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Journal of Financial and Quantitative Analysis / Cambridge University Press


1.34

Impact Factor

1.87

5-Years IF

83

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.110.10.13535340.97945728181182 (%)0.04
19910.170.10.113873540.746817112180203 (%)0.04
19920.10.10.138111470.421069737182191 (%)10.030.04
19930.080.110.1334145710.491136766183244 (%)0.06
19940.030.120.1333178700.39820722181232 (%)30.090.05
19950.310.20.44332113401.618986721178792 (%)10.030.07
19960.550.240.64292404441.8514826636176113 (%)40.140.09
19970.530.280.73262664961.8686962331671221 (%)40.150.1
19980.890.290.83242905551.9186555491551291 (%)40.170.11
19990.80.330.94233135951.998150401451371 (%)50.220.14
20000.740.411.09293427262.12114347351351471 (%)40.140.15
20011.230.411.33253678352.2895152641311741 (%)60.240.15
20020.980.431.43283959522.4187254531271821 (%)120.430.18
20031.040.451.793743211212.59157653551292312 (%)240.650.19
20041.550.51.913847013342.84982651011422711 (%)170.450.2
20051.60.531.723650614002.771088751201572701 (%)160.440.21
20061.280.521.843754315182.86277495164302 (%)120.320.21
20071.150.461.754158414642.5181173841763081 (%)150.370.18
20081.090.491.723762116602.678017885189326 (%)150.410.2
20091.410.491.585467517602.611046781101892991 (%)210.390.19
20101.220.471.595773218052.47860911112053251 (%)200.350.17
20111.570.541.87280421342.65712111174226406 (%)220.310.21
20121.310.571.816286622772.63417129169261473 (%)150.240.21
20131.550.642.216392927362.954361342082826221 (%)300.480.23
20141.460.72.165097930263.09201125182308666 (%)230.460.23
20151.760.792.0754103330342.94106113199304628 (%)200.370.25
20161.341.111.8768110129152.6534104139301564 (%)170.250.34
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
11977Abstract: An Equilibrium Characterization of the Term Structure. (1977). Vasicek, Oldrich Alfonso . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:12:y:1977:i:04:p:627-627_02.

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780
21987The Relation between Price Changes and Trading Volume: A Survey. (1987). Karpoff, Jonathan. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:22:y:1987:i:01:p:109-126_01.

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495
31985The Determinants of Firms Hedging Policies. (1985). Stulz, René ; Smith, Clifford W.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:20:y:1985:i:04:p:391-405_01.

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358
41996Firm Performance and Mechanisms to Control Agency Problems between Managers and Shareholders. (1996). Agrawal, Anup ; Knoeber, Charles R.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:31:y:1996:i:03:p:377-397_00.

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358
51989International Transmission of Stock Market Movements. (1989). Eun, Cheol S. ; Shim, Sang Dal . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:24:y:1989:i:02:p:241-256_01.

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350
61999Autoregressive Conditional Skewness. (1999). Harvey, Campbell ; Siddique, Akhtar . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:34:y:1999:i:04:p:465-487_00.

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234
72003International Corporate Governance. (2003). Denis, Diane K. ; McConnell, John J.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:01:p:1-36_00.

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223
82001The Debt-Equity Choice. (2001). Titman, Sheridan ; Hovakimian, Armen ; Opler, Tim . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:36:y:2001:i:01:p:1-24_00.

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220
91999Volatility in Emerging Stock Markets. (1999). Inclan, Carla ; Leal, Ricardo ; Aggarwal, Reena . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:34:y:1999:i:01:p:33-55_00.

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205
101993Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures. (1993). Sultan, Jahangir ; KRONER, Kenneth F.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:28:y:1993:i:04:p:535-551_00.

Full description at Econpapers || Download paper

196
112001Economic News and Bond Prices: Evidence from the U.S. Treasury Market. (2001). Balduzzi, Pierluigi ; Green, Clifton T. ; Elton, Edwin J.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:36:y:2001:i:04:p:523-543_00.

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195
121998The Determinants of Corporate Liquidity: Theory and Evidence. (1998). Sherman, Ann ; Mauer, David C. ; Kim, Chang-Soo . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:33:y:1998:i:03:p:335-359_00.

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188
131984Optimal Hedging Policies. (1984). Stulz, René. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:19:y:1984:i:02:p:127-140_01.

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184
142003Equity Ownership and Firm Value in Emerging Markets. (2003). Lins, Karl V.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:01:p:159-184_00.

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184
152003International Corporate Governance and Corporate Cash Holdings. (2003). Servaes, Henri ; Dittmar, Amy ; Mahrt-Smith, Jan. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:01:p:111-133_00.

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176
161987Option Pricing when the Variance Changes Randomly: Theory, Estimation, and an Application. (1987). Scott, Louis O.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:22:y:1987:i:04:p:419-438_01.

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169
171990Stock Returns and Volatility. (1990). Degennaro, Ramon ; Baillie, Richard T.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:25:y:1990:i:02:p:203-214_00.

