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Journal of Finance / American Finance Association

4.43

Impact Factor

6.35

5-Years IF

228

5-Years H index

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.280.10.292922752.99666317950492987 (%)70.080.04
19910.340.090.26821743301.979521886346111915 (%)100.120.04
19920.340.090.32852593481.3488911746044714218 (%)80.090.04
19930.420.10.42873464581.329040167704381867 (%)130.150.05
19940.530.110.48724186061.4563271729144221410 (%)130.180.05
19950.860.21.276548316733.4682561591374185328 (%)230.350.07
19961.340.231.577055321343.86715913718339161313 (%)350.50.09
19971.440.271.748663925373.971289213519437966113 (%)600.70.09
19981.670.291.988472329084.02872715626138075411 (%)490.580.1
19992.460.322.58480735494.4828717041837794311 (%)1001.190.13
20002.230.42.939890543654.829976168374389113914 (%)1041.060.15
20012.770.43.219299752565.278451182505422135414 (%)951.030.15
20022.970.423.7593109062885.7710936190564444166315 (%)1681.810.18
20033.410.443.996118673366.19677718563045117577 (%)991.030.19
20043.920.494.2793127989747.02759318974146319758 (%)1361.460.2
20053.410.534.71861365100397.358363189645472222110 (%)1641.910.21
20063.770.514.58881453105087.23679717967446021089 (%)1551.760.2
20073.980.454.46851538100466.53485917469245620346 (%)1141.340.18
20083.780.484.63831621119807.39465717365444820727 (%)1071.290.2
20093.310.474.76801701125717.39387816855643520714 (%)1051.310.19
20102.860.454.24701771122016.89281316346642217893 (%)791.130.16
20113.660.524.83631834142107.7528821505494061959 (%)1111.760.2
20124.520.555.25521886167768.9175113360138120022 (%)611.170.2
20135.460.625.996819542022210.35187611562834820863 (%)1121.650.22
20145.480.646.347420282083510.2714111206573332111 (%)1061.430.21
20155.770.696.64762104207949.886141428203272170 (%)891.170.22
20164.430.856.35602164210069.712361506643332113 (%)801.330.26
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:

#YearTitleCited
11952PORTFOLIO 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

2293
21992 The Cross-Section of Expected Stock Returns.. (1992). French, Kenneth ; Fama, Eugene. In: Journal of Finance. RePEc:bla:jfinan:v:47:y:1992:i:2:p:427-65.

Full description at Econpapers || Download paper

2267
31997 On Persistence in Mutual Fund Performance.. (1997). Carhart, Mark. In: Journal of Finance. RePEc:bla:jfinan:v:52:y:1997:i:1:p:57-82.

Full description at Econpapers || Download paper

2190
41970Efficient Capital Markets: A Review of Theory and Empirical Work.. (1970). Fama, Eugene. In: Journal of Finance. RePEc:bla:jfinan:v:25:y:1970:i:2:p:383-417.

Full description at Econpapers || Download paper

2133
51997 Legal Determinants of External Finance.. (1997). Vishny, Robert ; Shleifer, Andrei ; Lopez-de-Silanes, Florencio ; La Porta, Rafael. In: Journal of Finance. RePEc:bla:jfinan:v:52:y:1997:i:3:p:1131-50.

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2116
61974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates.. (1974). merton, robert. In: Journal of Finance. RePEc:bla:jfinan:v:29:y:1974:i:2:p:449-70.

Full description at Econpapers || Download paper

2059
71997 A Survey of Corporate Governance.. (1997). Vishny, Robert ; Shleifer, Andrei. In: Journal of Finance. RePEc:bla:jfinan:v:52:y:1997:i:2:p:737-83.

Full description at Econpapers || Download paper

2027
81964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK. (1964). Sharpe, William. In: Journal of Finance. RePEc:bla:jfinan:v:19:y:1964:i:3:p:425-442.

Full description at Econpapers || Download paper

1814
91999Corporate Ownership Around the World. (1999). Shleifer, Andrei ; Lopez-de-Silanes, Florencio ; La Porta, Rafael. In: Journal of Finance. RePEc:bla:jfinan:v:54:y:1999:i:2:p:471-517.

Full description at Econpapers || Download paper

1747
101993 On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks.. (1993). Jagannathan, Ravi ; 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

1660
111993 Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency.. (1993). Titman, Sheridan ; Jegadeesh, Narasimhan . In: Journal of Finance. RePEc:bla:jfinan:v:48:y:1993:i:1:p:65-91.

Full description at Econpapers || Download paper

1429
121994 The Benefits of Lending Relationships: Evidence from Small Business Data.. (1994). Rajan, Raghuram ; Petersen, Mitchell. In: Journal of Finance. RePEc:bla:jfinan:v:49:y:1994:i:1:p:3-37.

Full description at Econpapers || Download paper

1168
132002No Contagion, Only Interdependence: Measuring Stock Market Comovements. (2002). Rigobon, Roberto ; Forbes, Kristin. In: Journal of Finance. RePEc:bla:jfinan:v:57:y:2002:i:5:p:2223-2261.

Full description at Econpapers || Download paper

1138
141995 What Do We Know about Capital Structure? Some Evidence from International Data.. (1995). Zingales, Luigi ; Rajan, Raghuram. In: Journal of Finance. RePEc:bla:jfinan:v:50:y:1995:i:5:p:1421-60.

Full description at Econpapers || Download paper

1082
151996 Multifactor Explanations of Asset Pricing Anomalies.. (1996). French, Kenneth ; Fama, Eugene. In: Journal of Finance. RePEc:bla:jfinan:v:51:y:1996:i:1:p:55-84.

Full description at Econpapers || Download paper

1079
161993 Measuring and Testing the Impact of News on Volatility.. (1993). Engle, Robert. In: Journal of Finance. RePEc:bla:jfinan:v:48:y:1993:i:5:p:1749-78.

Full description at Econpapers || Download paper

1051
171985 Does the Stock Market Overreact?. (1985). Thaler, Richard ; 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

1041
181984 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

976
191968FINANCIAL 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

955
201989 Why Does Stock Market Volatility Change over Time?. (1989). Schwert, G.. In: Journal of Finance. RePEc:bla:jfinan:v:44:y:1989:i:5:p:1115-53.

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939
211991 Efficient Capital Markets: II.. (1991). Fama, Eugene. In: Journal of Finance. RePEc:bla:jfinan:v:46:y:1991:i:5:p:1575-617.

Full description at Econpapers || Download paper

924
221993 The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems.. (1993). Jensen, Michael. In: Journal of Finance. RePEc:bla:jfinan:v:48:y:1993:i:3:p:831-80.

Full description at Econpapers || Download paper

868
232004Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles. (2004). Yaron, Amir ; Bansal, Ravi. In: Journal of Finance. RePEc:bla:jfinan:v:59:y:2004:i:4:p:1481-1509.

Full description at Econpapers || Download paper

848
241961COUNTERSPECULATION, 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

831
251987 A Simple Model of Capital Market Equilibrium with Incomplete Information.. (1987). merton, robert. In: Journal of Finance. RePEc:bla:jfinan:v:42:y:1987:i:3:p:483-510.

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811
261997 The Limits of Arbitrage.. (1997). Vishny, Robert ; Shleifer, Andrei. In: Journal of Finance. RePEc:bla:jfinan:v:52:y:1997:i:1:p:35-55.

Full description at Econpapers || Download paper

805
271977Informational Asymmetries, Financial Structure, and Financial Intermediation.. (1977). Leland, Hayne ; Pyle, David H. In: Journal of Finance. RePEc:bla:jfinan:v:32:y:1977:i:2:p:371-87.

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804
281987 The Pricing of Options on Assets with Stochastic Volatilities.. (1987). White, Alan ; Hull, John C. In: Journal of Finance. RePEc:bla:jfinan:v:42:y:1987:i:2:p:281-300.

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790
291998Investor Psychology and Security Market Under- and Overreactions. (1998). Subrahmanyam, Avanidhar ; Hirshleifer, David ; Daniel, Kent . In: Journal of Finance. RePEc:bla:jfinan:v:53:y:1998:i:6:p:1839-1885.

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783
301992 Insiders and Outsiders: The Choice between Informed and Arms-Length Debt.. (1992). Rajan, Raghuram. In: Journal of Finance. RePEc:bla:jfinan:v:47:y:1992:i:4:p:1367-400.

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772
311988 The Determinants of Capital Structure Choice.. (1988). Titman, Sheridan ; Wessels, Roberto. In: Journal of Finance. RePEc:bla:jfinan:v:43:y:1988:i:1:p:1-19.

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757
322002Investor Protection and Corporate Valuation. (2002). Vishny, Robert ; Shleifer, Andrei ; Lopez-de-Silanes, Florencio ; La Porta, Rafael. In: Journal of Finance. RePEc:bla:jfinan:v:57:y:2002:i:3:p:1147-1170.

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709
331991 Inferring Trade Direction from Intraday Data.. (1991). Ready, Mark ; Lee, Charles. In: Journal of Finance. RePEc:bla:jfinan:v:46:y:1991:i:2:p:733-46.

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698
341991 The Theory of Capital Structure.. (1991). Harris, Milton ; Raviv, Artur . In: Journal of Finance. RePEc:bla:jfinan:v:46:y:1991:i:1:p:297-355.

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681
352000Foreign Speculators and Emerging Equity Markets. (2000). Harvey, Campbell ; Bekaert, Geert. In: Journal of Finance. RePEc:bla:jfinan:v:55:y:2000:i:2:p:565-613.

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668
362001Extreme 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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660
371995 Time-Varying World Market Integration.. (1995). Harvey, Campbell ; Bekaert, Geert. In: Journal of Finance. RePEc:bla:jfinan:v:50:y:1995:i:2:p:403-44.

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657
381995 The New Issues Puzzle.. (1995). Ritter, Jay ; Loughran, Tim . In: Journal of Finance. RePEc:bla:jfinan:v:50:y:1995:i:1:p:23-51.

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646
391992 Liquidation Values and Debt Capacity: A Market Equilibrium Approach.. (1992). Vishny, Robert ; Shleifer, Andrei. In: Journal of Finance. RePEc:bla:jfinan:v:47:y:1992:i:4:p:1343-66.

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617
402002Disentangling the Incentive and Entrenchment Effects of Large Shareholdings. (2002). Lang, Larry ; Djankov, Simeon ; Claessens, Stijn. In: Journal of Finance. RePEc:bla:jfinan:v:57:y:2002:i:6:p:2741-2771.

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615
411977Debt and Taxes.. (1977). Miller, Merton. In: Journal of Finance. RePEc:bla:jfinan:v:32:y:1977:i:2:p:261-75.

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603
421994 Contrarian Investment, Extrapolation, and Risk.. (1994). Vishny, Robert ; Shleifer, Andrei ; Lakonishok, Josef . In: Journal of Finance. RePEc:bla:jfinan:v:49:y:1994:i:5:p:1541-78.

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602
431990 Asymmetric Information, Bank Lending, and Implicit Contracts: A Stylized Model of Customer Relationships.. (1990). Sharpe, Steven. In: Journal of Finance. RePEc:bla:jfinan:v:45:y:1990:i:4:p:1069-87.

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597
441998Are 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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595
451990 Positive Feedback Investment Strategies and Destabilizing Rational Speculation.. (1990). Summers, Lawrence ; Shleifer, Andrei ; DeLong, James. In: Journal of Finance. RePEc:bla:jfinan:v:45:y:1990:i:2:p:379-95.

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580
461998Law, Finance, and Firm Growth. (1998). Maksimovic, Vojislav ; Demirguc-Kunt, Asli. In: Journal of Finance. RePEc:bla:jfinan:v:53:y:1998:i:6:p:2107-2137.

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569
471993 Risk Management: Coordinating Corporate Investment and Financing Policies.. (1993). Stein, Jeremy ; Scharfstein, David ; Froot, Kenneth. In: Journal of Finance. RePEc:bla:jfinan:v:48:y:1993:i:5:p:1629-58.

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568
481991 The Term Structure as a Predictor of Real Economic Activity.. (1991). HARDOUVELIS, GIKAS ; Estrella, Arturo. In: Journal of Finance. RePEc:bla:jfinan:v:46:y:1991:i:2:p:555-76.

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561
491998Costly 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.

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560
502001Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk. (2001). Campbell, John. In: Journal of Finance. RePEc:bla:jfinan:v:56:y:2001:i:1:p:1-43.

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540

50 most relevant documents in this series (papers most cited in the last two years)

#YearTitleCited
11997 On Persistence in Mutual Fund Performance.. (1997). Carhart, Mark. In: Journal of Finance. RePEc:bla:jfinan:v:52:y:1997:i:1:p:57-82.

Full description at Econpapers || Download paper

729
21952PORTFOLIO 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

708
31970Efficient Capital Markets: A Review of Theory and Empirical Work.. (1970). Fama, Eugene. In: Journal of Finance. RePEc:bla:jfinan:v:25:y:1970:i:2:p:383-417.

Full description at Econpapers || Download paper

546
41974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates.. (1974). merton, robert. In: Journal of Finance. RePEc:bla:jfinan:v:29:y:1974:i:2:p:449-70.

Full description at Econpapers || Download paper

514
51964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK. (1964). Sharpe, William. In: Journal of Finance. RePEc:bla:jfinan:v:19:y:1964:i:3:p:425-442.

Full description at Econpapers || Download paper

496
61993 On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks.. (1993). Jagannathan, Ravi ; 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

473
71992 The Cross-Section of Expected Stock Returns.. (1992). French, Kenneth ; Fama, Eugene. In: Journal of Finance. RePEc:bla:jfinan:v:47:y:1992:i:2:p:427-65.

Full description at Econpapers || Download paper

468
81997 A Survey of Corporate Governance.. (1997). Vishny, Robert ; Shleifer, Andrei. In: Journal of Finance. RePEc:bla:jfinan:v:52:y:1997:i:2:p:737-83.

Full description at Econpapers || Download paper

411
91993 Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency.. (1993). Titman, Sheridan ; Jegadeesh, Narasimhan . In: Journal of Finance. RePEc:bla:jfinan:v:48:y:1993:i:1:p:65-91.

Full description at Econpapers || Download paper

409
101997 Legal Determinants of External Finance.. (1997). Vishny, Robert ; Shleifer, Andrei ; Lopez-de-Silanes, Florencio ; La Porta, Rafael. In: Journal of Finance. RePEc:bla:jfinan:v:52:y:1997:i:3:p:1131-50.

Full description at Econpapers || Download paper

339
112002No Contagion, Only Interdependence: Measuring Stock Market Comovements. (2002). Rigobon, Roberto ; Forbes, Kristin. In: Journal of Finance. RePEc:bla:jfinan:v:57:y:2002:i:5:p:2223-2261.

Full description at Econpapers || Download paper

334
121968FINANCIAL 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

324
131999Corporate Ownership Around the World. (1999). Shleifer, Andrei ; Lopez-de-Silanes, Florencio ; La Porta, Rafael. In: Journal of Finance. RePEc:bla:jfinan:v:54:y:1999:i:2:p:471-517.

Full description at Econpapers || Download paper

317
142004Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles. (2004). Yaron, Amir ; Bansal, Ravi. In: Journal of Finance. RePEc:bla:jfinan:v:59:y:2004:i:4:p:1481-1509.

Full description at Econpapers || Download paper

268
151995 What Do We Know about Capital Structure? Some Evidence from International Data.. (1995). Zingales, Luigi ; Rajan, Raghuram. In: Journal of Finance. RePEc:bla:jfinan:v:50:y:1995:i:5:p:1421-60.

Full description at Econpapers || Download paper

256
162006Investor Sentiment and the Cross-Section of Stock Returns. (2006). Wurgler, Jeffrey ; Baker, Malcolm. In: Journal of Finance. RePEc:bla:jfinan:v:61:y:2006:i:4:p:1645-1680.

Full description at Econpapers || Download paper

236
171996 Multifactor Explanations of Asset Pricing Anomalies.. (1996). French, Kenneth ; Fama, Eugene. In: Journal of Finance. RePEc:bla:jfinan:v:51:y:1996:i:1:p:55-84.

Full description at Econpapers || Download paper

225
181984 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

209
191994 The Benefits of Lending Relationships: Evidence from Small Business Data.. (1994). Rajan, Raghuram ; Petersen, Mitchell. In: Journal of Finance. RePEc:bla:jfinan:v:49:y:1994:i:1:p:3-37.

Full description at Econpapers || Download paper

206
201987 A Simple Model of Capital Market Equilibrium with Incomplete Information.. (1987). merton, robert. In: Journal of Finance. RePEc:bla:jfinan:v:42:y:1987:i:3:p:483-510.

Full description at Econpapers || Download paper

206
211961COUNTERSPECULATION, 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

201
222006The Cross-Section of Volatility and Expected Returns. (2006). zhang, xiaoyan ; Xing, Yuhang ; Hodrick, Robert. In: Journal of Finance. RePEc:bla:jfinan:v:61:y:2006:i:1:p:259-299.

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199
231998Investor Psychology and Security Market Under- and Overreactions. (1998). Subrahmanyam, Avanidhar ; Hirshleifer, David ; Daniel, Kent . In: Journal of Finance. RePEc:bla:jfinan:v:53:y:1998:i:6:p:1839-1885.

Full description at Econpapers || Download paper

197
241993 The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems.. (1993). Jensen, Michael. In: Journal of Finance. RePEc:bla:jfinan:v:48:y:1993:i:3:p:831-80.

Full description at Econpapers || Download paper

197
252007Giving 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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197
261985 Does the Stock Market Overreact?. (1985). Thaler, Richard ; 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

194
271997 The Limits of Arbitrage.. (1997). Vishny, Robert ; Shleifer, Andrei. In: Journal of Finance. RePEc:bla:jfinan:v:52:y:1997:i:1:p:35-55.

Full description at Econpapers || Download paper

193
282003Founding-Family Ownership and Firm Performance: Evidence from the S&P 500. (2003). Reeb, David ; Anderson, Ronald C.. In: Journal of Finance. RePEc:bla:jfinan:v:58:y:2003:i:3:p:1301-1327.

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182
291988 The Determinants of Capital Structure Choice.. (1988). Titman, Sheridan ; Wessels, Roberto. In: Journal of Finance. RePEc:bla:jfinan:v:43:y:1988:i:1:p:1-19.

Full description at Econpapers || Download paper

179
302005What Explains the Stock Markets Reaction to Federal Reserve Policy?. (2005). Kuttner, Kenneth ; Bernanke, Ben. In: Journal of Finance. RePEc:bla:jfinan:v:60:y:2005:i:3:p:1221-1257.

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177
312001Extreme 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

164
321993 Measuring and Testing the Impact of News on Volatility.. (1993). Engle, Robert. In: Journal of Finance. RePEc:bla:jfinan:v:48:y:1993:i:5:p:1749-78.

Full description at Econpapers || Download paper

163
331991 Efficient Capital Markets: II.. (1991). Fama, Eugene. In: Journal of Finance. RePEc:bla:jfinan:v:46:y:1991:i:5:p:1575-617.

Full description at Econpapers || Download paper

163
341999A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets. (1999). Stein, Jeremy ; Hong, Harrison. In: Journal of Finance. RePEc:bla:jfinan:v:54:y:1999:i:6:p:2143-2184.

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161
352014A 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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160
361996 Oil and the Stock Markets.. (1996). Kaul, Gautam ; Jones, Charles M. In: Journal of Finance. RePEc:bla:jfinan:v:51:y:1996:i:2:p:463-91.

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159
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392005The 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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152
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411992 Insiders and Outsiders: The Choice between Informed and Arms-Length Debt.. (1992). Rajan, Raghuram. In: Journal of Finance. RePEc:bla:jfinan:v:47:y:1992:i:4:p:1367-400.

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421977Informational Asymmetries, Financial Structure, and Financial Intermediation.. (1977). Leland, Hayne ; Pyle, David H. In: Journal of Finance. RePEc:bla:jfinan:v:32:y:1977:i:2:p:371-87.

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147
432004The Cash Flow Sensitivity of Cash. (2004). Weisbach, Michael ; Almeida, Heitor ; Campello, Murillo . In: Journal of Finance. RePEc:bla:jfinan:v:59:y:2004:i:4:p:1777-1804.

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442013Value and Momentum Everywhere. (2013). Pedersen, Lasse ; ASNESS, CLIFFORD S. ; Moskowitz, Tobias J.. In: Journal of Finance. RePEc:bla:jfinan:v:68:y:2013:i:3:p:929-985.

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452002Investor Protection and Corporate Valuation. (2002). Vishny, Robert ; Shleifer, Andrei ; Lopez-de-Silanes, Florencio ; La Porta, Rafael. In: Journal of Finance. RePEc:bla:jfinan:v:57:y:2002:i:3:p:1147-1170.

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462006Political Connections and Corporate Bailouts. (2006). masulis, ronald ; Faccio, Mara ; McConnell, John J.. In: Journal of Finance. RePEc:bla:jfinan:v:61:y:2006:i:6:p:2597-2635.

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140
471998Costly 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.

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482009Why Do U.S. Firms Hold So Much More Cash than They Used To?. (2009). Stulz, René ; Kahle, Kathleen M. ; Bates, Thomas W.. In: Journal of Finance. RePEc:bla:jfinan:v:64:y:2009:i:5:p:1985-2021.

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492005Financial and Legal Constraints to Growth: Does Firm Size Matter?. (2005). Maksimovic, Vojislav ; Demirguc-Kunt, Asli ; Beck, Thorsten. In: Journal of Finance. RePEc:bla:jfinan:v:60:y:2005:i:1:p:137-177.

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135
501977Risk, Uncertainty, and Divergence of Opinion.. (1977). Miller, Edward M. In: Journal of Finance. RePEc:bla:jfinan:v:32:y:1977:i:4:p:1151-68.

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2016Price impact without order book: A study of the OTC credit index market. (2016). Eisler, Zoltan ; Bouchaud, Jean-Philippe. In: Papers. RePEc:arx:papers:1609.04620.

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2016Commercialization and mission drift : evidence from a large Chinese microfinance institution. (2016). Cull, Robert ; Jia, Xiangping ; Guo, Pei ; Ma, Tao . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:7680.

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2016Commercialization and mission drift: Evidence from a large Chinese microfinance institution. (2016). Cull, Robert ; Ma, Tao ; Guo, Pei ; Jia, Xiangping . In: China Economic Review. RePEc:eee:chieco:v:40:y:2016:i:c:p:17-32.

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2016Severance agreements and the cost of debt. (2016). Mansi, Sattar A ; Zhang, Andrew ; Wald, John K. In: Journal of Corporate Finance. RePEc:eee:corfin:v:41:y:2016:i:c:p:426-444.

