Leveraged Buyout Activity: A Tale of Developed and Developing Economies. (2014). Lloyd, Blenman ; Nischala, Reddy . In: Journal of Financial Management, Markets and Institutions. RePEc:mul:jdp901:doi:10.12831/78757:y:2014:i:2:p:157-184.

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2014Benchmark models of expected returns in U.K. portfolio performance: An empirical investigation. (2014). Fletcher, Jonathan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:29:y:2014:i:c:p:30-46.

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2014An empirical investigation of asset pricing models under divergent lending and borrowing rates. (2014). Hammami, Yacine . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:28:y:2014:i:3:p:263-279.

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2014Financial integration, financial turmoil and risk premia in emerging markets. (2014). . In: EconomiX Working Papers. RePEc:drm:wpaper:2014-52.

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2014Yes, the CAPM is testable. (2014). Guermat, Cherif . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:46:y:2014:i:c:p:31-42.

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2014Unexplained factors and their effects on second pass R-squared’s. (2014). Zhan, Zhaoguo . In: UvA-Econometrics Working Papers. RePEc:ame:wpaper:1405.

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2014Common Risk Factors in Equity Markets. (2014). Atanasov, Victoria . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140070.

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2014Why do firms (not) hedge? — Novel evidence on cultural influence. (2014). Lievenbruck, Martin ; Schmid, Thomas . In: Journal of Corporate Finance. RePEc:eee:corfin:v:25:y:2014:i:c:p:92-106.

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2014How does risk management influence production decisions? evidence from a field experiment. (2014). . In: Staff Reports. RePEc:fip:fednsr:692.

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2014Price pressures in the UK index-linked market: an empirical investigation. (2014). Zinna, Gabriele . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_968_14.

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2014Institutional investor portfolio allocation, quantitative easing and the global financial crisis. (2014). Tonks, Ian ; Joyce, Michael . In: Bank of England working papers. RePEc:boe:boeewp:0510.

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2014Implied Risk Exposures. (2014). Perignon, Christophe ; Benoit, Sylvain . In: Working Papers. RePEc:hal:wpaper:halshs-00836280.

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2014The turn-of-the-year effect and tax-loss-selling by institutional investors. (2014). Sikes, Stephanie A.. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:57:y:2014:i:1:p:22-42.

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2014Window dressing in mutual funds. (2014). Gay, Gerald D. ; Agarwal, Vikas ; Ling, Leng . In: CFR Working Papers. RePEc:zbw:cfrwps:1107r3.

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2014Mandatory portfolio disclosure, stock liquidity, and mutual fund performance. (2014). Yang, Baozhong ; Tang, Yuehua ; Agarwal, Vikas ; Mullally, Kevin Andrew . In: CFR Working Papers. RePEc:zbw:cfrwps:1304r.

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2014Rollover Risk and the Maturity Transformation Function of Banks. (2014). Santos, Joo ; Paligorova, Teodora . In: Staff Working Papers. RePEc:bca:bocawp:14-8.

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2014Maturity Rationing and Collective Short-Termism. (2014). Milbradt, Konstantin ; Oehmke, Martin . In: NBER Working Papers. RePEc:nbr:nberwo:19946.

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2014The Compelling Case for Stronger and More Effective Leverage Regulation in Banking. (2014). Admati, Anat . In: Ensayos Económicos. RePEc:bcr:ensayo:v:1:y:2014:i:71:p:7-38.

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2014The relationship between liquidity risk and credit risk in banks. (2014). Imbierowicz, Bjorn ; Rauch, Christian . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:242-256.

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2014Overcoming limits of arbitrage: Theory and evidence. (2014). Thesmar, David ; Hombert, Johan . In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:1:p:26-44.

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2014Asymmetric Information and Roll-over Risk. (2014). Konig, Philipp . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1364.

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2014Originators, traders, neutrals, and traditioners – various banking business models across the globe. Does the business model matter for financial stability?. (2014). Hryckiewicz, Aneta . In: MPRA Paper. RePEc:pra:mprapa:55118.

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2014Franchise value and risk-taking in modern banks. (2014). Ratnovski, Lev ; Vlahu, Razvan ; Martynova, Natalya . In: DNB Working Papers. RePEc:dnb:dnbwpp:430.

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2014Debt maturity without commitment. (2014). Niepelt, Dirk . In: Journal of Monetary Economics. RePEc:eee:moneco:v:68:y:2014:i:s:p:s37-s54.

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2014Collateral Risk, Repo Rollover and Shadow Banking. (2014). Zhang, Shengxing . In: 2014 Meeting Papers. RePEc:red:sed014:562.

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2014A network view on interbank market freezes. (2014). Georg, Co-Pierre ; Gabrieli, Silvia . In: Discussion Papers. RePEc:zbw:bubdps:442014.

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2014Shadow Banking and Traditional Bank Lending: The Role of Implicit Guarantees. (2014). Gornicka, Lucyna . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140035.

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2014Speed, algorithmic trading, and market quality around macroeconomic news announcements. (2014). Frijns, Bart ; Scholtus, Martin ; van Dijk, Dick . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:38:y:2014:i:c:p:89-105.

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2014Need for Speed? Exchange Latency and Liquidity. (2014). Menkveld, Albert J. ; Zoican, Marius A.. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140097.

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2014Toxic Arbitrage. (2014). Tham, Wing Wah . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9925.

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2014HFT and Market Quality. (2014). Biais, Bruno ; Foucault, Thierry . In: Bankers, Markets & Investors. RePEc:rbq:journl:i:128:p:5-19.

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2014Investor fears and risk premia for rare events. (2014). Schwarz, Claudia . In: Discussion Papers. RePEc:zbw:bubdps:032014.

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2014Model Disagreement and Economic Outlook. (2014). Carlin, Bruce ; Hasler, Michael ; Andrei, Daniel . In: NBER Working Papers. RePEc:nbr:nberwo:20190.

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2014Multi-jumps. (2014). Kolokolov, Aleksey ; Reno, Roberto ; Caporin, Massimiliano . In: MPRA Paper. RePEc:pra:mprapa:58175.

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2014Ambiguity and Reality. (2014). Wiehenkamp, Christian ; Wrampelmeyer, Jan ; Trojani, Fabio . In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:18.

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2014Asset Prices in a Lifecycle Economy. (2014). Roger E. A. Farmer, . In: NBER Working Papers. RePEc:nbr:nberwo:19958.

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2014Learning about Disaster Risk: Joint Implications for Consumption and Asset Prices. (2014). Gillman, Max ; Pakos, Michal ; Kejak, Michal . In: CERGE-EI Working Papers. RePEc:cer:papers:wp507.

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2014Rare Booms and Disasters in a Multi-sector Endowment Economy. (2014). Tsai, Jerry ; Wachter, Jessica A.. In: NBER Working Papers. RePEc:nbr:nberwo:20062.

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2014Asset Pricing with Countercyclical Household Consumption Risk. (2014). Ghosh, Anisha ; Constantinides, George M.. In: NBER Working Papers. RePEc:nbr:nberwo:20110.

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2014Learning about Rare Disasters: Implications for Consumptions and Asset Prices. (2014). Kejak, Michal ; Pakos, Michal . In: CEU Working Papers. RePEc:ceu:econwp:2014_2.

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2014Performance evaluation with high moments and disaster risk. (2014). Liu, Fang ; Kadan, Ohad . In: Journal of Financial Economics. RePEc:eee:jfinec:v:113:y:2014:i:1:p:131-155.

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2014Disentangling economic recessions and depressions. (2014). Candelon, Bertrand ; Straetmans, Stefan ; Metiu, Norbert . In: Working Papers. RePEc:ipg:wpaper:2014-328.

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2014Consumption-based asset pricing with rare disaster risk. (2014). Sonksen, Jantje ; Grammig, Joachim . In: CFR Working Papers. RePEc:zbw:cfrwps:1406.

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2014Misspecification Aversion and Selection of Initial Priors. (2014). Schmeidler, David ; Chollete, Lor . In: UiS Working Papers in Economics and Finance. RePEc:hhs:stavef:2014_013.

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2014Extreme Events and the Origin of Central Bank Priors. (2014). Schmeidler, David ; Chollete, Loran . In: UiS Working Papers in Economics and Finance. RePEc:hhs:stavef:2014_015.

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2014Consumption-based asset pricing with rare disaster risk. (2014). Sonksen, Jantje ; Grammig, Joachim . In: CFS Working Paper Series. RePEc:zbw:cfswop:480.

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2014Hidden persistent disasters and asset prices. (2014). Suzuki, Masataka . In: Annals of Finance. RePEc:kap:annfin:v:10:y:2014:i:3:p:395-418.

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2014Good and Bad Uncertainty: Macroeconomic and Financial Market Implications. (2014). YARON, AMIR ; Shaliastovich, Ivan ; Segal, Gill . In: 2014 Meeting Papers. RePEc:red:sed014:488.

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2014Time-varying jump tails. (2014). Bollerslev, Tim ; Todorov, Viktor . In: Journal of Econometrics. RePEc:eee:econom:v:183:y:2014:i:2:p:168-180.

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2014Roughing up Beta: Continuous vs. Discontinuous Betas, and the Cross-Section of Expected Stock Returns. (2014). Li, Sophia Zhengzi ; Todorov, Viktor ; Bollerslev, Tim . In: CREATES Research Papers. RePEc:aah:create:2014-48.

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2014Tail Risk Premia and Return Predictability. (2014). Xu, Lai ; Todorov, Viktor ; Bollerslev, Tim . In: CREATES Research Papers. RePEc:aah:create:2014-49.

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2014Consumption-Based Asset Pricing with Rare Disaster Risk: A Simulated Method of Moments Approach. (2014). Sonksen, Jantje ; Grammig, Joachim . In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100614.

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2014Asset Prices in a Lifecycle Economy. (2014). Farmer, Roger E A, . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9897.

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2014The credit crunch and fall in employment during the Great Recession. (2014). Haltenhof, Samuel ; Stebunovs, Viktors ; Lee, Seung Jung . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:43:y:2014:i:c:p:31-57.

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2014Financial frictions and the reaction of stock prices to monetary policy shocks. (2014). Ozdagli, Ali K.. In: Working Papers. RePEc:fip:fedbwp:14-6.

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2014Why Do Banks Provide Leasing?. (2014). Bulbul, Dilek ; Tyrell, Marcel ; Noth, Felix . In: Journal of Financial Services Research. RePEc:kap:jfsres:v:46:y:2014:i:2:p:137-175.

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2014Corporate Debt Structure and the Financial Crisis. (2014). De Fiore, Fiorella . In: NBER Working Papers. RePEc:nbr:nberwo:20730.

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2014Self-Fulfilling Credit Cycles. (2014). Azariadis, Costas ; Wen, Yi ; Kaas, Leo . In: 2014 Meeting Papers. RePEc:red:sed014:1169.

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2014Retail Financial Advice: Does One Size Fit All?. (2014). Previtero, Alessandro ; Foerster, Stephen ; Linnainmaa, Juhani T. ; Melzer, Brian T.. In: NBER Working Papers. RePEc:nbr:nberwo:20712.

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2014Search-for-Yield in Canadian Fixed-Income Mutual Funds and Monetary Policy. (2014). Sierra, Jesus ; Gungor, Sermin . In: Staff Working Papers. RePEc:bca:bocawp:14-3.

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2014The Impact of Hedge Funds on Asset Markets. (2014). Patton, Andrew J ; Kruttli, Mathias . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10151.

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2014Commonality in hedge fund returns: driving factors and implications. (2014). Hoerova, Marie . In: Working Paper Series. RePEc:ecb:ecbwps:20141658.

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2014Hedge fund systemic risk signals. (2014). Savona, Roberto . In: European Journal of Operational Research. RePEc:eee:ejores:v:236:y:2014:i:1:p:282-291.

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2014The Evolving Beta-Liquidity Relationship of Hedge Funds. (2014). Siegmann, Arjen ; Stefanova, Denitsa . In: LSF Research Working Paper Series. RePEc:crf:wpaper:14-12.

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2014Hedge Fund Innovation. (2014). Siegmann, Arjen ; Zamojski, Marcin ; Stefanova, Denitsa . In: LSF Research Working Paper Series. RePEc:crf:wpaper:14-13.

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2014Macroeconomic risk and hedge fund returns. (2014). Caglayan, Mustafa O. ; Bali, Turan G. ; Brown, Stephen J.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:114:y:2014:i:1:p:1-19.

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2014Is Sell-Side Research More Valuable in Bad Times?. (2014). Stulz, Rene M. ; Loh, Roger K.. In: NBER Working Papers. RePEc:nbr:nberwo:19778.

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2014Does Trading Anonymously Enhance Liquidity?. (2014). Dennis, Patrick J. ; Sands, Patrik . In: Working Paper Series. RePEc:hhs:rbnkwp:0288.

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2014Determinants of financial distress in u.s. large bank holding companies. (2014). Xie, Li ; Zhang, Zhuang ; lu, xiangyun . In: MPRA Paper. RePEc:pra:mprapa:53545.

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2014Corporate Governance and Bank Insolvency Risk: International Evidence. (2014). Demirguc-Kunt, Asli ; Ma, Kebin ; Anginer, Deniz . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10185.

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2014Financial innovation and bank behavior: Evidence from credit markets. (2014). Buston, Consuelo Silva ; Wagner, Wolf ; Norden, Lars . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:43:y:2014:i:c:p:130-145.

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2014Corporate governance and bank insolvency risk : international evidence. (2014). Demirguc-Kunt, Asli ; Ma, Kebin ; Huizinga, Harry ; Anginer, Deniz . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:7017.

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2014Managerial Compensation, Regulation and Risk in Banks: Theory and Evidence from the Financial Crisis. (2014). Oliviero, Tommaso ; Cerasi, Vittoria . In: CSEF Working Papers. RePEc:sef:csefwp:374.

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2014Credit Booms and Busts in Emerging Markets: The Role of Bank Governance and Risk Managment. (2014). Brown, Martin . In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:14.

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2014Corporate Governance in Banks and its Impact on Risk and Performance: Review of Literature on the Selected Governance Mechanisms. (2014). Himaj, Shkendije . In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:3:y:2014:i:3:p:53-85.

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2014The effect of financial market development on bank risk: evidence from Southeast Asian countries. (2014). Vithessonthi, Chaiporn . In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:249-260.

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2014Information asymmetry around operational risk announcements. (2014). Barakat, Ahmed ; Wahrenburg, Mark ; Chernobai, Anna . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:48:y:2014:i:c:p:152-179.

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2014Corporate Governance and Bank Insolvency Risk : International Evidence. (2014). Demirguc-Kunt, Asli ; Ma, K. ; Anginer, D.. In: Discussion Paper. RePEc:tiu:tiucen:3da1df9f-1cbe-4a14-91be-ffc96c88c0d1.

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2014Sticky prices or economically-linked economies: The case of forecasting the Chinese stock market. (2014). Vivian, Andrew ; Jordan, Steven J. ; Wohar, Mark E.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:41:y:2014:i:c:p:95-109.

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2014Forecasting macroeconomic time series: LASSO-based approaches and their forecast combinations with dynamic factor models. (2014). Li, Jiahan ; Chen, Weiye . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:996-1015.

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2014U.S. stock market uncertainty and cross-market European stock returns. (2014). GhulamSarwar, . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:28:y:2014:i:c:p:1-14.