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166
181991The Pricing of Exchange Rate Risk in the Stock Market. (1991). Jorion, Philippe. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:26:y:1991:i:03:p:363-376_00.

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163
192005Volatility Spillover Effects in European Equity Markets. (2005). Baele, Lieven. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:40:y:2005:i:02:p:373-401_00.

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156
201986Bayes-Stein Estimation for Portfolio Analysis. (1986). Jorion, Philippe. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:21:y:1986:i:03:p:279-292_01.

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151
212005Determinants of Board Size and Composition: A Theory of Corporate Boards. (2005). Raheja, Charu G.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:40:y:2005:i:02:p:283-306_00.

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151
222003Corporate Governance and the Home Bias. (2003). Stulz, René ; Pinkowitz, Lee ; Williamson, Rohan ; Dahlquist, Magnus . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:01:p:87-110_00.

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149
231988The Dependence between Hourly Prices and Trading Volume. (1988). Joh, Gun-Ho ; Jain, Prem C.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:23:y:1988:i:03:p:269-283_01.

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145
241996Evidence on Corporate Hedging Policy. (1996). Mian, Shehzad L.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:31:y:1996:i:03:p:419-439_00.

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144
251981The Determinants of Bank Interest Margins: Theory and Empirical Evidence. (1981). Saunders, Anthony ; Ho, Thomas S. Y., . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:16:y:1981:i:04:p:581-600_00.

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143
261990The Dynamics of Stock Index and Stock Index Futures Returns. (1990). Stoll, Hans ; Whaley, Robert E.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:25:y:1990:i:04:p:441-468_00.

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140
272007Characterizing World Market Integration through Time. (2007). Carrieri, Francesca ; Errunza, Vihang ; Hogan, Ked . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:42:y:2007:i:04:p:915-940_00.

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140
281977The Valuation of Corporate Liabilities as Compound Options. (1977). Geske, Robert. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:12:y:1977:i:04:p:541-552_02.

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139
292005Stock Market Uncertainty and the Stock-Bond Return Relation. (2005). Connolly, Robert ; Stivers, Chris ; Sun, Licheng . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:40:y:2005:i:01:p:161-194_00.

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130
301996Another Look at Models of the Short-Term Interest Rate. (1996). KRONER, Kenneth F. ; Brenner, Robin J. ; Harjes, Richard H.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:31:y:1996:i:01:p:85-107_00.

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129
311992Simultaneous Determination of Insider Ownership, Debt, and Dividend Policies. (1992). Solberg, Donald P. ; Zorn, Thomas S. ; Jensen, Gerald R.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:27:y:1992:i:02:p:247-263_00.

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127
322000Market Segmentation and the Cost of the Capital in International Equity Markets. (2000). Miller, Darius P. ; Errunza, Vihang R.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:35:y:2000:i:04:p:577-600_00.

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126
332002Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets. (2002). Wachter, Jessica. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:37:y:2002:i:01:p:63-91_00.

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124
341993Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets. (1993). Bessembinder, Hendrik ; Seguin, Paul J.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:28:y:1993:i:01:p:21-39_00.

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124
351972An Analytic Derivation of the Efficient Portfolio Frontier. (1972). merton, robert. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:7:y:1972:i:04:p:1851-1872_01.

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124
362004Capital Investments and Stock Returns. (2004). Titman, Sheridan ; Xie, Feixue ; Wei, K. C. John, . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:39:y:2004:i:04:p:677-700_00.

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118
372000The Accuracy of Trade Classification Rules: Evidence from Nasdaq. (2000). michaely, roni ; Ellis, Katrina ; O'Hara, Maureen . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:35:y:2000:i:04:p:529-551_00.

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111
381997Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach. (1997). Neely, Christopher ; Weller, Paul ; Dittmar, Rob . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:32:y:1997:i:04:p:405-426_00.

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109
392009Testing Theories of Capital Structure and Estimating the Speed of Adjustment. (2009). Ritter, Jay ; Huang, Rongbing. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:44:y:2009:i:02:p:237-271_09.

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109
401995Cointegration, Error Correction, and Price Discovery on Informationally Linked Security Markets. (1995). Shoesmith, Gary ; McInish, Thomas ; deB. Harris, Frederick H., ; Wood, Robert A.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:30:y:1995:i:04:p:563-579_00.

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109
412009The Determinants of Credit Default Swap Premia. (2009). Ericsson, Jan ; Jacobs, Kris ; Oviedo, Rodolfo. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:44:y:2009:i:01:p:109-132_09.

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107
422003Do Better Institutions Mitigate Agency Problems? Evidence from Corporate Finance Choices. (2003). Giannetti, Mariassunta. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:01:p:185-212_00.

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106
431980Analyzing Convertible Bonds. (1980). Brennan, Michael ; Schwartz, Eduardo S.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:15:y:1980:i:04:p:907-929_01.

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105
442000Hedge Funds: The Living and the Dead. (2000). liang, bing. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:35:y:2000:i:03:p:309-326_00.

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104
452002International Cross-Listing and Visibility. (2002). Weaver, Daniel G. ; Baker, Kent H. ; Nofsinger, John R.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:37:y:2002:i:03:p:495-521_00.