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2016Partial-control versus full-control acquisitions: Does target corporate governance matter? Evidence from eight East and Southeast Asian countries. (2016). Henry, Darren ; Dang, Man. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:40:y:2016:i:pb:p:251-265.

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2016Should employers pay their employees better? An asset pricing approach. (2016). Aboura, Sofiane ; Valeyre, Sebastien ; Bonnin, Francois ; Liu, Qian ; Grebenkov, Denis . In: Papers. RePEc:arx:papers:1602.00931.

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2016Equity is Cheap for Large Financial Institutions: The International Evidence. (2016). Lustig, Hanno ; Gandhi, Priyank ; Plazzi, Alberto . In: NBER Working Papers. RePEc:nbr:nberwo:22355.

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2016Stock market risk in the financial crisis. (2016). Grout, Paul ; Zalewska, Anna . In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:326-345.

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2016Optimal Bailout of Systemic Banks. (2016). Nolan, Charles ; Tsoukalas, John D ; Sakellaris, Plutarchos . In: Working Papers. RePEc:aeb:wpaper:201607:i:7:y:2016.

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2016Optimal Bailout of Systemic Banks. (2016). Tsoukalas, John ; Sakellaris, Plutarchos ; Nolan, Charles. In: Working Papers. RePEc:gla:glaewp:2016_17.

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2016Optimal Bailout of Systemic Banks. (2016). Tsoukalas, John ; Sakellaris, Plutarchos ; Nolan, Charles. In: Working Papers. RePEc:aeb:wpaper:201607:y:2016.

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2016The Market for Financial Adviser Misconduct. (2016). Seru, Amit ; Matvos, Gregor ; Egan, Mark . In: NBER Working Papers. RePEc:nbr:nberwo:22050.

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2016Incomplete Information in Macroeconomics. (2016). , ; Lian, C. In: Handbook of Macroeconomics. RePEc:eee:macchp:v2-1065.

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2016Liquidity transformation in asset management: Evidence from the cash holdings of mutual funds. (2016). Chernenko, Sergey ; Sunderam, Adi . In: ESRB Working Paper Series. RePEc:srk:srkwps:201623.

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2016High Frequency Trading and Fragility. (2016). Vives, Xavier ; Cespa, Giovanni . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6279.

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2016Intermediary Asset Pricing: New Evidence from Many Asset Classes. (2016). He, Zhiguo ; Manela, Asaf ; Kelly, Bryan . In: NBER Working Papers. RePEc:nbr:nberwo:21920.

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2016Bonus caps, deferrals and bankers risk-taking. (2016). Jokivuolle, Esa ; Yuan, Xuchuan ; Keppo, Jussi . In: Research Discussion Papers. RePEc:bof:bofrdp:urn:nbn:fi:bof-201503041096.

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2016Whats in an education? Implications of CEO education for bank performance. (2016). Williams, Jonathan ; King, Timothy ; Srivastav, Abhishek. In: Journal of Corporate Finance. RePEc:eee:corfin:v:37:y:2016:i:c:p:287-308.

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2016CEO overconfidence and financial crisis: Evidence from bank lending and leverage. (2016). Ho, Po-Hsin ; Yen, Ju-Fang ; Lin, Chih-Yung ; Huang, Chia-Wei . In: Journal of Financial Economics. RePEc:eee:jfinec:v:120:y:2016:i:1:p:194-209.

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2016Understanding Bank Payouts during the Crisis of 2007-2009. (2016). Cziraki, Peter ; Loranth, Gyongyi ; Laux, Christian . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11453.

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2016Executive Compensation: A Modern Primer. (2016). Gabaix, Xavier ; Edmans, Alex. In: Journal of Economic Literature. RePEc:aea:jeclit:v:54:y:2016:i:4:p:1232-87.

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2016Individual stock crowded trades, individual stock investor sentiment and excess returns. (2016). Yang, Chunpeng ; Zhou, Liyun . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:38:y:2016:i:c:p:39-53.

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2016Idiosyncratic risk, costly arbitrage, and the cross-section of stock returns. (2016). Han, Bing ; Cao, Jie . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:73:y:2016:i:c:p:1-15.

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2016The Bull of Wall Street: Experimental Analysis of Testosterone and Asset Trading. (2016). Jiao, Peiran ; Nadler, Amos . In: Economics Series Working Papers. RePEc:oxf:wpaper:806.

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2016Firm Credit Experience and Perceptions of Lending Policy: Business Survey Evidence from Austria. (2016). Hölzl, Werner ; Hainz, Christa ; Fidrmuc, Jarko ; Holzl, Werner. In: Annual Conference 2016 (Augsburg): Demographic Change. RePEc:zbw:vfsc16:145863.

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2016Trusting financial institutions: Out of reach, out of trust?. (2016). Filipiak, Ute. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:59:y:2016:i:c:p:200-214.

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2016Coordinated Noise Trading: Evidence from Pension Fund Reallocations. (2016). Tessada, José ; Sialm, Clemens ; Larrain, Borja . In: NBER Working Papers. RePEc:nbr:nberwo:22161.

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2016Social trust and foreign ownership: Evidence from qualified foreign institutional investors in China. (2016). Jin, Dawei ; Yin, Desheng ; Wang, Peng. In: Journal of Financial Stability. RePEc:eee:finsta:v:23:y:2016:i:c:p:1-14.

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2016The quality-assuring role of mutual fund advisory fees. (2016). Habib, Michel A ; Johnsen, Bruce D. In: International Review of Law and Economics. RePEc:eee:irlaec:v:46:y:2016:i:c:p:1-19.

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2016The impact of competition on prices with numerous firms. (2016). Laibson, David ; Gabaix, Xavier ; de Vries, Casper G ; Resnick, Sidney ; Li, Hongyi . In: Journal of Economic Theory. RePEc:eee:jetheo:v:165:y:2016:i:c:p:1-24.

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2016Anxiety in the face of risk. (2016). Eisenbach, Thomas ; Schmalz, Martin C. In: Journal of Financial Economics. RePEc:eee:jfinec:v:121:y:2016:i:2:p:414-426.

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2016Asset Managers: Institutional Performance and Smart Betas. (2016). Morse, Adair ; Gerakos, Joseph ; Linnainmaa, Juhani T. In: NBER Working Papers. RePEc:nbr:nberwo:22982.

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2016Catering to investors through product complexity. (2016). Celerier, Claire ; Vallee, Boris . In: ESRB Working Paper Series. RePEc:srk:srkwps:201614.

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2016Ownership Structure, Limits to Arbitrage, and Stock Returns: Evidence from Equity Lending Markets. (2016). Prado, Melissa Porras ; Sturgess, Jason . In: Review of Financial Studies. RePEc:oup:rfinst:v:29:y:2016:i:12:p:3211-3244..

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2016Informed trading in oil-futures market. (2016). Sévi, Benoît ; Rousse, O. In: Working Papers. RePEc:gbl:wpaper:2016-07.

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2016Volume, Volatility and Public News Announcements. (2016). Li, Jia ; Xue, Yuan . In: CREATES Research Papers. RePEc:aah:create:2016-19.

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2016Price drift before U.S. macroeconomic news: private information about public announcements?. (2016). Strasser, Georg ; Kurov, Alexander ; Wolfe, Marketa ; Sancetta, Alessio . In: Working Paper Series. RePEc:ecb:ecbwps:20161901.

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2016Exchange rates and monetary policy uncertainty. (2016). Tahbaz-Salehi, Alireza ; Vedolin, Andrea ; Mueller, Philippe . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:66043.

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2016Can information be locked up? Informed trading ahead of macro-news announcements. (2016). Tang, Yuehua ; Hu, Jianfeng ; Bernile, Gennaro . In: Journal of Financial Economics. RePEc:eee:jfinec:v:121:y:2016:i:3:p:496-520.

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2016Increased correlation among asset classes: Are volatility or jumps to blame, or both?. (2016). Ait-Sahalia, Yacine ; Xiu, Dacheng . In: Journal of Econometrics. RePEc:eee:econom:v:194:y:2016:i:2:p:205-219.

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2016Aggregate earnings surprises, monetary policy, and stock returns. (2016). Hann, Rebecca N ; Gallo, Lindsey A ; Li, Congcong . In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:62:y:2016:i:1:p:103-120.

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2016Roughing up beta: Continuous versus discontinuous betas and the cross section of expected stock returns. (2016). Todorov, Viktor ; Li, Sophia Zhengzi ; Bollerslev, Tim . In: Journal of Financial Economics. RePEc:eee:jfinec:v:120:y:2016:i:3:p:464-490.

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2016Monetary Policy and the Stock Market: Time-Series Evidence. (2016). Weber, Michael ; Neuhierl, Andreas . In: Working Papers. RePEc:bfi:wpaper:2016-26.

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2016Monetary Policy and the Stock Market: Time-Series Evidence. (2016). Weber, Michael ; Neuhierl, Andreas . In: NBER Working Papers. RePEc:nbr:nberwo:22831.

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2016Monetary Policy and the Stock Market: Time-Series Evidence. (2016). Weber, Michael ; Neuhierl, Andreas . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6199.

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2016Informed Trading in Oil-Futures Market. (2016). Sévi, Benoît ; Rousse, Olivier . In: ESP: Energy Scenarios and Policy. RePEc:ags:feemes:249788.

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2016Informed Trading in Oil-Futures Market. (2016). Sévi, Benoît ; Rousse, Olivier . In: Working Papers. RePEc:fem:femwpa:2016.70.

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2016Stock return predictability and investor sentiment: A high-frequency perspective. (2016). Shen, Jiancheng ; Sun, Licheng ; Najand, Mohammad . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:73:y:2016:i:c:p:147-164.

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2016Term structures of asset prices and returns. (2016). Chernov, Mikhail ; Boyarchenko, Nina ; Backus, David. In: Staff Reports. RePEc:fip:fednsr:774.

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2016Term Structure of Uncertainty in the Macroeconomy. (2016). Hansen, Lars ; Borovička, Jaroslav. In: NBER Working Papers. RePEc:nbr:nberwo:22364.

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2016Term structures of asset prices and returns. (2016). Chernov, Mikhail ; Boyarchenko, Nina ; Backus, David . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11227.

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2016On the Timing and Pricing of Dividends: Comment. (2016). Schulz, Florian. In: American Economic Review. RePEc:aea:aecrev:v:106:y:2016:i:10:p:3185-3223.

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2016Term Structures of Asset Prices and Returns. (2016). Chernov, Mikhail ; Boyarchenko, Nina ; Backus, David. In: NBER Working Papers. RePEc:nbr:nberwo:22162.

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2016Disaster recovery and the term structure of dividend strips?. (2016). Marfè, Roberto ; Hasler, Michael . In: Carlo Alberto Notebooks. RePEc:cca:wpaper:458.

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2016Income Insurance and the Equilibrium Term-Structure of Equity. (2016). Marfè, Roberto. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:459.

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2016Labor Rigidity and the Dynamics of the Value Premium. (2016). Marfè, Roberto ; Marfe, Roberto . In: Carlo Alberto Notebooks. RePEc:cca:wpaper:460.

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2016Term Structure of Uncertainty in the Macroeconomy. (2016). Borovicka, J ; Hansen, L P. In: Handbook of Macroeconomics. RePEc:eee:macchp:v2-1641.

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2016Monetary Policy and Corporate Bond Returns. (2016). Kontonikas, Alexandros ; Maio, Paulo ; Zekaite, Zivile . In: Working Papers. RePEc:gla:glaewp:2016_05.

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2016The value of creditor control in corporate bonds. (2016). Hotchkiss, Edith ; Feldhutter, Peter . In: Journal of Financial Economics. RePEc:eee:jfinec:v:121:y:2016:i:1:p:1-27.

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2016Securities Lending as Wholesale Funding: Evidence from the U.S. Life Insurance Industry. (2016). Verani, Stephane ; Nezami Narajabad, Borghan ; Foley-Fisher, Nathan. In: NBER Working Papers. RePEc:nbr:nberwo:22774.

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2016How does the market variance risk premium vary over time? Evidence from S&P 500 variance swap investment returns. (2016). Skiadopoulos, George ; Konstantinidi, Eirini. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:62:y:2016:i:c:p:62-75.

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2016Continuous and Jump Betas: Implications for Portfolio Diversification. (2016). Yao, Wenying ; Dungey, Mardi ; Alexeev, Vitali. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:2:p:27-:d:71231.

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2016Investor sentiment and aggregate volatility pricing. (2016). Labidi, Chiraz ; Yaakoubi, Soumaya . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:61:y:2016:i:c:p:53-63.

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2016Does Financial Education Impact Financial Literacy and Financial Behavior, and if So, When?. (2016). Menkhoff, Lukas ; Kaiser, Tim. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1562.

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2016International Comparative Household Finance. (2016). Ramadorai, Tarun ; Campbell, John ; Badarinza, Cristian . In: NBER Working Papers. RePEc:nbr:nberwo:22066.

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2016International Comparative Household Finance. (2016). Ramadorai, Tarun ; Campbell, John ; Badarinza, Cristian . In: Scholarly Articles. RePEc:hrv:faseco:27535132.

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2016Information barriers and SRI market participation – Can sustainability and transparency labels help?. (2016). Zwergel, Bernhard ; Gutsche, Gunnar . In: MAGKS Papers on Economics. RePEc:mar:magkse:201624.

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2016Exchange Values of Gold, Land, Physical Capital, and Human Capital in a Neoclassical Growth Model. (2016). Zhang, Wei-Bin. In: Economic Alternatives. RePEc:nwe:eajour:y:2016:i:3:p:265-286.

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2016Heterogeneity and Persistence in Returns to Wealth. (2016). Guiso, Luigi ; Fagereng, Andreas ; Pistaferri, Luigi ; Malacrino, Davide . In: EIEF Working Papers Series. RePEc:eie:wpaper:1615.

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2016Financial literacy, confidence and financial advice seeking. (2016). Kramer, Marc M. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:131:y:2016:i:pa:p:198-217.

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2016Heterogeneity and Persistence in Returns to Wealth. (2016). Pistaferri, Luigi ; Guiso, Luigi ; Fagereng, Andreas ; Malacrino, Davide . In: NBER Working Papers. RePEc:nbr:nberwo:22822.

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2016Heterogeneity and Persistence in Returns to Wealth. (2016). Guiso, Luigi ; Fagereng, Andreas ; Malacrino, Davide ; Pistaferri, Luigi . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11635.

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2016Actual and perceived financial sophistication and wealth accumulation: The role of education and gender. (2016). Bannier, Christina ; Neubert, Milena . In: Annual Conference 2016 (Augsburg): Demographic Change. RePEc:zbw:vfsc16:145593.

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2016Workplace-Linked Pensions for an Aging Demographic. (2016). Mitchell, O S ; Piggott, J. In: Handbook of the Economics of Population Aging. RePEc:eee:hapoch:v1_865.

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2016Social Networks and Housing Markets. (2016). Stroebel, Johannes ; Strobel, Johannes ; Kuchler, Theresa ; Cao, Ruiqing ; Bailey, Michael . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5905.

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2016Social Networks and Housing Markets. (2016). Stroebel, Johannes ; Bailey, Michael ; Kuchler, Theresa ; Cao, Ruiqing . In: NBER Working Papers. RePEc:nbr:nberwo:22258.

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2016Object Allocation via Immediate-Acceptance: Characterizations and an Affirmative Action Application. (2016). Jiang, Lingqing . In: Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP). RePEc:lau:crdeep:16.18.

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2016Social Networks and Housing Markets. (2016). Stroebel, Johannes ; Bailey, Michael ; Strobel, Johannes ; Kuchler, Theresa ; Cao, Ruiqing . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11272.

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2016Asymmetric Effects of Non-Pecuniary Signals on Search and Purchase Behavior for Energy-Efficient Durable Goods. (2016). Price, Michael ; Novgorodsky, David ; Holladay, J ; Lariviere, Jacob . In: NBER Working Papers. RePEc:nbr:nberwo:22939.

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2016Bank leverage and monetary policys risk-taking channel: evidence from the United States. (2016). Laeven, Luc ; Dell'ariccia, Giovanni ; Suarez, Gustavo A ; Dellariccia, Giovanni . In: Working Paper Series. RePEc:ecb:ecbwps:20161903.

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2016Bank Leverage and Monetary Policys Risk-Taking Channel: Evidence from the United States. (2016). Laeven, Luc ; Dell'ariccia, Giovanni ; Suarez, Gustavo ; Dellariccia, Giovanni . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11230.

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2016Cyclical investment behavior across financial institutions. (2016). Timmer, Yannick . In: ESRB Working Paper Series. RePEc:srk:srkwps:201618.

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2016Information tradeoffs in dynamic financial markets. (2016). Avdis, Efstathios . In: Journal of Financial Economics. RePEc:eee:jfinec:v:122:y:2016:i:3:p:568-584.

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2016Long Forward Probabilities, Recovery and the Term Structure of Bond Risk Premiums. (2016). Qin, Likuan ; Nie, Yutian ; Linetsky, Vadim . In: Papers. RePEc:arx:papers:1601.06477.

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2016Crash Beliefs From Investor Surveys. (2016). Shiller, Robert ; Goetzmann, William ; Kim, Dasol . In: NBER Working Papers. RePEc:nbr:nberwo:22143.

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2016Analyzing volatility risk and risk premium in option contracts: A new theory. (2016). Carr, Peter ; Wu, Liuren . In: Journal of Financial Economics. RePEc:eee:jfinec:v:120:y:2016:i:1:p:1-20.

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2016Emerging trends in Asia-Pacific finance research: A review of recent influential publications and a research agenda. (2016). Linnenluecke, Martina K ; Chen, Xiaoyan ; Zhu, Yushu ; Ling, Xin ; Smith, Tom . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:36:y:2016:i:c:p:66-76.

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2016Generalized Recovery. (2016). Pedersen, Lasse ; Lando, David ; Jensen, Christian Skov . In: 2016 Meeting Papers. RePEc:red:sed016:935.

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2016Risk neutral versus real-world distribution on puclicly listed bank corporations. (2016). Dacorogna, Michel ; Kratz, Marie ; Miguelez, Juan-Jose Francisco . In: Working Papers. RePEc:hal:wpaper:hal-01373071.

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2016Have financial markets become more informative?. (2016). Savov, Alexi ; PHILIPPON, Thomas ; Bai, Jennie . In: Journal of Financial Economics. RePEc:eee:jfinec:v:122:y:2016:i:3:p:625-654.

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2016Financial Development and Economic Growth: Long Run Equilibrium and Transitional Dynamics. (2016). Marsiglio, Simone ; Bucci, Alberto. In: Departmental Working Papers. RePEc:mil:wpdepa:2016-16.

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2016Stock ownership guidelines for CEOs: Do they (not) meet expectations?. (2016). Wang, Qiming ; Benson, Bradley W. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:69:y:2016:i:c:p:52-71.

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2016Income Rounding and Loan Performance in the Peer-to-Peer Market. (2016). Talavera, Oleksandr ; Eid, Nourhan ; Maltby, Josephine . In: MPRA Paper. RePEc:pra:mprapa:72852.

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2016Qualified residential mortgages and default risk. (2016). White, Joshua ; Floros, Ioannis . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:70:y:2016:i:c:p:86-104.

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2016How do CEOs see their roles? Management philosophies and styles in family and non-family firms. (2016). Schoar, Antoinette ; Mullins, William . In: Journal of Financial Economics. RePEc:eee:jfinec:v:119:y:2016:i:1:p:24-43.

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2016Executive gender, competitive pressures, and corporate performance. (2016). Amore, Mario Daniele ; Garofalo, Orsola . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:131:y:2016:i:pa:p:308-327.

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2016When heirs become major shareholders: Evidence on pyramiding financed by related-party sales. (2016). Kim, Woochan ; Hwang, Sunwoo . In: Journal of Corporate Finance. RePEc:eee:corfin:v:41:y:2016:i:c:p:23-42.

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2016Does the identity of multiple large shareholders affect the value of excess cash? Evidence from China. (2016). Hung, Jung-Hua ; Lin, Tsui-Jung ; Tsai, Han-Fang ; Imamah, Nur . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:40:y:2016:i:pa:p:173-190.

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2016The fall of high-frequency trading: A survey of competition and profits. (2016). Serbera, Jean-Philippe ; Paumard, Pascal . In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:271-287.

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2016Determinants and information content of intraday bid-ask spreads: Evidence from Chinese commodity futures markets. (2016). Liu, Qingfu ; An, Yunbi ; Hua, Renhai . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:38:y:2016:i:c:p:135-148.

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2016Broker Routing Decisions in Limit Order Markets. (2016). Cimon, David A. In: Staff Working Papers. RePEc:bca:bocawp:16-50.

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2016Profitability and Market Quality of High Frequency Market-makers: An Empirical Investigation. (2016). Yergeau, Gabriel. In: Working Papers. RePEc:ris:crcrmw:2016_003.

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2016Evaluating corporate bonds and analyzing claim holders’ decisions with complex debt structure. (2016). Liu, Liang-Chih ; Wang, Chuan-Ju ; Dai, Tian-Shyr . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:72:y:2016:i:c:p:151-174.

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2016Determinants of capital structure of firms: an analysis on the Euro Zone and the U.K.. (2016). Garcia, Rafael ; Brando, Elisio ; Cerqueira, Antonio . In: FEP Working Papers. RePEc:por:fepwps:584.

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2016Taxing Away M&A: The Effect of Corporate Capital Gains Taxes on Acquisition Activity. (2016). Todtenhaupt, Maximilian ; Ruf, Martin ; Feld, Lars ; Voget, Johannes ; Schreiber, Ulrich . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5738.

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2016Taxing away M&A: The effect of corporate capital gains taxes on acquisition activity. (2016). Todtenhaupt, Maximilian ; Ruf, Martin ; Feld, Lars ; Schreiber, Ulrich ; Voget, Johannes . In: ZEW Discussion Papers. RePEc:zbw:zewdip:16007.

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2016Taxing away M&A: The effect of corporate capital gains taxes on acquisition activity. (2016). Todtenhaupt, Maximilian ; Ruf, Martin ; Feld, Lars ; Voget, Johannes ; Schreiber, Ulrich . In: Freiburg Discussion Papers on Constitutional Economics. RePEc:zbw:aluord:1603.

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2016Mergers and acquisitions by Chinese firms: A review and comparison with other mergers and acquisitions research in the leading journals. (2016). Zhu, Hong . In: Asia Pacific Journal of Management. RePEc:kap:asiapa:v:33:y:2016:i:4:d:10.1007_s10490-016-9465-0.

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2016Target signaling with material adverse change clauses in merger agreements. (2016). Macias, Antonio J ; Moeller, Thomas . In: Journal of Empirical Finance. RePEc:eee:empfin:v:39:y:2016:i:pa:p:69-92.