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2014Volatility links between the home and the host market for U.K. dual-listed stocks on U.S. markets. (2014). Ben Sita, Bernard ; Abdallah, Wissam . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:183-199.

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2014The euro area sovereign debt crisis: Can contagion spread from the periphery to the core?. (2014). Gorea, Denis ; Radev, Deyan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:30:y:2014:i:c:p:78-100.

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2014Does integration and economic policy coordination promote business cycle synchronization in the EU?. (2014). Tondl, G. ; Antonakakis, N.. In: Empirica. RePEc:kap:empiri:v:41:y:2014:i:3:p:541-575.

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2014Financial crises and the composition of cross-border lending. (2014). Minoiu, Camelia ; Cerutti, Eugenio . In: Working Paper Series. RePEc:fip:fedfwp:2014-20.

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2014Spillovers to emerging markets during global financial crisis. (2014). Kalemli-Ozcan, Sebnem . In: Journal Economía Chilena (The Chilean Economy). RePEc:chb:bcchec:v:17:y:2014:i:2:p:26-47.

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2014International business cycle spillovers since the 1870s. (2014). Badinger, H.. In: Applied Economics. RePEc:taf:applec:v:46:y:2014:i:30:p:3682-3694.

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2014Financial Harmonization and Industrial Growth: Evidence from Europe. (2014). . In: MPRA Paper. RePEc:pra:mprapa:58875.

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2014Does the Geographic Expansion of Bank Assets Reduce Risk?. (2014). Goetz, Martin . In: NBER Working Papers. RePEc:nbr:nberwo:20758.

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2014Sovereign Credit Risk Co-movements in the Eurozone: Simple Interdependence or Contagion?. (2014). Tonzer, Lena ; Buchholz, Manuel . In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100443.

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2014Financial integration and international business cycle co-movement. (2014). Davis, Scott J.. In: Journal of Monetary Economics. RePEc:eee:moneco:v:64:y:2014:i:c:p:99-111.

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2014An Analysis of Price Discovery from Panel Data Models of CDS and Equity Returns. (2014). Thuraisamy, Kannan ; Sharma, Susan S ; Narayan, Paresh Kumar . In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2014_08.

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2014An analysis of price discovery from panel data models of CDS and equity returns. (2014). Thuraisamy, Kannan Sivananthan ; Narayan, Paresh Kumar . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:41:y:2014:i:c:p:167-177.

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2014Soft power: the media industries in Britain since 1870. (2014). Bakker, Gerben . In: Economic History Working Papers. RePEc:ehl:wpaper:56333.

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2014How they made news pay: news traders’ quest for crisis-resistant business models. (2014). Bakker, Gerben . In: Economic History Working Papers. RePEc:ehl:wpaper:59304.

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2014Financial stability policies for shadow banking. (2014). . In: Staff Reports. RePEc:fip:fednsr:664.

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2014The Macroeconomics of Shadow Banking. (2014). Moreira, Alan ; Savov, Alexi . In: 2014 Meeting Papers. RePEc:red:sed014:254.

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2014Banks, shadow banking, and fragility. (2014). . In: Working Paper Series. RePEc:ecb:ecbwps:20141726.

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2014Impact of shadow banks on financial contagion. (2014). Matsushima, Hirokazu ; Maeno, Yoshiharu ; Morinaga, Satoshi ; Nishiguchi, Kenji . In: Papers. RePEc:arx:papers:1410.4847.

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2014An Overview of Macroprudential Policy Tools. (2014). Claessens, Stijn . In: IMF Working Papers. RePEc:imf:imfwpa:14/214.

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2014Financial fragility in the Great Moderation. (2014). Bezemer, Dirk ; Grydaki, Maria . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:49:y:2014:i:c:p:169-177.

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2014Runs on Money Market Funds. (2014). Timmermann, Allan G ; Wermers, Russ ; Schmidt, Lawrence . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9906.

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2014An Alternative Model to Basel Regulation. (2014). Lepinette-Denis, Emmanuel ; Aboura, Sofiane . In: Economics Papers from University Paris Dauphine. RePEc:dau:papers:123456789/13633.

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2014What do we know about the impact of government interventions in the banking sector? An assessment of various bailout programs on bank behavior. (2014). Hryckiewicz, Aneta . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:46:y:2014:i:c:p:246-265.

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2014Corporate distress and lobbying: Evidence from the Stimulus Act. (2014). Adelino, Manuel ; DINC, SERDAR I.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:114:y:2014:i:2:p:256-272.

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2014A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk. (2014). Drechsler, Itamar ; Acharya, Viral ; Schnabl, Philipp . In: Journal of Finance. RePEc:bla:jfinan:v:69:y:2014:i:6:p:2689-2739.

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2014Least quartic Regression Criterion with Application to Finance. (2014). Arbia, Giuseppe . In: Papers. RePEc:arx:papers:1403.4171.

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2014An Empirical Analysis of the Ross Recovery Theorem. (2014). Audrino, Francesco ; Huitema, Robert ; Ludwig, Markus . In: Economics Working Paper Series. RePEc:usg:econwp:2014:11.

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2014Skewness Term Structure Tests. (2014). Lehnert, Thorsten ; Lin, Yuehao . In: LSF Research Working Paper Series. RePEc:crf:wpaper:14-08.

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2014Capital Structure and Financial Flexibility: Expectations of Future Shocks. (2014). Lambrinoudakis, Costas ; Neumann, Michael . In: Working Papers. RePEc:qmw:qmwecw:wp731.

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2014. . . and the Cross-Section of Expected Returns. (2014). Zhu, Heqing ; Liu, Yan . In: NBER Working Papers. RePEc:nbr:nberwo:20592.

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2014Death and jackpot: Why do individual investors hold overpriced stocks?. (2014). Conrad, Jennifer ; Xing, Yuhang ; Kapadia, Nishad . In: Journal of Financial Economics. RePEc:eee:jfinec:v:113:y:2014:i:3:p:455-475.

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2014IPO first-day returns: Skewness preference, investor sentiment and uncertainty underlying factors. (2014). Ben Aissia, Dorsaf . In: Review of Financial Economics. RePEc:eee:revfin:v:23:y:2014:i:3:p:148-154.

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2014Aggregation of preferences for skewed asset returns. (2014). Renault, Eric ; Leisen, Dietmar P. J., ; Chabi-Yo, Fousseni . In: Journal of Economic Theory. RePEc:eee:jetheo:v:154:y:2014:i:c:p:453-489.

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2014Option-implied term structures. (2014). . In: Staff Reports. RePEc:fip:fednsr:706.

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2014Modeling Dependence Structure and Forecasting Portfolio Value-at-Risk with Dynamic Copulas. (2014). Crosby, John ; Zhao, Yang ; Kim, Minjoo ; Cerrato, Mario . In: Working Papers. RePEc:gla:glaewp:2014_17.

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2014Equity Portfolio Management Using Option Price Information. (2014). Christoffersen, Peter ; Pan, Xuhui . In: CREATES Research Papers. RePEc:aah:create:2015-05.

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2014Oil Volatility Risk and Expected Stock Returns. (2014). Christoffersen, Peter ; Pan, Xuhui . In: CREATES Research Papers. RePEc:aah:create:2015-06.

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2014Modeling Dependence Structure and Forecasting Portfolio Value-at-Risk with Dynamic Copulas. (2014). Kim, Minjoo ; Crosby, John ; Cerrato, Mario ; Zhao, Yang . In: 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN. RePEc:ags:aaea07:613.

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2014What drives the shadow banking system in the short and long run?. (2014). . In: Working Papers. RePEc:fip:feddwp:1401.

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2014ECB Interventions in Distressed Sovereign Debt Markets: The Case of Greek Bonds. (2014). Zettelmeyer, Jeromin . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4731.

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2014Are the Bailouts of Wall Street Complements or Substitutes?. (2014). Wilson, Linus ; Wu, Yan ; Prejean, Stephanie . In: Atlantic Economic Journal. RePEc:kap:atlecj:v:42:y:2014:i:1:p:21-38.

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2014Dealer financial conditions and lender-of-last resort facilities. (2014). . In: Staff Reports. RePEc:fip:fednsr:673.

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2014Institutional Dichotomy and Cross-Border Inbound Acquisitions: A Study of Three Cases. (2014). Reddy, Kotapati Srinivasa . In: MPRA Paper. RePEc:pra:mprapa:64221.

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2014International Capital Markets Structure, Preferences and Puzzles: The US-China Case. (2014). Varani, Alessia ; Donadelli, Michael ; Caporale, Guglielmo Maria . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1362.

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2014Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences. (2014). . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10232.

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2014International Capital Markets Structure, Preferences and Puzzles: The US-China Case. (2014). Varani, Alessia ; Caporale, Guglielmo Maria . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4669.

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2014Does financial integration affect real exchange rate volatility and cross-country equity market returns correlation?. (2014). Paradiso, Antonio . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:28:y:2014:i:c:p:206-220.

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2014Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences. (2014). Kollmann, Robert . In: CAMA Working Papers. RePEc:een:camaaa:2014-70.

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2014Exchange rates dynamics with long-run risk and recursive preferences. (2014). . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:212.

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2014International Comovement through Endogenous Long Run Risk. (2014). Santacreu, Ana Maria ; Gavazzoni, Federico . In: 2014 Meeting Papers. RePEc:red:sed014:993.

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2014How much is too much? Debt capacity and financial flexibility. (2014). Hess, Dieter ; Immenkotter, Philipp . In: CFR Working Papers. RePEc:zbw:cfrwps:1403.

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2014Did going public impair Moody׳s credit ratings?. (2014). Rajgopal, Shivaram ; Zhou, Xing ; Kedia, Simi . In: Journal of Financial Economics. RePEc:eee:jfinec:v:114:y:2014:i:2:p:293-315.

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2014Employee Satisfaction, Labor Market Flexibility, and Stock Returns Around The World. (2014). Edmans, Alex ; Li, Lucius ; Zhang, Chendi . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10066.

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2014Momentum Trading, Return Chasing, and Predictable Crashes. (2014). Chabot, Benjamin ; Jagannathan, Ravi ; Ghysels, Eric . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10234.

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2014Asset Price Dynamics with Heterogeneous Beliefs and Time Delays. (2014). Li, Kai . In: PhD Thesis. RePEc:uts:finphd:13.

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2014Information ratio analysis of momentum strategies. (2014). Silva, Christian A. ; Yen, Ju-Yi ; Ferreira, Fernando F.. In: Papers. RePEc:arx:papers:1402.3030.

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2014Global Style Portfolios Based on Country Indices. (2014). Tessaromatis, Nikolaos . In: MPRA Paper. RePEc:pra:mprapa:53094.

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2014Trend following, risk parity and momentum in commodity futures. (2014). Clare, Andrew ; Thomas, Stephen ; Smith, Peter N. ; Seaton, James . In: International Review of Financial Analysis. RePEc:eee:finana:v:31:y:2014:i:c:p:1-12.

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2014Does revenue momentum drive or ride earnings or price momentum?. (2014). Lee, Cheng-Few ; Chen, Sheng-Syan ; Hsin, Chin-Wen . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:38:y:2014:i:c:p:166-185.

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2014Are there common factors in individual commodity futures returns?. (2014). Kostakis, Alexandros ; Skiadopoulos, George ; Daskalaki, Charoula . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:346-363.

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2014Countercyclical currency risk premia. (2014). Verdelhan, Adrien ; Roussanov, Nikolai ; Lustig, Hanno . In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:3:p:527-553.

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2014Two centuries of trend following. (2014). Deremble, C. ; Y. Lemp'eri`ere, ; Seager, P. ; Potters, M. ; Bouchaud, J. P.. In: Papers. RePEc:arx:papers:1404.3274.

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2014Individual Investor Activity and Performance. (2014). Martinez, Jose Vincente ; Soderlind, Paul ; Dahlquist, Magnus . In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:08.

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2014THE LOW PRICE EFFECT ON THE POLISH MARKET. (2014). Zaremba, Adam ; mudziski, Radosaw . In: e-Finanse. RePEc:rze:efinan:v:10:y:2014:i:1:p:69-85.

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2014Performance of international and global equity mutual funds: Do country momentum and sector momentum matter?. (2014). Breloer, Bernhard ; Wilkens, Marco ; Scholz, Hendrik . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:43:y:2014:i:c:p:58-77.

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2014When Growth Beats Value: Removing Tail Risk From Global Equity Momentum Strategies. (2014). Clare, Andrew ; Thomas, Stephen ; Smith, Peter N. ; Seaton, James . In: Discussion Papers. RePEc:yor:yorken:14/09.

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2014Employee Satisfaction, Labor Market Flexibility, and Stock Returns Around The World. (2014). Edmans, Alex ; Li, Lucius ; Zhang, Chendi . In: NBER Working Papers. RePEc:nbr:nberwo:20300.

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2014Combining Momentum, Value, and Quality for the Islamic Equity Portfolio: Multi-style Rotation Strategies using Augmented Black Litterman Factor Model. (2014). Dewandaru, Ginanjar ; Bacha, Obiyathulla ; Masih, A. Mansur M., . In: MPRA Paper. RePEc:pra:mprapa:56965.

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2014Discount rates, market frictions, and the mystery of the size premium. (2014). de Oliveira Souza, Thiago, . In: Discussion Papers of Business and Economics. RePEc:hhs:sdueko:2014_015.

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2014Momentum Crashes. (2014). Daniel, Kent ; Moskowitz, Tobias J.. In: NBER Working Papers. RePEc:nbr:nberwo:20439.

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2014Behavioral Finance. (2014). Hirshleifer, David . In: MPRA Paper. RePEc:pra:mprapa:59028.

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2014Size, value, and momentum in developed country equity returns: Macroeconomic and liquidity exposures. (2014). Cakici, Nusret ; Tan, Sinan . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:44:y:2014:i:c:p:179-209.

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2014The determinants of credit spreads changes in global shipping bonds. (2014). Kavussanos, Manolis G.. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:70:y:2014:i:c:p:55-75.

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2014Price and earnings momentum: An explanation using return decomposition. (2014). Mao, Mike Qinghao ; Wei, K. C. John, . In: Journal of Empirical Finance. RePEc:eee:empfin:v:28:y:2014:i:c:p:332-351.

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2014What impact does a change of fund manager have on mutual fund performance?. (2014). Clare, Andrew ; Sapuric, Svetlana ; Motson, Nick ; Todorovic, Natasa . In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:167-177.

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2014The value premium, aggregate risk innovations, and average stock returns. (2014). Lindaas, Knut F. ; Simlai, Prodosh . In: Finance Research Letters. RePEc:eee:finlet:v:11:y:2014:i:3:p:303-317.

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2014Exploiting commodity momentum along the futures curves. (2014). Karstanje, Dennis ; de Groot, Wilma ; Zhou, Weili . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:48:y:2014:i:c:p:79-93.

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2014Conditional risk premia in currency markets and other asset classes. (2014). Lettau, Martin ; Maggiori, Matteo . In: Journal of Financial Economics. RePEc:eee:jfinec:v:114:y:2014:i:2:p:197-225.

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2014A neoclassical interpretation of momentum. (2014). Liu, Laura Xiaolei ; Zhang, LU. In: Journal of Monetary Economics. RePEc:eee:moneco:v:67:y:2014:i:c:p:109-128.

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2014Physical approach to price momentum and its application to momentum strategy. (2014). Choi, Jaehyung . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:415:y:2014:i:c:p:61-72.