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101
461988International Listings and Stock Returns: Some Empirical Evidence. (1988). Alexander, Gordon ; Eun, Cheol S. ; Janakiramanan, S.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:23:y:1988:i:02:p:135-151_01.

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100
472003Agency Costs of Controlling Minority Shareholders. (2003). Cronqvist, Henrik ; Nilsson, Mattias . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:04:p:695-719_00.

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99
481997Reciprocally Interlocking Boards of Directors and Executive Compensation. (1997). Hallock, Kevin. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:32:y:1997:i:03:p:331-344_00.

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99
491987Transaction Data Tests of the Mixture of Distributions Hypothesis. (1987). Harris, Lawrence . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:22:y:1987:i:02:p:127-141_01.

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97
502002The Determinants of the Flow of Funds of Managed Portfolios: Mutual Funds vs. Pension Funds. (2002). Tkac, Paula ; Del Guercio, Diane. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:37:y:2002:i:04:p:523-557_00.

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97

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


#YearTitleCited
11977Abstract: An Equilibrium Characterization of the Term Structure. (1977). Vasicek, Oldrich Alfonso . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:12:y:1977:i:04:p:627-627_02.

Full description at Econpapers || Download paper

126
21987The Relation between Price Changes and Trading Volume: A Survey. (1987). Karpoff, Jonathan. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:22:y:1987:i:01:p:109-126_01.

Full description at Econpapers || Download paper

76
31996Firm Performance and Mechanisms to Control Agency Problems between Managers and Shareholders. (1996). Agrawal, Anup ; Knoeber, Charles R.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:31:y:1996:i:03:p:377-397_00.

Full description at Econpapers || Download paper

55
41985The Determinants of Firms Hedging Policies. (1985). Stulz, René ; Smith, Clifford W.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:20:y:1985:i:04:p:391-405_01.

Full description at Econpapers || Download paper

52
52005Volatility Spillover Effects in European Equity Markets. (2005). Baele, Lieven. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:40:y:2005:i:02:p:373-401_00.

Full description at Econpapers || Download paper

42
62001Economic News and Bond Prices: Evidence from the U.S. Treasury Market. (2001). Balduzzi, Pierluigi ; Green, Clifton T. ; Elton, Edwin J.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:36:y:2001:i:04:p:523-543_00.

Full description at Econpapers || Download paper

42
72001The Debt-Equity Choice. (2001). Titman, Sheridan ; Hovakimian, Armen ; Opler, Tim . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:36:y:2001:i:01:p:1-24_00.

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41
82012An International Comparison of Capital Structure and Debt Maturity Choices. (2012). Fan, Joseph P. H., ; Titman, Sheridan ; Twite, Garry . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:47:y:2012:i:01:p:23-56_00.

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38
92003International Corporate Governance and Corporate Cash Holdings. (2003). Servaes, Henri ; Dittmar, Amy ; Mahrt-Smith, Jan. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:01:p:111-133_00.

Full description at Econpapers || Download paper

38
102005Stock Market Uncertainty and the Stock-Bond Return Relation. (2005). Connolly, Robert ; Stivers, Chris ; Sun, Licheng . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:40:y:2005:i:01:p:161-194_00.

Full description at Econpapers || Download paper

38
111993Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures. (1993). Sultan, Jahangir ; KRONER, Kenneth F.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:28:y:1993:i:04:p:535-551_00.

Full description at Econpapers || Download paper

37
122004Capital Investments and Stock Returns. (2004). Titman, Sheridan ; Xie, Feixue ; Wei, K. C. John, . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:39:y:2004:i:04:p:677-700_00.

Full description at Econpapers || Download paper

36
132007Characterizing World Market Integration through Time. (2007). Carrieri, Francesca ; Errunza, Vihang ; Hogan, Ked . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:42:y:2007:i:04:p:915-940_00.

Full description at Econpapers || Download paper

35
142009The Determinants of Credit Default Swap Premia. (2009). Ericsson, Jan ; Jacobs, Kris ; Oviedo, Rodolfo. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:44:y:2009:i:01:p:109-132_09.

Full description at Econpapers || Download paper

34
152009Testing Theories of Capital Structure and Estimating the Speed of Adjustment. (2009). Ritter, Jay ; Huang, Rongbing. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:44:y:2009:i:02:p:237-271_09.

Full description at Econpapers || Download paper

34
161986Bayes-Stein Estimation for Portfolio Analysis. (1986). Jorion, Philippe. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:21:y:1986:i:03:p:279-292_01.

Full description at Econpapers || Download paper

33
172010How Does Liquidity Affect Government Bond Yields?. (2010). von Thadden, Ernst-Ludwig ; Pagano, Marco ; Favero, Carlo. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:45:y:2010:i:01:p:107-134_99.

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31
181989International Transmission of Stock Market Movements. (1989). Eun, Cheol S. ; Shim, Sang Dal . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:24:y:1989:i:02:p:241-256_01.

Full description at Econpapers || Download paper

31
191998The Determinants of Corporate Liquidity: Theory and Evidence. (1998). Sherman, Ann ; Mauer, David C. ; Kim, Chang-Soo . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:33:y:1998:i:03:p:335-359_00.