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2016Financing Innovation through Minority Acquisitions. (2016). Bostan, Ibrahim ; Spatareanu, Mariana. In: Working Papers Rutgers University, Newark. RePEc:run:wpaper:2016-002.

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2016Are target leverage ratios stable? Investigating the impact of corporate asset restructuring. (2016). Cook, Douglas O ; Tang, Tian ; Fu, Xudong . In: Journal of Empirical Finance. RePEc:eee:empfin:v:35:y:2016:i:c:p:150-168.

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2016The evolution of debt policies: New evidence from business startups. (2016). Hanssens, Jurgen ; Vanacker, Tom ; Van Acker, Tom ; Deloof, Marc . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:65:y:2016:i:c:p:120-133.

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2016The disciplinary role of leverage: evidence from East Asian cross-border acquirers’ returns. (2016). Ngo, Minh Thao ; Laing, Elaine ; Durand, Robert B. In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:83-88.

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2016Deviation from target capital structure, cost of equity and speed of adjustment. (2016). faff, robert ; Keng, Kelvin Jui ; Zhou, Qing ; Zhu, Yushu . In: Journal of Corporate Finance. RePEc:eee:corfin:v:39:y:2016:i:c:p:99-120.

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2016Applications of simultaneous equations in finance research: methods and empirical results. (2016). Lee, Cheng-Few ; Lin, Fu-Lai ; Liang, Woan-Lih ; Yang, Yating . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:47:y:2016:i:4:d:10.1007_s11156-015-0526-0.

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2016Leverage dynamics over the business cycle. (2016). Zechner, Josef ; Halling, Michael ; Yu, Jin . In: Journal of Financial Economics. RePEc:eee:jfinec:v:122:y:2016:i:1:p:21-41.

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2016The impact of unconventional monetary policy on firm financing constraints: Evidence from the maturity extension program. (2016). Yu, Edison ; Foley-Fisher, Nathan ; Ramcharan, Rodney . In: Journal of Financial Economics. RePEc:eee:jfinec:v:122:y:2016:i:2:p:409-429.

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2016Corporate Deleveraging. (2016). DeAngelo, Harry ; Stulz, Rene M ; Gonalves, Andrei S. In: NBER Working Papers. RePEc:nbr:nberwo:22828.

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2016Emerging Market Corporate Leverage and Global Financial Conditions. (2016). Alter, Adrian ; Elekdag, Selim . In: IMF Working Papers. RePEc:imf:imfwpa:16/243.

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2016Mutual fund selection and performance persistence in 401(k) Plans. (2016). Chen, Hsuan-Chi ; Wu, Sheng-Ching ; Lai, Christine W. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:35:y:2016:i:c:p:78-100.

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2016Realism, skill, and incentives: Current and future trends in investment management and investment performance. (2016). Agyei-Ampomah, Sam ; Mason, Andrew ; Skinner, Frank . In: International Review of Financial Analysis. RePEc:eee:finana:v:43:y:2016:i:c:p:31-40.

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2016On the Asset Allocation of a Default Pension Fund. (2016). Vestman, Roine ; Setty, Ofer ; Dahlquist, Magnus . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11052.

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2016Manager Characteristics and Manager-Replacement: How Is Pension Fund Performance Affected?. (2016). Alda, Mercedes . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:66:y:2016:i:3:p:161-180.

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2016Investor-Stock Decoupling in Mutual Funds. (2016). Ferreira, Miguel ; Matos, Pedro Pinto ; Massa, Massimo . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11476.

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2016Managerial rents vs. shareholder value in delegated portfolio management: The case of closed-end funds. (2016). Zechner, Josef ; Wermers, Russ ; Wu, Youchang . In: CFS Working Paper Series. RePEc:zbw:cfswop:548.

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2016INFORMATION SPILLOVERS, GAINS FROM TRADE, AND INTERVENTIONS IN FROZEN MARKETS. (2016). Lester, Benjamin ; Camargo, Braz ; Kim, Kyungmin . In: Working Papers. RePEc:fip:fedpwp:16-28.

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2016Cutthroats or comrades: Information sharing among competing fund managers. (2016). Ganglmair, Bernhard ; Myung, Noah ; Holcomb, Alex . In: MPRA Paper. RePEc:pra:mprapa:71506.

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2016Trade credit provision and national culture. (2016). el Ghoul, Sadok ; Zheng, Xiaolan . In: Journal of Corporate Finance. RePEc:eee:corfin:v:41:y:2016:i:c:p:475-501.

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2016Realism, skill, and incentives: Current and future trends in investment management and investment performance. (2016). Agyei-Ampomah, Sam ; Mason, Andrew ; Skinner, Frank . In: International Review of Financial Analysis. RePEc:eee:finana:v:43:y:2016:i:c:p:31-40.

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2016Performance measurement with selectivity, market and volatility timing. (2016). Mo, Haitao ; Ferson, Wayne . In: Journal of Financial Economics. RePEc:eee:jfinec:v:121:y:2016:i:1:p:93-110.

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2016Optimal allocation of government bond funds through the business cycle. Is money smart?. (2016). Laborda, Ricardo ; Muoz, Fernando . In: International Review of Economics & Finance. RePEc:eee:reveco:v:45:y:2016:i:c:p:46-67.

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2016Impediments to Financial Trade: Theory and Applications. (2016). Panageas, Stavros ; Garleanu, Nicolae ; Yu, Jianfeng . In: NBER Working Papers. RePEc:nbr:nberwo:22697.

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2016Threat of entry and debt maturity: evidence from airlines. (2016). Parise, Gianpaolo . In: BIS Working Papers. RePEc:bis:biswps:556.

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2016The shadow costs of repos and bank liability structure. (2016). Klimenko, Nataliya ; Moreno-Bromberg, Santiago . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:65:y:2016:i:c:p:1-29.

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2016Debt maturity and the dynamics of leverage. (2016). Zechner, Josef ; Dangl, Thomas . In: CFS Working Paper Series. RePEc:zbw:cfswop:547.

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2016Leverage Dynamics without Commitment. (2016). DeMarzo, Peter ; De Marzo, Peter ; He, Zhiguo . In: NBER Working Papers. RePEc:nbr:nberwo:22799.

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2016Endogenous Debt Maturity: Liquidity Risk vs. Default Risk. (2016). Sanchez, Juan ; Manuelli, Rodolfo . In: 2016 Meeting Papers. RePEc:red:sed016:1435.

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2016Design of Debt Covenants and Loan Market Conditions. (2016). Arshavskiy, Victor . In: BEROC Working Paper Series. RePEc:bel:wpaper:37.

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2016Principals, Agents and Incomplete Contracts: Are Surrender of Control and Renegotiation the Solution?. (2016). Kiefer, Matthias ; Jones, Edward . In: CFI Discussion Papers. RePEc:hwe:cfidps:1603.

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2016How Do Labor Representatives Affect Incentive Orientation of Executive Compensation?. (2016). Kraft, Kornelius ; Dyballa, Katharina . In: IZA Discussion Papers. RePEc:iza:izadps:dp10153.

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2016Golden hellos: Signing bonuses for new top executives. (2016). Yang, Jun ; Xu, Jin . In: Journal of Financial Economics. RePEc:eee:jfinec:v:122:y:2016:i:1:p:175-195.

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2016Impact of CEOs Pay Disparity on Stability of Banks: Evidence from Pakistan. (2016). Siddiqi, Wasif M ; Ahmad, Ayyaz ; Sarwar, Saima . In: Pakistan Journal of Applied Economics. RePEc:pje:journl:article16janiv.

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2016Incentives, termination payments, and CEO contracting. (2016). Gillan, Stuart L ; Nguyen, Nga Q. In: Journal of Corporate Finance. RePEc:eee:corfin:v:41:y:2016:i:c:p:445-465.

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2016Socially responsible firms. (2016). Renneboog, Luc ; Ferrell, Allen ; Liang, Hao . In: Journal of Financial Economics. RePEc:eee:jfinec:v:122:y:2016:i:3:p:585-606.

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2016Mergers and acquisitions by Chinese firms: A review and comparison with other mergers and acquisitions research in the leading journals. (2016). Zhu, Hong . In: Asia Pacific Journal of Management. RePEc:kap:asiapa:v:33:y:2016:i:4:d:10.1007_s10490-016-9465-0.

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2016Venture Capital Data: Opportunities and Challenges. (2016). Lerner, Josh ; Kaplan, Steven N.. In: NBER Chapters. RePEc:nbr:nberch:13495.

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2016Do Private Equity Funds Always Pay Less? A Synergy-Related Explanation Based on Add-on Acquisitions. (2016). Morkoetter, Stefan ; Wetzer, Thomas . In: Working Papers on Finance. RePEc:usg:sfwpfi:2015:22.

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2016Coinvestment and risk taking in private equity funds. (2016). Thorburn, Karin ; Bienz, Carsten ; Walz, Uwe . In: SAFE Working Paper Series. RePEc:zbw:safewp:126.

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2016How much can lack of marketability affect private equity fund values?. (2016). Buchner, Axel . In: Review of Financial Economics. RePEc:eee:revfin:v:28:y:2016:i:c:p:35-45.

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2016The cost of friendship. (2016). Gompers, Paul A ; Xuan, Yuhai ; Mukharlyamov, Vladimir . In: Journal of Financial Economics. RePEc:eee:jfinec:v:119:y:2016:i:3:p:626-644.

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2016On secondary buyouts. (2016). phalippou, ludovic ; Degeorge, Francois ; Martin, Jens . In: Journal of Financial Economics. RePEc:eee:jfinec:v:120:y:2016:i:1:p:124-145.

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2016Class Differences in Real Estate Private Equity Fund Performance. (2016). Fisher, Lynn M ; Hartzell, David J. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:52:y:2016:i:4:d:10.1007_s11146-015-9526-z.

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2016Early-stage entrepreneurial financing: A signaling perspective. (2016). Wagman, Liad ; Kim, Jin-Hyuk. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:67:y:2016:i:c:p:12-22.

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2016Private equity firm heterogeneity and cross-border acquisitions. (2016). Holloway, Isaac ; Shen, Tao ; Lee, Hoan Soo . In: International Review of Economics & Finance. RePEc:eee:reveco:v:44:y:2016:i:c:p:118-141.

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2016The Liquidity Cost of Private Equity Investments: Evidence from Secondary Market Transactions. (2016). Weisbach, Michael ; Nadauld, Taylor D ; Vorkink, Keith ; Sensoy, Berk A. In: NBER Working Papers. RePEc:nbr:nberwo:22404.

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2016What do private equity firms say they do?. (2016). Gompers, Paul ; Mukharlyamov, Vladimir ; Kaplan, Steven N. In: Journal of Financial Economics. RePEc:eee:jfinec:v:121:y:2016:i:3:p:449-476.

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2016Buyout Activity: The Impact of Aggregate Discount Rates. (2016). Plosser, Matthew ; Loualiche, Erik ; Haddad, Valentin . In: NBER Working Papers. RePEc:nbr:nberwo:22414.

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2016Do Private Equity Funds Manipulate Reported Returns?. (2016). Gredil, Oleg R ; Kaplan, Steven N ; Brown, Gregory W. In: NBER Working Papers. RePEc:nbr:nberwo:22493.

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2016Venture Capital Data: Opportunities and Challenges. (2016). Lerner, Josh ; Kaplan, Steven N. In: NBER Working Papers. RePEc:nbr:nberwo:22500.

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2016Measuring Institutional Investors’ Skill from Their Investments in Private Equity. (2016). Weisbach, Michael ; Cavagnaro, Daniel R ; Wang, Yingdi ; Sensoy, Berk A. In: NBER Working Papers. RePEc:nbr:nberwo:22547.

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2016How Do Venture Capitalists Make Decisions?. (2016). Strebulaev, Ilya ; Gompers, Paul ; Gornall, William ; Kaplan, Steven N. In: NBER Working Papers. RePEc:nbr:nberwo:22587.

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2016Does risk explain persistence in private equity performance?. (2016). Buchner, Axel ; Schwienbacher, Armin ; Mohamed, Abdulkadir . In: Journal of Corporate Finance. RePEc:eee:corfin:v:39:y:2016:i:c:p:18-35.

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2016Dealing with non-normality when estimating abnormal returns and systematic risk of private equity: A closed-form solution. (2016). Buchner, Axel . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:45:y:2016:i:c:p:60-78.

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2016Investment risk allocation and the venture capital exit market: Evidence from early stage investing. (2016). Chaplinsky, Susan ; Gupta-Mukherjee, Swasti . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:73:y:2016:i:c:p:38-54.

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2016Cyclicality, performance measurement, and cash flow liquidity in private equity. (2016). Robinson, David T ; Sensoy, Berk A. In: Journal of Financial Economics. RePEc:eee:jfinec:v:122:y:2016:i:3:p:521-543.

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2016Orthogonal Decompositions in Hilbert A-Modules. (2016). Marinacci, Massimo ; Maccheroni, Fabio ; Vioglio, Simone Cerreia . In: Working Papers. RePEc:igi:igierp:577.

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2016Assessing the effects of unconventional monetary policy on pension funds risk incentives. (2016). Nguyen, Duc Khuong ; Gounopoulos, Dimitrios ; Boubaker, Sabri ; Paltalidis, Nikos . In: MPRA Paper. RePEc:pra:mprapa:73398.

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2016Are employee-friendly workplaces conducive to innovation?. (2016). Chen, Jie ; Evans, Kevin P ; Leung, Woon Sau . In: Journal of Corporate Finance. RePEc:eee:corfin:v:40:y:2016:i:c:p:61-79.

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2016Income Insurance and the Equilibrium Term-Structure of Equity. (2016). Marfè, Roberto. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:459.

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2016Labor Rigidity and the Dynamics of the Value Premium. (2016). Marfè, Roberto ; Marfe, Roberto . In: Carlo Alberto Notebooks. RePEc:cca:wpaper:460.

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2016Has the banking system become more homogeneous? Evidence from banks’ loan portfolios. (2016). Fricke, Daniel. In: Economics Letters. RePEc:eee:ecolet:v:142:y:2016:i:c:p:45-48.

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2016Are star funds really shining? Cross-trading and performance shifting in mutual fund families. (2016). Eisele, Alexander ; Parise, Gianpaolo ; Nefedova, Tamara . In: BIS Working Papers. RePEc:bis:biswps:577.

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2016Blockholders: A Survey of Theory and Evidence. (2016). Edmans, Alex ; Holderness, Clifford . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11442.

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2016Network of listed companies based on common shareholders and the prediction of market volatility. (2016). Ren, DA ; Zhang, Yongjie ; Li, Jie ; Feng, XU. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:462:y:2016:i:c:p:508-521.

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2016No contagion from Russia toward global equity markets after the 2014 international sanctions. (2016). Castagneto-Gissey, G ; Nivorozhkin, E. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:52:y:2016:i:c:p:79-98.

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2016Common law and the origin of shareholder protection. (2016). Turner, John ; Acheson, Graeme G ; Campbell, Gareth . In: eabh Papers. RePEc:zbw:eabhps:1603.

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2016Common law and the origin of shareholder protection. (2016). Turner, John ; Acheson, Graeme G ; Campbell, Gareth . In: QUCEH Working Paper Series. RePEc:zbw:qucehw:201604.

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2016Does debt curb controlling shareholders private benefits? Modelling in a contingent claim framework. (2016). de la Bruslerie, Hubert . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:263-282.

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2016Market quality breakdowns in equities. (2016). Mizrach, Bruce ; Gao, Cheng . In: Journal of Financial Markets. RePEc:eee:finmar:v:28:y:2016:i:c:p:1-23.

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2016Discerning information from trade data. (2016). Easley, David ; O'Hara, Maureen ; de Prado, Marcos Lopez . In: Journal of Financial Economics. RePEc:eee:jfinec:v:120:y:2016:i:2:p:269-285.

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2016Do information releases increase or decrease information asymmetry? New evidence from analyst forecast announcements. (2016). Amiram, Dan ; Rozenbaum, Oded ; Owens, Edward . In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:62:y:2016:i:1:p:121-138.

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2016Short selling and market mispricing. (2016). Lee, Eunju . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:47:y:2016:i:3:d:10.1007_s11156-015-0521-5.

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2016Taxing Away M&A: The Effect of Corporate Capital Gains Taxes on Acquisition Activity. (2016). Todtenhaupt, Maximilian ; Ruf, Martin ; Feld, Lars ; Voget, Johannes ; Schreiber, Ulrich . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5738.

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2016Competing with Superstars. (2016). Horsch, Philipp ; Ammann, Manuel ; Oesch, David . In: Working Papers on Finance. RePEc:usg:sfwpfi:2015:10.

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2016Taxing away M&A: The effect of corporate capital gains taxes on acquisition activity. (2016). Todtenhaupt, Maximilian ; Ruf, Martin ; Feld, Lars ; Schreiber, Ulrich ; Voget, Johannes . In: ZEW Discussion Papers. RePEc:zbw:zewdip:16007.

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2016Innovation Waves, Investor Sentiment, and Mergers. (2016). Dicks, David ; Fulghieri, Paolo . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11082.

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2016Taxing away M&A: The effect of corporate capital gains taxes on acquisition activity. (2016). Todtenhaupt, Maximilian ; Ruf, Martin ; Feld, Lars ; Voget, Johannes ; Schreiber, Ulrich . In: Freiburg Discussion Papers on Constitutional Economics. RePEc:zbw:aluord:1603.

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2016Religion, gambling attitudes and corporate innovation. (2016). Adhikari, Binay Kumar ; Agrawal, Anup . In: Journal of Corporate Finance. RePEc:eee:corfin:v:37:y:2016:i:c:p:229-248.

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2016Cross-border M&As and innovative activity of acquiring and target firms. (2016). Stiebale, Joel. In: Journal of International Economics. RePEc:eee:inecon:v:99:y:2016:i:c:p:1-15.

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2016How Does Hedge Fund Activism Reshape Corporate Innovation?. (2016). Tian, Xuan ; Jiang, Wei ; Brav, Alon ; Ma, Song . In: NBER Working Papers. RePEc:nbr:nberwo:22273.

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2016The impact of private equity on firms׳ patenting activity. (2016). wright, mike ; Stiebale, Joel ; Amess, Kevin. In: European Economic Review. RePEc:eee:eecrev:v:86:y:2016:i:c:p:147-160.

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2016Exploring the position of cities in global corporate research and development: A bibliometric analysis by two different geographical approaches. (2016). Csomós, György ; Toth, Geza ; Csomos, Gyorgy . In: Journal of Informetrics. RePEc:eee:infome:v:10:y:2016:i:2:p:516-532.

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2016Unique synergies in technology acquisitions. (2016). Chondrakis, George . In: Research Policy. RePEc:eee:respol:v:45:y:2016:i:9:p:1873-1889.

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2016Spillover from the haven: Cross-border externalities of patent box regimes within multinational firms. (2016). Todtenhaupt, Maximilian ; Schwab, Thomas. In: ZEW Discussion Papers. RePEc:zbw:zewdip:16073.

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2016Extending Industry Specialization through Cross-Border Acquisitions. (2016). Phillips, Gordon ; Hege, Ulrich ; Fresard, Laurent . In: NBER Working Papers. RePEc:nbr:nberwo:22848.

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2016Extending Industry Specialization through Cross-Border Acquisitions. (2016). Hege, Ulrich ; Phillips, Gordon ; Fresard, Laurent . In: TSE Working Papers. RePEc:tse:wpaper:31294.

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2016Financing Innovation through Minority Acquisitions. (2016). Bostan, Ibrahim ; Spatareanu, Mariana. In: Working Papers Rutgers University, Newark. RePEc:run:wpaper:2016-002.

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2016Liquidity, Information Aggregation, and Market-Based Pay in an Efficient Market. (2016). Heider, Florian ; Calcagno, Riccardo . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11298.

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2016CEO Incentives: Measurement, Determinants, and Impact on Performance. (2016). Tang, Hongfei ; Roell, Ailsa ; Peng, Lin . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11417.

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2016Managerial compensation, product market competition and fraud. (2016). Andergassen, Rainer. In: International Review of Economics & Finance. RePEc:eee:reveco:v:45:y:2016:i:c:p:1-15.

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2016The cross-sectional variation of volatility risk premia. (2016). Rubio, Gonzalo ; Gonzalez-Urteaga, Ana . In: Journal of Financial Economics. RePEc:eee:jfinec:v:119:y:2016:i:2:p:353-370.

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2016Volatility risk premia and exchange rate predictability. (2016). Sarno, Lucio ; Ramadorai, Tarun ; Della Corte, Pasquale. In: Journal of Financial Economics. RePEc:eee:jfinec:v:120:y:2016:i:1:p:21-40.

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2016Does variance risk have two prices? Evidence from the equity and option markets. (2016). Malkhozov, Aytek . In: Journal of Financial Economics. RePEc:eee:jfinec:v:121:y:2016:i:1:p:79-92.

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2016Macro uncertainty and currency premia. (2016). Della Corte, Pasquale ; Krecetovs, Aleksejs . In: 2016 Meeting Papers. RePEc:red:sed016:624.

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2016Stock Illiquidity, option prices, and option returns. (2016). Kanne, Stefan ; Uhrig-Homburg, Marliese ; Korn, Olaf . In: CFR Working Papers. RePEc:zbw:cfrwps:1608.

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2016Do CEOs Matter? Corporate Performance and the CEO Life Cycle. (2016). Schmid, Markus ; Limbach, Peter ; Scholz, Meik . In: Working Papers on Finance. RePEc:usg:sfwpfi:2015:11.

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2016Competing by conducting good deeds: The peer effect of corporate social responsibility. (2016). Liu, Sibo ; Wu, Dejun . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:47-54.

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2016Non-financial performance in product market and capital expenditure. (2016). Liao, Li-Kai ; Lin, Tsung-Wen . In: Journal of Business Research. RePEc:eee:jbrese:v:69:y:2016:i:6:p:2151-2159.

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2016Redacting proprietary information at the initial public offering. (2016). Boone, Audra L ; Johnson, Shane A ; Floros, Ioannis V. In: Journal of Financial Economics. RePEc:eee:jfinec:v:120:y:2016:i:1:p:102-123.

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2016Effect of institutional ownership on dividends: An agency-theory-based analysis. (2016). Kang, Eun ; Chang, Kiyoung ; Li, Ying . In: Journal of Business Research. RePEc:eee:jbrese:v:69:y:2016:i:7:p:2551-2559.

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2016US political corruption and firm financial policies. (2016). Smith, Jared D. In: Journal of Financial Economics. RePEc:eee:jfinec:v:121:y:2016:i:2:p:350-367.