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2014Cross-sectional predictability of stock returns, evidence from the 19th century Brussels Stock Exchange (1873–1914). (2014). Annaert, Jan ; Mensah, Lord . In: Explorations in Economic History. RePEc:eee:exehis:v:52:y:2014:i:c:p:22-43.

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2014Momentum Trading, Return Chasing and Predictable Crashes. (2014). Chabot, Benjamin ; Jagannathan, Ravi ; Ghysels, Eric . In: Working Paper Series. RePEc:fip:fedhwp:wp-2014-27.

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2014Momentum Trading, Return Chasing, and Predictable Crashes. (2014). Chabot, Benjamin . In: NBER Working Papers. RePEc:nbr:nberwo:20660.

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2014Who trades on momentum?. (2014). Smajlbegovic, Esad ; Jank, Stephan ; Baltzer, Markus . In: Discussion Papers. RePEc:zbw:bubdps:422014.

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2014Forward and Spot Exchange Rates in a Multi-currency World. (2014). Mano, Rui C.. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10060.

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2014Switching Risk Off: FX Correlations and Risk Premia. (2014). Beber, Alessandro ; Brandt, Michael ; Cen, Jason . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10214.

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2014Reinvestigating the Uncovered Interest Rate Parity Puzzle via Analysis of Multivariate Tail Dependence in Currency Carry Trades. (2014). Peters, Gareth W. ; Ames, Matthew ; Bagnarosa, Guillaume . In: Papers. RePEc:arx:papers:1303.4314.

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2014The Usefulness of Financial Variables in Predicting Exchange Rate Movements. (2014). Rossi, Jose Luiz Junior, . In: Insper Working Papers. RePEc:ibm:ibmecp:wpe_332.

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2014Monetary policy and the first- and second-moment exchange rate change during the global financial crisis: Evidence from Thailand. (2014). . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:29:y:2014:i:c:p:170-194.

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2014Macroeconomic fundamentals and the exchange rate dynamics: A no-arbitrage macro-finance approach. (2014). Li, Junye ; Yin, Weiwei . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:41:y:2014:i:c:p:46-64.

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2014The two faces of cross-border banking flows: an investigation into the links between global risk, arms-length funding and internal capital markets. (2014). Riddiough, Steven . In: Bank of England working papers. RePEc:boe:boeewp:0498.

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2014Foreign exchange risk and the predictability of carry trade returns. (2014). Cenedese, Gino ; Sarno, Lucio ; Tsiakas, Ilias . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:42:y:2014:i:c:p:302-313.

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2014Trade intensity and purchasing power parity. (2014). Doblas-Madrid, Antonio . In: Journal of International Economics. RePEc:eee:inecon:v:93:y:2014:i:1:p:194-209.

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2014Is there momentum or reversal in weekly currency returns?. (2014). Raza, Ahmad ; Visaltanachoti, Nuttawat ; Marshall, Ben R.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:45:y:2014:i:c:p:38-60.

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2014Upside and Downside Risk Exposures of Currency Carry Trades via Tail Dependence. (2014). Peters, Gareth W. ; Ames, Matthew ; Kosmidis, Ioannis ; Bagnarosa, Guillaume . In: Papers. RePEc:arx:papers:1406.4322.

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2014Forward and Spot Exchange Rates in a Multi-currency World. (2014). Mano, Rui C. ; Hassan, Tarek A.. In: NBER Working Papers. RePEc:nbr:nberwo:20294.

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2014The Swiss francs honeymoon. (2014). Janssen, Alexandra ; Studer-Suter, Rahel . In: ECON - Working Papers. RePEc:zur:econwp:170.

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2014Currency Manipulation. (2014). Hassan, Tarek ; Zhang, Weithing ; Mertens, Thomas . In: 2014 Meeting Papers. RePEc:red:sed014:401.

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2014Global Variance Risk Premium and Forex Return Predictability. (2014). Aloosh, Arash . In: MPRA Paper. RePEc:pra:mprapa:59931.

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2014Forward premium anomaly of the British pound and the euro. (2014). Lee, Allissa A. ; Simpson, Marc W.. In: International Review of Financial Analysis. RePEc:eee:finana:v:34:y:2014:i:c:p:140-156.

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2014The forward premium puzzle and the Euro. (2014). . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:32:y:2014:i:c:p:436-451.

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2014Currency excess returns and global downside market risk. (2014). Atanasov, Victoria . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:47:y:2014:i:c:p:268-285.

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2014Conditional risk premia in currency markets and other asset classes. (2014). Lettau, Martin ; Maggiori, Matteo . In: Journal of Financial Economics. RePEc:eee:jfinec:v:114:y:2014:i:2:p:197-225.

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2014Optimal currency carry trade strategies. (2014). Laborda, Juan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:33:y:2014:i:c:p:52-66.

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2014Can Leverage Constraints Help Investors?. (2014). . In: Working Paper. RePEc:fip:fedcwp:1433.

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2014Asset pricing with horizon-dependent risk aversion. (2014). . In: Staff Reports. RePEc:fip:fednsr:703.

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2014Have investors been looking for exposure to specific countries since the global financial crisis? - Insights from the Swiss franc bond market. (2014). . In: Working Papers. RePEc:snb:snbwpa:2014-13.

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2014Common Risk Factors in Equity Markets. (2014). Atanasov, Victoria . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140070.

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2014Gender differences in financial reporting decision-making: Evidence from accounting conservatism. (2014). Francis, Bill ; Wu, Qiang ; Park, Jong Chool ; Hasan, Iftekhar . In: Research Discussion Papers. RePEc:hhs:bofrdp:2014_001.

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2014CEO Age, Risk Incentives and Hedging Instrument Choice. (2014). Croci, Ettore ; Jankensgrd, Hkan . In: Knut Wicksell Working Paper Series. RePEc:hhs:luwick:2014_003.

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2014Optimal Auditing with Heterogeneous Audit Perceptions. (2014). Meyer-Brauns, Philipp . In: Working Papers. RePEc:mpi:wpaper:tax-mpg-rps-2014-06.

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2014Managerial Optimism and Debt Contract Design: The Case of Syndicated Loans. (2014). Streitz, Daniel ; Burg, Valentin ; Scheinert, Tobias ; Adam, Tim R.. In: Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems. RePEc:trf:wpaper:475.

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2014Behavioral Finance. (2014). Hirshleifer, David . In: MPRA Paper. RePEc:pra:mprapa:59028.

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2014Financial expert CEOs: CEO׳s work experience and firm׳s financial policies. (2014). Custodio, Claudia ; Metzger, Daniel . In: Journal of Financial Economics. RePEc:eee:jfinec:v:114:y:2014:i:1:p:125-154.

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2014CEO optimism and incentive compensation. (2014). Otto, Clemens A.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:114:y:2014:i:2:p:366-404.

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2014Overconfidence, Effort, and Investment (Revised version of CentER DP 2013-035). (2014). Pikulina, E. S. ; Renneboog, L. D. R., ; Tobler, P. N.. In: Discussion Paper. RePEc:tiu:tiucen:0e3cc6fd-6847-4fe5-88da-d3a656d8ef90.

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2014Informational linkages between dark and lit trading venues. (2014). Nimalendran, Mahendrarajah ; Ray, Sugata . In: Journal of Financial Markets. RePEc:eee:finmar:v:17:y:2014:i:c:p:230-261.

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2014Liquidity provisions by individual investor trading prior to dividend announcements: Evidence from Taiwan. (2014). Ma, Changfeng ; Chen, Zhijuan ; Lin, William T. ; Tsai, Shih-Chuan . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:28:y:2014:i:c:p:358-374.

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2014Risk-return trade-off and serial correlation: Do volume and volatility matter?. (2014). . In: Journal of Financial Markets. RePEc:eee:finmar:v:20:y:2014:i:c:p:1-19.

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2014Are trading imbalances indicative of private information?. (2014). Stoll, Hans R. ; Kim, Sukwon Thomas . In: Journal of Financial Markets. RePEc:eee:finmar:v:20:y:2014:i:c:p:151-174.

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2014Inside debt renegotiation: Optimal debt reduction, timing, and the number of rounds. (2014). Silaghi, Florina ; Moraux, Franck . In: Journal of Corporate Finance. RePEc:eee:corfin:v:27:y:2014:i:c:p:269-295.

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2014Inside debt renegotiation: Optimal debt reduction, timing, and the number of rounds. (2014). Moraux, Franck ; Silaghi, Florina . In: Post-Print. RePEc:hal:journl:halshs-01024229.

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2014A quantitative model of the human capital contribution to the value of a project. (2014). Bautista, Rafael . In: Galeras. Working Papers Series. RePEc:uac:somwps:039.

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2014Entrepreneurship as Experimentation. (2014). Rhodes-Kropf, Matthew ; Kerr, William R. ; Nanda, Ramana . In: NBER Working Papers. RePEc:nbr:nberwo:20358.

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2014Financial Dependence and Innovation: The Case of Public versus Private Firms. (2014). Acharya, Viral V ; Xu, Zhaoxia . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9829.

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2014The relationship between liquidity risk and credit risk in banks. (2014). Imbierowicz, Bjorn ; Rauch, Christian . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:242-256.

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2014Speculative Asset Prices. (2014). Shiller, Robert J.. In: American Economic Review. RePEc:aea:aecrev:v:104:y:2014:i:6:p:1486-1517.

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2014Liquidity, leverage, and Lehman: A structural analysis of financial institutions in crisis. (2014). Sopranzetti, Ben J. ; Chen, Ren-Raw ; Chidambaran, N. K. ; Imerman, Michael B.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:45:y:2014:i:c:p:117-139.

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2014Funding Liquidity Risk From a Regulatory Perspective. (2014). Gourieroux, Christian ; Heam, Jean-Cyprien . In: Economics Papers from University Paris Dauphine. RePEc:dau:papers:123456789/14986.

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2014A Consistent Approach to Modelling the Interest Rate Market Anomalies Post the Global Financial Crisis. (2014). Chang, Yang . In: PhD Thesis. RePEc:uts:finphd:18.

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2014Politicians and the IPO decision: The impact of impending political promotions on IPO activity in China. (2014). Piotroski, Joseph D. ; Zhang, Tianyu . In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:1:p:111-136.

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2014Economic policy uncertainty and corporate investment: Evidence from China. (2014). Chen, Carl R. ; Wang, Yizhong ; Huang, Ying Sophie . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:26:y:2014:i:c:p:227-243.

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2014Dynamic interactions between Egyptian equity and currency markets prior to and during political unrest. (2014). Walid M. A. Ahmed, . In: Applied Financial Economics. RePEc:taf:apfiec:v:24:y:2014:i:20:p:1347-1359.

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2014Political uncertainty and financial market uncertainty in an Australian context. (2014). Smales, Lee A.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:32:y:2014:i:c:p:415-435.

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2014Political environment and foreign direct investment: Evidence from OECD countries. (2014). Pathan, Saima K. ; Wisniewski, Tomasz P.. In: European Journal of Political Economy. RePEc:eee:poleco:v:36:y:2014:i:c:p:13-23.

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2014Institutional development and bank stability: Evidence from transition countries. (2014). Hasan, Iftekhar ; Fang, Yiwei ; Marton, Katherin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:39:y:2014:i:c:p:160-176.

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2014Heterogeneous bank regulatory standards and the cross-border supply of financial services. (2014). Bouvatier, Vincent . In: Economic Modelling. RePEc:eee:ecmode:v:40:y:2014:i:c:p:342-354.

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2014Drivers of Structural Change in Cross-Border Banking since the Global Financial Crisis. (2014). Bremus, Franziska ; Fratzscher, Marcel . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1411.

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2014The effects of ratings-contingent regulation on international bank lending behavior: Evidence from the Basel 2 accord. (2014). Wu, Eliza ; Kim, Suk-Joong ; Hasan, Iftekhar . In: Research Discussion Papers. RePEc:hhs:bofrdp:2014_025.

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2014Drivers of Structural Change in Cross-Border Banking Since the Global Financial Crisis. (2014). Bremus, Franziska ; Fratzscher, Marcel . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10296.

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2014What Happened in Cyprus?. (2014). Michaelides, Alexander . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9993.

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2014Corporate governance of banking group: international recommendations, european policies and national practices. (2014). Nedelchev, Miroslav . In: MPRA Paper. RePEc:pra:mprapa:64586.

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2014Financial networks and trading in bond markets. (2014). Booth, Geoffrey G. ; Gurun, Umit G. ; Zhang, Harold . In: Journal of Financial Markets. RePEc:eee:finmar:v:18:y:2014:i:c:p:126-157.

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2014Winners in the spotlight: Media coverage of fund holdings as a driver of flows. (2014). Solomon, David H. ; Soltes, Eugene ; Sosyura, Denis . In: Journal of Financial Economics. RePEc:eee:jfinec:v:113:y:2014:i:1:p:53-72.

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2014Consumer Confidence in the Food System, Media Coverage and Stock Prices for the Food Industry. (2014). Degeneffe, Dennis ; Harrison, Wes R. ; Garcia-Fuentes, Pablo ; Kinsey, Jean ; Ferreira, Gustavo . In: Journal of Food Distribution Research. RePEc:ags:jlofdr:186923.

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2014A Friendly Turn: Advertising Bias in the News Media. (2014). Niessen-Ruenzi, Alexandra ; Focke, Florens . In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100497.

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2014Is there a Banking Risk Premium in the US Stock Market?. (2014). Robert, Faff ; Liujing, Zeng ; Yong Hue Hwa Au, ; Sirimon, Treepongkaruna . In: Journal of Financial Management, Markets and Institutions. RePEc:mul:jdp901:doi:10.12831/77235:y:2014:i:1:p:27-42.

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2014Banking Systemic Risk, Foreign Funding, Exchange Rate Exposure and Carry Trade: is there a relation?. (2014). Tabak, Benjamin Miranda ; Bruno Freitas Boynard de Vasconcelos, . In: Working Papers Series. RePEc:bcb:wpaper:365.

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2014Crisis financiera, reacción regulatoria y el futuro de la banca en España/Financial Crisis, Regulatory Reform and the Future of the Spanish Banking Industry. (2014). Montalvo, Jose Garcia . In: Estudios de Economía Aplicada. RePEc:lrk:eeaart:32_2_2.

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2014.

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2014CDOs and the financial crisis: Credit ratings and fair premia. (2014). Wojtowicz, Marcin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:39:y:2014:i:c:p:1-13.

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2014Can investor-paid credit rating agencies improve the information quality of issuer-paid rating agencies?. (2014). Xia, Han . In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:2:p:450-468.

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2014The Non-monotonic Effect of Board Independence on Credit Ratings. (2014). Chen, Dong . In: Journal of Financial Services Research. RePEc:kap:jfsres:v:45:y:2014:i:2:p:145-171.

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2014Complexity in Structured Finance: Financial Wizardry or Smoke and Mirrors. (2014). Ghent, Andra ; Valkanov, Rossen . In: 2014 Meeting Papers. RePEc:red:sed014:104.

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2014Alternatives for issuer-paid credit rating agencies. (2014). BONGAERTS, DION . In: Working Paper Series. RePEc:ecb:ecbwps:20141703.

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2014Discretionary ratings and the pricing of subprime mortgage-backed securities. (2014). Lugo, Stefano . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:48:y:2014:i:c:p:248-260.