Full description at Econpapers || Download paper

30
202003Equity Ownership and Firm Value in Emerging Markets. (2003). Lins, Karl V.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:01:p:159-184_00.

Full description at Econpapers || Download paper

30
212004Cookie Cutter vs. Character: The Micro Structure of Small Business Lending by Large and Small Banks. (2004). White, Lawrence ; Cole, Rebel ; Goldberg, Lawrence G.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:39:y:2004:i:02:p:227-251_00.

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28
222010Deviations from Put-Call Parity and Stock Return Predictability. (2010). Weinbaum, David ; Cremers, Martijn . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:45:y:2010:i:02:p:335-367_00.

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28
232008The Cost to Firms of Cooking the Books. (2008). Karpoff, Jonathan ; Martin, Gerald S. ; Lee, Scott D.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:43:y:2008:i:03:p:581-611_00.

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28
241999Autoregressive Conditional Skewness. (1999). Harvey, Campbell ; Siddique, Akhtar . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:34:y:1999:i:04:p:465-487_00.

Full description at Econpapers || Download paper

28
252008The Determinants of Capital Structure: Capital Market-Oriented versus Bank-Oriented Institutions. (2008). Paudyal, Krishna ; Antoniou, Antonios ; Guney, Yilmaz . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:43:y:2008:i:01:p:59-92_00.

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28
262003Do Better Institutions Mitigate Agency Problems? Evidence from Corporate Finance Choices. (2003). Giannetti, Mariassunta. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:01:p:185-212_00.

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27
272004The Economic Value of Predicting Stock Index Returns and Volatility. (2004). Verbeek, Marno ; Marquering, Wessel . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:39:y:2004:i:02:p:407-429_00.

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27
282008Idiosyncratic Volatility and the Cross Section of Expected Returns. (2008). Cakici, Nusret ; Bali, Turan G.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:43:y:2008:i:01:p:29-58_00.

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27
292005Determinants of Board Size and Composition: A Theory of Corporate Boards. (2005). Raheja, Charu G.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:40:y:2005:i:02:p:283-306_00.

Full description at Econpapers || Download paper

27
301972An Analytic Derivation of the Efficient Portfolio Frontier. (1972). merton, robert. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:7:y:1972:i:04:p:1851-1872_01.

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26
312000Multi-Period Performance Persistence Analysis of Hedge Funds. (2000). Naik, Narayan Y. ; Agarwal, Vikas . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:35:y:2000:i:03:p:327-342_00.

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25
322010Corporate Governance and Liquidity. (2010). Elder, John ; Chung, Kee H.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:45:y:2010:i:02:p:265-291_00.

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331981The Determinants of Bank Interest Margins: Theory and Empirical Evidence. (1981). Saunders, Anthony ; Ho, Thomas S. Y., . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:16:y:1981:i:04:p:581-600_00.

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342001The Effect of Green Investment on Corporate Behavior. (2001). Zechner, Josef ; Kraus, Alan ; Heinkel, Robert . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:36:y:2001:i:04:p:431-449_00.

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352003International Corporate Governance. (2003). Denis, Diane K. ; McConnell, John J.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:01:p:1-36_00.

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361999Volatility in Emerging Stock Markets. (1999). Inclan, Carla ; Leal, Ricardo ; Aggarwal, Reena . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:34:y:1999:i:01:p:33-55_00.

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372010What Does the Individual Option Volatility Smirk Tell Us About Future Equity Returns?. (2010). zhang, xiaoyan ; Xing, Yuhang ; Zhao, Rui . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:45:y:2010:i:03:p:641-662_00.

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381993Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets. (1993). Bessembinder, Hendrik ; Seguin, Paul J.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:28:y:1993:i:01:p:21-39_00.

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392000The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers. (2000). Chen, Hsiu-Lang ; Wermers, Russ ; Jegadeesh, Narasimhan . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:35:y:2000:i:03:p:343-368_00.

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402000Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases. (2000). Hsieh, David A. ; Fung, William . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:35:y:2000:i:03:p:291-307_00.

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412009Sudden Deaths: Taking Stock of Geographic Ties. (2009). Parsley, David ; Faccio, Mara. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:44:y:2009:i:03:p:683-718_99.

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422011The Time-Varying Systematic Risk of Carry Trade Strategies. (2011). Söderlind, Paul ; Ranaldo, Angelo ; Christiansen, Charlotte ; Soderlind, Paul . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:46:y:2011:i:04:p:1107-1125_00.

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432013Cognitive Dissonance, Sentiment, and Momentum. (2013). Subrahmanyam, Avanidhar ; Doukas, John A. ; Antoniou, Constantinos . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:48:y:2013:i:01:p:245-275_00.

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442002The Determinants of the Flow of Funds of Managed Portfolios: Mutual Funds vs. Pension Funds. (2002). Tkac, Paula ; Del Guercio, Diane. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:37:y:2002:i:04:p:523-557_00.