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2016Market power in the portfolio: Product market competition and mutual fund performance. (2016). Jaspersen, Stefan . In: CFR Working Papers. RePEc:zbw:cfrwps:1607.

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2016Financial media, price discovery, and merger arbitrage. (2016). Zechner, Josef ; Matthias, . In: CFS Working Paper Series. RePEc:zbw:cfswop:551.

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2016Corporate financing decisions under ambiguity: Pecking order and liquidity policy implications. (2016). agliardi, elettra ; Spanjers, Willem . In: Journal of Business Research. RePEc:eee:jbrese:v:69:y:2016:i:12:p:6012-6020.

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2016Do CEOs matter? Corporate performance and the CEO life cycle. (2016). Schmid, Markus ; Limbach, Peter ; Scholz-Daneshgari, Meik . In: CFR Working Papers. RePEc:zbw:cfrwps:1611.

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2016The cost of innovation: R&D and high cash holdings in U.S. firms. (2016). Wintoki, Babajide M ; He, Zhaozhao . In: Journal of Corporate Finance. RePEc:eee:corfin:v:41:y:2016:i:c:p:280-303.

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2016Discussion of “Is the risk of product market predation a cost of disclosure?”. (2016). Shroff, Nemit . In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:62:y:2016:i:2:p:326-332.

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2016Term structures of asset prices and returns. (2016). Chernov, Mikhail ; Boyarchenko, Nina ; Backus, David. In: Staff Reports. RePEc:fip:fednsr:774.

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2016Nonparametric Tail Risk, Stock Returns and the Macroeconomy. (2016). Garcia, René ; Almeida, Caio ; Vicente, Jose ; Ardison, Kym . In: CIRANO Working Papers. RePEc:cir:cirwor:2016s-20.

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2016Welfare Implications of the Term Structure of Returns: Should Central Banks Fill Gaps or Remove Volatility?. (2016). Lopez, Pierlauro. In: 2016 Meeting Papers. RePEc:red:sed016:742.

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2016Risk Preferences and The Macro Announcement Premium. (2016). Bansal, Ravi ; Ai, Hengjie. In: NBER Working Papers. RePEc:nbr:nberwo:22527.

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2016Implications of Return Predictability across Horizons for Asset Pricing Models. (2016). Ortu, Fulvio ; Favero, Carlo ; Yang, Haoxi ; Tamoni, Andrea . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11645.

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2016Extreme risk interdependence. (2016). Polanski, Arnold ; Stoja, Evarist . In: ESRB Working Paper Series. RePEc:srk:srkwps:201612.

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2016Does Central Clearing Affect Price Stability? Evidence from Nordic Equity Markets. (2016). Zoican, Marius ; Menkveld, Albert ; Pagnotta, Emiliano . In: Working Papers. RePEc:hal:wpaper:hal-01253702.

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2016Characteristics-based portfolio choice with leverage constraints. (2016). Ammann, Manuel ; Schade, Jan-Philip ; Coqueret, Guillaume . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:70:y:2016:i:c:p:23-37.

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2016Monetary Policy and Leverage Shocks. (2016). Serletis, Apostolos. In: Working Papers. RePEc:clg:wpaper:2016-45.

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2016How central is central counterparty clearing? A deep dive into a European repo market during the crisis. (2016). Fecht, Falko ; Ebner, André ; Schulz, Alexander . In: Discussion Papers. RePEc:zbw:bubdps:142016.

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2016Resaleable debt and systemic risk. (2016). Donaldson, Jason ; Micheler, Eva . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:66042.

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2016The macroeconomics of shadow banking. (2016). Tori, Daniele ; Botta, Alberto ; Caversazi, Eugenio . In: Working Papers. RePEc:pke:wpaper:pkwp1611.

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2016A Theory of Repurchase Agreement, Collateral Re-use, and Repo Intermediation. (2016). Gottardi, Piero ; Monnet, Cyril ; Maurin, Vincent . In: 2016 Meeting Papers. RePEc:red:sed016:417.

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2016Unsecured and Secured Funding. (2016). Wrampelmeyer, Jan ; Ranaldo, Angelo. In: Working Papers on Finance. RePEc:usg:sfwpfi:2016:1.

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2016Principles, circumstances and constraints: the Nationalbank as lender of last resort from 1816 to 1931. (2016). Jobst, Clemens ; Rieder, Kilian . In: Monetary Policy & the Economy. RePEc:onb:oenbmp:y:2016:i:3:b:7.

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2016Interbank loans, collateral and modern monetary policy. (2016). Wolski, Marcin ; van de Leur, Michiel. In: Working Paper Series. RePEc:ecb:ecbwps:20161959.

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2016Measuring Liquidity Mismatch in the Banking Sector. (2016). Bai, Jennie ; Weymuller, Charles-Henri ; Krishnamurthy, Arvind . In: NBER Working Papers. RePEc:nbr:nberwo:22729.

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2016Systemic risk in clearing houses: Evidence from the European repo market. (2016). thesmar, david ; Derrien, Franois ; Boissel, Charles ; Ors, Evren . In: ESRB Working Paper Series. RePEc:srk:srkwps:201610.

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2016Liquidity Shocks, Dollar Funding Costs, and the Bank Lending Channel during the European Sovereign Crisis. (2016). Zlate, Andrei ; Sapriza, Horacio ; Correa, Ricardo. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:rpa16-4.

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2016Public information and uninformed trading: Implications for market liquidity and price efficiency. (2016). Han, Bing ; Yang, Liyan ; Tang, YA. In: Journal of Economic Theory. RePEc:eee:jetheo:v:163:y:2016:i:c:p:604-643.

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2016Activist hedge funds and firm disclosure. (2016). Chen, Jing ; Jung, Michael J. In: Review of Financial Economics. RePEc:eee:revfin:v:29:y:2016:i:c:p:52-63.

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2016The Ricochet Effect of Bad News. (2016). Cox, Raymond ; Donker, Han ; Dayanandan, Ajit . In: The International Journal of Accounting. RePEc:eee:accoun:v:51:y:2016:i:3:p:385-401.

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2016Information asymmetry, the cost of debt, and credit events: Evidence from quasi-random analyst disappearances. (2016). Mansi, Sattar A ; Kecskes, Ambrus ; Derrien, Franois. In: Journal of Corporate Finance. RePEc:eee:corfin:v:39:y:2016:i:c:p:295-311.

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2016Guiding through the Fog: Financial statement complexity and voluntary disclosure. (2016). Guay, Wayne ; Taylor, Daniel ; Samuels, Delphine . In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:62:y:2016:i:2:p:234-269.

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2016Mandatory adoption of business risk disclosure: evidence from Japanese firms. (2016). Kim, Hyonok ; Yasuda, Yukihiro . In: Working Paper Series. RePEc:hit:hcfrwp:g-1-14.

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2016Is there information leakage prior to share repurchase announcements? Evidence from daily options trading. (2016). Hao, Qing . In: Journal of Financial Markets. RePEc:eee:finmar:v:27:y:2016:i:c:p:79-101.

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2016Pricing of Catastrophe Risk and the Implied Volatility Smile. (2016). ben Ammar, Semir . In: Working Papers on Finance. RePEc:usg:sfwpfi:2016:17.

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2016The role of information uncertainty in moving-average technical analysis: A study of individual stock-option issuance in Taiwan. (2016). Chen, Chien-Hua ; Lin, Jun-Biao ; Su, Xuan-Qi . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:263-272.

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2016The incremental information content of innovations in implied idiosyncratic volatility. (2016). Moll, Cliff R ; Huffman, Stephen P. In: Review of Financial Economics. RePEc:eee:revfin:v:30:y:2016:i:c:p:33-44.

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2016What is the Expected Return on a Stock?. (2016). Wagner, Christian ; Martin, Ian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11608.

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2016The Consequences of Bank Loan Growth: Evidence from Asia. (2016). Vithessonthi, Chaiporn. In: PIER Discussion Papers. RePEc:pui:dpaper:19..

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2016Bonus caps, deferrals and bankers risk-taking. (2016). Jokivuolle, Esa ; Yuan, Xuchuan ; Keppo, Jussi . In: Research Discussion Papers. RePEc:bof:bofrdp:urn:nbn:fi:bof-201503041096.

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2016Corporate culture in banking. (2016). Thakor, Anjan. In: Economic Policy Review. RePEc:fip:fednep:00028.

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2016Executives horizon, internal governance and stock market liquidity. (2016). Jain, Pawan ; Mekhaimer, Mohamed ; Jiang, Christine . In: Journal of Corporate Finance. RePEc:eee:corfin:v:40:y:2016:i:c:p:1-23.

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2016On the structural estimation of an optimal portfolio rule. (2016). Castaneda, Pablo ; Devoto, Benjamin ; Castaeda, Pablo . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:290-300.

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2016A stochastic Nash equilibrium portfolio game between two DC pension funds. (2016). Guan, Guohui ; Liang, Zongxia . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:70:y:2016:i:c:p:237-244.

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2016Purchases of sovereign debt securities by Italian banks during the crisis: the role of balance-sheet conditions. (2016). Santioni, Raffaele ; Affinito, Massimiliano ; Albareto, Giorgio . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_330_16.

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2016The Run for Safety: Financial Fragility and Deposit Insurance. (2016). Johannesen, Niels ; Iyer, Rajkamal ; Sheridan, Adam ; Jensen, Thais . In: EPRU Working Paper Series. RePEc:kud:epruwp:1602.

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2016Sovereign defaults by currency denomination. (2016). Jeanneret, Alexandre ; Souissi, Slim . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:60:y:2016:i:c:p:197-222.

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2016The quest for banking stability in the euro area: The role of government interventions. (2016). Paltalidis, Nikos ; Vergos, Konstantinos ; Kizys, Renatas . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:40:y:2016:i:c:p:111-133.

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2016Increase in home bias in the Eurozone debt crisis: The role of domestic shocks. (2016). Cornand, Camille ; Gimet, Celine ; Gandre, Pauline . In: Economic Modelling. RePEc:eee:ecmode:v:53:y:2016:i:c:p:445-469.

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2016The State Dependent Impact of Bank Exposure on Sovereign Risk. (2016). Podstawski, Maximilian ; Velinov, Anton . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1550.

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2016Lender of last resort versus buyer of last resort: The impact of the European Central Bank actions on the bank-sovereign nexus. (2016). Steffen, Sascha ; Pierret, Diane ; Acharya, Viral . In: ZEW Discussion Papers. RePEc:zbw:zewdip:16019.

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2016A comprehensive approach to measuring the relation between systemic risk exposure and sovereign debt. (2016). Sedunov, John ; Pagano, Michael S. In: Journal of Financial Stability. RePEc:eee:finsta:v:23:y:2016:i:c:p:62-78.

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2016Sovereign Risk, Bank Funding and Investors Pessimism. (2016). Faia, Ester. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11340.

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2016Sovereign Risk Premia and the International Balance Sheet: Lessons from the European Crisis. (2016). Bianchi, Benedetta . In: Open Economies Review. RePEc:kap:openec:v:27:y:2016:i:3:d:10.1007_s11079-015-9382-8.

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2016The role of country-specific fundamentals in sovereign CDS spreads: Eastern European experiences. (2016). Monostori, Zoltán ; Kocsis, Zalan. In: Emerging Markets Review. RePEc:eee:ememar:v:27:y:2016:i:c:p:140-168.

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2016The impact of political risk on return, volatility and discontinuity: Evidence from the international stock and foreign exchange markets. (2016). Vortelinos, Dimitrios I ; Saha, Shrabani . In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:222-226.

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2016Sovereign debt and reserves with liquidity and productivity crises. (2016). Tarantino, Emanuele ; Corneli, Flavia. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:65:y:2016:i:c:p:166-194.

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2016Government Default, Bonds, and Bank Lending Around the World: What do the Data Say?. (2016). Rossi, Stefano ; Martin, Alberto ; Gennaioli, Nicola. In: Working Papers. RePEc:bge:wpaper:910.

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2016Distributional Incentives in an Equilibrium Model of Domestic Sovereign Default. (2016). Mendoza, Enrique ; D'Erasmo, Pablo. In: Working Papers. RePEc:fip:fedpwp:16-23.

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2016Banks and Sovereigns: A Model of Mutual Contagion. (2016). Kogler, Michael ; Gruber, Alexander . In: Economics Working Paper Series. RePEc:usg:econwp:2016:14.

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2016Central Bank Transparency and Cross-border Banking. (2016). Eichler, Stefan ; Littke, Helge ; Tonzer, Lena . In: IWH Discussion Papers. RePEc:zbw:iwhdps:iwh-16-16.

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2016Sovereign debt guarantees and default: Lessons from the UK and Ireland, 1920–1938. (2016). McLaughlin, Eoin ; Foley-Fisher, Nathan. In: European Economic Review. RePEc:eee:eecrev:v:87:y:2016:i:c:p:272-286.

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2016Sovereign risk, interbank freezes, and aggregate fluctuations. (2016). Große Steffen, Christoph ; Engler, Philipp. In: European Economic Review. RePEc:eee:eecrev:v:87:y:2016:i:c:p:34-61.

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2016Banks and sovereign risk: A granular view. (2016). Koetter, Michael ; Buch, Claudia ; Ohls, Jana . In: Journal of Financial Stability. RePEc:eee:finsta:v:25:y:2016:i:c:p:1-15.

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2016Bailouts, Moral Hazard and Banks Home Bias for Sovereign Debt. (2016). Gaballo, Gaetano ; Zetlin-Jones, A. In: Working papers. RePEc:bfr:banfra:594.

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2016Self-enforcing Debt, Reputation, and the Role of Interest Rates. (2016). Martins-da-Rocha, V. Filipe ; Vailakis, Yiannis . In: 2016 Meeting Papers. RePEc:red:sed016:706.

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2016Bailouts, moral hazard and banks׳ home bias for Sovereign debt. (2016). Gaballo, Gaetano ; Zetlin-Jones, Ariel. In: Journal of Monetary Economics. RePEc:eee:moneco:v:81:y:2016:i:c:p:70-85.

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2016Fiscal deficits, financial fragility, and the effectiveness of government policies. (2016). van Wijnbergen, Sweder ; Kirchner, Markus. In: Journal of Monetary Economics. RePEc:eee:moneco:v:80:y:2016:i:c:p:51-68.

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2016Sovereign and private default risks over the business cycle. (2016). Scholl, Almuth ; Kaas, Leo ; Mellert, Jan . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1609.

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2016Sovereign risk, bank funding and investors pessimism. (2016). Faia, Ester. In: CFS Working Paper Series. RePEc:zbw:cfswop:542.

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2016What drives the relationship between bank and sovereign credit risk?. (2016). Schnabel, Isabel ; Schuwer, Ulrich. In: Working Papers. RePEc:zbw:svrwwp:072016.

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2016The European sovereign debt crisis: What have we learned?. (2016). Stefanova, Denitsa ; Kräussl, Roman ; Lehnert, Thorsten ; Kraussl, Roman . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:363-373.

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2016Financial sector linkages and the dynamics of bank and sovereign credit spreads. (2016). Lando, David ; Kallestrup, Rene ; Murgoci, Agatha . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:374-393.

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2016Sovereign Risk and Bank Risk-Taking. (2016). Ari, Anil. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1665.

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2016What We Learn from a Sovereign Debt Restructuring in France in 1721. (2016). Velde, Francois. In: Economic Perspectives. RePEc:fip:fedhep:00022.

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2016Home bias in bank sovereign bond purchases and the bank-sovereign nexus. (2016). Andreeva, Desislava C ; Vlassopoulos, Thomas . In: Working Paper Series. RePEc:ecb:ecbwps:20161977.

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2016Sovereign Risk and Bank Risk-Taking. (2016). Ari, Anil. In: 2016 Papers. RePEc:jmp:jm2016:par455.

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2016The Impact of Sovereign Ratings on Eurozone SMEs Credit Rationing. (2016). Demoussis, Michael ; Drakos, Konstantinos . In: MPRA Paper. RePEc:pra:mprapa:76364.

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2016Central Bank Transparency and Cross-Border Banking. (2016). Eichler, Stefan ; Tonzer, Lena . In: Annual Conference 2016 (Augsburg): Demographic Change. RePEc:zbw:vfsc16:145598.

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2016The Collateral Framework of the Eurosystem and Its Fiscal Implications. (2016). Eberl, Jakob Korbinian . In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:69.

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2016What is a Sustainable Public Debt?. (2016). Daerasmo, P ; Zhang, J ; Mendoza, E G. In: Handbook of Macroeconomics. RePEc:eee:macchp:v2-2493.

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2016Fiscal and Financial Crises. (2016). Bordo, M D ; Meissner, C M. In: Handbook of Macroeconomics. RePEc:eee:macchp:v2-355.

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2016A new look at fiscal sustainability: an attempt to reveal the relationship between the sustainability of external debt and the inequality. (2016). Fujita, Yasunori . In: Economics and Business Letters. RePEc:ove:journl:aid:10841.

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2016Pay-performance sensitivity and risk-taking behaviors: Evidence from closed-end funds. (2016). Hou, Wenxuan ; Yang, Tianna . In: Emerging Markets Review. RePEc:eee:ememar:v:29:y:2016:i:c:p:274-288.

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2016The white squire defense: Evidence from private investments in public equity. (2016). Chen, Sheng-Syan ; Huang, Chia-Wei ; Hsu, Ching-Yu . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:64:y:2016:i:c:p:16-35.

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2016Labor protection and the privatization or partial privatization method. (2016). Ben-Nasr, Hamdi . In: International Review of Economics & Finance. RePEc:eee:reveco:v:44:y:2016:i:c:p:305-322.

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2016The Influence of Employee Share Ownership Schemes on Firm Performance: the Case of Zimbabwean Firms. (2016). Basil, Kamunyaru Batanai ; Sandada, Maxwell ; Muposhi, Asphat . In: EuroEconomica. RePEc:dug:journl:y:2016:i:2:p:37-50.

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2016The Influence of Employee Share Ownership Schemes on Firm Performance: the Case of Zimbabwean Firms. (2016). Sandada, Maxwell ; Muposhi, Asphat ; Basil, Kamunyaru Batanai . In: Acta Universitatis Danubius. OEconomica. RePEc:dug:actaec:y:2016:i:2:p:37-50.

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2016Monopoly Rights and Economic Growth: An Inverted U-Shaped Relation. (2016). Ueda, Kenichi ; Claessen, Stijn. In: CARF F-Series. RePEc:cfi:fseres:cf396.

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2016Monopoly Rights and Economic Growth: An inverted U-shaped relation. (2016). Claessens, Stijn ; Kenichi, Ueda . In: Discussion papers. RePEc:eti:dpaper:16093.

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2016Does employee ownership improve performance?. (2016). Kruse, Douglas. In: IZA World of Labor. RePEc:iza:izawol:journl:y:2016:n:311.

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2016Conceptualising the Future of HRM and Technology Research. (2016). Bondarouk, Tanya ; Brewster, Chris . In: John H Dunning Centre for International Business Discussion Papers. RePEc:rdg:jhdxdp:jhd-dp2016-06.

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2016Skewness Seeking in a Dynamic Portfolio Choice Experiment. (2016). Carrillo, Juan D. ; Brocas, Isabelle ; Zapatero, Fernando ; Giga, Aleksandar . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11056.

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2016Nominal price illusion. (2016). Birru, Justin ; Wang, Baolian . In: Journal of Financial Economics. RePEc:eee:jfinec:v:119:y:2016:i:3:p:578-598.

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2016How do insiders trade?. (2016). Augustin, Patrick ; Subrahmanyam, Marti G ; Grass, Gunnar ; Brenner, Menachem . In: CFS Working Paper Series. RePEc:zbw:cfswop:541.

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2016Gambling preference and individual equity option returns. (2016). Kim, Da-Hea ; Byun, Suk-Joon . In: Journal of Financial Economics. RePEc:eee:jfinec:v:122:y:2016:i:1:p:155-174.

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2016The market price of credit risk and economic states. (2016). Grobys, Klaus ; Haga, Jesper . In: Empirical Economics. RePEc:spr:empeco:v:50:y:2016:i:3:d:10.1007_s00181-015-0952-9.

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2016Low risk anomalies?. (2016). Zechner, Josef ; Wagner, Christian ; Schneider, Paul . In: CFS Working Paper Series. RePEc:zbw:cfswop:550.

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2016News sentiment and bank credit risk. (2016). Smales, Lee. In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:37-61.

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2016Pricing default risk: The good, the bad, and the anomaly. (2016). Filipe, Sara Ferreira ; Michala, Dimitra ; Grammatikos, Theoharry . In: Journal of Financial Stability. RePEc:eee:finsta:v:26:y:2016:i:c:p:190-213.

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2016The determinants of CDS spreads: Evidence from the model space. (2016). Pelster, Matthias ; Vilsmeier, Johannes . In: Discussion Papers. RePEc:zbw:bubdps:432016.

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2016Liquidity determinants in the UK gilt market. (2016). Benos, Evangelos ; Zikes, Filip . In: Bank of England working papers. RePEc:boe:boeewp:0600.

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2016CDS-bond basis and bond return predictability. (2016). Zhang, Weina ; Li, Haitao . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:307-337.

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2016A Joint Model of Nominal and Real Yield Curves. (2016). Kubudi, Daniela ; Vicente, Jose . In: Working Papers Series. RePEc:bcb:wpaper:452.

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2016Achieving price stability by manipulating the central banks payment on reserves. (2016). Reis, Ricardo ; Hall, Robert E. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:74309.

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2016Islamic Banking Development and Access to Credit. (2016). Weill, Laurent ; LEON, Florian. In: Working Papers of LaRGE Research Center. RePEc:lar:wpaper:2016-02.

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2016Banking the unbanked: Evidence from the Spanish Banking Expansion Plan. (2016). Viladecans-Marsal, Elisabet ; Arque-Castells, Pere . In: Working Papers. RePEc:ieb:wpaper:doc2016-24.

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2016Facilitating Savings for Agriculture: Field Experimental Evidence from Malawi. (2016). Goldberg, Jessica ; Gine, Xavier ; Brune, Lasse ; Yang, Dean . In: Economic Development and Cultural Change. RePEc:ucp:ecdecc:doi:10.1086/684014.

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2016Time-Varying Crash Risk: The Role of Stock Market Liquidity. (2016). Feunou, Bruno ; Christoffersen, Peter ; Jeon, Yoontae ; Ornthanalai, Chayawat . In: Staff Working Papers. RePEc:bca:bocawp:16-35.

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2016Further evidence on the strategic timing of earnings news: Joint analysis of weekdays and times of day. (2016). michaely, roni ; Vedrashko, Alexander ; Rubin, Amir . In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:62:y:2016:i:1:p:24-45.

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2016The bond event study methodology since 1974. (2016). Maul, D ; Schiereck, D. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:80723.