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2014Did going public impair Moody׳s credit ratings?. (2014). Rajgopal, Shivaram ; Zhou, Xing ; Kedia, Simi . In: Journal of Financial Economics. RePEc:eee:jfinec:v:114:y:2014:i:2:p:293-315.

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2014The sovereign-bank rating channel and rating agencies downgrades during the European debt crisis. (2014). ap Gwilym, Owain ; Vu, Tuyet Nhung ; Alsakka, Rasha . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:49:y:2014:i:pb:p:235-257.

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2014Information content of unsolicited credit ratings and incentives of rating agencies: A theory. (2014). Byoun, Soku . In: International Review of Economics & Finance. RePEc:eee:reveco:v:33:y:2014:i:c:p:338-349.

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2014Reconsidering Corporate Ratings.. (2014). Hassani, Bertrand K ; Zhao, Xin . In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:14077.

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2014Ratings as regulatory stamps. (2014). Ozerturk, Saltuk . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:105:y:2014:i:c:p:17-29.

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2014Reconsidering Corporate Ratings. (2014). Hassani, Bertrand ; Zhao, Xin . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-01117683.

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2014The Risk-Return binomial after rating changes. (2014). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1423.

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2014Sovereign rating actions and the implied volatility of stock index options. (2014). ap Gwilym, Owain ; Tran, VU ; Alsakka, Rasha . In: International Review of Financial Analysis. RePEc:eee:finana:v:34:y:2014:i:c:p:101-113.

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2014The (un)informative value of credit rating announcements in small markets. (2014). Feinstein, Itai ; Afik, Zvika ; Galil, Koresh . In: Journal of Financial Stability. RePEc:eee:finsta:v:14:y:2014:i:c:p:66-80.

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2014Dividends: Relevance, rigidity, and signaling. (2014). Karpaviius, Sigitas . In: Journal of Corporate Finance. RePEc:eee:corfin:v:25:y:2014:i:c:p:289-312.

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2014What drives investment bank performance? the role of risk, liquidity and fees prior to and during the crisis.. (2014). bermpei, t. In: MPRA Paper. RePEc:pra:mprapa:60196.

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2014The effect of corporate governance on the performance of US investment banks.. (2014). . In: MPRA Paper. RePEc:pra:mprapa:60198.

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2014What drives investment bank performance? The role of risk, liquidity and fees prior to and during the crisis. (2014). Mamatzakis, Emmanuel ; Bermpei, Theodora . In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:102-117.

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2014Systemic risk and bank consolidation: International evidence. (2014). Bostandzic, Denefa ; Weiß, Gregor N. F., ; Neumann, Sascha . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:165-181.

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2014What factors drive systemic risk during international financial crises?. (2014). Bostandzic, Denefa ; Weiß, Gregor N. F., ; Neumann, Sascha . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:41:y:2014:i:c:p:78-96.

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2014Why Do Banks Practice Regulatory Arbitrage? Evidence from Usage of Trust Preferred Securities. (2014). Boyson, Nicole M. ; Fahlenbrach, Rudiger ; Stulz, Rene M.. In: NBER Working Papers. RePEc:nbr:nberwo:19984.

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2014Bank risk factors and changing risk exposures: Capital market evidence before and during the financial crisis. (2014). Kurmann, Philipp ; Bessler, Wolfgang . In: Journal of Financial Stability. RePEc:eee:finsta:v:13:y:2014:i:c:p:151-166.

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2014Why do some insurers become systemically relevant?. (2014). Muhlnickel, Janina ; Weiß, Gregor N. F., . In: Journal of Financial Stability. RePEc:eee:finsta:v:13:y:2014:i:c:p:95-117.

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2014Does non-interest income make banks more risky? Retail- versus investment-oriented banks. (2014). Kohler, Matthias . In: Review of Financial Economics. RePEc:eee:revfin:v:23:y:2014:i:4:p:182-193.

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2014Cross-hedging strategies between CDS spreads and option volatility during crises. (2014). da Fonseca, Jose ; Gottschalk, Katrin . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:49:y:2014:i:pb:p:386-400.

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2014Credit Default Swaps: A Survey. (2014). Tang, Dragon Yongjun ; Wang, Sarah Qian ; Augustin, Patrick ; Subrahmanyam, Marti G.. In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000040.

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2014Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty. (2014). Filis, George ; Chatziantoniou, Ioannis . In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp166.

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2014Economic freedom and the stability of stock prices: A cross-country analysis. (2014). Blau, Benjamin M. ; Brough, Tyler J. ; Thomas, Diana W.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:41:y:2014:i:c:p:182-196.

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2014Economic policy uncertainty and firm-level investment. (2014). Lee, Kiseok . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:39:y:2014:i:pa:p:42-53.

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2014The Price of Political Uncertainty: Theory and Evidence from the Option Market. (2014). Kelly, Bryan ; Veronesi, Pietro . In: NBER Working Papers. RePEc:nbr:nberwo:19812.

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2014Characterizing very high uncertainty episodes. (2014). Bijsterbosch, Martin . In: Working Paper Series. RePEc:ecb:ecbwps:20141637.

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2014The Price of Political Uncertainty: Theory and Evidence from the Option Market. (2014). Kelly, Bryan T. ; Veronesi, Pietro ; Pastor, Lubos . In: Working Papers. RePEc:bfi:wpaper:2014-001.

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2014Economic policy uncertainty, oil price shocks and GCC stock markets. (2014). Rault, Christophe ; Arouri, Mohamed . In: Working Papers. RePEc:ipg:wpaper:2014-547.

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2014How Much Does Political Uncertainty Matter? The Case of Louisiana Under Huey Long. (2014). Mathy, Gabriel P. ; Ziebarth, Nicholas L.. In: Working Papers. RePEc:amu:wpaper:2014-06.

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2014Economic policy uncertainty, oil price shocks and GCC stock markets. (2014). Rault, Christophe ; Arouri, Mohamed . In: Economics Bulletin. RePEc:ebl:ecbull:eb-14-00507.

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2014Good and Bad Uncertainty: Macroeconomic and Financial Market Implications. (2014). YARON, AMIR ; Shaliastovich, Ivan ; Segal, Gill . In: 2014 Meeting Papers. RePEc:red:sed014:488.

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2014The effect of government quality on corporate cash holdings. (2014). Chen, Deqiu ; Li, Sifei ; Xiao, Jason Zezhong ; Zou, Hong . In: Journal of Corporate Finance. RePEc:eee:corfin:v:27:y:2014:i:c:p:384-400.

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2014Financial regulation policy uncertainty and credit spreads in the US. (2014). Nodari, Gabriela . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:41:y:2014:i:c:p:122-132.

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2014Dynamic spillovers of oil price shocks and economic policy uncertainty. (2014). Chatziantoniou, Ioannis . In: Energy Economics. RePEc:eee:eneeco:v:44:y:2014:i:c:p:433-447.

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2014How much of bank credit risk is sovereign risk? Evidence from the eurozone. (2014). Li, Junye . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_990_14.

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2014The Price of Political Uncertainty: Theory and Evidence from the Option Market. (2014). Kelly, Bryan ; Veronesi, Pietro . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9822.

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2014A simple approximation of intraday spreads using daily data. (2014). Chung, Kee H.. In: Journal of Financial Markets. RePEc:eee:finmar:v:17:y:2014:i:c:p:94-120.

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2014The rise and fall of technical trading rule success. (2014). Taylor, Nick . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:286-302.

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2014Firm Complexity and Post-Earnings-Announcement Drift. (2014). Barinov, Alexander ; Park, Shawn Saeyeul . In: MPRA Paper. RePEc:pra:mprapa:53887.

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2014Pricing of liquidity risks: Evidence from multiple liquidity measures. (2014). Lee, Kuan-Hui ; Kim, Soon-Ho . In: Journal of Empirical Finance. RePEc:eee:empfin:v:25:y:2014:i:c:p:112-133.

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2014Estimation accuracy of high–low spread estimator. (2014). Lin, Chien-Chih . In: Finance Research Letters. RePEc:eee:finlet:v:11:y:2014:i:1:p:54-62.

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2014Counterparty Risk and the Establishment of the New York Stock Exchange Clearinghouse. (2014). Bernstein, Asaf ; Hughson, Eric . In: NBER Working Papers. RePEc:nbr:nberwo:20459.

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2014An analysis of firm and market volatility. (2014). Narayan, Paresh Kumar ; Zheng, Xinwei ; Sharma, Susan Sunila . In: Economic Systems. RePEc:eee:ecosys:v:38:y:2014:i:2:p:205-220.

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2014What drives stochastic risk aversion?. (2014). Cho, Sungjun . In: International Review of Financial Analysis. RePEc:eee:finana:v:34:y:2014:i:c:p:44-63.

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2014News-driven return reversals: Liquidity provision ahead of earnings announcements. (2014). So, Eric C. ; Wang, Sean . In: Journal of Financial Economics. RePEc:eee:jfinec:v:114:y:2014:i:1:p:20-35.

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2014Determinants of Market Liquidity of Shares Traded on the BM&FBOVESPA. (2014). Amaral, Hudson Fernandes ; Correia, Laise Ferraz . In: Brazilian Business Review. RePEc:bbz:fcpbbr:v:11:y:2014:i:6:p:75-97.

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2014Commonality in liquidity: An empirical examination of emerging order-driven equity and derivatives market. (2014). Reddy, Nagi V. ; Syamala, Sudhakar Reddy . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:317-334.

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2014The Impact of XBRL Adoption on the Information Environment: Evidence from Japan. (2014). Sakaue, Manabu ; Bai, Zhenyang . In: The Japanese Accounting Review. RePEc:kob:tjrevi:dec2014:v:4:p:49-74.

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2014The Empirical Analysis of Liquidity. (2014). Subrahmanyam, Avanidhar ; Jacobsen, Stacey ; Holden, Craig W.. In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000044.

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2014Institutional Investors and Stock Liquidity: Evidence from Indian Stock Market. (2014). Wadhwa, Kavita ; Chauhan, Yogesh ; Syamala, Sudhakara Reddy . In: Global Business Review. RePEc:sae:globus:v:15:y:2014:i:3:p:461-476.

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2014The impact of the French Tobin tax. (2014). Becchetti, L. ; Trenta, U. ; Ferrari, M.. In: Journal of Financial Stability. RePEc:eee:finsta:v:15:y:2014:i:c:p:127-148.

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2014Defined Contribution Pension Plans: Sticky or Discerning Money?. (2014). SIALM, CLEMENS ; Starks, Laura ; Zhang, Hanjiang . In: Discussion Papers. RePEc:sip:dpaper:13-022.

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2014Government policy and ownership of equity securities. (2014). Strebulaev, Ilya ; Rydqvist, Kristian ; Spizman, Joshua . In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:1:p:70-85.

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2014The turn-of-the-year effect and tax-loss-selling by institutional investors. (2014). Sikes, Stephanie A.. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:57:y:2014:i:1:p:22-42.

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2014The Dividend Clientele Hypothesis: Evidence from the 2003 Tax Act. (2014). Kawano, Laura . In: American Economic Journal: Economic Policy. RePEc:aea:aejpol:v:6:y:2014:i:1:p:114-36.

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2014Capital Gains Lock-In and Governance Choices. (2014). Weisbenner, Scott J. ; Ivkovi, Zoran ; Gerken, William C. ; Wil liam C. Gerken, ; Dimmock, Stephen G.. In: NBER Working Papers. RePEc:nbr:nberwo:20176.

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2014Do financial advisors provide tangible benefits for investors? Evidence from tax-motivated mutual fund flows. (2014). Kempf, Alexander ; Cici, Gjergji ; Sorhage, Christoph . In: CFR Working Papers. RePEc:zbw:cfrwps:1209r3.

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2014Tax deferral and mutual fund inflows - evidence from a quasi-natural experiment. (2014). Guazzarotti, Giovanni ; Tommasino, Pietro ; CAPPELLETTI, GIUSEPPE . In: Working Paper Series. RePEc:ecb:ecbwps:20141664.

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2014Direct evidence of dividend tax clienteles. (2014). Robertsson, Goran ; Dahlquist, Magnus ; Rydqvist, Kristian . In: Journal of Empirical Finance. RePEc:eee:empfin:v:28:y:2014:i:c:p:1-12.

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2014Do financial advisors provide tangible benefits for investors? Evidence from tax-motivated mutual fund flows. (2014). Kempf, Alexander ; Cici, Gjergji ; Sorhage, Christoph . In: CFR Working Papers. RePEc:zbw:cfrwps:1209r4.

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2014Board Independence, CEO Pay, and Camouflaged Compensation. (2014). Ruiz-Verdu, Pablo ; Singh, Ravi . In: Business Economics Working Papers. RePEc:cte:wbrepe:wb140704.

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2014The Multi-Faceted Concept of Transparency. (2014). Forssbaeck, Jens ; Oxel, Lars . In: Working Paper Series. RePEc:hhs:iuiwop:1013.

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2014Corporate Governance Mechanisms and Voluntary Disclosure Compliance. The Case of Banks in Jordan. (2014). Al Sawalqa, Fawzi . In: International Journal of Academic Research in Accounting, Finance and Management Sciences. RePEc:hur:ijaraf:v:4:y:2014:i:2:p:369-384.

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2014Optimal Design of Internal Disclosure. (2014). Orlov, Dmitry . In: 2014 Meeting Papers. RePEc:red:sed014:314.

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2014An Exploratory Analysis of Cash Holdings and Pay-Performance Sensitivity before and after IFRS Adoption. (2014). Shih, Bi-Ying ; Chen, Yu-Ju ; Wu, Ming-Cheng . In: International Journal of Economic Sciences. RePEc:prg:jnljes:v:2014:y:2014:i:3:id:18:p:86-102.

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2014Does Business Regulation Matter for Banks in the European Union?. (2014). . In: MPRA Paper. RePEc:pra:mprapa:60200.

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2014Say Pays! Shareholder Voice and Firm Performance. (2014). Guadalupe, Maria ; Cuat, Vicente ; Gine, Mireia . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10141.

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2014What is the Relation (if any) Between a Firms Corporate Governance Arrangements and its Financial Performance?. (2014). Wessels, Roberto E. ; Wansbeek, Tom J.. In: CESifo Working Paper Series. RePEc:ces:ceswps:_4599.

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2014Evasive Shareholder Meetings. (2014). Yermack, David ; Li, Yuanzhi . In: NBER Working Papers. RePEc:nbr:nberwo:19991.

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2014Say Pays! Shareholder Voice and Firm Performance. (2014). Guadalupe, Maria ; Cuat, Vicente ; Gine, Mireia . In: IZA Discussion Papers. RePEc:iza:izadps:dp8538.

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2014Banking Integration and House Price Comovement. (2014). Landier, Augustin ; Thesmar, David ; Sraer, David . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10295.

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2014Credit shocks and monetary policy in Brazil: A structural FAVAR approach. (2014). Fonseca, Marcelo Gonçalves da Silva, ; Pereira, Pedro L. Valls, . In: Textos para discussão. RePEc:fgv:eesptd:358.

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2014A Dynamic Model of Banking with Uninsurable Risks and Regulatory Constraints. (2014). Michaelides, Alexander ; Pagratis, Spyros ; Mankart, Jochen . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10299.

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2014Anxious periods and bank lending. (2014). Tsoumas, Chris ; Delis, Manthos D.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:38:y:2014:i:c:p:1-13.