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452010Predicting Global Stock Returns. (2010). Hjalmarsson, Erik. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:45:y:2010:i:01:p:49-80_99.

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462003Corporate Governance and the Home Bias. (2003). Stulz, René ; Pinkowitz, Lee ; Williamson, Rohan ; Dahlquist, Magnus . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:01:p:87-110_00.

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471987Option Pricing when the Variance Changes Randomly: Theory, Estimation, and an Application. (1987). Scott, Louis O.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:22:y:1987:i:04:p:419-438_01.

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482013How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements. (2013). Savor, Pavel ; Wilson, Mungo . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:48:y:2013:i:02:p:343-375_00.

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491992Simultaneous Determination of Insider Ownership, Debt, and Dividend Policies. (1992). Solberg, Donald P. ; Zorn, Thomas S. ; Jensen, Gerald R.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:27:y:1992:i:02:p:247-263_00.

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502013Algorithmic Trading and the Market for Liquidity. (2013). Riordan, Ryan ; Hendershott, Terrence . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:48:y:2013:i:04:p:1001-1024_00.

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Citing documents used to compute impact factor 139:


YearTitle
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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2016The real effects of share repurchases. (2016). Almeida, Heitor ; Kronlund, Mathias ; Fos, Vyacheslav . In: Journal of Financial Economics. RePEc:eee:jfinec:v:119:y:2016:i:1:p:168-185.

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2016The cost of financial flexibility: Evidence from share repurchases. (2016). Jordan, Bradford ; Bonaime, Alice A ; Hankins, Kristine W. In: Journal of Corporate Finance. RePEc:eee:corfin:v:38:y:2016:i:c:p:345-362.

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2016Is price support a motive for increasing share repurchases?. (2016). Liu, Harrison ; Swanson, Edward P. In: Journal of Corporate Finance. RePEc:eee:corfin:v:38:y:2016:i:c:p:77-91.

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2016Currency Premia and Global Imbalances. (2016). Sarno, Lucio ; Della Corte, Pasquale ; Riddiough, Steven . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11129.

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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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2016Currency Value. (2016). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Menkhoff, Lukas. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11324.

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2016Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades. (2016). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Menkhoff, Lukas. In: Journal of Finance. RePEc:bla:jfinan:v:71:y:2016:i:2:p:601-634.

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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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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 Impact of Sin Culture: Evidence from Earning Management and Alcohol Consumption in China. (2016). Zhang, Hong ; Li, Zhe ; Massa, Massimo ; Xu, Niahang . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11475.

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2016Social trust and stock price crash risk: Evidence from China. (2016). Chan, Kam C ; Xia, Changyuan ; Cao, Chunfang . In: International Review of Economics & Finance. RePEc:eee:reveco:v:46:y:2016:i:c:p:148-165.

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2016Macroeconomic and Institutional Determinants of Capital Structure Decisions. (2016). Colombo, Luca ; Botta, Marco. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def038.

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2016National strategies for securing a stable supply of rare earths in different world regions. (2016). Barteková, Eva ; Bartekova, Eva ; Kemp, Rene . In: Resources Policy. RePEc:eee:jrpoli:v:49:y:2016:i:c:p:153-164.

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2016Vertical vs. horizontal integration: Game analysis for the rare earth industrial integration in China. (2016). Han, Aiping ; Lei, Yalin ; Ge, Jianping . In: Resources Policy. RePEc:eee:jrpoli:v:50:y:2016:i:c:p:149-159.

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2016TARP and the long-term perception of risk. (2016). Semaan, Elias ; Drake, Pamela Peterson . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:68:y:2016:i:c:p:216-235.

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2016Do bank bailouts reduce or increase systemic risk? the effects of TARP on financial system stability. (2016). Sedunov, John ; Roman, Raluca ; Berger, Allen N. In: Research Working Paper. RePEc:fip:fedkrw:rwp16-08.

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2016Government Support of Banks and Bank Lending. (2016). Demiralp, Selva ; Lloyd, Nathan ; Bassett, William. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1611.

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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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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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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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2016Does government intervention affect banking globalization?. (2016). Rose, Andrew ; Wieladek, Tomasz ; 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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2016Media-expressed negative tone and firm-level stock returns. (2016). Kearney, Colm ; Hutson, Elaine ; Liu, Sha ; Han, Jingguang ; Ahmad, Khurshid . In: Journal of Corporate Finance. RePEc:eee:corfin:v:37:y:2016:i:c:p:152-172.

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2016Cross-sectional return dispersion and the equity premium. (2016). Maio, Paulo . In: Journal of Financial Markets. RePEc:eee:finmar:v:29:y:2016:i:c:p:87-109.

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2016Simultaneous Estimation of Cost of Equity and Expected Earnings of Individual Firms with the Residual Income Model. (2016). Okuda, Tatsushi ; Asano, Takashi ; Adachi, Tetsuya . In: IMES Discussion Paper Series. RePEc:ime:imedps:16-e-09.

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2016Creditor rights, bank competition, and corporate investment during the global financial crisis. (2016). Gonzalez, Francisco . In: Journal of Corporate Finance. RePEc:eee:corfin:v:37:y:2016:i:c:p:249-270.