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2016Investment-specific shocks, business cycles, and asset prices. (2016). Donadelli, Michael ; Curatola, Giuliano ; Meinerding, Christoph ; Gruning, Patrick . In: SAFE Working Paper Series. RePEc:zbw:safewp:129.

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2016(In)Efficient Interbank Networks. (2016). Navarro, Noemí ; Castiglionesi, Fabio. In: Cahiers du GREThA. RePEc:grt:wpegrt:2016-13.

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2016Watering a lemon tree: heterogeneous risk taking and monetary policy transmission. (2016). Yorulmazer, Tanju ; Eisenbach, Thomas ; Choi, Dong Beom. In: Staff Reports. RePEc:fip:fednsr:724.

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2016Interbank market and central bank policy. (2016). Martin, Antoine ; Breton, Régis ; Bignon, Vincent ; Ahn, Jung-Hyun . In: Staff Reports. RePEc:fip:fednsr:763.

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2016Dis-integrating credit markets: diversification, securitization, and lending in a recovery. (2016). Chavaz, Matthieu. In: Bank of England working papers. RePEc:boe:boeewp:0617.

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2016Information Acquisition and Liquidity Dry-Ups. (2016). Pothier, David ; Koenig, Philipp . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2016-045.

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2016Macroprudential policy with liquidity panics. (2016). Garcia-Macia, Daniel ; Villacorta, Alonso . In: ESRB Working Paper Series. RePEc:srk:srkwps:201624.

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2016Social Networks and Housing Markets. (2016). Stroebel, Johannes ; Strobel, Johannes ; Kuchler, Theresa ; Cao, Ruiqing ; Bailey, Michael . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5905.

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2016Capital Structure of Borrowers and Lenders: An Empirical Analysis. (2016). Dzhamalova, Valeriia . In: Knut Wicksell Working Paper Series. RePEc:hhs:luwick:2016_001.

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2016Geography and Realty Prices: Evidence from International Transaction-Level Data. (2016). Uesugi, Iichiro ; Miyakawa, Daisuke ; Shimizu, Chihiro . In: HIT-REFINED Working Paper Series. RePEc:hit:remfce:52.

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2016Industry IPOs, growth opportunities, and private target acquisitions. (2016). Aktas, Nihat ; Zhang, Junyao ; Ozdakak, Ali . In: Journal of Corporate Finance. RePEc:eee:corfin:v:37:y:2016:i:c:p:193-209.

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2016Social Networks and Housing Markets. (2016). Stroebel, Johannes ; Bailey, Michael ; Strobel, Johannes ; Kuchler, Theresa ; Cao, Ruiqing . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11272.

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2016Social Networks and Housing Markets. (2016). Stroebel, Johannes ; Bailey, Michael ; Kuchler, Theresa ; Cao, Ruiqing . In: NBER Working Papers. RePEc:nbr:nberwo:22258.

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2016Relative peer quality and firm performance. (2016). HASAN, IFTEKHAR ; Ye, Pengfei ; Mani, Sureshbabu ; Francis, Bill . In: Research Discussion Papers. RePEc:bof:bofrdp:2016_006.

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2016When do peers matter?: A cross-country perspective. (2016). HASAN, IFTEKHAR ; Francis, Bill B ; Kostova, Gergana L. In: Research Discussion Papers. RePEc:bof:bofrdp:2016_008.

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2016Supply of capital and capital structure: The role of financial development. (2016). Antzoulatos, Angelos ; Tsiritakis, Emmanuel ; Koufopoulos, Kostas . In: Journal of Corporate Finance. RePEc:eee:corfin:v:38:y:2016:i:c:p:166-195.

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2016The influence of cash flow volatility on capital structure and the use of debt of different maturities. (2016). O'Connor, Michael ; Yaghoubi, Mona . In: Journal of Corporate Finance. RePEc:eee:corfin:v:38:y:2016:i:c:p:18-36.

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2016Earnings management, capital structure, and the role of institutional environments. (2016). Li, Donghui ; An, Zhe ; Yu, Jin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:68:y:2016:i:c:p:131-152.

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2016Applications of simultaneous equations in finance research: methods and empirical results. (2016). Lee, Cheng-Few ; Lin, Fu-Lai ; Liang, Woan-Lih ; Yang, Yating . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:47:y:2016:i:4:d:10.1007_s11156-015-0526-0.

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2016Relative peer quality and firm performance. (2016). HASAN, IFTEKHAR ; Francis, Bill ; Mani, Sureshbabu ; Ye, Pengfei . In: Journal of Financial Economics. RePEc:eee:jfinec:v:122:y:2016:i:1:p:196-219.

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2016Leverage dynamics over the business cycle. (2016). Zechner, Josef ; Halling, Michael ; Yu, Jin . In: Journal of Financial Economics. RePEc:eee:jfinec:v:122:y:2016:i:1:p:21-41.

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2016Do local causations matter? The effect of firm location on the relations of ROE, R&D, and firm SIZE with MARKET-TO-BOOK. (2016). Carosi, Andrea. In: Journal of Corporate Finance. RePEc:eee:corfin:v:41:y:2016:i:c:p:388-409.

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2016When do peers matter?: A cross-country perspective. (2016). HASAN, IFTEKHAR ; Kostova, Gergana L ; Francis, Bill B. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:69:y:2016:i:c:p:364-389.

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2016Agency Conflicts Around the World. (2016). Schuerhoff, Norman ; Morellec, Erwan ; Schurhoff, Norman ; Nikolov, Boris . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11243.

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2016Agency Conflicts Around the World. (2016). Schuerhoff, Norman ; Morellec, Erwan ; Nikolov, Boris . In: 2016 Meeting Papers. RePEc:red:sed016:923.

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2016Trust and corporate cash holdings. (2016). Zhang, Ning ; Dudley, Evan . In: Journal of Corporate Finance. RePEc:eee:corfin:v:41:y:2016:i:c:p:363-387.

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2016Cash holding and control-oriented finance. (2016). Anderson, Ronald W ; Hamadi, Malika . In: Journal of Corporate Finance. RePEc:eee:corfin:v:41:y:2016:i:c:p:410-425.

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2016Uncertainty shocks in a model with mean-variance frontiers and endogenous technology choices. (2016). Mehkari, M. Saif. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:49:y:2016:i:c:p:71-98.

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2016Corporate payout smoothing: A variance decomposition approach. (2016). Hoxha, Indrit ; Hoang, Edward C. In: Journal of Empirical Finance. RePEc:eee:empfin:v:35:y:2016:i:c:p:1-13.

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2016Monetary Policy, Bank Lending and Corporate Investment. (2016). Vithessonthi, Chaiporn ; Schwaninger, Markus ; Mueller, Matthias O. In: PIER Discussion Papers. RePEc:pui:dpaper:37..

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2016State dependence in access to credit. (2016). Zazzaro, Alberto ; Presbitero, Andrea ; Pigini, Claudia. In: Journal of Financial Stability. RePEc:eee:finsta:v:27:y:2016:i:c:p:17-34.

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2016Wholesale Banking and Bank Runs in Macroeconomic Modelling of Financial Crises. (2016). Gertler, Mark ; Kiyotaki, Nobuhiro ; Prestipino, Andrea . In: NBER Working Papers. RePEc:nbr:nberwo:21892.

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2016Liquidity Regulation and Unintended Financial Transformation in China. (2016). Hachem, Kinda Cheryl ; Song, Zheng Michael . In: NBER Working Papers. RePEc:nbr:nberwo:21880.

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2016Wholesale Banking and Bank Runs in Macroeconomic Modeling of Financial Crises. (2016). Gertler, M ; Prestipino, A ; Kiyotaki, N. In: Handbook of Macroeconomics. RePEc:eee:macchp:v2-1345.

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2016Imperfect knowledge, liquidity and bubbles. (2016). Branch, William. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:62:y:2016:i:c:p:17-42.

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2016Collateralized Borrowing and Risk Taking at Low Interest Rates. (2016). Ueberfeldt, Alexander ; Shukayev, Malik ; Cociuba, Simona. In: Working Papers. RePEc:ris:albaec:2016_002.

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2016Do shadow banks create money? Financialisation and the monetary circuit. (2016). Michell, Jo. In: Working Papers. RePEc:pke:wpaper:pkwp1605.

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2016Liquidity Transformation in Asset Management: Evidence from the Cash Holdings of Mutual Funds. (2016). Chernenko, Sergey ; Sunderam, Adi . In: NBER Working Papers. RePEc:nbr:nberwo:22391.

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2016Interbank loans, collateral and modern monetary policy. (2016). Wolski, Marcin ; van de Leur, Michiel. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:73:y:2016:i:c:p:388-416.

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2016Liquidity transformation in asset management: Evidence from the cash holdings of mutual funds. (2016). Chernenko, Sergey ; Sunderam, Adi . In: ESRB Working Paper Series. RePEc:srk:srkwps:201623.

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2016The Effect of Infomation on Financial Markets: A Survey. (2016). Chouliaras, Andreas. In: MPRA Paper. RePEc:pra:mprapa:71396.

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2016Managers set the tone: Equity incentives and the tone of earnings press releases. (2016). Arslan-Ayaydin, Ozgur ; Thewissen, James ; Boudt, Kris. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:72:y:2016:i:s:p:s132-s147.

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2016Price discovery in the S&P 500 index derivatives markets. (2016). Chung, Huimin ; Chen, Wei-Peng ; Lien, Donald . In: International Review of Economics & Finance. RePEc:eee:reveco:v:45:y:2016:i:c:p:438-452.

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2016The political economy of bank lending : evidence from an emerging market. (2016). Ruiz Ortega, Claudia ; Zhang, Jian ; Morais, Bernardo ; Agarwal, Sumit . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:7577.

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2016Does the Policy Lending of a Government Financial Institution to Mitigate the Credit Crunch Improve Firm Performance? Evidence from loan level data in Japan. (2016). Masahiro, SEKINO ; Wako, WATANABE . In: Discussion papers. RePEc:eti:dpaper:16056.

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2016The life-cycle of national development banks: The experience of Brazils BNDES. (2016). Zeidan, Rodrigo ; Torres, Ernani . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:62:y:2016:i:c:p:97-104.

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2016Misallocation, Access to Finance, and Public Credit: Firm-Level Evidence. (2016). Leon-Ledesma, Miguel ; Christopoulos, Dimitris. In: Asian Development Review. RePEc:tpr:adbadr:v:33:y:2016:i:2:p:119-143.

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2016Political connections: Evidence from insider trading around TARP. (2016). Peydro, Jose-Luis ; Fons-Rosen, Christian ; Coleman, Nicholas ; Akin, Ozlem . In: Economics Working Papers. RePEc:upf:upfgen:1542.

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2016Political Connections: Evidence From Insider Trading Around TARP. (2016). Peydro, Jose-Luis ; Fons-Rosen, Christian ; Coleman, Nicholas ; Akin, Ozlem . In: Working Papers. RePEc:bge:wpaper:935.

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2016Does foreign bank penetration affect the risk of domestic banks? Evidence from emerging economies. (2016). Wu, Ji ; Jeon, Bang ; Chen, Minghua ; Wang, Rui . In: School of Economics Working Paper Series. RePEc:ris:drxlwp:2016_014.

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2016Is there a bright side to government banks? Evidence from the global financial crisis. (2016). Chen, Yehning ; Sharma, Zenu ; Lin, Chih-Yung . In: Journal of Financial Stability. RePEc:eee:finsta:v:26:y:2016:i:c:p:128-143.

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2016Political Borders and Bank Lending in Post-Crisis America. (2016). Rose, Andrew ; Chavaz, Matthieu. In: NBER Working Papers. RePEc:nbr:nberwo:22806.

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2016State-controlled companies and political risk: evidence from the 2014 Brazilian election. (2016). guimaraes, bernardo ; Carvalho, Augusto ; Guimares, Bernardo . In: Textos para discussão. RePEc:fgv:eesptd:435.

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2016A Spark from the Public Sector: Co-lending by Government-owned and Private-sector Lenders. (2016). Fotak, Veljko . In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1624.

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2016State-controlled companies and political risk: Evidence from the 2014 Brazilian election. (2016). guimaraes, bernardo ; Carvalho, Augusto . In: Discussion Papers. RePEc:cfm:wpaper:1702.

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2016Political Borders and Bank Lending in Post-Crisis America. (2016). Rose, Andrew ; Chavaz, Matthieu. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11595.

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2016Long memory affine term structure models. (2016). Golinski, Adam ; Zaffaroni, Paolo ; Goliski, Adam . In: Journal of Econometrics. RePEc:eee:econom:v:191:y:2016:i:1:p:33-56.

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2016UK term structure decompositions at the zero lower bound.. (2016). Mouabbi, Sarah ; Carriero, Andrea ; Vangelista, E. In: Working papers. RePEc:bfr:banfra:589.

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2016A plausible model of yield curve dynamics. (2016). Magnus, Gideon . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:30:y:2016:i:2:d:10.1007_s11408-016-0265-9.

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2016Investigating United Kingdoms monetary policy with Macro-Factor Augmented Dynamic Nelson–Siegel models. (2016). Levant, Jared ; Ma, Jun . In: Journal of Empirical Finance. RePEc:eee:empfin:v:37:y:2016:i:c:p:117-127.

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2016Stochastic correlation and risk premia in term structure models. (2016). Chiarella, Carl ; To, Thuy-Duong . In: Journal of Empirical Finance. RePEc:eee:empfin:v:37:y:2016:i:c:p:59-78.

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2016Evaluating the robustness of UK term structure decompositions using linear regression methods. (2016). Meldrum, Andrew ; Malik, Sheheryar . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:67:y:2016:i:c:p:85-102.

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2016Bond Return Predictability: Economic Value and Links to the Macroeconomy. (2016). Pettenuzzo, Davide ; Timmermann, Allan ; Gargano, Antonio . In: Working Papers. RePEc:brd:wpaper:75r.

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2016Global variance term premia and intermediary risk appetite. (2016). Vogt, Erik ; Van Tassel, Peter. In: Staff Reports. RePEc:fip:fednsr:789.

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2016Bond Market Asymmetries across Recessions and Expansions: New Evidence on Risk Premia. (2016). Engsted, Tom ; Andreasen, Martin M ; Sander, Magnus ; Moller, Stig V. In: CREATES Research Papers. RePEc:aah:create:2016-26.

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2016Financial crises and estimation bias in international bond markets. (2016). Juneja, Januj A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:593-607.

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2016The Term Structure and Inflation Uncertainty. (2016). Orphanides, Athanasios ; D'Amico, Stefania ; Breach, Tomas . In: Working Paper Series. RePEc:fip:fedhwp:wp-2016-22.

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2016Decomposing real and nominal yield curves. (2016). Moench, Emanuel ; Crump, Richard ; Adrian, Tobias ; Yu, Rui ; Abrahams, Michael . In: Journal of Monetary Economics. RePEc:eee:moneco:v:84:y:2016:i:c:p:182-200.

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2016The term structure of interest rates in an estimated New Keynesian policy model. (2016). Buncic, Daniel ; Lentner, Philipp . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:50:y:2016:i:c:p:126-150.

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2016Overseas unspanned factors and domestic bond returns. (2016). Raczko, Marek ; Spencer, Peter ; Meldrum, Andrew . In: Bank of England working papers. RePEc:boe:boeewp:0618.

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2016Busted! Now What? Effects of Cartel Enforcement on Firm Value and Corporate Policies. (2016). Massa, Massimo ; Dong, Ailin ; Zaldokas, Alminas . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11470.

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2016Network externalities in mutual funds. (2016). Blocher, Jesse . In: Journal of Financial Markets. RePEc:eee:finmar:v:30:y:2016:i:c:p:1-26.

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2016Business-Linkage Volatility Spillover between US Industries. (2016). Mateut, Simona ; Chevapatrakul, Thanaset ; Diep, Linh Xuan . In: Discussion Papers. RePEc:not:notcfc:16/05.

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2016The Bright Side of Financial Derivatives: Options Trading and Firm Innovation. (2016). Wehrheim, David ; Blanco, Ivan . In: MPRA Paper. RePEc:pra:mprapa:69239.

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2016Are target leverage ratios stable? Investigating the impact of corporate asset restructuring. (2016). Cook, Douglas O ; Tang, Tian ; Fu, Xudong . In: Journal of Empirical Finance. RePEc:eee:empfin:v:35:y:2016:i:c:p:150-168.

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2016Customer concentration risk and the cost of equity capital. (2016). Dhaliwal, Dan ; Shaikh, Sarah ; Serfling, Matthew ; Judd, Scott J. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:61:y:2016:i:1:p:23-48.

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2016Innovation capability and post-IPO performance. (2016). Guo, Re-Jin ; Zhou, Nan . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:46:y:2016:i:2:d:10.1007_s11156-014-0471-3.

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2016National business systems and firm innovation: A study of developing economies. (2016). Pezeshkan, Amir ; Sedeh, Amirmahmood Amini ; Fainshmidt, Stav ; Smith, Adam . In: Journal of Business Research. RePEc:eee:jbrese:v:69:y:2016:i:11:p:5413-5418.

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2016Corporate patents, R&D success, and tax avoidance. (2016). Gao, Lei ; Zhang, Joseph H ; Yang, Leo L. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:47:y:2016:i:4:d:10.1007_s11156-015-0531-3.

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2016Externality of Stock Liquidity to the Cost of Borrowing. (2016). HASAN, IFTEKHAR ; Francis, Bill ; Yan, AN ; Mani, Sureshbabu . In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1642.

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2016Liquidity, ownership concentration, corporate governance, and firm value: Evidence from Thailand. (2016). Jiraporn, Pornsit ; Prommin, Panu ; Tong, Shenghui ; Jumreornvong, Seksak . In: Global Finance Journal. RePEc:eee:glofin:v:31:y:2016:i:c:p:73-87.

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2016The spillovers, interactions, and (un)intended consequences of monetary and regulatory policies. (2016). Wieladek, Tomasz ; Reinhardt, Dennis ; Forbes, Kristin. In: Discussion Papers. RePEc:mpc:wpaper:0044.

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2016The Spillovers, Interactions, and (Un)Intended Consequences of Monetary and Regulatory Policies. (2016). Wieladek, Tomasz ; Reinhardt, Dennis ; Forbes, Kristin. In: NBER Working Papers. RePEc:nbr:nberwo:22307.

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2016The resurgence of cultural borders during the financial crisis: The changing geography of Eurozone cross-border depositing. (2016). Sander, Harald ; Kleimeier, Stefanie ; Heuchemer, Sylvia . In: Journal of Financial Stability. RePEc:eee:finsta:v:24:y:2016:i:c:p:12-26.

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2016Banking de-globalisation: a consequence of monetary and regulatory policies?. (2016). Of, Central Bank . In: BIS Papers chapters. RePEc:bis:bisbpc:86-08.

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2016Financial globalization and foreign direct investment. (2016). Poelhekke, Steven. In: DNB Working Papers. RePEc:dnb:dnbwpp:527.

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2016Financial Globalization and Foreign Direct Investment. (2016). Poelhekke, Steven. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160098.

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2016Cutting the Credit Line: Evidence from Germany. (2016). Nitsch, Volker. In: Annual Conference 2016 (Augsburg): Demographic Change. RePEc:zbw:vfsc16:145753.

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2016Does government intervention affect banking globalization?. (2016). Wieladek, Tomasz ; Rose, Andrew ; Kleymenova, Anya . In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:42:y:2016:i:c:p:146-161.

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2016Start-ups, incumbents, and the effects of takeover competition. (2016). Becker, Jan U ; Noth, Markus ; Clement, Michel . In: Journal of Business Research. RePEc:eee:jbrese:v:69:y:2016:i:12:p:5925-5933.

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2016Optimal equity auctions with heterogeneous bidders. (2016). Liu, Tingjun . In: Journal of Economic Theory. RePEc:eee:jetheo:v:166:y:2016:i:c:p:94-123.

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2016Assessing asset pricing models using revealed preference. (2016). Berk, Jonathan B ; van Binsbergen, Jules H. In: Journal of Financial Economics. RePEc:eee:jfinec:v:119:y:2016:i:1:p:1-23.

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2016Coordinated Noise Trading: Evidence from Pension Fund Reallocations. (2016). Tessada, José ; Sialm, Clemens ; Larrain, Borja . In: NBER Working Papers. RePEc:nbr:nberwo:22161.

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2016The quality-assuring role of mutual fund advisory fees. (2016). Habib, Michel A ; Johnsen, Bruce D. In: International Review of Law and Economics. RePEc:eee:irlaec:v:46:y:2016:i:c:p:1-19.

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2016Exchange Traded Funds (ETFs). (2016). Ben-David, Itzhak ; Franzoni, Francesco ; Moussawi, Rabih. In: NBER Working Papers. RePEc:nbr:nberwo:22829.

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2016Anatomy of Risk Premium in UK Natural Gas Futures. (2016). Torro, Hipolit ; Martinez, Beatriz . In: Working Papers. RePEc:fem:femwpa:2016.06.

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2016Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield. (2016). LAI, Anh ; Mellios, Constantin ; Six, Pierre . In: European Journal of Operational Research. RePEc:eee:ejores:v:250:y:2016:i:2:p:493-504.

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2016Anatomy of Risk Premium in UK Natural Gas Futures. (2016). Torro, Hipolit ; Beatriz, Beatriz Martinez ; Hipolit, Hipolit Torro . In: ESP: Energy Scenarios and Policy. RePEc:ags:feemes:232212.

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2016Risk Premia and Seasonality in Commodity Futures. (2016). Sola, Martin ; Petrella, Ivan ; Hevia, Constantino . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11169.

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2016The effects of margin changes on commodity futures markets. (2016). Skiadopoulos, George ; Daskalaki, Charoula . In: Journal of Financial Stability. RePEc:eee:finsta:v:22:y:2016:i:c:p:129-152.

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2016On the dynamic dependence between equity markets, commodity futures and economic uncertainty indexes. (2016). Uddin, Gazi ; Berger, Theo . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:374-383.

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2016Liquidity, resiliency and market quality around predictable trades: Theory and evidence. (2016). Bessembinder, Hendrik ; Venkataraman, Kumar ; Carrion, Allen . In: Journal of Financial Economics. RePEc:eee:jfinec:v:121:y:2016:i:1:p:142-166.

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2016Is idiosyncratic volatility priced in commodity futures markets?. (2016). Fuertes, Ana-Maria ; Miffre, Joelle ; Fernandez-Perez, Adrian . In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:219-226.

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2016Macroeconomic factors and the cross-section of commodity futures returns. (2016). Huang, Lin ; Yuan, Ping ; Shang, Hua . In: International Review of Economics & Finance. RePEc:eee:reveco:v:45:y:2016:i:c:p:316-332.