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2014How should we bank with foreigners? An empirical assessment of lending behavior of international banks to six East Asian economies. (2014). Siregar, Reza Y. ; Pontines, Victor . In: International Review of Economics & Finance. RePEc:eee:reveco:v:29:y:2014:i:c:p:552-568.

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2014Integration, Productivity and Technological Spillovers: Evidence for Eurozone Banking Industries. (2014). Ferrari, Alessandra ; John O. S. Wilson, ; Girardone, Claudia ; Casu, Barbara . In: Economics & Management Discussion Papers. RePEc:rdg:emxxdp:em-dp2014-01.

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2014Determinants of Global Liquidity Dynamics:a FAVAR approach. (2014). Djigbenou, Marie-Louise . In: Working Papers. RePEc:hal:wpaper:hal-00956314.

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2014Determinants of loans and deposits strategies of foreign bank subsidiaries in emerging countries. (2014). Sahut, Jean-Michel ; Mili, Medhi . In: Economics Bulletin. RePEc:ebl:ecbull:eb-13-00417.

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2014Heterogeneous bank lending responses to monetary policy: new evidence from a real-time identification. (2014). . In: Working Papers. RePEc:fip:feddwp:1404.

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2014Bank liquidity shocks in loan and deposit in emerging markets. (2014). Sahut, Jean-Michel ; Mili, Mehdi . In: Working Papers. RePEc:ipg:wpaper:2014-210.

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2014Ring fencing and consolidated banks’ stress tests. (2014). Schmieder, Christian . In: Journal of Financial Stability. RePEc:eee:finsta:v:11:y:2014:i:c:p:1-12.

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2014Should I stay or should I go? Bank productivity and internationalization decisions. (2014). Koch, Catherine T. ; Koetter, Michael ; Buch, Claudia M.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:42:y:2014:i:c:p:266-282.

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2014Financial Integration and the Great Leveraging. (2014). Carvalho, Daniel . In: Working Papers. RePEc:ptu:wpaper:w201407.

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2014The impact of foreign banks on monetary policy transmission during the global financial crisis of 2008-2009: Evidence from Korea. (2014). Lim, Hosung . In: School of Economics Working Paper Series. RePEc:ris:drxlwp:2014_007.

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2014International banking and liquidity risk transmission: lessons from across countries. (2014). . In: Staff Reports. RePEc:fip:fednsr:675.

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2014International monetary policy transmission. (2014). Vela, Abraham ; Takats, Elod . In: BIS Papers chapters. RePEc:bis:bisbpc:78-02.

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2014A comparison of the internal and external determinants of global bank loans: Evidence from bilateral cross-country data. (2014). . In: Working Papers. RePEc:cfl:wpaper:2014-01.

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2014Deposit interest rate ceilings as credit supply shifters: bank level evidence on the effects of Regulation Q. (2014). . In: Working Papers. RePEc:fip:feddwp:1406.

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2014Financial crises and the composition of cross-border lending. (2014). Minoiu, Camelia ; Cerutti, Eugenio . In: Working Paper Series. RePEc:fip:fedfwp:2014-20.

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2014Foreign Bank Behavior during Financial Crises. (2014). Lim, Jamus ; Adams-Kane, Jonathon . In: IDB Publications (Working Papers). RePEc:idb:brikps:85874.

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2014International Banking and Liquidity Risk Transmission: Lessons from Across Countries. (2014). . In: NBER Working Papers. RePEc:nbr:nberwo:20286.

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2014A Comparison of the Internal and External Determinants of Global Bank Loans: Evidence from Bilateral Cross- Country Data. (2014). Hepp, Ralf ; Asyun, Uluc . In: Fordham Economics Discussion Paper Series. RePEc:frd:wpaper:dp2014-08.

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2014International transmission of financial shocks in an estimated DSGE model. (2014). Alpanda, Sami . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:47:y:2014:i:c:p:21-55.

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2014Global banks and internal capital markets: Evidence from bank-level panel data in emerging economies. (2014). Jeon, Bang Nam ; Wu, Ji. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:28:y:2014:i:c:p:79-94.

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2014Liquidity Risk and the Credit Crunch of 2007-2008: Evidence from Micro-Level Data on Mortgage Loan Applications. (2014). Antoniades, Adonis . In: BIS Working Papers. RePEc:bis:biswps:473.

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2014The Internal Organization of Banks and the Transmission of Lending Shocks Across Borders. (2014). Radev, Deyan ; Gropp, Reint . In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100349.

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2014Everything you always wanted to know about systemic importance (but were afraid to ask). (2014). . In: CFS Working Paper Series. RePEc:zbw:cfswop:463.

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2014Individual investors and suboptimal early exercises in the fixed-income market. (2014). Wilkens, Marco ; Entrop, Oliver ; Eickholt, Mathias . In: Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe. RePEc:zbw:upadbr:14.

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2014What makes individual investors exercise early? Empirical evidence from the fixed-income market. (2014). Wilkens, Marco ; Entrop, Oliver ; Eickholt, Mathias . In: Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe. RePEc:zbw:upadbr:15.

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2014Behavioral financial engineering in the fixed-income market: The influence of the coupon structure. (2014). Eickholt, Mathias . In: Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe. RePEc:zbw:upadbr:16.

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2014The relationship between corporate governance and the cost of equity capital. Evidence from the Italian stock exchange. (2014). Mazzotta, Romilda ; Veltri, Stefania . In: Journal of Management and Governance. RePEc:kap:jmgtgv:v:18:y:2014:i:2:p:419-448.

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2014Habemus Papam? Polarization and Conflict in the Papal States. (2014). Pino, Francisco J. ; Vidal-Robert, Jordi . In: CAGE Online Working Paper Series. RePEc:cge:wacage:189.

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2014 Managers’ External Social Ties at Work: Blessing or Curse for the Firm?. (2014). Franck, Egon ; Brandes, Leif . In: Working Papers. RePEc:zrh:wpaper:345.

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2014CEO fitness and firm value. (2014). Sonnenburg, Florian ; Limbach, Peter . In: CFR Working Papers. RePEc:zbw:cfrwps:1412.

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2014Independent directors: less informed, but better selected? New evidence from a two-way director-firm fixed effect model. (2014). Reberioux, Antoine ; Roudaut, Gwenael . In: CIRANO Working Papers. RePEc:cir:cirwor:2014s-39.

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2014Independent directors: less informed, but better selected? New evidence from a two-way director-firm fixed effect model. (2014). Reberioux, Antoine ; Roudaut, Gwenael . In: Working Papers. RePEc:hal:wpaper:hal-01060211.

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2014The incentives of grey directors: Evidence from unexpected executive and board chair turnover. (2014). Brunarski, Kelly R. ; Harman, Yvette S. ; Boulton, Thomas J. ; Borokhovich, Kenneth A.. In: Journal of Corporate Finance. RePEc:eee:corfin:v:28:y:2014:i:c:p:102-115.

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2014Commonality in liquidity and real estate securities. (2014). Kadilli, Anjeza ; Hoesli, Martin ; Reka, Kustrim . In: Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva. RePEc:gen:geneem:14051a.

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2014Risk and Expected Returns of Private Equity Investments: Evidence Based on Market Prices. (2014). Pollet, Joshua M. ; Kraussl, Roman ; Jegadeesh, Narasimhan . In: LSF Research Working Paper Series. RePEc:crf:wpaper:14-04.

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2014Liquidity risk and the dynamics of arbitrage capital. (2014). Vayanos, Dimitri ; Kondor, Peter . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:55910.

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2014Firm Age, Investment Opportunities, and Job Creation. (2014). Robinson, David T. ; Ma, Song ; Adelino, Manuel . In: NBER Working Papers. RePEc:nbr:nberwo:19845.

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2014Does Financing Spur Small Business Productivity? Evidence from a Natural Experiment. (2014). Krishnan, Karthik ; Puri, Manju . In: NBER Working Papers. RePEc:nbr:nberwo:20149.

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2014Who works for startups? The relation between firm age, employee age, and growth. (2014). Ouimet, Paige ; Zarutskie, Rebecca . In: Journal of Financial Economics. RePEc:eee:jfinec:v:112:y:2014:i:3:p:386-407.

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2014On the finance-growth nexus: additional evidence from Central and Eastern Europe countries. (2014). Gaffeo, Edoardo ; Garalova, Petya . In: Economic Change and Restructuring. RePEc:kap:ecopln:v:47:y:2014:i:2:p:89-115.

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2014Patent Collateral, Investor Commitment, and the Market for Venture Lending. (2014). Serrano, Carlos J. ; Hochberg, Yael V. ; Ziedonis, Rosemarie H.. In: Working Papers. RePEc:bge:wpaper:792.

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2014How does risk management influence production decisions? evidence from a field experiment. (2014). . In: Staff Reports. RePEc:fip:fednsr:692.

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2014Patent Collateral, Investor Commitment, and the Market for Venture Lending. (2014). Serrano, Carlos J. ; Hochberg, Yael V. ; Ziedonis, Rosemarie H.. In: NBER Working Papers. RePEc:nbr:nberwo:20587.

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2014Patent collateral investor commitment and the market for venture lending. (2014). Serrano, Carlos J. ; Hochberg, Yael V. ; Ziedonis, Rosemarie H.. In: Economics Working Papers. RePEc:upf:upfgen:1448.

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2014The effects of private equity and venture capital on sales and employment growth in small and medium-sized businesses. (2014). Paglia, John K. ; Harjoto, Maretno A.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:47:y:2014:i:c:p:177-197.

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2014Government, venture capital and the growth of European high-tech entrepreneurial firms. (2014). Grilli, Luca ; Murtinu, Samuele . In: Research Policy. RePEc:eee:respol:v:43:y:2014:i:9:p:1523-1543.

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2014Underwriter reputation and the quality of certification: Evidence from high-yield bonds. (2014). Betzer, Andre ; Limbach, Peter ; Andres, Christian . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:97-115.

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2014Does relationship matter? The choice of financial advisors. (2014). Francis, Bill B. ; Sun, Xian ; Hasan, Iftekhar . In: Journal of Economics and Business. RePEc:eee:jebusi:v:73:y:2014:i:c:p:22-47.

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2014Corporate Governance, Bank Mergers and Executive Compensation. (2014). Padgett, Carol ; Liu, Yan ; Varotto, Simone . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2014-18.

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2014Financial flexibility across the euro area and the UK. (2014). Ferrando, Annalisa ; Mura, Roberto ; Marchica, Maria-Teresa . In: Working Paper Series. RePEc:ecb:ecbwps:20141630.

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2014Institutions and financial frictions: Estimating with structural restrictions on firm value and investment. (2014). Ueda, Kenichi ; Yafeh, Yishay . In: Journal of Development Economics. RePEc:eee:deveco:v:110:y:2014:i:c:p:107-122.

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2014Law and structure of the capital markets. (2014). Kowalewski, Oskar ; Gu, Xian . In: MPRA Paper. RePEc:pra:mprapa:61003.

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2014Socially Responsible Firms. (2014). Ferrell, A. ; Renneboog, L. D. R., ; Liang, H.. In: Discussion Paper. RePEc:tiu:tiucen:d0e94017-b378-4134-9e56-2c85dfae342b.

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2014Socially Responsible Firms. (2014). Ferrell, A. ; Renneboog, L. D. R., ; Liang, H.. In: Discussion Paper. RePEc:tiu:tiutil:b543ca6a-e8f8-490e-9ae2-db2d8ee085c7.

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2014What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable Rate Mortgages. (2014). Badarinza, Cristian . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10117.

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2014Investor Heterogeneity and the Cross-section of U.K. Investment Trust Performance. (2014). Marshall, Andrew ; Fletcher, Jonathan . In: Journal of Financial Services Research. RePEc:kap:jfsres:v:45:y:2014:i:1:p:67-89.

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2014What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages. (2014). Badarinza, Cristian . In: NBER Working Papers. RePEc:nbr:nberwo:20408.

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2014Opaque financial reports and R2: Revisited. (2014). Iskandar-Datta, Mai . In: Review of Financial Economics. RePEc:eee:revfin:v:23:y:2014:i:1:p:10-17.

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2014Does Corporate Governance Improve Transparency in Emerging Markets?. (2014). Pornanong, Budsaratragoon ; Suntharee, Lhaopadchan ; David, Hillier . In: Journal of Financial Management, Markets and Institutions. RePEc:mul:jdp901:doi:10.12831/77238:y:2014:i:1:p:87-104.

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2014Information Efficiency and Firm-Specific Return Variation. (2014). . In: Working Papers. RePEc:cfr:cefirw:w0208.

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2014Default risk and equity prices in the U.S. banking sector: Regime switching effects of regulatory changes. (2014). Kanas, Angelos . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:244-258.

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2014Knowledge, compensation, and firm value: An empirical analysis of firm communication. (2014). Li, Feng ; Nagar, Venky ; MINNIS, MICHAEL ; Rajan, Madhav. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:58:y:2014:i:1:p:96-116.

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2014Access to management and the informativeness of analyst research. (2014). Green, Clifton T. ; Markov, Stanimir ; Jame, Russell ; Subasi, Musa . In: Journal of Financial Economics. RePEc:eee:jfinec:v:114:y:2014:i:2:p:239-255.

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2014Hold-Up and the Use of Performance-Sensitive Debt. (2014). Streitz, Daniel ; Adam, Tim R.. In: Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems. RePEc:trf:wpaper:476.

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2014Tying loan interest rates to borrowers CDS spreads. (2014). Ivanov, Ivan T. ; Vo, Thu ; Santos, Joao A. C., . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2014-70.

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2014The Role of Dynamic Renegotiation and Asymmetric Information in Financial Contracting. (2014). . In: NBER Working Papers. RePEc:nbr:nberwo:20484.

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2014Leverage and Beliefs: Personal Experience and Risk Taking in Margin Lending. (2014). Voth, Hans-Joachim ; Koudijs, Peter . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9920.

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2014Bankers compensation: Sprint swimming in short bonus pools?. (2014). Jokivuolle, Esa ; Keppo, Jussi . In: Research Discussion Papers. RePEc:hhs:bofrdp:2014_002.

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2014Robust Portfolios and Weak Incentives in Long-Run Investments. (2014). Xing, Hao ; Guasoni, Paolo ; Muhle-Karbe, Johannes . In: Papers. RePEc:arx:papers:1306.2751.

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2014Executive compensation and earnings management under moral hazard. (2014). Sun, Bo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:41:y:2014:i:c:p:276-290.

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2014Bonuses and managerial misbehaviour. (2014). Siegert, Caspar . In: European Economic Review. RePEc:eee:eecrev:v:68:y:2014:i:c:p:93-105.

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2014Equity Vesting and Managerial Myopia. (2014). Edmans, Alex ; Fang, Vivian ; Lewellen, Katharina A.. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10145.

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2014Idiosyncratic Risk and the Manager. (2014). Glover, Brent ; Levine, Oliver . In: 2014 Meeting Papers. RePEc:red:sed014:736.

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2014Bailouts, Bonuses and Bankers Short-Termism. (2014). Hilmer, Michael . In: Working Papers. RePEc:mpi:wpaper:tax-mpg-rps-2014-17.

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2014.

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2014The Complexity of CEO Compensation. (2014). Jarque, Arantxa . In: Working Paper. RePEc:fip:fedrwp:14-16.