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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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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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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 Unintended Consequences of the Zero Lower Bound Policy. (2016). Kacperczyk, Marcin ; di Maggio, Marco ; Dimaggio, Marco . In: NBER Working Papers. RePEc:nbr:nberwo:22351.

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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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2016Identifying the relative importance of stock characteristics. (2016). Li, Youwei ; Wu, Yuliang ; French, Declan . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:34:y:2016:i:c:p:80-91.

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2016Long-term industry reversals. (2016). Mazouz, Khelifa ; Wu, Yuliang . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:68:y:2016:i:c:p:236-250.

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2016D-Trace precision matrix estimator with eigenvalue control. (2016). Avagyan, Vahe . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:23410.

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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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2016If you’re so smart: John Maynard Keynes and currency speculation in the interwar years. (2016). Accominotti, Olivier ; Chambers, David . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:64722.

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2016Directors and officers liability insurance and stock price crash risk. (2016). Sun, Jian ; Cao, Feng . In: Journal of Corporate Finance. RePEc:eee:corfin:v:37:y:2016:i:c:p:173-192.

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2016Does local religiosity matter for bank risk-taking?. (2016). Adhikari, Binay Kumar ; Agrawal, Anup . In: Journal of Corporate Finance. RePEc:eee:corfin:v:38:y:2016:i:c:p:272-293.

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2016The effect of social screening on bond mutual fund performance. (2016). Henke, Hans-Martin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:67:y:2016:i:c:p:69-84.

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2016Religious beliefs and local government financing, investment, and cash holding decisions. (2016). Veeraraghavan, Madhu ; Murgulov, Zoltan ; Chen, Yangyang ; Rhee, Ghon S. In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:258-271.

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2016The debt of Italian non-financial firms: an international comparison. (2016). De Socio, Antonio ; Russo, Paolo Finaldi . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_308_16.

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2016Investor Taxation, Firm Heterogeneity and Capital Structure Choice. (2016). Haring, Magdalena ; Runger, Silke ; Niemann, Rainer . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6098.

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2016Investor taxation, firm heterogeneity and capital structure choice. (2016). Haring, Magdalena ; Runger, Silke ; Niemann, Rainer . In: arqus Discussion Papers in Quantitative Tax Research. RePEc:zbw:arqudp:210.

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2016The effect of taxes on the debt policy of spanish listed companies. (2016). Clemente-Almendros, Jose A ; Sogorb-Mira, Francisco . In: SERIEs: Journal of the Spanish Economic Association. RePEc:spr:series:v:7:y:2016:i:3:d:10.1007_s13209-016-0147-4.

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2016How does the tax status of a country impact capital structure? Evidence from the GCC region. (2016). Temimi, Akram ; Mimouni, Karim ; Zeitun, Rami . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:37-38:y:2016:i::p:71-89.

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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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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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2016Past returns and the perceived Sharpe ratio. (2016). Veld-Merkoulova, Yulia ; Kaplanski, Guy ; Levy, Haim . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:123:y:2016:i:c:p:149-167.

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2016Local happiness and firm behavior: Do firms in happy places invest more?. (2016). Chuluun, Tuugi ; Graham, Carol . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:125:y:2016:i:c:p:41-56.

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2016Liquidity, style investing and excess comovement of exchange-traded fund returns. (2016). Broman, Markus S. In: Journal of Financial Markets. RePEc:eee:finmar:v:30:y:2016:i:c:p:27-53.

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2016What׳s a name worth? The impact of a likeable stock ticker symbol on firm value. (2016). Anderson, Randy I ; Xing, Xuejing ; Hu, Yan . In: Journal of Financial Markets. RePEc:eee:finmar:v:31:y:2016:i:c:p:63-80.

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2016Fund managers herding and the sensitivity of fund flows to past performance. (2016). Casavecchia, Lorenzo . In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:205-221.

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2016The dynamic relationship between CEO duality and firm performance: The moderating role of board independence. (2016). Duru, Augustine ; Zampelli, Ernest M ; Iyengar, Raghavan J. In: Journal of Business Research. RePEc:eee:jbrese:v:69:y:2016:i:10:p:4269-4277.

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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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2016Did Investors Seeking Short Exposure Move to the CDS Market after the 2011 Short-Sale Bans in European Financial Stocks?. (2016). Silva, Paulo ; da Silva, Paulo Pereira . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:66:y:2016:i:4:p:322-353.

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2016The impact of news articles and corporate disclosure on credit risk valuation. (2016). Tsai, Feng-Tse ; Hung, Mao-Wei ; Lu, Hsin-Min. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:68:y:2016:i:c:p:100-116.

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2016The volatility of a firms assets and the leverage effect. (2016). Choi, Jaewon ; Richardson, Matthew . In: Journal of Financial Economics. RePEc:eee:jfinec:v:121:y:2016:i:2:p:254-277.