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2016The predictive performance of commodity futures risk factors. (2016). Ahmed, Shamim ; Tsvetanov, Daniel . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:71:y:2016:i:c:p:20-36.

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2016Commodities momentum: A behavioral perspective. (2016). Bianchi, Robert ; Fan, John Hua ; Drew, Michael E. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:72:y:2016:i:c:p:133-150.

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2016Long-short commodity investing: A review of the literature. (2016). Miffre, Joelle . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:1:y:2016:i:1:p:3-13.

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2016Commodities common factor: An empirical assessment of the markets drivers. (2016). Posch, Peter N ; Lubbers, Johannes . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:4:y:2016:i:1:p:28-40.

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2016Credit risk spillover between financials and sovereigns in the euro area during 2007-2015. (2016). Vergote, Olivier. In: Working Paper Series. RePEc:ecb:ecbwps:20161898.

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2016Sovereign risk and bank risk-taking. (2016). Ari, Anil. In: Working Paper Series. RePEc:ecb:ecbwps:20161894.

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2016Sovereign to corporate risk spillovers. (2016). Breckenfelder, Johannes ; Boustanifar, Hamid ; Schnitzler, Jan ; Augustin, Patrick . In: Working Paper Series. RePEc:ecb:ecbwps:20161878.

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2016Economic Volatility and Sovereign Yields’ Determinants: a Time-Varying Approach. (2016). Jalles, Joao ; Afonso, Antonio. In: Working Papers Department of Economics. RePEc:ise:isegwp:wp042016.

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2016The Sovereign-Bank Diabolic Loop and ESBies. (2016). Vayanos, Dimitri ; Van Nieuwerburgh, Stijn ; thesmar, david ; Reis, Ricardo ; Pagano, Marco ; Garicano, Luis ; Brunnermeier, Markus ; Santos, Tano ; Lane, Philip R. In: EIEF Working Papers Series. RePEc:eie:wpaper:1603.

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2016CoRisk: measuring systemic risk through default probability contagion. (2016). Parisi, Laura ; Giudici, Paolo. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0116.

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2016The Sovereign-Bank Diabolic Loop and ESBies. (2016). Vayanos, Dimitri ; Van Nieuwerburgh, Stijn ; thesmar, david ; Reis, Ricardo ; Pagano, Marco ; Garicano, Luis ; Brunnermeier, Markus ; Santos, Tano ; Lane, Philip R. In: CSEF Working Papers. RePEc:sef:csefwp:427.

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2016Short-Selling Bans and Bank Stability. (2016). Pagano, Marco ; Beber, Alessandro ; Fabbri, Daniela . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11090.

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2016The Sovereign-Bank Diabolic Loop and ESBies. (2016). Vayanos, Dimitri ; Van Nieuwerburgh, Stijn ; thesmar, david ; Reis, Ricardo ; Pagano, Marco ; Garicano, Luis ; Brunnermeier, Markus ; Santos, Tano ; Lane, Philip R. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1414.

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2016The Sovereign-Bank Diabolic Loop and ESBies. (2016). Vayanos, Dimitri ; Van Nieuwerburgh, Stijn ; thesmar, david ; Reis, Ricardo ; Pagano, Marco ; Lane, Philip ; Garicano, Luis ; Brunnermeier, Markus ; Santos, Tano . In: NBER Working Papers. RePEc:nbr:nberwo:21993.

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2016Domestic and Cross-Border Auction Cycle Effects of Sovereign Bond Issuance in the Euro Area. (2016). Beetsma, Roel ; Hanson, Jesper ; Giuliodori, Massimo ; de Jong, Frank . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11122.

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2016The invisible hand of the government: Moral suasion during the European sovereign debt crisis. (2016). Van Horen, Neeltje ; Ongena, Steven ; Popov, Alexander. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11153.

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2016Fiscal and Financial Crises. (2016). Meissner, Christopher ; Bordo, Michael. In: NBER Working Papers. RePEc:nbr:nberwo:22059.

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2016The sovereign-bank diabolic loop and ESBies. (2016). Vayanos, Dimitri ; thesmar, david ; Reis, Ricardo ; Pagano, Marco ; Garicano, Luis ; Brunnermeier, Markus ; van Nieuwerberg, Stijn ; Santos, Tano ; Lane, Philip R. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:65863.

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2016Too-international-to-fail? Supranational bank resolution and market discipline. (2016). Zoican, Marius ; Gornicka, Lucyna A. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:65:y:2016:i:c:p:41-58.

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2016An anatomy of credit risk transfer between sovereign and financials in the Eurozone crisis. (2016). Hung, Chi-Hsiou ; Banerjee, Anurag ; Lo, Kai Lisa . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:41:y:2016:i:c:p:102-120.

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2016Sovereign-bank linkages: Quantifying directional intensity of risk transfers in EMU countries. (2016). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:63:y:2016:i:c:p:137-164.

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2016Cyclical investment behavior across financial institutions. (2016). Timmer, Yannick . In: Discussion Papers. RePEc:zbw:bubdps:082016.

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2016Bank Exposures and Sovereign Stress Transmission. (2016). Simonelli, Saverio ; Pagano, Marco ; Altavilla, Carlo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11269.

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2016Sovereign Risk and Bank Lending: Evidence from 1999 Turkish Earthquake. (2016). Kalemli-Ozcan, Sebnem ; Baskaya, Yusuf. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11313.

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2016The Sovereign-Bank Diabolic Loop and ESBies. (2016). Vayanos, Dimitri ; Van Nieuwerburgh, Stijn ; thesmar, david ; Reis, Ricardo ; Pagano, Marco ; Garicano, Luis ; Brunnermeier, Markus ; Lane, Philip R ; Santos, Tano . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11317.

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2016Unconventional Bank Bailouts in Fixed Exchange Rate Regimes. (2016). Miller, Victoria ; Vallee, Luc . In: Open Economies Review. RePEc:kap:openec:v:27:y:2016:i:1:d:10.1007_s11079-015-9371-y.

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2016Sovereign Risk and Bank Lending: Evidence from 1999 Turkish Earthquake. (2016). Kalemli-Ozcan, Sebnem ; Baskaya, Yusuf. In: NBER Working Papers. RePEc:nbr:nberwo:22335.

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2016Credit and liquidity in interbank rates: A quadratic approach. (2016). Roussellet, Guillaume ; Renne, Jean-Paul ; Monfort, Alain ; Dubecq, Simon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:68:y:2016:i:c:p:29-46.

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2016The Sovereign-Bank Diabolic Loop and ESBies. (2016). Vayanos, Dimitri ; Van Nieuwerburgh, Stijn ; thesmar, david ; Reis, Ricardo ; Pagano, Marco ; Lane, Philip ; Garicano, Luis ; Brunnermeier, Markus ; Vayanosy, Dimitri ; Santos, Tano . In: Discussion Papers. RePEc:cfm:wpaper:1617.

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2016Stressed interbank markets: evidence from the European financial and sovereign debt crisis. (2016). Heider, Florian ; Garcia de Andoain Hidalgo, Carlos ; Garcia-de-Andoain, Carlos ; Frutos, Juan Carlos ; Papsdorf, Patrick . In: Working Paper Series. RePEc:ecb:ecbwps:20161925.

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2016Capital markets union in Europe: Why other unions must lead the way. (2016). Steffen, Sascha ; Acharya, Viral V. In: ZEW policy briefs. RePEc:zbw:zewpbs:42016.

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2016The re-pricing of sovereign risks following the global financial crisis. (2016). Migiakis, Petros ; Malliaropulos, Dimitris . In: Working Papers. RePEc:bog:wpaper:2010.

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2016Public Debt and Private Firm Funding. Evidence from Chinese Cities.. (2016). Panizza, Ugo ; Pagano, Marco ; Huang, YI. In: EIEF Working Papers Series. RePEc:eie:wpaper:1611.

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2016Bank Exposures and Sovereign Stress Transmission. (2016). Simonelli, Saverio ; Pagano, Marco ; Altavilla, Carlo. In: EIEF Working Papers Series. RePEc:eie:wpaper:1613.

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2016The invisible hand of the government: “Moral suasion” during the European sovereign debt crisis. (2016). Van Horen, Neeltje ; Popov, Alexander ; Ongena, Steven. In: Working Paper Series. RePEc:ecb:ecbwps:20161937.

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2016Public Debt and Private Firm Funding: Evidence from Chinese Cities. (2016). Panizza, Ugo ; Pagano, Marco ; Huang, YI ; U G O Panizza, . In: IHEID Working Papers. RePEc:gii:giihei:heidwp10-2016.

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2016Sovereign Risk and Bank Risk-Taking. (2016). Ari, Anil. In: 2016 Meeting Papers. RePEc:red:sed016:676.

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2016ESBies: Safety in the Tranches. (2016). Vayanos, Dimitri ; Van Nieuwerburgh, Stijn ; Reis, Ricardo ; Pagano, Marco ; Langfield, Sam ; Brunnermeier, Markus ; Author, Dimitri Vayanos . In: CSEF Working Papers. RePEc:sef:csefwp:453.

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2016Public Debt and Private Firm Funding: Evidence from Chinese Cities. (2016). Panizza, Ugo ; Pagano, Marco ; Huang, YI. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11489.

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2016ESBies: Safety in the tranches. (2016). Vayanos, Dimitri ; Van Nieuwerburgh, Stijn ; Reis, Ricardo ; Pagano, Marco ; Langfield, Sam ; Brunnermeier, Markus. In: Discussion Papers. RePEc:cfm:wpaper:1627.

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2016ESBies - Safety in the tranches. (2016). Vayanos, Dimitri ; Van Nieuwerburgh, Stijn ; Reis, Ricardo ; Pagano, Marco ; Langfield, Sam ; Brunnermeier, Markus. In: EIEF Working Papers Series. RePEc:eie:wpaper:1614.

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2016Cross-border transmission of emergency liquidity. (2016). Koetter, Michael ; Kick, Thomas ; Storz, Manuela. In: Discussion Papers. RePEc:zbw:bubdps:342016.

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2016ESBies: Safety in the tranches. (2016). Vayanos, Dimitri ; Van Nieuwerburgh, Stijn ; Reis, Ricardo ; Pagano, Marco ; Langfield, Sam ; Brunnermeier, Markus. In: CFS Working Paper Series. RePEc:zbw:cfswop:537.

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2016Bank exposures and sovereign stress transmission. (2016). Simonelli, Saverio ; Pagano, Marco ; Altavilla, Carlo ; Carlo Altavilla , . In: CFS Working Paper Series. RePEc:zbw:cfswop:539.

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2016Bank exposures and sovereign stress transmission. (2016). Simonelli, Saverio ; Pagano, Marco ; Altavilla, Carlo ; Carlo Altavilla , . In: Working Paper Series. RePEc:ecb:ecbwps:20161969.

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2016Measuring sovereign credit risk using a structural model approach. (2016). Lee, Han-Hsing ; Wang, Kehluh ; Shih, Kuanyu . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:47:y:2016:i:4:d:10.1007_s11156-015-0532-2.

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2016ESBies: Safety in the Tranches. (2016). Vayanos, Dimitri ; Van Nieuwerburgh, Stijn ; Reis, Ricardo ; Pagano, Marco ; Langfield, Sam ; Brunnermeier, Markus. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11537.

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2016The Sovereign-Bank Diabolic Loop and ESBies. (2016). Vayanos, Dimitri ; Van Nieuwerburgh, Stijn ; thesmar, david ; Reis, Ricardo ; Pagano, Marco ; Garicano, Luis ; Brunnermeier, Markus ; Santos, Tano ; Lane, Philip R. In: American Economic Review. RePEc:aea:aecrev:v:106:y:2016:i:5:p:508-12.

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2016Spillover effects of credit default risk in the euro area and the effects on the euro: A GVAR approach. (2016). Bettendorf, Timo. In: Discussion Papers. RePEc:zbw:bubdps:422016.

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2016Spillover dynamics for systemic risk measurement using spatial financial time series models. (2016). Lucas, Andre ; Koopman, Siem Jan ; Blasques, Francisco ; Schaumburg, Julia. In: Journal of Econometrics. RePEc:eee:econom:v:195:y:2016:i:2:p:211-223.

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2016Bank fragility and contagion: Evidence from the bank CDS market. (2016). Ballester, Laura ; Gonzalez-Urteaga, Ana ; Casu, Barbara . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:394-416.

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2016Securitization and lending standards: Evidence from the European wholesale loan market. (2016). Ongena, Steven ; Marques-Ibanez, David ; Kara, Alper. In: Journal of Financial Stability. RePEc:eee:finsta:v:26:y:2016:i:c:p:107-127.

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2016National politics and bank default risk in the eurozone. (2016). Eichler, Stefan ; Sobaski, Karol . In: Journal of Financial Stability. RePEc:eee:finsta:v:26:y:2016:i:c:p:247-256.

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2016Do long-term bonds hedge equity risk? Evidence from Spain. (2016). Flavin, Thomas ; Lagoa-Varela, Dolores . In: Economics, Finance and Accounting Department Working Paper Series. RePEc:may:mayecw:n275-16.pdf.

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2016Identifying and Measuring the Contagion Channels at Work in the European Financial Crises. (2016). Guidolin, Massimo ; Pedio, Manuela . In: Working Papers. RePEc:igi:igierp:586.

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2016Government finances and bank bailouts: Evidence from European stock markets. (2016). Dwyer, Gerald P ; Cabrera, Matias ; Samartin-Saenz, Margarita . In: Journal of Empirical Finance. RePEc:eee:empfin:v:39:y:2016:i:pb:p:169-179.

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2016Lending-of-last-resort is as lending-of-last-resort does: Central bank liquidity provision and interbank market functioning in the euro area. (2016). Manganelli, Simone ; Hoerova, Marie ; Heider, Florian ; Garcia-de-Andoain, Carlos ; Garcia de Andoain Hidalgo, Carlos. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:28:y:2016:i:c:p:32-47.

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2016The anatomy of sovereign risk contagion. (2016). Wu, Eliza ; Remolona, Eli ; Erdem, Magdalena ; Kalotychou, Elena . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:69:y:2016:i:c:p:264-286.

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2016Regime-dependent sovereign risk pricing during the euro crisis. (2016). Portes, Richard ; Fouquau, Julien ; Delatte, Anne-Laure . In: ESRB Working Paper Series. RePEc:srk:srkwps:201609.

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2016Bank exposures and sovereign stress transmission. (2016). Simonelli, Saverio ; Pagano, Marco ; Altavilla, Carlo ; Carlo Altavilla , . In: ESRB Working Paper Series. RePEc:srk:srkwps:201611.

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2016Cyclical investment behavior across financial institutions. (2016). Timmer, Yannick . In: ESRB Working Paper Series. RePEc:srk:srkwps:201618.

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2016ESBies: Safety in the tranches. (2016). Vayanos, Dimitri ; Van Nieuwerburgh, Stijn ; Reis, Ricardo ; Pagano, Marco ; Langfield, Sam ; Brunnermeier, Markus. In: ESRB Working Paper Series. RePEc:srk:srkwps:201621.

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2016The (unintended?) consequences of the largest liquidity injection ever. (2016). Fonseca, Luís ; Faria-e-Castro, Miguel ; Crosignani, Matteo. In: ESRB Working Paper Series. RePEc:srk:srkwps:201631.

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2016Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds. (2016). Vogt, Erik ; Crump, Richard ; Adrian, Tobias. In: Staff Reports. RePEc:fip:fednsr:723.

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2016Monetary policy, financial conditions, and financial stability. (2016). Adrian, Tobias ; Liang, Nellie J.. In: Staff Reports. RePEc:fip:fednsr:690.

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2016Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns. (2016). Garcia, René ; Fontaine, Jean-Sebastien ; Gungor, Sermin . In: CIRANO Working Papers. RePEc:cir:cirwor:2016s-21.

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2016Volatility Managed Portfolios. (2016). Moreira, Alan ; Muir, Tyler . In: NBER Working Papers. RePEc:nbr:nberwo:22208.

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2016Identifying portfolio-based systematic risk factors in equity markets. (2016). Grobys, Klaus ; Haga, Jesper . In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:88-92.

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2016Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds. (2016). Vogt, Erik ; Crump, Richard ; Adrian, Tobias. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11401.

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2016What predicts US recessions?. (2016). Moench, Emanuel ; Liu, Weiling . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:4:p:1138-1150.

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2016Asset Managers: Institutional Performance and Smart Betas. (2016). Morse, Adair ; Gerakos, Joseph ; Linnainmaa, Juhani T. In: NBER Working Papers. RePEc:nbr:nberwo:22982.

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2016Are Friday announcements special? Overcoming selection bias. (2016). michaely, roni ; Vedrashko, Alexander ; Rubin, Amir . In: Journal of Financial Economics. RePEc:eee:jfinec:v:122:y:2016:i:1:p:65-85.

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2016Nowcasting using news topics Big Data versus big bank. (2016). Thorsrud, Leif. In: Working Papers. RePEc:bny:wpaper:0046.

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2016Has the Grexit news spilled over into euro area financial markets? The role of domestic political leaders, supranational executives and institutions. (2016). Sacchi, Agnese ; Gregori, Wildmer Daniel. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:134.

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2016The role of the media in disseminating insider-trading news. (2016). Rogers, Jonathan L ; Skinner, Douglas J. In: Review of Accounting Studies. RePEc:spr:reaccs:v:21:y:2016:i:3:d:10.1007_s11142-016-9354-2.

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2016Does the Geographic Expansion of Banks Reduce Risk?. (2016). Levine, Ross ; Laeven, Luc ; Goetz, Martin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11231.

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2016Does the geographic expansion of banks reduce risk?. (2016). Levine, Ross ; Laeven, Luc ; Goetz, Martin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:120:y:2016:i:2:p:346-362.

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2016The Diversification Puzzle: The Role of Asymmetric Information and Insider Trading in Pakistan. (2016). Hassan, Arshad ; Khan, Mushtaq Hussain ; Fraz, Ahmad . In: Lahore Journal of Economics. RePEc:lje:journl:v:21:y:2016:i:2:p:97-119.

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2016Does socially responsible mutual fund performance vary over the business cycle? New insights on the role of ethical strategy focus and green industry idiosyncratic risk. (2016). Matallin-Saez, Juan Carlos ; Tortosa-Ausina, Emili ; Soler-Dominguez, Amparo . In: Working Papers. RePEc:jau:wpaper:2016/03.

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2016Manager Characteristics and Manager-Replacement: How Is Pension Fund Performance Affected?. (2016). Alda, Mercedes . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:66:y:2016:i:3:p:161-180.

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2016Do hedge funds dynamically manage systematic risk?. (2016). Rau, Raghavendra ; Namvar, Ethan ; Pukthuanthong, Kuntara ; Phillips, Blake . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:64:y:2016:i:c:p:1-15.

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2016Socially (ir)responsible investing? The performance of the VICEX Fund from a business cycle perspective. (2016). Soler-Dominguez, Amparo ; Matallin-Saez, Juan Carlos . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:190-195.

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2016Can hedge funds time global equity markets? Evidence from emerging markets. (2016). Aiken, Adam ; Kilic, Osman ; Reid, Sean . In: Review of Financial Economics. RePEc:eee:revfin:v:29:y:2016:i:c:p:2-11.

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2016Adjusting to The Information Environment: News Tangibility and Mutual Fund Performance. (2016). Chuprinin, Oleg ; Gaspar, Sergio ; Massa, Massimo . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11473.

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2016Managerial investment in mutual funds: Determinants and performance implications. (2016). Hornstein, Abigail ; Hounsell, James . In: Journal of Economics and Business. RePEc:eee:jebusi:v:87:y:2016:i:c:p:18-34.

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2016Asset Pricing and Extreme Event Risk: Common Factors in ILS Fund Returns. (2016). Eling, Martin ; Braun, Alexander ; ben Ammar, Semir . In: Working Papers on Finance. RePEc:usg:sfwpfi:2016:21.

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2016Environmental conditions, fund characteristics, and Islamic orientation: An analysis of mutual fund performance for the MENA region. (2016). Tortosa-Ausina, Emili ; Matallin-Saez, Juan Carlos ; de Mingo-Lopez, Diego Victor ; El-Masry, Ahmed A. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:132:y:2016:i:s:p:174-197.

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2016Restoring rational choice: The challenge of consumer financial regulation. (2016). Campbell, John. In: Working Paper Series. RePEc:ecb:ecbwps:20161897.

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2016Home Ownership and Household Portfolio Choice. (2016). Veldhuizen, Sander ; Michielsen, Thomas ; van Veldhuizen, Sander ; Mocking, Remco . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5705.

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2016Relationships between bank customers’ risk attitudes and their balance sheets. (2016). Hermansson, Cecilia . In: Working Paper Series. RePEc:hhs:kthrec:2012_015.

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2016No. 2015/2 :Learning to Take Risks? The Effects of Education on Risk-Taking in Finacial Markets. (2016). Majlesi, Kaveh ; Lundborg, Petter ; Devereux, Paul ; Black, Sandra. In: Knut Wicksell Working Paper Series. RePEc:hhs:luwick:2015_002.

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2016Restoring Rational Choice: The Challenge of Consumer Financial Regulation. (2016). Campbell, John. In: NBER Working Papers. RePEc:nbr:nberwo:22025.

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2016Ambiguity aversion and household portfolio choice puzzles: Empirical evidence. (2016). Mitchell, Olivia ; Kouwenberg, Roy ; Dimmock, Stephen ; Peijnenburg, Kim . In: Journal of Financial Economics. RePEc:eee:jfinec:v:119:y:2016:i:3:p:559-577.

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2016Restoring Rational Choice: The Challenge of Consumer Financial Regulation. (2016). Campbell, John. In: American Economic Review. RePEc:aea:aecrev:v:106:y:2016:i:5:p:1-30.

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2016Determinants of Risk Aversion over Time: Experimental Evidence from Rural Thailand. (2016). Sakha, Sahra ; Menkhoff, Lukas. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1582.

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2016Does legality matter? The case of tax avoidance and evasion. (2016). Hundsdoerfer, Jochen ; Blaufus, Kay ; Sunwoldt, Matthias ; Jacob, Martin . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:127:y:2016:i:c:p:182-206.

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2016Restoring Rational Choice: The Challenge of Consumer Financial Regulation. (2016). Campbell, John. In: Scholarly Articles. RePEc:hrv:faseco:27413770.

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2016Once Bitten, Twice Shy: The Role of Inertia and Personal Experiences in Risk Taking. (2016). Hanspal, Tobin ; Andersen, Steffen ; Nielsen, Kasper Meisner . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11504.