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2014Dynamic Managerial Compensation: On the Optimality of Seniority-based Schemes. (2014). Pavan, Alessandro ; Garrett, Daniel . In: Discussion Papers. RePEc:nwu:cmsems:1579.

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2014Market run-ups, market freezes, inventories, and leverage. (2014). Bond, Philip ; Leitner, Yaron . In: Working Papers. RePEc:fip:fedpwp:13-14.

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2014Bringing cost transparency to the life annuity market. (2014). Donnelly, Catherine ; Guillen, Montserrat ; Nielsen, Jens Perch . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:56:y:2014:i:c:p:14-27.

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2014Financial disclosure and market transparency with costly information processing. (2014). Di Maggio, Marco ; Pagano, Marco . In: CFS Working Paper Series. RePEc:zbw:cfswop:485.

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2014Costly information, entry, and credit access. (2014). Gormley, Todd A.. In: Journal of Economic Theory. RePEc:eee:jetheo:v:154:y:2014:i:c:p:633-667.

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2014Equilibrium Fast Trading. (2014). . In: IDEI Working Papers. RePEc:ide:wpaper:27008.

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2014Equilibrium Fast Trading. (2014). . In: TSE Working Papers. RePEc:tse:wpaper:26999.

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2014Market liquidity, private information, and the cost of capital: Market microstructure studies on family firms in Japan. (2014). Yokota, Eri ; Ebihara, Takashi ; Kubota, Keiichi ; Takehara, Hitoshi . In: Japan and the World Economy. RePEc:eee:japwor:v:32:y:2014:i:c:p:1-13.

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2014Corporate governance and the cost of public debt financing: Evidence from Japan. (2014). Tanaka, Takanori . In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:34:y:2014:i:c:p:315-335.

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2014Originators, traders, neutrals, and traditioners – various banking business models across the globe. Does the business model matter for financial stability?. (2014). Hryckiewicz, Aneta . In: MPRA Paper. RePEc:pra:mprapa:55118.

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2014Dealing with Financial Crises: How Much Help from Research?. (2014). Pagano, Marco . In: CSEF Working Papers. RePEc:sef:csefwp:361.

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2014Dealing with financial crises: How much help from research?. (2014). . In: CFS Working Paper Series. RePEc:zbw:cfswop:481.

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2014Distressed Acquisitions. (2014). . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10093.

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2014Net flows to emerging markets’ funds and the U.S. monetary policy after the subprime crisis. (2014). . In: EconomiX Working Papers. RePEc:drm:wpaper:2014-23.

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2014Institutional investors and long-term investment : evidence from Chile. (2014). Raddatz, Claudio ; Schmukler, Sergio L. ; Opazo, Luis . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:6922.

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2014The Counterparty Risk Exposure of ETF Investors. (2014). Perignon, Christophe ; Yeung, Stanley ; Iseli, Gregoire . In: Working Papers. RePEc:hal:wpaper:halshs-01023807.

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2014Policy uncertainty spillovers to emerging markets – evidence from capital flows. (2014). Reinhardt, Dennis ; Gauvin, Ludovic . In: Bank of England working papers. RePEc:boe:boeewp:0512.

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2014Aggregate net flows, inflows, and outflows of equity funds: The U.S. versus Japan. (2014). Ko, Kwangsoo ; Paek, Miyoun . In: Japan and the World Economy. RePEc:eee:japwor:v:32:y:2014:i:c:p:85-95.

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2014The Impact of U.S. Monetary Policy Normalization on Capital Flows to Emerging-Market Economies. (2014). Vasishtha, Garima . In: Staff Working Papers. RePEc:bca:bocawp:14-53.

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2014Loan Sales and Bank Liquidity Risk Management: Evidence from a U.S. Credit Register. (2014). Meisenzahl, Ralf R. ; Irani, Rustom M.. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2014-115.

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2014The Real Effects of Capital Controls: Financial Constraints, Exporters, and Firm Investment. (2014). . In: NBER Working Papers. RePEc:nbr:nberwo:20726.

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2014Financial markets development and bank risk: Experience from Thailand during 1990–2012. (2014). . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:27:y:2014:i:c:p:67-88.

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2014The effect of financial market development on bank risk: evidence from Southeast Asian countries. (2014). Vithessonthi, Chaiporn . In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:249-260.

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2014Dynamic Asset Allocation with Ambiguous Return Predictability. (2014). Chen, Hui ; Ju, Nengjiu ; Miao, Jianjun . In: Review of Economic Dynamics. RePEc:red:issued:12-77.

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2014Time-varying exchange rate exposure and exchange rate risk pricing in the Canadian Equity Market. (2014). Al-Shboul, Mohammad ; Anwar, Sajid . In: Economic Modelling. RePEc:eee:ecmode:v:37:y:2014:i:c:p:451-463.

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2014Sequential Learning, Predictability, and Optimal Portfolio Returns. (2014). Korteweg, Arthur ; Polson, Nicholas ; Johannes, Michael . In: Journal of Finance. RePEc:bla:jfinan:v:69:y:2014:i:2:p:611-644.

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2014Forecasting stock returns under economic constraints. (2014). Timmermann, Allan ; Valkanov, Rossen ; Pettenuzzo, Davide . In: Journal of Financial Economics. RePEc:eee:jfinec:v:114:y:2014:i:3:p:517-553.

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2014Essays on subjective expectations and mortality trends. (2014). Niu, G.. In: Other publications TiSEM. RePEc:tiu:tiutis:b9f72836-d8ad-478b-adca-41409e742b24.

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2014Causes and Implications of Shifts in Financial Participation in Commodity Markets. (2014). Fattouh, Bassam ; Mahadeva, Lavan . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:34:y:2014:i:8:p:757-787.

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2014Scale and Skill in Active Management. (2014). Taylor, Lucian A. ; Stambaugh, Robert F.. In: NBER Working Papers. RePEc:nbr:nberwo:19891.

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2014Scale and Skill in Active Management. (2014). Pastor, Lubos ; Stambaugh, Robert F. ; Taylor, Lucian A.. In: Working Papers. RePEc:bfi:wpaper:2014-003.

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2014Do markets anticipate capital structure decisions? — Feedback effects in equity liquidity. (2014). Andres, Christian ; Karabiber, Timur ; Schweizer, Denis . In: Journal of Corporate Finance. RePEc:eee:corfin:v:27:y:2014:i:c:p:133-156.

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2014Scale and Skill in Active Management. (2014). Taylor, Lucian ; Stambaugh, Robert F.. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9854.

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2014R&D Investment and Financial Frictions. (2014). . In: Borradores de Economia. RePEc:bdr:borrec:828.

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2014R&D Investment and Financial Frictions. (2014). . In: BORRADORES DE ECONOMIA. RePEc:col:000094:011840.

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2014External Equity Financing Shocks, Financial Flows, and Asset Prices. (2014). YANG, Fan ; Belo, Frederico . In: NBER Working Papers. RePEc:nbr:nberwo:20210.

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2014Investment Under Uncertainty and the Value of Real and Financial Flexibility. (2014). Yang, Jinqiang . In: NBER Working Papers. RePEc:nbr:nberwo:20610.

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2014Incentives, Project Choice, and Dynamic Multitasking. (2014). Szydlowski, Martin . In: 2014 Meeting Papers. RePEc:red:sed014:1240.

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2014Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs. (2014). Buss, Adrian ; Uppal, Raman ; Vilkov, Grigory . In: SAFE Working Paper Series. RePEc:zbw:safewp:41.

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2014Firm size, timing, and earnings management of seasoned equity offerings. (2014). Shu, Pei-Gi ; Chiang, Sue-Jane . In: International Review of Economics & Finance. RePEc:eee:reveco:v:29:y:2014:i:c:p:177-194.

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2014Monetary policy, financial conditions, and financial stability. (2014). Liang, Nellie J.. In: Staff Reports. RePEc:fip:fednsr:690.

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2014The effect of securities litigation on external financing. (2014). Smith, Aimee Hoffmann ; Hutton, Irena ; Autore, Don M. ; Peterson, David R.. In: Journal of Corporate Finance. RePEc:eee:corfin:v:27:y:2014:i:c:p:231-250.

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2014Essays on ownership and control. (2014). Infante, Urzua F.. In: Other publications TiSEM. RePEc:tiu:tiutis:f17a9a42-f7a7-4ffa-a95d-a012cca4cfc3.

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2014Monetary Policy, Financial Conditions, and Financial Stability. (2014). Liang, Nellie ; Adrian, Tobias . In: IMES Discussion Paper Series. RePEc:ime:imedps:14-e-13.

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2014Factor Structure in Commodity Futures Return and Volatility. (2014). Lunde, Asger ; Christoffersen, Peter ; Olesen, Kasper V.. In: CREATES Research Papers. RePEc:aah:create:2014-31.

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2014Oil Volatility Risk and Expected Stock Returns. (2014). Christoffersen, Peter ; Pan, Xuhui . In: CREATES Research Papers. RePEc:aah:create:2015-06.

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2014Securitization and Asset Prices. (2014). Basso, Henrique S.. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1411.

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2014High-Frequency Trading around Macroeconomic News Announcements: Evidence from the U.S. Treasury Market. (2014). Jiang, George J. ; Lo, Ingrid ; Valente, Giorgio . In: Staff Working Papers. RePEc:bca:bocawp:14-56.

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2014Macroeconomic and Financial Consequences of the After Crisis Government-Driven Credit Expansion in Brazil. (2014). Martins, Bruno ; Brito, Ricardo ; Bonomo, Marco . In: Working Papers Series. RePEc:bcb:wpaper:378.

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2014Uncertainty Outside and Inside Economic Models. (2014). Hansen, Lars Peter . In: Working Papers. RePEc:bfi:wpaper:2014-06.

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2014The Term Structure of the Welfare Cost of Uncertainty. (2014). . In: Working papers. RePEc:bfr:banfra:521.

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2014Evaluating the robustness of UK term structure decompositions using linear regression methods. (2014). Meldrum, Andrew ; Malik, Sheheryar . In: Bank of England working papers. RePEc:boe:boeewp:0518.

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2014Cash holdings and financing decisions under ambiguity. (2014). Spanjers, W.. In: Working Papers. RePEc:bol:bodewp:wp979.

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2014Bond Return Predictability: Economic Value and Links to the Macroeconomy. (2014). Timmermann, Allan ; Pettenuzzo, Davide ; Gargano, Antonio . In: Working Papers. RePEc:brd:wpaper:75.

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2014Post-Investment Migration of Canadian Venture Capital-Backed New Technology-Based Firms. (2014). Carpentier, Cecile ; Suret, Jean-Marc . In: CIRANO Working Papers. RePEc:cir:cirwor:2014s-27.

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2014DISTRIBUTIONAL LINKAGES BETWEEN EUROPEAN SOVEREIGN BOND AND BANK ASSET RETURNS. (2014). Galvez, Julio ; Mencia, Javier . In: Working Papers. RePEc:cmf:wpaper:wp2014_1407.

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2014Banks, Government Bonds, and Default: What do the Data Say?. (2014). Martin, Alberto ; Rossi, Stefano . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10044.

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2014Bond Return Predictability: Economic Value and Links to the Macroeconomy. (2014). Timmermann, Allan G ; Pettenuzzo, Davide ; Gargano, Antonio . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10104.

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2014Strategic News Releases in Equity Vesting Months. (2014). Edmans, Alex ; Wang, Yanbo ; Xu, Moqi ; Goncalves-Pinto, Luis . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10144.

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2014Switching Risk Off: FX Correlations and Risk Premia. (2014). Beber, Alessandro ; Brandt, Michael ; Cen, Jason . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10214.

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2014Do Funds Make More When They Trade More?. (2014). Taylor, Lucian ; Stambaugh, Robert F.. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10261.

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2014Are Retail Traders Compensated for Providing Liquidity?. (2014). Barrot, Jean-Noel ; Kaniel, Ron . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10285.

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2014Growth, Slowdowns, and Recoveries. (2014). Bianchi, Francesco ; Kung, Howard . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10291.

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2014Financial Dependence and Innovation: The Case of Public versus Private Firms. (2014). Acharya, Viral V ; Xu, Zhaoxia . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9829.

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2014Toxic Arbitrage. (2014). Tham, Wing Wah . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9925.

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2014Sovereign Risk, Interbank Freezes, and Aggregate Fluctuations. (2014). Steffen, Christoph Groe ; Engler, Philipp . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1436.

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2014Sovereign rating actions and the implied volatility of stock index options. (2014). ap Gwilym, Owain ; Tran, VU ; Alsakka, Rasha . In: International Review of Financial Analysis. RePEc:eee:finana:v:34:y:2014:i:c:p:101-113.

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2014Is more less? Propensity to diversify via M&A and market reactions. (2014). Nguyen, Zachary . In: International Review of Financial Analysis. RePEc:eee:finana:v:34:y:2014:i:c:p:76-88.

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2014The effect of financial market development on bank risk: evidence from Southeast Asian countries. (2014). Vithessonthi, Chaiporn . In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:249-260.

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2014The relative contribution of ask and bid quotes to price discovery. (2014). Pascual-Fuster, Bartolome . In: Journal of Financial Markets. RePEc:eee:finmar:v:20:y:2014:i:c:p:129-150.

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2014Aggregation of preferences for skewed asset returns. (2014). Renault, Eric ; Leisen, Dietmar P. J., ; Chabi-Yo, Fousseni . In: Journal of Economic Theory. RePEc:eee:jetheo:v:154:y:2014:i:c:p:453-489.

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2014Dispersion in beliefs among active mutual funds and the cross-section of stock returns. (2014). Jiang, Hao ; Sun, Zheng . In: Journal of Financial Economics. RePEc:eee:jfinec:v:114:y:2014:i:2:p:341-365.

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2014Causality and contagion in EMU sovereign debt markets. (2014). Gomez-Puig, Marta ; Sosvilla-Rivero, Simon . In: International Review of Economics & Finance. RePEc:eee:reveco:v:33:y:2014:i:c:p:12-27.

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2014Non-parametric analysis of equity arbitrage. (2014). Vortelinos, Dimitrios I.. In: International Review of Economics & Finance. RePEc:eee:reveco:v:33:y:2014:i:c:p:199-216.

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2014Corporate social responsibility disclosure: The case of international shipping. (2014). Merikas, Andreas ; Drobetz, Wolfgang ; Tsionas, Mike G.. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:71:y:2014:i:c:p:18-44.

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2014Asset pricing with index investing. (2014). Chabakauri, Georgy ; Rytchkov, Oleg . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:60739.

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2014Risk Aversion and Financial Crisis. (2014). Guiso, Luigi . In: EIEF Working Papers Series. RePEc:eie:wpaper:1412.

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2014Portfolio revision and optimal diversification strategy choices. (2014). Abid, Fathi ; Mroua, Mourad . In: International Journal of Managerial Finance. RePEc:eme:ijmfpp:v:10:y:2014:i:4:p:537-564.

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2014Is there a right time for corporate investment?. (2014). Maung, Min ; Chowdhury, Reza H.. In: Studies in Economics and Finance. RePEc:eme:sefpps:v:31:y:2014:i:2:p:223-243.

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2014Bank crises and sovereign defaults in emerging markets: exploring the links. (2014). Balteanu, Irina . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:184.

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2014Why Do Innovative Firms Hold So Much Cash? Evidence from Changes in State R&D Tax Credits. (2014). Falato, Antonio ; Sim, Jae W.. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2014-72.