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2016Governance and bank characteristics in the credit and sovereign debt crises – the impact of CEO power11We are grateful to the Editor, Prof. Iftekhar Hasan and three anonymous referees for valuable c. (2016). Liljeblom, Eva ; Mollah, Sabur . In: Journal of Financial Stability. RePEc:eee:finsta:v:27:y:2016:i:c:p:59-73.

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2016Voluntary disclosure of corporate venture capital investments. (2016). Mohamed, Abdulkadir ; Schwienbacher, Armin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:68:y:2016:i:c:p:69-83.

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2016Forecasting stock market volatility using Realized GARCH model: International evidence. (2016). Sharma, Prateek ; Vipul, . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:59:y:2016:i:c:p:222-230.

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2016Political affiliation and dividend tax avoidance: Evidence from the 2013 fiscal cliff. (2016). Vermaelen, Theo ; Peyer, Urs . In: Journal of Empirical Finance. RePEc:eee:empfin:v:35:y:2016:i:c:p:136-149.

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2016Local happiness and firm behavior: Do firms in happy places invest more?. (2016). Chuluun, Tuugi ; Graham, Carol . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:125:y:2016:i:c:p:41-56.

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2016CEO political preference and corporate tax sheltering. (2016). Wu, Qiang ; HASAN, IFTEKHAR ; Sun, Xian ; Francis, Bill B. In: Research Discussion Papers. RePEc:bof:bofrdp:2016_005.

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2016Corporate lobbying, CEO political ideology and firm performance. (2016). Hassan, Kabir M. In: Journal of Corporate Finance. RePEc:eee:corfin:v:38:y:2016:i:c:p:126-149.

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2016Does local religiosity matter for bank risk-taking?. (2016). Adhikari, Binay Kumar ; Agrawal, Anup . In: Journal of Corporate Finance. RePEc:eee:corfin:v:38:y:2016:i:c:p:272-293.

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2016CEO political preference and corporate tax sheltering. (2016). Wu, Qiang ; HASAN, IFTEKHAR ; Francis, Bill B ; Sun, Xian . In: Journal of Corporate Finance. RePEc:eee:corfin:v:38:y:2016:i:c:p:37-53.

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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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2016Do corporate policies follow a life-cycle?. (2016). Podolski, Edward ; faff, robert ; Kwok, Wing Chun . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:69:y:2016:i:c:p:95-107.

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2016The Effect of Board Directors from Countries with Different Genetic Diversity Levels on Corporate Performance. (2016). Delis, Manthos ; Pasiouras, Fotios ; Hasan, Iftekhar ; Gaganis, Chrysovalantis . In: Working Papers. RePEc:crt:wpaper:1604.

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2016Do CEOs who trade shares adopt more aggressive corporate investment strategies?. (2016). Westerholm, P. Joakim ; Yeoh, James ; Bradrania, Reza . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:40:y:2016:i:pb:p:349-366.

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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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2016What moves international stock and bond markets?. (2016). Mallucci, Enrico ; Cenedese, Gino. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:60:y:2016:i:c:p:94-113.

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2016Consumption, wealth, stock and housing returns: Evidence from emerging markets. (2016). Sousa, Ricardo ; Caporale, Guglielmo Maria. In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:562-578.

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2016Cross-sectional return dispersion and the equity premium. (2016). Maio, Paulo . In: Journal of Financial Markets. RePEc:eee:finmar:v:29:y:2016:i:c:p:87-109.

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2016Contingent capital, capital structure and investment. (2016). Tan, Yingxian ; Yang, Zhaojun . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:35:y:2016:i:c:p:56-73.

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2016CoCo Design, Risk Shifting and Financial Fragility. (2016). van Wijnbergen, Sweder ; Chan, Stephanie . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11099.

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2016Contingent convertible bonds with floating coupon payments: fixing the equilibrium problem. (2016). Vullings, Daniel . In: DNB Working Papers. RePEc:dnb:dnbwpp:517.

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2016Stabilizing Large Financial Institutions with Contingent Capital Certificates. (2016). Flannery, Mark J. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:06:y:2016:i:02:p:1650006-01-1650006-26.

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2016Systemic risk-taking at banks: Evidence from the pricing of syndicated loans. (2016). Gong, Di ; Wagner, Wolf . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11150.

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2016Intraday jumps and trading volume: a nonlinear Tobit specification. (2016). JAWADI, Fredj ; Cheffou, Abdoulkarim Idi ; Randrianarivony, Rivo ; Louhichi, Wael . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:47:y:2016:i:4:d:10.1007_s11156-015-0534-0.

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2016On the relevance of psychological motives, values, and norms for socially responsible investments: An econometric analysis. (2016). Gutsche, Gunnar ; Ziegler, Andreas ; Leon, Anja Kobrich . In: MAGKS Papers on Economics. RePEc:mar:magkse:201641.

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2016Long-term industry reversals. (2016). Mazouz, Khelifa ; Wu, Yuliang . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:68:y:2016:i:c:p:236-250.

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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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2016Corporate governance and green innovation. (2016). Bennedsen, Morten ; Amore, Mario Daniele . In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:75:y:2016:i:c:p:54-72.