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2016CEO gender, corporate risk-taking, and the efficiency of capital allocation. (2016). Mura, Roberto ; Faccio, Mara ; Marchica, Maria-Teresa . In: Journal of Corporate Finance. RePEc:eee:corfin:v:39:y:2016:i:c:p:193-209.

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2016Relationships between bank customers’ risk attitudes and their balance sheets. (2016). Hermansson, Cecilia . In: Working Paper Series. RePEc:hhs:kthrec:2015_012.

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2016What Can Shocks to Life Expectancy Reveal About Bequest Motives?. (2016). Kvaerner, Jens . In: 2016 Meeting Papers. RePEc:red:sed016:1381.

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2016Hanging up the phone - electronic trading in fixed income markets and its implications. (2016). Schrimpf, Andreas ; Lewrick, Ulf ; Bech, Morten ; Illes, Anamaria . In: BIS Quarterly Review. RePEc:bis:bisqtr:1603h.

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2016Bid-Ask Spreads in OTC Markets. (2016). Osler, Carol ; Kathitziotis, Neophytos ; Bjonnes, Geir . In: Working Papers. RePEc:brd:wpaper:102.

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2016Gold, currencies and market efficiency. (2016). Vošvrda, Miloslav ; Krištoufek, Ladislav ; Kristoufek, Ladislav ; Vosvrda, Miloslav . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:449:y:2016:i:c:p:27-34.

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2016Tick test accuracy in foreign exchange ECN markets. (2016). ben Omrane, Walid ; Welch, Robert . In: Research in International Business and Finance. RePEc:eee:riibaf:v:37:y:2016:i:c:p:135-152.

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2016Price formation, market quality and the effects of reduced latency in the very short run. (2016). Bank, Matthias ; Baumann, Ralf H. In: Research in International Business and Finance. RePEc:eee:riibaf:v:37:y:2016:i:c:p:629-645.

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2016Latency reduction and market quality: The case of the Australian Stock Exchange. (2016). Murray, Hamish ; Singh, Harminder ; Pham, Thu Phuong. In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:257-265.

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2016Corporate social responsibility and corporate cash holdings. (2016). Cheung, Adrian (Wai-Kong). In: Journal of Corporate Finance. RePEc:eee:corfin:v:37:y:2016:i:c:p:412-430.

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2016Corporate Debt Maturity and Future Firm Performance Volatility. (2016). Vithessonthi, Chaiporn ; Adachi-Sato, Meg . In: PIER Discussion Papers. RePEc:pui:dpaper:29..

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2016Multinationals and cash holdings. (2016). Fernandes, Nuno ; Gonenc, Halit . In: Journal of Corporate Finance. RePEc:eee:corfin:v:39:y:2016:i:c:p:139-154.

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2016The (Self-)Funding of Intangibles. (2016). Perotti, Enrico ; Döttling, Robin ; Dottling, Robin ; Ladika, Tomislav . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160093.

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2016CEO inside debt and corporate debt maturity structure. (2016). Dang, Viet ; Phan, Hieu V. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:70:y:2016:i:c:p:38-54.

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2016Tail risk spillovers and corporate cash holdings. (2016). Chiu, Wan-Chien ; Pea, Juan Ignacio ; Wang, Chih-Wei . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:36:y:2016:i:c:p:30-48.

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2016Credit Default Swaps, Exacting Creditors and Corporate Liquidity Management. (2016). Subrahmanyam, Marti G ; Tang, Dragon Yongjun ; Wang, Sarah Qian . In: Working Papers. RePEc:hkm:wpaper:202016.

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2016The value of creditor control in corporate bonds. (2016). Hotchkiss, Edith ; Feldhutter, Peter . In: Journal of Financial Economics. RePEc:eee:jfinec:v:121:y:2016:i:1:p:1-27.

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2016Empty creditors and strong shareholders: The real effects of credit risk trading. (2016). Efing, Matthias ; Colonnello, Stefano ; Zucchi, Francesca . In: IWH Discussion Papers. RePEc:zbw:iwhdps:iwh-10-16.

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2016Disentangling the Effect of Private and Public Cash Flows on Firm Value. (2016). Fernandes, Marcelo ; Scherrer, Cristina Mabel . In: Working Papers. RePEc:qmw:qmwecw:wp800.

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2016A Return Prediction-based Investment with Particle Filtering and Anomaly Detection. (2016). Nakano, Masafumi ; Takahashi, Soichiro . In: CARF F-Series. RePEc:cfi:fseres:cf391.

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2016Stock Return Prediction with Fully Flexible Models and Coefficients. (2016). Fu, Rong ; Byrne, Joseph. In: MPRA Paper. RePEc:pra:mprapa:75366.

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2016Multiple-block Dynamic Equicorrelations with Realized Measures, Leverage and Endogeneity. (2016). Kurose, Yuta ; Omori, Yasuhiro . In: CIRJE F-Series. RePEc:tky:fseres:2016cf1022.

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2016Dividend policy and share price volatility: evidence from Colombo stock market. (2016). Jahfer, Athambawa ; Mulafara, Abdul Hameed . In: International Journal of Managerial and Financial Accounting. RePEc:ids:injmfa:v:8:y:2016:i:2:p:97-108.

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2016Stock Market Contagion in Central and Eastern Europe: Unexpected Volatility and Extreme Co-exceedance. (2016). Lyócsa, Štefan ; Horvath, Roman ; Baumohl, Eduard. In: Working Papers. RePEc:ost:wpaper:357.

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2016Correlations and risk contagion between mixed assets and mixed-asset portfolio VaR measurements in a dynamic view: An application based on time varying copula models. (2016). Han, Yingying ; Gong, PU ; Zhou, Xiang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:444:y:2016:i:c:p:940-953.

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2016Are Banking Shocks Contagious? Evidence from the Eurozone. (2016). Flavin, Thomas ; Lagoa-Varela, Dolores . In: Economics, Finance and Accounting Department Working Paper Series. RePEc:may:mayecw:n268-16.pdf.

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2016The MAX effect: An exploration of risk and mispricing explanations. (2016). Zhong, Angel ; Gray, Philip. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:65:y:2016:i:c:p:76-90.

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2016Output spillovers from changes in sovereign credit ratings. (2016). Chen, Sheng-Syan ; Chang, Chong-Chuo ; Yang, Shu-Ling . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:63:y:2016:i:c:p:48-63.

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2016Stock market recovery from the 2008 financial crisis: The differences across Europe. (2016). Ivanov, Ivan ; Bogdanova, Boryana ; Kabaivanov, Stanimir . In: Research in International Business and Finance. RePEc:eee:riibaf:v:37:y:2016:i:c:p:360-374.

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2016The Contagion Effects on Real Economy: Emerging Markets during the Recent Crises. (2016). demiralay, sercan ; Gencer, Hatice Gaye. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2016:i:1:p:104-121.

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2016Networks of volatility spillovers among stock markets. (2016). Výrost, Tomáš ; Lyócsa, Štefan ; Kočenda, Evžen ; Baumohl, Eduard. In: KIER Working Papers. RePEc:kyo:wpaper:941.

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2016Determinants of time varying co-movements among international stock markets during crisis and non-crisis periods. (2016). Muradoglu, Yaz ; Mobarek, Asma ; Jun, AI ; Mollah, Sabur. In: Journal of Financial Stability. RePEc:eee:finsta:v:24:y:2016:i:c:p:1-11.

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2016Stock market risk in the financial crisis. (2016). Grout, Paul ; Zalewska, Anna . In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:326-345.

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2016Will the crisis “tear us apart”? Evidence from the EU. (2016). Ingham, Hilary ; Pappas, Vasileios ; Steele, Gerry ; Izzeldin, Marwan . In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:346-360.

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2016Dynamic global linkages of the BRICS stock markets with the U.S. and Europe under external crisis shocks: Implications for portfolio risk forecasting. (2016). Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; Mensi, Walid ; Kang, Sang Hoon . In: MPRA Paper. RePEc:pra:mprapa:73400.

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2016Capital and credit market integration and real economic contagion during the global financial crisis. (2016). Pyun, Ju Hyun ; Hyun, JU ; An, Jiyoun . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:67:y:2016:i:c:p:172-193.

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2016Volatility Contagion across the Equity Markets of Developed and Emerging Market Economies. (2016). SHIM, ILHYOCK ; Sugihara, Yoshihiko ; Hattori, Masazumi . In: ADBI Working Papers. RePEc:ris:adbiwp:0590.

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2016Credit constraints and the international propagation of US financial shocks. (2016). Metiu, Norbert ; Grill, Michael ; Hilberg, Bjorn . In: Working Paper Series. RePEc:ecb:ecbwps:20161954.

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2016Credit constraints and the international propagation of US financial shocks. (2016). Metiu, Norbert ; Grill, Michael ; Hilberg, Bjorn . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:72:y:2016:i:c:p:67-80.

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2016Bank integration and co-movements across housing markets. (2016). Milcheva, Stanimira ; Zhu, Bing . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:72:y:2016:i:s:p:s148-s171.

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2016Financial development and the shadow economy: A panel VAR analysis. (2016). Saunoris, James ; Berdiev, Aziz N. In: Economic Modelling. RePEc:eee:ecmode:v:57:y:2016:i:c:p:197-207.

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2016Does inclusive financial development matter for firms’ tax evasion? Evidence from developing countries. (2016). Ahamed, Mostak M. In: Economics Letters. RePEc:eee:ecolet:v:149:y:2016:i:c:p:15-19.

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2016Access to Financial Services and Working Poverty in Developing Countries. (2016). Coulibaly, Aïssata ; Yogo, Urbain Thierry . In: Working Papers. RePEc:cdi:wpaper:1833.

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2016Description-text related soft information in peer-to-peer lending – Evidence from two leading European platforms. (2016). Dorfleitner, Gregor ; de Castro, Ivan ; Stoiber, Johannes ; Priberny, Christopher ; Kammler, Julia ; Weber, Martina ; Schuster, Stephanie . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:64:y:2016:i:c:p:169-187.

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2016Shocking language: Understanding the macroeconomic effects of central bank communication. (2016). Hansen, Stephen ; McMahon, Michael . In: Journal of International Economics. RePEc:eee:inecon:v:99:y:2016:i:s1:p:s114-s133.

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2016The effect of bidder conservatism on M&A decisions: Text-based evidence from US 10-K filings. (2016). Ahmed, Yousry ; Elshandidy, Tamer . In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:176-190.

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2016Financial Disclosure and Customer Satisfaction: Do Companies Talking the Talk Actually Walk the Walk?. (2016). Balvers, Ronald ; McDonald, Bill ; Gaski, John F. In: Journal of Business Ethics. RePEc:kap:jbuset:v:139:y:2016:i:1:d:10.1007_s10551-015-2612-6.

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2016Trust, but Verify: MD&A Language and the Role of Trust in Corporate Culture. (2016). Audi, Robert ; McDonald, Bill ; Loughran, Tim . In: Journal of Business Ethics. RePEc:kap:jbuset:v:139:y:2016:i:3:d:10.1007_s10551-015-2659-4.

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2016Using unstructured and qualitative disclosures to explain accruals. (2016). Frankel, Richard ; Lee, Joshua ; Jennings, Jared . In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:62:y:2016:i:2:p:209-227.

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2016Do managers really guide through the fog? On the challenges in assessing the causes of voluntary disclosure. (2016). Dyer, Travis ; Stice-Lawrence, Lorien ; Lang, Mark . In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:62:y:2016:i:2:p:270-276.

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2016Evaluating corporate bonds and analyzing claim holders’ decisions with complex debt structure. (2016). Liu, Liang-Chih ; Wang, Chuan-Ju ; Dai, Tian-Shyr . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:72:y:2016:i:c:p:151-174.

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2016When did the stock market start to react less to downgrades by Moody’s, S&P and Fitch?. (2016). Marandola, G ; Mossucca, R. In: Working Papers. RePEc:bol:bodewp:wp1066.

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2016Revolving doors on Wall Street. (2016). Cornaggia, Jess ; Xia, Han . In: Journal of Financial Economics. RePEc:eee:jfinec:v:120:y:2016:i:2:p:400-419.

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2016Credit rating model development: An ordered analysis based on accounting data. (2016). Tsipouri, Lena ; Balios, Dimitris ; Thomadakis, Stavros . In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:122-136.

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2016Policy risk, corporate political strategies, and the cost of debt. (2016). Bradley, Daniel ; Yuan, Xiaojing ; Pantzalis, Christos . In: Journal of Corporate Finance. RePEc:eee:corfin:v:40:y:2016:i:c:p:254-275.

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2016The disposition effect: who and when?. (2016). Ponti, Giovanni ; Iturbe-Ormaetxe, Inigo ; Cueva, Carlos ; Lucas, Josefa Tomas ; Kortajarene, Iigo Iturbe-Ormaetxe ; Herrero, Carlos Cueva . In: Working Papers. Serie AD. RePEc:ivi:wpasad:2016-01.

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2016What Makes a Good Trader? On the Role of Intuition and Reflection on Trader Performance. (2016). Porter, David ; Corgnet, Brice ; Desantis, Mark . In: Working Papers. RePEc:gat:wpaper:1627.

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2016What Makes a Good Trader? On the Role of Intuition and Reflection on Trader Performance. (2016). Porter, David ; Corgnet, Brice ; Desantis, Mark . In: Working Papers. RePEc:chu:wpaper:16-20.

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2016Culture vs. Bias: Can Social Trust Mitigate the Disposition Effect?. (2016). Zhang, Hong ; LI, JENNIFER ; Massa, Massimo . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11474.

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2016What Makes a Good Trader? On the Role of Intuition and Reflection on Trader Performance. (2016). Porter, David ; Corgnet, Brice ; Desantis, Mark . In: Working Papers. RePEc:hal:wpaper:halshs-01364432.

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2016The Bull of Wall Street: Experimental Analysis of Testosterone and Asset Trading. (2016). Jiao, Peiran ; Nadler, Amos . In: Economics Series Working Papers. RePEc:oxf:wpaper:806.

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2016The short-term persistence of international mutual fund performance. (2016). Uddin, Gazi ; Boubaker, Sabri ; Vidal, Marta ; Vidal-Garcia, Javier . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:926-938.

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2016Investor-Stock Decoupling in Mutual Funds. (2016). Ferreira, Miguel ; Matos, Pedro Pinto ; Massa, Massimo . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11476.

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2016Testing for the presence of skill in Swedish mutual fund performance: Evidence from a bootstrap analysis. (2016). Asal, Maher. In: Journal of Economics and Business. RePEc:eee:jebusi:v:88:y:2016:i:c:p:22-35.

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2016Disagreement, speculation, and aggregate investment. (2016). Baker, Steven D ; Osambela, Emilio ; Hollifield, Burton . In: Journal of Financial Economics. RePEc:eee:jfinec:v:119:y:2016:i:1:p:210-225.

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2016A tale of two option markets: Pricing kernels and volatility risk. (2016). SONG, ZHAOGANG ; Xiu, Dacheng . In: Journal of Econometrics. RePEc:eee:econom:v:190:y:2016:i:1:p:176-196.

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2016The common factor in idiosyncratic volatility: Quantitative asset pricing implications. (2016). Van Nieuwerburgh, Stijn ; Herskovic, Bernard ; Kelly, Bryan ; Lustig, Hanno . In: Journal of Financial Economics. RePEc:eee:jfinec:v:119:y:2016:i:2:p:249-283.

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2016Capital asset pricing model: A time-varying volatility approach. (2016). Ho, Kun ; Kim, Taejin . In: Journal of Empirical Finance. RePEc:eee:empfin:v:37:y:2016:i:c:p:268-281.

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2016Volatility Risk Pass-Through. (2016). Liu, Yang ; Colacito, Ric ; Shaliastovich, Ivan ; Croce, Mariano . In: 2016 Meeting Papers. RePEc:red:sed016:135.

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2016Price of Long-Run Temperature Shifts in Capital Markets. (2016). Ochoa, Juan ; Bansal, Ravi ; Kiku, Dana . In: NBER Working Papers. RePEc:nbr:nberwo:22529.

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2016Sensitivity analysis methods in uncertainty environment. (2016). Manole, Alexandru ; Marinescu, Andreea ; Anghel, Madalina Gabriela ; Anghelache, Constantin . In: Romanian Statistical Review Supplement. RePEc:rsr:supplm:v:64:y:2016:i:8:p:59-69.

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2016International Equity Markets Interdependence: Bigger Shocks or Contagion in the 21st Century?. (2016). Trecroci, Carmine ; Bua, Giovanna. In: MPRA Paper. RePEc:pra:mprapa:74771.

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2016The Time-Varying Risk of Macroeconomic Disasters. (2016). Penasse, Julien ; Marfè, Roberto ; Marfe, Roberto . In: Carlo Alberto Notebooks. RePEc:cca:wpaper:463.

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2016Economic Uncertainty and Interest Rates. (2016). Hartzmark, Samuel M. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:6:y:2016:i:2:p:179-220..

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Recent citations (cites in year: CiY)

Recent citations received in 2016
YearCiting document
2016Leverage and Beliefs: Personal Experience and Risk-Taking in Margin Lending. (2016). Koudijs, Peter ; Voth, Hans-Joachim . In: American Economic Review. RePEc:aea:aecrev:v:106:y:2016:i:11:p:3367-3400.

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2016Early exercise decision in American options with dividends, stochastic volatility and jumps. (2016). Scaillet, Olivier ; Galluccio, Stefano ; Cosma, Antonio ; Pederzoli, Paola . In: Papers. RePEc:arx:papers:1612.03031.

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2016Broker Routing Decisions in Limit Order Markets. (2016). Cimon, David A. In: Staff Working Papers. RePEc:bca:bocawp:16-50.

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2016Les obligations indexées sur le PIB : quels bénéfices pour les émetteurs, les investisseurs et la stabilité financière internationale ?. (2016). Gossé, Jean-Baptiste ; Gauvin, Ludovic ; Gosse, L ; Cabrillac, B. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2016:208:01.

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2016Les green bonds : solution au financement de la transition ou effet de mode ?. (2016). Buttin, E. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2016:208:02.

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2016Tendances récentes du crédit à la consommation. (2016). Jadeau, Christophe ; Coffinet, Jerome ; Perillaud, S. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2016:208:03.

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2016Au premier semestre 2016, les principaux groupes français renforcent leur profitabilité. (2016). Boileau, A ; Carlino, L. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2016:208:04.

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2016Enjeux économiques des défaillances d’entreprises en France. (2016). Bureau, B ; Libert, T. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2016:208:05.

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2016Dis-integrating credit markets: diversification, securitization, and lending in a recovery. (2016). Chavaz, Matthieu. In: Bank of England working papers. RePEc:boe:boeewp:0617.

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2016Banks as corporate monitors: Evidence from CEO turnovers in China. (2016). HE, QING ; Huang, Jiyuan ; Lu, Liping ; Li, Dongxu . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2016_019.

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2016Sovereign Risk and Bank Risk-Taking. (2016). Ari, Anil. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1665.

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2016How banks price loans in leveraged buy-outs: an empirical analysis of spreads determinants. (2016). Pinto, João ; Pacheco, Luís ; Alves, Paulo ; Cunha, Ricardo M. In: Working Papers de Economia (Economics Working Papers). RePEc:cap:wpaper:042016.

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2016The Time-Varying Risk of Macroeconomic Disasters. (2016). Penasse, Julien ; Marfè, Roberto ; Marfe, Roberto . In: Carlo Alberto Notebooks. RePEc:cca:wpaper:463.

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2016State-controlled companies and political risk: Evidence from the 2014 Brazilian election. (2016). guimaraes, bernardo ; Carvalho, Augusto . In: Discussion Papers. RePEc:cfm:wpaper:1702.

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2016When Do Laws and Institutions Affect Recovery Rates on Collateral?. (2016). Sturgess, Jason ; Degryse, Hans ; Liberti, Jose Maria ; Ioannidou, Vasso . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11406.

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2016Culture vs. Bias: Can Social Trust Mitigate the Disposition Effect?. (2016). Zhang, Hong ; LI, JENNIFER ; Massa, Massimo . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11474.

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2016Wolf Pack Activism. (2016). Dasgupta, Amil ; Brav, Alon ; Mathews, Richmond . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11507.

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2016The Booms and Busts of Beta Arbitrage. (2016). Lou, Dong ; Huang, Shiyang ; Polk, Christopher . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11531.

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2016Political Borders and Bank Lending in Post-Crisis America. (2016). Rose, Andrew ; Chavaz, Matthieu. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11595.

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2016A positive analysis of bank behaviour under capital requirements. (2016). Malherbe, Frederic ; Bahaj, Saleem. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11607.

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2016The Failure of a Clearinghouse: Empirical Evidence. (2016). Bignon, Vincent ; Vuillemey, Guillaume . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11630.

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2016Relative Performance, Banker Compensation, and Systemic Risk. (2016). Cabral, Luis ; Albuquerque, Rui ; Guedes, Jose . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11693.

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2016The limits of model-based regulation. (2016). Haselmann, Rainer ; Vig, Vikrant ; Behn, Markus . In: Working Paper Series. RePEc:ecb:ecbwps:20161928.

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2016Assessing the costs and benefits of capital-based macroprudential policy. (2016). Behn, Markus ; Peltonen, Tuomas ; Gross, Marco . In: Working Paper Series. RePEc:ecb:ecbwps:20161935.

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2016Bank exposures and sovereign stress transmission. (2016). Simonelli, Saverio ; Pagano, Marco ; Altavilla, Carlo ; Carlo Altavilla , . In: Working Paper Series. RePEc:ecb:ecbwps:20161969.

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2016The second wave of hedge fund activism: The importance of reputation, clout, and expertise. (2016). , ; Thomas, Randall S ; Partnoy, Frank . In: Journal of Corporate Finance. RePEc:eee:corfin:v:40:y:2016:i:c:p:296-314.

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2016A time varying DSGE model with financial frictions. (2016). Galvão, Ana ; Petrova, Katerina ; Kapetanios, George ; Giraitis, Liudas ; Galvo, Ana Beatriz . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pb:p:690-716.

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2016Price discovery and the cross-section of high-frequency trading. (2016). Benos, Evangelos ; Sagade, Satchit . In: Journal of Financial Markets. RePEc:eee:finmar:v:30:y:2016:i:c:p:54-77.

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2016The effects of import competition on worker health. (2016). McManus, Thomas ; Schaur, Georg. In: Journal of International Economics. RePEc:eee:inecon:v:102:y:2016:i:c:p:160-172.

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2016Technical trading: Is it still beating the foreign exchange market?. (2016). HSU, Po-Hsuan ; Wang, Zigan ; Taylor, Mark P. In: Journal of International Economics. RePEc:eee:inecon:v:102:y:2016:i:c:p:188-208.