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2014Monetary policy, financial conditions, and financial stability. (2014). Liang, Nellie J.. In: Staff Reports. RePEc:fip:fednsr:690.

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2014What predicts U.S. recessions?. (2014). Liu, Weiling . In: Staff Reports. RePEc:fip:fednsr:691.

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2014Asset pricing with horizon-dependent risk aversion. (2014). . In: Staff Reports. RePEc:fip:fednsr:703.

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2014Increase in Home Bias and the Eurozone Sovereign Debt Crisis. (2014). Cornand, Camille ; Gandre, Pauline ; Gimet, Celine . In: Working Papers. RePEc:gat:wpaper:1419.

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2014Increase in home bias in the Eurozone debt crisis: the role of domestic shocks. (2014). Cornand, Camille ; Gandre, Pauline ; Gimet, Celine . In: Working Papers. RePEc:hal:wpaper:halshs-01015475.

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2014Nonparametric identification of positive eigenfunctions. (2014). Christensen, Timothy . In: CeMMAP working papers. RePEc:ifs:cemmap:37/14.

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2014Monetary Policy, Financial Conditions, and Financial Stability. (2014). Liang, Nellie ; Adrian, Tobias . In: IMES Discussion Paper Series. RePEc:ime:imedps:14-e-13.

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2014Banks, Government Bonds, and Default: What do the Data Say?. (2014). Rossi, Stefano . In: IMF Working Papers. RePEc:imf:imfwpa:14/120.

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2014Testing for asymmetric causality from U.S. equity returns to commodity futures returns. (2014). Uddin, Gazi Salah . In: Working Papers. RePEc:ipg:wpaper:2014-545.

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2014Financial Fragmentation and Economic Growth in Europe. (2014). Seckinger, Christian . In: Working Papers. RePEc:jgu:wpaper:1502.

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2014Understanding Financial Inclusion in China. (2014). Weill, Laurent ; Fungacova, Zuzana . In: Working Papers of LaRGE Research Center. RePEc:lar:wpaper:2014-06.

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2014Optimal Opacity on Financial Markets. (2014). Siegert, Caspar . In: Discussion Papers in Economics. RePEc:lmu:muenec:20937.

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2014Volatility risk premia and financial connectedness. (2014). Cipollini, Andrea ; Muzzioli, Silvia ; Lo Cascio, Iolanda . In: Department of Economics. RePEc:mod:depeco:0047.

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2013A comparison of numerical methods for the solution of continuous-time DSGE models. (2013). Parra-Alvarez, Juan Carlos . In: CREATES Research Papers. RePEc:aah:create:2013-39.

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2013Does Realized Skewness Predict the Cross-Section of Equity Returns?. (2013). Vasquez, Aurelio ; Jacobs, Kris ; Amaya, Diego . In: CREATES Research Papers. RePEc:aah:create:2013-41.

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2013The impact of short-selling constraints on financial market stability in a heterogeneous agents model. (2013). Tuinstra, J. ; Anufriev, M.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:13-01.

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2013Which Parametric Model for Conditional Skewness?. (2013). Feunou, Bruno ; Tedongap, Romeo ; Jahan-Parvar, Mohammad R.. In: Staff Working Papers. RePEc:bca:bocawp:13-32.

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2013Limited attention and news arrival in limit order markets.. (2013). Dugast, J.. In: Working papers. RePEc:bfr:banfra:449.

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2013Is Bank Debt Special for the Transmission of Monetary Policy? Evidence from the Stock Market. (2013). Ozdagli, Ali K. ; Ippolito, Filippo ; Perez, Ander . In: Working Papers. RePEc:bge:wpaper:721.

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2013Information Flows in Dark Markets: Dissecting Customer Currency Trades. (2013). Schrimpf, Andreas ; Schmeling, Maik ; Mankhoff, Lukas . In: BIS Working Papers. RePEc:bis:biswps:405.

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2013Do Hedge Funds Manipulate Stock Prices?. (2013). Landier, Augustin ; Moussawi, Rabih ; Ben-David, Itzhak ; Franzoni, Francesco . In: Journal of Finance. RePEc:bla:jfinan:v:68:y:2013:i:6:p:2383-2434.

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2013Bank Efficiency and Executive Compensation. (2013). Williams, Jonathan ; King, Timothy . In: Working Papers. RePEc:bng:wpaper:13009.

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2013Forecasting Stock Returns under Economic Constraints. (2013). Timmermann, Allan ; Valkanov, Rossen ; Pettenuzzo, Davide . In: Working Papers. RePEc:brd:wpaper:57.

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2013Taxing Multinationals in the Presence of Internal Capital Markets. (2013). Kothenburger, Marko ; STIMMELMAYR, Michael . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4353.

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2013Volatility Risk Premia and Exchange Rate Predictability. (2013). Sarno, Lucio ; Ramadorai, Tarun ; Della Corte, Pasquale. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9549.

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2013Public Debate and Stock Prices: Evidence from the Voting Premium. (2013). Braggion, Fabio ; Giannetti, Mariassunta . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9619.

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2013Is Bank Debt Special for the Transmission of Monetary Policy? Evidence from the Stock Market. (2013). Ozdagli, Ali ; Ippolito, Filippo ; Orive, Ander Perez . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9696.

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2013Blockholders and Corporate Governance. (2013). Edmans, Alex . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9708.

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2013Liquidity and Governance. (2013). Ljungqvist, Alexander P. ; Back, Kerry E.. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9739.

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2013Zero-R 2Hedge Funds and Market Neutrality. (2013). Bollen, Nicolas P. B., . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:48:y:2013:i:02:p:519-547_00.

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2013Investment opportunities and share repurchases. (2013). Liu, Crocker H. ; Boudry, Walter I. ; Kallberg, Jarl G.. In: Journal of Corporate Finance. RePEc:eee:corfin:v:23:y:2013:i:c:p:23-38.

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2013Legal shareholder protection and corporate R&D investment. (2013). Xiao, Gang . In: Journal of Corporate Finance. RePEc:eee:corfin:v:23:y:2013:i:c:p:240-266.

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2013The impact of short-selling constraints on financial market stability in a heterogeneous agents model. (2013). Tuinstra, Jan ; Anufriev, Mikhail . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:37:y:2013:i:8:p:1523-1543.

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2013Shouldnt all eggs be putted in one basket? A portfolio model based on investor sentiment and inertial thinking. (2013). Yang, Chunpeng ; Xie, Jun . In: Economic Modelling. RePEc:eee:ecmode:v:35:y:2013:i:c:p:682-688.

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2013Fund expenses and vertical structures of the fund industry. (2013). Han, Jae-Joon ; Won, Seungyeon ; Kang, Kyeong-Hoon . In: Economic Modelling. RePEc:eee:ecmode:v:35:y:2013:i:c:p:856-864.

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2013Do financial advisor commissions distort client choice?. (2013). de Meza, David ; Beyer, Max ; Reyniers, Diane . In: Economics Letters. RePEc:eee:ecolet:v:119:y:2013:i:2:p:117-119.

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2013Hurricane forecast revisions and petroleum refiner equity returns. (2013). Fink, Jason D.. In: Energy Economics. RePEc:eee:eneeco:v:38:y:2013:i:c:p:1-11.

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2013Mandatory IFRS reporting and changes in enforcement. (2013). Leuz, Christian ; Hail, Luzi ; Christensen, Hans B.. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:56:y:2013:i:2:p:147-177.

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2013Federal Reserve financial crisis lending programs and bank stock returns. (2013). Winters, Drew B. ; Griffiths, Mark D. ; Cyree, Ken B.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:10:p:3819-3829.

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2013The second moment matters! Cross-sectional dispersion of firm valuations and expected returns. (2013). Jiang, Danling . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:10:p:3974-3992.

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2013Returns and option activity over the option-expiration week for S&P 100 stocks. (2013). Stivers, Chris ; Sun, Licheng . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:11:p:4226-4240.

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2013Economic valuation of liquidity timing. (2013). Karstanje, Dennis ; Tham, Wing Wah ; van der Wel, Michel ; Sojli, Elvira . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:12:p:5073-5087.

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2013Bank capital, interbank contagion, and bailout policy. (2013). Zhang, Gaiyan ; Yang, Yunhong ; Tian, Suhua . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:8:p:2765-2778.

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2013Do jumps contribute to the dynamics of the equity premium?. (2013). Maheu, John M. ; Zhao, Xiaofei . In: Journal of Financial Economics. RePEc:eee:jfinec:v:110:y:2013:i:2:p:457-477.

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2013General equilibrium pricing of currency and currency options. (2013). Du, Du. In: Journal of Financial Economics. RePEc:eee:jfinec:v:110:y:2013:i:3:p:730-751.

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2013The market microstructure approach to foreign exchange: Looking back and looking forward. (2013). Osler, Carol L. ; King, Michael R. ; Rime, Dagfinn . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:38:y:2013:i:c:p:95-119.

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2013Debt maturity and the liquidity of secondary debt markets. (2013). . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:55404.

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2013The effect of monitoring on CEO pay practices in a matching equilibrium. (2013). Chaigneau, Pierre . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:55405.

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2013The sustainability of a creative-finance-led economy.. (2013). Bianco, Antonio ; Piacentini, Paolo M.. In: Working papers. RePEc:fes:wpaper:wpaper07.

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2013The role of banks in the transmission of monetary policy. (2013). Rosengren, Eric S.. In: Public Policy Discussion Paper. RePEc:fip:fedbpp:13-5.

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2013Is bank debt special for the transmission of monetary policy? Evidence from the stock market. (2013). Ozdagli, Ali K. ; Ippolito, Filippo ; Perez, Ander . In: Working Papers. RePEc:fip:fedbwp:13-17.

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2013Disastrous disappointments: asset-pricing with disaster risk and disappointment aversion. (2013). Dolmas, Jim . In: Working Papers. RePEc:fip:feddwp:1309.

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2013Financial stability monitoring. (2013). Covitz, Daniel ; Adrian, Tobias ; Liang, Nellie . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2013-21.

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2013Going public abroad. (2013). Caglio, Cecilia ; Marietta-Westberg, Jennifer . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2013-68.

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2013Learning, Rare Disasters, and Asset Prices. (2013). Lu, Yang . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2013-85.

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2013Revenge of the steamroller: ABCP as a window on risk choices. (2013). Arteta, Carlos ; Correa, Ricardo ; Carey, Mark ; Kotter, Jason . In: International Finance Discussion Papers. RePEc:fip:fedgif:1076.

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2013Financial stability monitoring. (2013). Covitz, Daniel ; Adrian, Tobias ; Liang, Nellie J.. In: Staff Reports. RePEc:fip:fednsr:601.

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2013House-price expectations, alternative mortgage products, and default. (2013). Brueckner, Jan K. ; Calem, Paul S. ; Nakamura, Leonard I.. In: Working Papers. RePEc:fip:fedpwp:13-36.

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2013Equity Premia Predictability in the EuroZone. (2013). Silva, Nuno . In: GEMF Working Papers. RePEc:gmf:wpaper:2013-22..

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2013Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity. (2013). Pflueger, Carolin E.. In: Harvard Business School Working Papers. RePEc:hbs:wpaper:11-094.

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2013What types of bondholders impede corporate innovative activities?. (2013). Hasan, Iftekhar ; Ye, Pengfei ; OBrien, Jonathan . In: Research Discussion Papers. RePEc:hhs:bofrdp:2013_023.

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2013Hard Times. (2013). Polk, Christopher ; Giglio, Stefano ; Campbell, John Y.. In: Scholarly Articles. RePEc:hrv:faseco:12172786.

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2013Liquidity and Exchange Rates. (2013). Rossi, Jose Luiz Junior, . In: Insper Working Papers. RePEc:ibm:ibmecp:wpe_325.

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More than 50 citations. List broken...

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2012Bank monitoring incentives and optimal ABS. (2012). . In: Working papers. RePEc:bfr:banfra:377.

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2012A Comprehensive Look at Financial Volatility Prediction by Economic Variables. (2012). . In: BIS Working Papers. RePEc:bis:biswps:374.

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2012Bank ratings-What determines their quality?. (2012). Marques-Ibanez, David ; Langfield, Sam ; Hau, Harald . In: Working Papers. RePEc:bng:wpaper:12012.

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2012An equilibrium model of credit rating agencies. (2012). Vigier, Adrien ; Holden, Steinar . In: Working Paper. RePEc:bno:worpap:2012_23.

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2012The Regulators Trade-off: Bank Supervision vs. Minimum Capital. (2012). SCHLIEPHAKE, EVA ; Buck, Florian . In: CESifo Working Paper Series. RePEc:ces:ceswps:_3923.

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2012High quality topic extraction from business news explains abnormal financial market volatility. (2012). Sornette, Didier ; Watanabe, Tsutomu ; Mizuno, Takayuki ; Ohnishi, Takaaki ; Hisano, Ryohei . In: CARF F-Series. RePEc:cfi:fseres:cf299.

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2012Risk capital, private credit, and innovative production. (2012). . In: Canadian Journal of Economics. RePEc:cje:issued:v:45:y:2012:i:4:p:1608-1639.

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2012Bank ratings: What determines their quality?. (2012). Ibaez, David Marques ; Langfield, Sam ; Hau, Harald . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9171.

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2012Targeted Communication and Investor Attention. (2012). Ginglinger, Edith ; Boulland, Romain ; Degeorge, Franois . In: Economics Papers from University Paris Dauphine. RePEc:dau:papers:123456789/9553.

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2012Bank liquidity, the maturity ladder, and regulation. (2012). van den End, Jan Willem ; de Haan, Leo . In: DNB Working Papers. RePEc:dnb:dnbwpp:346.

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2012Product market relationships and cost of bank loans: Evidence from strategic alliances. (2012). Francis, Bill ; Fang, Yiwei ; Hasan, Iftekhar ; Wang, Haizhi . In: Journal of Empirical Finance. RePEc:eee:empfin:v:19:y:2012:i:5:p:653-674.

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2012The year of the cat: Taxing nuclear risk with the help of capital markets. (2012). Jus, Darko ; Eberl, Jakob . In: Energy Policy. RePEc:eee:enepol:v:51:y:2012:i:c:p:364-373.

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2012Getting 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.

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2012Foreign exchange volatility and stock returns. (2012). Du, Ding ; Hu, Ou. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:5:p:1202-1216.

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2012A public good approach to credit ratings – From concept to reality. (2012). Van Laere, Elisabeth ; Duan, Jin-Chuan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:12:p:3239-3247.

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2012Investment policy in family controlled firms. (2012). Duru, Augustine ; Anderson, Ronald C. ; Reeb, David M.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:6:p:1744-1758.

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2012Predictive regressions with time-varying coefficients. (2012). Halling, Michael ; Dangl, Thomas . In: Journal of Financial Economics. RePEc:eee:jfinec:v:106:y:2012:i:1:p:157-181.

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2012Political 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.

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2012Information effect of entry into credit ratings market: The case of insurers ratings. (2012). Kartasheva, Anastasia V. ; Phillips, Richard D. ; Doherty, Neil A.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:106:y:2012:i:2:p:308-330.

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2012Currency momentum strategies. (2012). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio . In: Journal of Financial Economics. RePEc:eee:jfinec:v:106:y:2012:i:3:p:660-684.

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2012Global liquidity risk in the foreign exchange market. (2012). Banti, Chiara ; Sarno, Lucio ; Phylaktis, Kate . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:2:p:267-291.