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2016Policy uncertainty, irreversibility, and cross-border flows of capital. (2016). Yook, Youngsuk ; Julio, Brandon . In: Journal of International Economics. RePEc:eee:inecon:v:103:y:2016:i:c:p:13-26.

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2016Dealing with non-normality when estimating abnormal returns and systematic risk of private equity: A closed-form solution. (2016). Buchner, Axel . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:45:y:2016:i:c:p:60-78.

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2016Discussion of “Is the risk of product market predation a cost of disclosure?”. (2016). Shroff, Nemit . In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:62:y:2016:i:2:p:326-332.

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2016Commodities momentum: A behavioral perspective. (2016). Bianchi, Robert ; Fan, John Hua ; Drew, Michael E. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:72:y:2016:i:c:p:133-150.

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2016Do local and international venture capitalists play well together? The complementarity of local and international venture capitalists. (2016). Chemmanur, Thomas ; Krishnan, Karthik ; Hull, Tyler J. In: Journal of Business Venturing. RePEc:eee:jbvent:v:31:y:2016:i:5:p:573-594.

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2016Environmental conditions, fund characteristics, and Islamic orientation: An analysis of mutual fund performance for the MENA region. (2016). Tortosa-Ausina, Emili ; Matallin-Saez, Juan Carlos ; de Mingo-Lopez, Diego Victor ; El-Masry, Ahmed A. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:132:y:2016:i:s:p:174-197.

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2016Short interest and aggregate stock returns. (2016). Zhou, Guofu ; Ringgenberg, Matthew ; Rapach, David E. In: Journal of Financial Economics. RePEc:eee:jfinec:v:121:y:2016:i:1:p:46-65.

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2016Market maturity and mispricing. (2016). Jacobs, Heiko . In: Journal of Financial Economics. RePEc:eee:jfinec:v:122:y:2016:i:2:p:270-287.

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2016The impact of unconventional monetary policy on firm financing constraints: Evidence from the maturity extension program. (2016). Yu, Edison ; Foley-Fisher, Nathan ; Ramcharan, Rodney . In: Journal of Financial Economics. RePEc:eee:jfinec:v:122:y:2016:i:2:p:409-429.

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2016Cyclicality, performance measurement, and cash flow liquidity in private equity. (2016). Robinson, David T ; Sensoy, Berk A. In: Journal of Financial Economics. RePEc:eee:jfinec:v:122:y:2016:i:3:p:521-543.

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2016Have financial markets become more informative?. (2016). Savov, Alexi ; PHILIPPON, Thomas ; Bai, Jennie . In: Journal of Financial Economics. RePEc:eee:jfinec:v:122:y:2016:i:3:p:625-654.

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2016Increasing trends in the excess comovement of commodity prices. (2016). Ohashi, Kazuhiko ; Okimoto, Tatsuyoshi . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:1:y:2016:i:1:p:48-64.

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2016The impact of speculation on commodity futures markets – A review of the findings of 100 empirical studies. (2016). Zimmermann, Heinz ; Haase, Marco . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:3:y:2016:i:1:p:1-15.

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2016Incomplete Information in Macroeconomics. (2016). , ; Lian, C. In: Handbook of Macroeconomics. RePEc:eee:macchp:v2-1065.

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2016How do managerial incentives affect the maturity structure of corporate public debt?. (2016). Tanaka, Takanori . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:40:y:2016:i:pa:p:130-146.

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2016Do academic investment insights benefit society?. (2016). Lai, Wan-Ni . In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:172-176.

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2016State-controlled companies and political risk: evidence from the 2014 Brazilian election. (2016). guimaraes, bernardo ; Carvalho, Augusto ; Guimares, Bernardo . In: Textos para discussão. RePEc:fgv:eesptd:435.

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2016Opacity and Disclosure in Short-Term Wholesale Funding Markets. (2016). Kowalik, Michal. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:rpa16-2.

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2016Asset Ownership, Windfalls, and Income: Evidence from Oil and Gas Royalties. (2016). Weber, Jeremy ; Fitzgerald, Timothy ; Brown, Jason. In: Research Working Paper. RePEc:fip:fedkrw:rwp16-12.

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2016Intraday market making with overnight inventory costs. (2016). Vogt, Erik ; Adrian, Tobias ; Capponi, Agostino ; Zhang, Hongzhong . In: Staff Reports. RePEc:fip:fednsr:799.

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More than 50 citations. List broken...

Recent citations received in 2015
YearCiting document
2015Martingale Transforms with Mixed Stable Limits and the QMLE for Conditionally Heteroskedastic Models. (2015). Arvanitis, Stelios ; Louka, Alexandros . In: Working Papers. RePEc:aeb:wpaper:201508:y:2015.

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2015The Martin Integral Representation of Markovian Pricing Kernels. (2015). Park, Hyungbin . In: Papers. RePEc:arx:papers:1504.00276.

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2015Emergency Liquidity Facilities, Signalling and Funding Costs. (2015). Perez Saiz, Hector ; Lehar, Alfred ; Gauthier, Celine ; Souissi, Moez . In: Staff Working Papers. RePEc:bca:bocawp:15-44.

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2015Familiarity and Competition: The Case of Mutual Funds. (2015). Gil-Bazo, Javier ; Dumitrescu, Ariadna. In: Working Papers. RePEc:bge:wpaper:815.

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2015Securities Trading by Banks and Credit Supply: Micro-Evidence. (2015). Rodríguez Tous, Francesc ; Peydro, Jose-Luis ; Abbassi, Puriya ; Iyer, Rajkamal . In: Working Papers. RePEc:bge:wpaper:848.

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2015Price Drift before U.S. Macroeconomic News: Private Information about Public Announcements?. (2015). Strasser, Georg ; Kurov, Alexander ; Wolfe, Marketa ; Sancetta, Alessio . In: Boston College Working Papers in Economics. RePEc:boc:bocoec:881.

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2015Financial Stability Paper 32: Estimating the extent of the ‘too big to fail’ problem – a review of existing approaches. (2015). Siegert, Caspar ; Willison, Matthew . In: Bank of England Financial Stability Papers. RePEc:boe:finsta:0032.

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2015Bonus caps, deferrals and bankers risk-taking. (2015). Jokivuolle, Esa ; Yuan, Xuchuan ; Keppo, Jussi . In: Research Discussion Papers. RePEc:bof:bofrdp:2015_005.

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2015‚Stairway to Heaven‘ oder ‚Highway to Hell‘? – Eine Einschätzung der Europäischen Bankenunion / ‚Stairway to Heaven‘ or ‚Highway to Hell‘? – An Evaluation of the European Banking. (2015). Uwe, Vollmer . In: ORDO. Jahrbuch für die Ordnung von Wirtschaft und Gesellschaft. RePEc:bpj:ordojb:v:66:y:2015:i:1:p:147-174:n:9.

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2015Nonparametric Euler Equation Identification andEstimation. (2015). LINTON, OLIVER ; Lewbel, Arthur ; hoderlein, stefan ; Escanciano, Juan Carlos ; Srisuma, Sorawoot . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1560.

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2015Complex organizations, tax policy and financial stability. (2015). Nicodano, Giovanna ; Regis, Luca . In: Carlo Alberto Notebooks. RePEc:cca:wpaper:359.

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2015Labor Rigidity and the Dynamics of the Value Premium. (2015). Marfè, Roberto. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:429.

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2015The Standard Portfolio Choice Problem in Germany. (2015). Weizsäcker, Georg ; Huck, Steffen ; Schmidt, Tobias ; Weizsacker, Georg . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5441.

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2015Product Market Competition, Capital Constraints and Firm Growth. (2015). Kelly, Patrick ; Hunter, Delroy M. ; Bergbrant, Mikael C.. In: Working Papers. RePEc:cfr:cefirw:w0215.

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2015Dissent in FOMC Meeting and the Announcement Drift. (2015). Madeira, Joao. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:749.

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2015The Effects of Make and Take Fees in Experimental Markets. (2015). Porter, David ; Bourke, Vince . In: Working Papers. RePEc:chu:wpaper:15-19.

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2015Securities Trading by Banks and Credit Supply: Micro-Evidence. (2015). Rodríguez Tous, Francesc ; Peydro, Jose-Luis ; Abbassi, Puriya ; Iyer, Rajkamal . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10480.

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2015Executive Compensation: A Modern Primer. (2015). Gabaix, Xavier ; Edmans, Alex. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10566.

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2015The Cost of Capital of the Financial Sector. (2015). Adrian, Tobias ; Muir, Tyler ; Friedman, Evan . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11031.

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2015The Case for Contingent Convertible Debt for Sovereignst. (2015). Consiglio, Andrea ; Zenios, Stavros A. In: Working Papers. RePEc:ecl:upafin:15-13.

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2015Buyers as stakeholders: How relationships affect suppliers financial constraints. (2015). Itzkowitz, Jennifer . In: Journal of Corporate Finance. RePEc:eee:corfin:v:31:y:2015:i:c:p:54-66.

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2015Write-Down Bonds and Capital and Debt Structures. (2015). Attaoui, Sami ; Poncet, Patrice . In: Journal of Corporate Finance. RePEc:eee:corfin:v:35:y:2015:i:c:p:97-119.

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2015Aggregate volatility expectations and threshold CAPM. (2015). ARISOY, Yakup. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:231-253.

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2015Value creation in family firms: A model of fit. (2015). Voordeckers, Wim ; Kammerlander, Nadine ; Sieger, Philipp ; Zellweger, Thomas . In: Journal of Family Business Strategy. RePEc:eee:fambus:v:6:y:2015:i:2:p:63-72.

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2015Comparing U.S. and European market volatility responses to interest rate policy announcements. (2015). Mauck, Nathan ; Krieger, Kevin ; Vazquez, Joseph . In: International Review of Financial Analysis. RePEc:eee:finana:v:39:y:2015:i:c:p:127-136.

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2015Corporate acquisitions and financial constraints. (2015). Mura, Roberto ; Marchica, Maria-Teresa ; Khatami, Seyed Hossein . In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:107-121.

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2015Valuation and analysis of contingent convertible securities with jump risk. (2015). Yang, Zhaojun ; Zhao, Zhiming . In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:124-135.

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2015The accrual anomaly in Europe: The role of accounting distortions. (2015). Tsiritakis, Emmanuel ; Papanastasopoulos, Georgios A. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:176-185.

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2015Corporate cash holdings: Causes and consequences. (2015). Amess, Kevin ; Banerji, Sanjay ; Lampousis, Athanasios . In: International Review of Financial Analysis. RePEc:eee:finana:v:42:y:2015:i:c:p:421-433.

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2015Bank loans for private and public firms in a liquidity crunch. (2015). Allen, Jason ; Paligorova, Teodora . In: Journal of Financial Stability. RePEc:eee:finsta:v:18:y:2015:i:c:p:106-116.

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2015Market discipline by bank creditors during the 2008–2010 crisis. (2015). Bennett, Rosalind ; Kwast, Myron L ; Hwa, Vivian . In: Journal of Financial Stability. RePEc:eee:finsta:v:20:y:2015:i:c:p:51-69.

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2015Incentive pay and bank risk-taking: Evidence from Austrian, German, and Swiss banks. (2015). Steinbrecher, Johannes ; Kampkötter, Patrick ; Hau, Harald ; Efing, Matthias ; Kampkotter, Patrick . In: Journal of International Economics. RePEc:eee:inecon:v:96:y:2015:i:s1:p:s123-s140.

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2015In short supply: Short-sellers and stock returns. (2015). Lee, Charles ; Beneish, M D ; Nichols, D C. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:60:y:2015:i:2:p:33-57.

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2015Connecting supply, short-sellers and stock returns: Research challenges. (2015). Reed, Adam V. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:60:y:2015:i:2:p:97-103.

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2015Explaining bank stock performance with crisis sentiment. (2015). Irresberger, Felix ; Muhlnickel, Janina . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:311-329.

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2015Riding the swaption curve. (2015). Duyvesteyn, Johan ; de Zwart, Gerben . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:57-75.

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2015The impact of conventional and unconventional monetary policy on investor sentiment. (2015). Lutz, Chandler . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:c:p:89-105.

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2015Stocks, bonds, T-bills and inflation hedging: From great moderation to great recession. (2015). Spierdijk, Laura ; Umar, Zaghum . In: Journal of Economics and Business. RePEc:eee:jebusi:v:79:y:2015:i:c:p:1-37.

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2015Monetary policy and long-term real rates. (2015). Stein, Jeremy ; Hanson, Samuel G.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:115:y:2015:i:3:p:429-448.

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2015Extraordinary acquirers. (2015). Golubov, Andrey ; Zhang, Huizhong ; Yawson, Alfred . In: Journal of Financial Economics. RePEc:eee:jfinec:v:116:y:2015:i:2:p:314-330.

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2015Generalized risk premia. (2015). Schneider, Paul . In: Journal of Financial Economics. RePEc:eee:jfinec:v:116:y:2015:i:3:p:487-504.

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2015Does realized skewness predict the cross-section of equity returns?. (2015). Christoffersen, Peter ; Vasquez, Aurelio ; Jacobs, Kris ; Amaya, Diego . In: Journal of Financial Economics. RePEc:eee:jfinec:v:118:y:2015:i:1:p:135-167.

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2015Shareholder diversification and bank risk-taking. (2015). Mura, Roberto ; Marchica, Maria-Teresa ; Garcia-Kuhnert, Yamileh . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:24:y:2015:i:4:p:602-635.

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2015Monetary policy, bond returns and debt dynamics. (2015). Berndt, Antje ; Yeltekin, Evin . In: Journal of Monetary Economics. RePEc:eee:moneco:v:73:y:2015:i:c:p:119-136.

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2015Corporate governance, product market competition and dynamic capital structure. (2015). Chang, Ya-Kai ; Huang, Tai-Hsin ; Chou, Robin K. ; Chen, Yu-Lun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:38:y:2015:i:c:p:44-55.

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2015Fund flows inducing mispricing of risk in competitive financial markets. (2015). Stahmer, Axel . In: ESMT Research Working Papers. RePEc:esm:wpaper:esmt-15-04.

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2015Lottery-related anomalies: the role of reference-dependent preferences. (2015). Wang, Jian ; Yu, Jianfeng . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:259.

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2015Reference guide to U.S. repo and securities lending markets. (2015). Copeland, Adam ; Baklanova, Viktoria ; McCaughrin, Rebecca . In: Staff Reports. RePEc:fip:fednsr:740.

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2015The cost of capital of the financial sector. (2015). Adrian, Tobias ; Friedman, Evan ; Muir, Tyler . In: Staff Reports. RePEc:fip:fednsr:755.

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2015The impact of unconventional monetary policy on firm financing constraints: evidence from the maturity extension program. (2015). Yu, Edison ; Ramcharan, Rodney ; Foley-Fisher, Nathan. In: Working Papers. RePEc:fip:fedpwp:15-30.

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2014Factor Structure in Commodity Futures Return and Volatility. (2014). Christoffersen, Peter ; Lunde, Asger ; 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 ; Aksoy, Yunus. 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). Valente, Giorgio ; Lo, Ingrid ; Jiang, George J.. 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). Bonomo, Marco ; Martins, Bruno ; Brito, Ricardo . In: Working Papers Series. RePEc:bcb:wpaper:378.

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

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2014The Term Structure of the Welfare Cost of Uncertainty. (2014). Lopez, Pierlauro. 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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2014Understanding financial inclusion in China. (2014). Weill, Laurent ; Fungáčová, Zuzana ; Fungaova, Zuzana . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2014_010.

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

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2014Bond Return Predictability: Economic Value and Links to the Macroeconomy. (2014). Pettenuzzo, Davide ; Timmermann, Allan ; 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). Mencia, Javier ; Galvez, Julio. In: Working Papers. RePEc:cmf:wpaper:wp2014_1407.

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

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2014Bond Return Predictability: Economic Value and Links to the Macroeconomy. (2014). Pettenuzzo, Davide ; Timmermann, Allan G ; 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). Stambaugh, Robert ; Pastor, Lubos ; Taylor, Lucian . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10261.

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2014Are Retail Traders Compensated for Providing Liquidity?. (2014). Sraer, David ; Kaniel, Ron ; Barrot, Jean-Noel . 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). Kozhan, Roman ; Foucault, Thierry ; Tham, Wing Wah . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9925.

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

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2014Asymmetric contracts, cash flows and risk taking of mutual funds. (2014). Wang, Jian ; Yang, Jun ; Sheng, Jiliang . In: Economic Modelling. RePEc:eee:ecmode:v:38:y:2014:i:c:p:435-442.

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2014An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis. (2014). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta ; Ramos-Herrera, Maria del Carmen, . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:30:y:2014:i:c:p:133-153.

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2014Insights on the global macro-finance interface: Structural sources of risk factor fluctuations and the cross-section of expected stock returns. (2014). MORANA, CLAUDIO. In: Journal of Empirical Finance. RePEc:eee:empfin:v:29:y:2014:i:c:p:64-79.

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2014Sovereign rating actions and the implied volatility of stock index options. (2014). Tran, Vu ; ap Gwilym, Owain ; 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). Hornstein, Abigail ; 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, ROBERTO ; Pascual-Fuster, Bartolomé. In: Journal of Financial Markets. RePEc:eee:finmar:v:20:y:2014:i:c:p:129-150.

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2014Macroeconomic uncertainty and the cross-section of option returns. (2014). Aramonte, Sirio . In: Journal of Financial Markets. RePEc:eee:finmar:v:21:y:2014:i:c:p:25-49.

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2014Credit rating dynamics and competition. (2014). Hirth, Stefan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:49:y:2014:i:c:p:100-112.

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2014Debiasing the disposition effect by reducing the saliency of information about a stocks purchase price. (2014). Rangel, Antonio ; Frydman, Cary . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:107:y:2014:i:pb:p:541-552.

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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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2014Dynamic debt runs and financial fragility: Evidence from the 2007 ABCP crisis. (2014). Schroth, Enrique ; Suarez, Gustavo A ; Taylor, Lucian A. In: Journal of Financial Economics. RePEc:eee:jfinec:v:112:y:2014:i:2:p:164-189.

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2014Asset pricing: A tale of two days. (2014). Savor, Pavel ; Wilson, Mungo . In: Journal of Financial Economics. RePEc:eee:jfinec:v:113:y:2014:i:2:p:171-201.

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2014Tailspotting: Identifying and profiting from CEO vacation trips. (2014). Yermack, David . In: Journal of Financial Economics. RePEc:eee:jfinec:v:113:y:2014:i:2:p:252-269.

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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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2014Liquidity discount in the opaque market: The evidence from Taiwans Emerging Stock Market. (2014). Yeh, Chung-Ying ; Chen, Ren-Raw . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:29:y:2014:i:c:p:297-309.

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2014Causality and contagion in EMU sovereign debt markets. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta . 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. 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). Tsionas, Efthymios ; Merika, Anna ; Merikas, Andreas ; Drobetz, Wolfgang . 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). Erce, Aitor ; 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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2014To sell or to borrow: a theory of bank liquidity management. (2014). Kowalik, Michal. In: Research Working Paper. RePEc:fip:fedkrw:rwp14-18.

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2014Literature review on the stability of funding models. (2014). Yorulmazer, Tanju. In: Economic Policy Review. RePEc:fip:fednep:00005.

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

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2013Does Realized Skewness Predict the Cross-Section of Equity Returns?. (2013). Christoffersen, Peter ; 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, Jan ; Anufriev, Mikhail. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:13-01.

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

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2013Limited attention and news arrival in limit order markets.. (2013). Dugast, Jérôme. 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). Ippolito, Filippo ; Ozdagli, Ali K. ; Perez, Ander . In: Working Papers. RePEc:bge:wpaper:721.

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2013Information flows in foreign exchange markets: dissecting customer currency trades. (2013). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Mankhoff, Lukas . In: BIS Working Papers. RePEc:bis:biswps:405.

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2013Do Hedge Funds Manipulate Stock Prices?. (2013). Landier, Augustin ; Ben-David, Itzhak ; Moussawi, Rabih ; 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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2013What types of bondholders impede corporate innovative activities?. (2013). HASAN, IFTEKHAR ; Ye, Pengfei ; Brien, Jonathan O ; OBrien, Jonathan . In: Research Discussion Papers. RePEc:bof:bofrdp:2013_023.

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

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

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2013The importance of shadow banking sector entities for population affected by credit exclusion. (2013). Solarz, Magorzata . In: Copernican Journal of Finance & Accounting. RePEc:cpn:umkcjf:v:2:y:2013:i:2:p:189-201.

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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). Giannetti, Mariassunta ; Braggion, Fabio. 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). Ippolito, Filippo ; Ozdagli, Ali ; 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 ; Li, Tao ; Back, Kerry. 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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2013Discount Rates, Market Frictions and the Mystery of the Size Premium. (2013). de Oliveira Souza, Thiago ; Thiago de Oliveira Souza, ; Thiago de Oliveira Souza, . In: Working Papers ECARES. RePEc:eca:wpaper:2013/152141.

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2013Liquidity: How Banks Create It and How It Should Be Regulated. (2013). , Christa . In: Working Papers. RePEc:ecl:upafin:13-32.

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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 ; Kang, Kyeong-Hoon . In: Economic Modelling. RePEc:eee:ecmode:v:35:y:2013:i:c:p:856-864.

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2013Forecasting with Option-Implied Information. (2013). Christoffersen, Peter ; Young, BO ; Jacobs, Kris . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-581.

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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. In: Energy Economics. RePEc:eee:eneeco:v:38:y:2013:i:c:p:1-11.

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2013New return anomalies and new-Keynesian ICAPM. (2013). Cho, Sungjun . In: International Review of Financial Analysis. RePEc:eee:finana:v:29:y:2013:i:c:p:87-106.

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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). van der Wel, Michel ; Sojli, Elvira ; Karstanje, Dennis ; Tham, Wing Wah . 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). McCurdy, Tom ; Maheu, John ; 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). Rime, Dagfinn ; King, Michael ; Osler, Carol L.. 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). Segura, Anatoli ; Bruche, Max. 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). Sahuguet, Nicolas ; Chaigneau, Pierre. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:55405.

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2013Liquidity measures. (2013). Theissen, Erik ; Johann, Thomas . In: Chapters. RePEc:elg:eechap:14545_10.

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

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2013The role of banks in the transmission of monetary policy. (2013). Rosengren, Eric ; Peek, Joe. 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). Ippolito, Filippo ; Ozdagli, Ali K. ; 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). Adrian, Tobias ; Covitz, Daniel ; Liang, Nellie . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2013-21.

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2013Going public abroad. (2013). Hanley, Kathleen ; 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). Siemer, Michael ; 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). Kotter, Jason ; Correa, Ricardo ; Arteta, Carlos ; Carey, Mark . In: International Finance Discussion Papers. RePEc:fip:fedgif:1076.

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