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2012Securitization, Transparency and Liquidity. (2012). Pagano, Marco ; Volpin, Paolo . In: EIEF Working Papers Series. RePEc:eie:wpaper:0907.

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2012Believe only what you see: credit rating agencies, structured finance, and bonds. (2012). . In: Working Paper. RePEc:fip:fedcwp:1222.

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2012CEO pay and the market for CEOs. (2012). Falato, Antonio ; Milbourn, Todd ; Li, Dan . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2012-39.

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2012Variance risk premiums and the forward premium puzzle. (2012). Zhou, Hao ; Londono, Juan M.. In: International Finance Discussion Papers. RePEc:fip:fedgif:1068.

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2012Doing well by doing good? Community development venture capital. (2012). Kovner, Anna ; Lerner, Josh . In: Staff Reports. RePEc:fip:fednsr:572.

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2012Contagion Effects in the Aftermath of Lehmans Collapse: Measuring the Collateral Damage. (2012). Pop, Adrian ; Dumontaux, Nicolas . In: Working Papers. RePEc:hal:wpaper:hal-00695721.

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2012Competition and Illicit Quality. (2012). Snyder, Jason A. ; Bennett, Victor Manuel ; Pierce, Lamar . In: Harvard Business School Working Papers. RePEc:hbs:wpaper:12-071.

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2012More than connectedness – Heterogeneity of CEO social network and firm value. (2012). Francis, Bill ; Fang, Yiwei ; Hasan, Iftekhar . In: Research Discussion Papers. RePEc:hhs:bofrdp:2012_026.

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2012Does relationship matter? The choice of financial advisors. (2012). Francis, Bill B. ; Sun, Xian ; Hasan, Iftekhar . In: Research Discussion Papers. RePEc:hhs:bofrdp:2012_028.

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2012Employee Compensation in Entrepreneurial Companies. (2012). Hand, John R. M., ; Bengtsson, Ola . In: Working Paper Series. RePEc:hhs:iuiwop:0922.

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2012Does the Tail Wag the Dog? The Effect of Credit Default Swaps on Credit Risk. (2012). Tang, Dragon Yongjun ; Wang, Sarah Qian ; Subrahmanyam, Marti G.. In: Working Papers. RePEc:hkm:wpaper:292012.

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2012The Credit Rating Market - Options for Appropriate Regulation. (2012). . In: Global Financial Markets Working Paper Series. RePEc:hlj:hljwrp:39-2012.

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2012Covered bonds, core markets, and financial stability. (2012). Chapman, James ; Gai, Prasanna . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-065.

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2012Nobody Likes a Rat: On the Willingness and Consequences of Reporting Lies. (2012). . In: IZA Discussion Papers. RePEc:iza:izadps:dp6998.

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2012The Optimal Timing of CEO Compensation. (2012). Chaigneau, Pierre . In: Cahiers de recherche. RePEc:lvl:lacicr:1207.

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2012RISK CAPITAL, PRIVATE CREDIT AND INNOVATIVE PRODUCTION. (2012). JakobB. Madsen, . In: Monash Economics Working Papers. RePEc:mos:moswps:2012-08.

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2012Inconsistent Regulators: Evidence From Banking. (2012). Seru, Amit ; Agarwal, Sumit ; Trebbi, Francesco ; Lucca, David . In: NBER Working Papers. RePEc:nbr:nberwo:17736.

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2012Debt Financing in Asset Markets. (2012). Xiong, Wei ; He, Zhiguo . In: NBER Working Papers. RePEc:nbr:nberwo:17935.

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2012A Theory of Debt Maturity: The Long and Short of Debt Overhang. (2012). Diamond, Douglas W. ; He, Zhiguo . In: NBER Working Papers. RePEc:nbr:nberwo:18160.

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2012Economic Effects of Runs on Early Shadow Banks: Trust Companies and the Impact of the Panic of 1907. (2012). Frydman, Carola ; Zhou, Lily Y. ; Hilt, Eric . In: NBER Working Papers. RePEc:nbr:nberwo:18264.

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2012Legislating Stock Prices. (2012). Malloy, Christopher ; Cohen, Lauren ; Diether, Karl B.. In: NBER Working Papers. RePEc:nbr:nberwo:18291.

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2012Dynamic Models and Structural Estimation in Corporate Finance. (2012). Strebulaev, Ilya A. ; Whited, Toni M.. In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000035.

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2012Debt and Macroeconomic Stability. (2012). Ziemann, Volker . In: OECD Economics Department Working Papers. RePEc:oec:ecoaaa:1003-en.

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2012Debt and Macroeconomic Stability: An Overview of the Literature and Some Empirics. (2012). . In: OECD Economics Department Working Papers. RePEc:oec:ecoaaa:1006-en.

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2012Changes in governance, the market for corporate control, and the mechanisms for hostile takeovers in Continental Europe: The case of Arcelor?s takeover by Mittal Steel. (2012). . In: Working Papers. RePEc:pil:wpaper:87.

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2012Variance Risk Premium Differentials and Foreign Exchange Returns. (2012). Arash, Aloosh . In: MPRA Paper. RePEc:pra:mprapa:40829.

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2012Elections, Political Competition and Bank Failure. (2012). Liu, Wai-Man . In: MPRA Paper. RePEc:pra:mprapa:43603.

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2012[Citation Analysis]
2012Salvaging the C-CAPM: Currency Carry Trade Risk Premia and Conditioning Information. (2012). Abhyankar, Abhay ; Klinkowska, Olga ; Gonzalez, Angelica . In: 2012 Meeting Papers. RePEc:red:sed012:56.

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2011Illiquidity Premia in the Equity Options Market. (2011). Jacobs, Kris ; Goyenko, Ruslan ; Christoffersen, Peter ; Karoui, Mehdi . In: CREATES Research Papers. RePEc:aah:create:2011-43.

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2011Parametric Inference and Dynamic State Recovery from Option Panels. (2011). Fusari, Nicola ; Todorov, Viktor . In: CREATES Research Papers. RePEc:aah:create:2012-11.

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2011The Composition and Drawdown of Wealth in Retirement. (2011). Wise, David ; Venti, Steven ; Poterba, James . In: Journal of Economic Perspectives. RePEc:aea:jecper:v:25:y:2011:i:4:p:95-118.

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2011Rediscovering the Macroeconomic Roots of Financial Stability Policy: Journey, Challenges, and a Way Forward. (2011). Borio, Claudio . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:87-117.

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2011Optimal High Frequency Trading with limit and market orders. (2011). Guilbaud, Fabien ; Pham, Huyen . In: Papers. RePEc:arx:papers:1106.5040.

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2011Predicting Financial Markets: Comparing Survey, News, Twitter and Search Engine Data. (2011). Mao, Huina ; Counts, Scott ; Bollen, Johan . In: Papers. RePEc:arx:papers:1112.1051.

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2011Analyzing Default Risk and Liquidity Demand during a Financial Crisis: The Case of Canada. (2011). Hortasu, Ali ; Kastl, Jakub . In: Staff Working Papers. RePEc:bca:bocawp:11-17.

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2011Where is the value in high frequency trading?. (2011). Penalva, Jose ; Cartea, lvaro . In: Banco de España Working Papers. RePEc:bde:wpaper:1111.

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2011Home bias in interbank lending and banks� resolution regimes. (2011). Manna, Michele . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_816_11.

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2011Do interbank customer relationships exist? And how did they function in the crisis? Learning from Italy. (2011). Affinito, Massimiliano . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_826_11.

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2011Rediscovering the macroeconomic roots of financial stability policy: journey, challenges and a way forward. (2011). Borio, Claudio . In: BIS Working Papers. RePEc:bis:biswps:354.

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2011Sunshine trading: Flashes of trading intent at the NASDAQ. (2011). Sojli, Elvira ; Tham, Wing Wah ; Skjeltorp, Johannes A.. In: Working Paper. RePEc:bno:worpap:2011_17.

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2011Financial Investments, Information Flows, and Caste Affiliation - Empirical Evidence from India. (2011). Filipiak, Ute . In: Schumpeter Discussion Papers. RePEc:bwu:schdps:sdp11014.

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2011How Much Do Means-Tested Benefits Reduce the Demand for Annuities?. (2011). Peijnenburg, Kim ; Staubli, Stefan ; Butler, Monika . In: CESifo Working Paper Series. RePEc:ces:ceswps:_3493.

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2011Strategic Complementarity, Fragility, and Regulation. (2011). . In: CESifo Working Paper Series. RePEc:ces:ceswps:_3507.

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2011Identifying the balance sheet and lending channels of monetary transmission: A loan-level analysis. (2011). Hepp, Ralf ; Aysun, Uluc . In: Working Papers. RePEc:cfl:wpaper:2011-01.

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2011Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes. (2011). Fostel, Ana ; Geanakoplos, John . In: Levine's Working Paper Archive. RePEc:cla:levarc:786969000000000168.

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2011Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes. (2011). Fostel, Ana ; Geanakoplos, John . In: Levine's Working Paper Archive. RePEc:cla:levarc:786969000000000192.

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2011Asset Commonality, Debt Maturity and Systemic Risk. (2011). Babus, Ana ; Allen, Franklin ; Carletti, Elena . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8476.

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2011Sources of entropy in representative agent models. (2011). Backus, David ; Zin, Stanley E. ; Chernov, Mikhail . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8488.

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2011The delegated Lucas tree. (2011). Kondor, Peter ; Kaniel, Ron . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8578.

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2011Sovereign CDS and Bond Pricing Dynamics in the Euro-area. (2011). Palladini, Giorgia ; Portes, Richard . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8651.

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2011A Model of Liquidity Hoarding and Term Premia in Inter-Bank Markets. (2011). Skeie, David ; Acharya, Viral V.. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8705.

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2011Pricing Liquidity Risk with Heterogeneous Investment Horizons. (2011). Beber, Alessandro ; Tuijp, Patrick ; Driessen, Joost . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8710.

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2011Risk premium, variance premium and the maturity structure of uncertainty. (2011). Taamouti, Abderrahim ; Tedongap, Romeo ; Feunou, Bruno . In: Economics Working Papers. RePEc:cte:werepe:we1144.

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2011Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes. (2011). Fostel, Ana ; Geanakoplos, John . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1809.

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2011Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes. (2011). Fostel, Ana ; Geanakoplos, John . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1809r.

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2011Variance Bounds on the Permanent and Transitory Components of Stochastic Discount Factors. (2011). Chabi-Yo, Fousseni ; Bakshi, Gurdip . In: Working Paper Series. RePEc:ecl:ohidic:2011-11.

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2011The political economy of residual state ownership in privatized firms: Evidence from emerging markets. (2011). Cosset, Jean-Claude ; Saffar, Walid ; Guedhami, Omrane ; Boubakri, Narjess . In: Journal of Corporate Finance. RePEc:eee:corfin:v:17:y:2011:i:2:p:244-258.

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2011Employee ownership, board representation, and corporate financial policies. (2011). Ginglinger, Edith ; Megginson, William ; Waxin, Timothee . In: Journal of Corporate Finance. RePEc:eee:corfin:v:17:y:2011:i:4:p:868-887.

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2011Trading frequency and asset pricing on the London Stock Exchange: Evidence from a new price impact ratio. (2011). Kostakis, Alexandros ; Florackis, Chris ; Gregoriou, Andros . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:12:p:3335-3350.

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2011The volatility of consumption-based stochastic discount factors and economic cycles. (2011). Nieto, Belen ; Rubio, Gonzalo . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:9:p:2197-2216.

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2011Does geography matter? Firm location and corporate payout policy. (2011). John, Kose . In: Journal of Financial Economics. RePEc:eee:jfinec:v:101:y:2011:i:3:p:533-551.

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2011Does the stock market fully value intangibles? Employee satisfaction and equity prices. (2011). Edmans, Alex . In: Journal of Financial Economics. RePEc:eee:jfinec:v:101:y:2011:i:3:p:621-640.

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2011Hedge fund leverage. (2011). Ang, Andrew ; Gorovyy, Sergiy ; van Inwegen, Gregory B.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:102:y:2011:i:1:p:102-126.

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2011Growth LBOs. (2011). Sraer, David ; Boucly, Quentin ; Thesmar, David . In: Journal of Financial Economics. RePEc:eee:jfinec:v:102:y:2011:i:2:p:432-453.

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2011Stock price fragility. (2011). Thesmar, David ; Greenwood, Robin . In: Journal of Financial Economics. RePEc:eee:jfinec:v:102:y:2011:i:3:p:471-490.

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2011Directors and officers liability insurance and acquisition outcomes. (2011). Lin, Chen ; Officer, Micah S. ; Zou, Hong . In: Journal of Financial Economics. RePEc:eee:jfinec:v:102:y:2011:i:3:p:507-525.

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2011Religious beliefs, gambling attitudes, and financial market outcomes. (2011). Kumar, Alok ; Spalt, Oliver G. ; Page, Jeremy K.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:102:y:2011:i:3:p:671-708.

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2011A model of liquidity hoarding and term premia in inter-bank markets. (2011). Skeie, David ; Acharya, Viral V.. In: Journal of Monetary Economics. RePEc:eee:moneco:v:58:y:2011:i:5:p:436-447.

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2011Value creation and pricing in buyouts: Empirical evidence from Europe and North America. (2011). Achleitner, Ann-Kristin ; Braun, Reiner ; Engel, Nico . In: Review of Financial Economics. RePEc:eee:revfin:v:20:y:2011:i:4:p:146-161.

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2011Reexamining the empirical relation between loan risk and collateral: the roles of collateral characteristics and types. (2011). Berger, Allen N. ; Ioannidou, Vasso ; Frame, Scott W.. In: FRB Atlanta Working Paper No.. RePEc:fip:fedawp:2011-12.

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2011Are banks passive liquidity backstops? deposit rates and flows during the 2007-2009 crisis. (2011). Mora, Nada ; Acharya, Viral V.. In: Research Working Paper. RePEc:fip:fedkrw:rwp11-06.

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2011A model of liquidity hoarding and term premia in inter-bank markets. (2011). Acharya, Viral V.. In: Staff Reports. RePEc:fip:fednsr:498.

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2011Strategic behavior in the tri-party repo market. (2011). Ennis, Huberto M.. In: Economic Quarterly. RePEc:fip:fedreq:y:2011:i:4q:p:389-413:n:v.97no.4.

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2011Liquidity Hoarding. (2011). Gale, Douglas ; Yorulmazer, Tanju . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp682.

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2011Performance Pay, CEO Dismissal, and the Dual Role of Takeovers. (2011). Raff, Konrad ; Burkart, Mike . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp694.

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2011Minsky’s Financial Instability Hypothesis and the Leverage Cycle. (2011). Vardoulakis, Alexandros ; Bhattacharya, Sudipto ; Tsomocos, Dimitrios ; Goodhart, Charles . In: FMG Special Papers. RePEc:fmg:fmgsps:sp202.

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2011Lintérêt dun renforcement des fonds propres bancaires (et de mesures complémentaires) pour concilier stabilité financière, performance et bon fonctionnement des banques. (2011). Petit-Romec, Arthur . In: Post-Print. RePEc:hal:journl:dumas-00643745.

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2011Employee Ownership, Board Representation, and Corporate Financial Policies. (2011). Ginglinger, Edith ; Megginson, William ; Waxin, Timothee . In: Post-Print. RePEc:hal:journl:halshs-00626310.

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