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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). Ruf, Martin ; Feld, Lars ; Voget, Johannes ; Todtenhaupt, Maximilian ; Schreiber, Ulrich . In: Freiburg Discussion Papers on Constitutional Economics. RePEc:zbw:aluord:1603.

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2016Corporate Governance, Investment in Research and Development and Company Performance: A Data Envelopment Analysis Approach Based on Data from a Developing Country. (2016). Setayesh, Mohammad-Hossein ; Kazemnezhad, Mostafa ; Rezaei, Gholamreza . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-03-38.

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

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2016Are idiosyncratic volatility and MAX priced in the Canadian market?. (2016). Aboulamer, Anas ; Kryzanowski, Lawrence . In: Journal of Empirical Finance. RePEc:eee:empfin:v:37:y:2016:i:c:p:20-36.

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2016Idiosyncratic volatility and excess Return: Evidence from the Greater China region. (2016). Kang, Jui-Heng ; Lin, Chu-Hsiung ; Wang, Li-Hsun ; Fung, Hung-Gay . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:126-129.

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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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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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2016Network, Market, and Book-Based Systemic Risk Rankings. (2016). Lucas, André. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160074.

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2016CoVaR. (2016). Brunnermeier, Markus ; Adrian, Tobias . In: American Economic Review. RePEc:aea:aecrev:v:106:y:2016:i:7:p:1705-41.

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2016The information in systemic risk rankings. (2016). Schwaab, Bernd ; Lucas, André ; Koopman, Siem Jan ; Nucera, Federico . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:461-475.

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2016Curbing Shocks to Corporate Liquidity: The Role of Trade Credit. (2016). Amberg, Niklas ; Townsend, Robert . In: Working Paper Series. RePEc:hhs:rbnkwp:0320.

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2016Curbing Shocks to Corporate Liquidity: The Role of Trade Credit. (2016). Townsend, Robert ; Amberg, Niklas. In: NBER Working Papers. RePEc:nbr:nberwo:22286.

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2016Speeding up MCMC by Efficient Data Subsampling. (2016). Kohn, Robert ; Villani, Mattias ; Tran, Minh-Ngoc ; Quiroz, Matias . In: Working Papers. RePEc:syb:wpbsba:2123/16205.

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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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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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2016Be nice to your innovators: Employee treatment and corporate innovation performance. (2016). Podolski, Edward ; Hsu, Po-Hsuan ; Chen, Yangyang . In: Journal of Corporate Finance. RePEc:eee:corfin:v:39:y:2016:i:c:p:78-98.

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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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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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2016Global risk spillover and the predictability of sovereign CDS spread: International evidence. (2016). Lin, Hai ; Roberts, Helen ; Premachandra, Inguruwatte M ; Srivastava, Sasha . In: International Review of Economics & Finance. RePEc:eee:reveco:v:41:y:2016:i:c:p:371-390.

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2016A reexamination of stock return predictability. (2016). Choi, Yongok ; Park, Joon Y ; Jacewitz, Stefan . In: Journal of Econometrics. RePEc:eee:econom:v:192:y:2016:i:1:p:168-189.

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2016Will the crisis “tear us apart”? Evidence from the EU. (2016). 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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2016Particularitǎţi ale evoluţiei variabilelor financiare. (2016). Stefanescu, Razvan ; Dumitriu, Ramona . In: MPRA Paper. RePEc:pra:mprapa:73481.

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2016Returns, correlations, and volatilities in equity markets: Evidence from six OECD countries during the US financial crisis. (2016). Kim, Hyun-Seok ; McDonald, Judith A ; Min, Hong-Ghi . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:9-22.

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2016Predictability Hidden by Anomalous Observations. (2016). Scaillet, Olivier ; Camponovo, Lorenzo ; Trojani, Fabio . In: Papers. RePEc:arx:papers:1612.05072.

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2016The effects of corporate acquisitions on CEO compensation and CEO turnover of family firms. (2016). de Cesari, Amedeo ; Ozkan, Neslihan ; Gonenc, Halit . In: Journal of Corporate Finance. RePEc:eee:corfin:v:38:y:2016:i:c:p:294-317.

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2016Diversification, gambling and market forces. (2016). ROGER, Patrick. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:47:y:2016:i:1:d:10.1007_s11156-015-0497-1.

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2016How much can illiquidity affect corporate debt yield spread?. (2016). Raviv, Alon ; Abudy, Menachem Meni . In: Journal of Financial Stability. RePEc:eee:finsta:v:25:y:2016:i:c:p:58-69.

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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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2016Can Higher-Order Risks Explain the Credit Spread Puzzle?. (2016). Li, Jingyuan ; Dionne, Georges ; Chun, Olfa Maalaoui ; Okou, Cedric . In: Working Papers. RePEc:ris:crcrmw:2016_001.

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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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2016Director networks and informed traders. (2016). Akbas, Ferhat ; Wintoki, Babajide M ; Meschke, Felix . In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:62:y:2016:i:1:p:1-23.

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2016Do Social Networks Encourage Risk-Taking? Evidence from Bank CEOs. (2016). HASAN, IFTEKHAR ; Wang, Haizhi ; Liu, Liuling ; Fang, Yiwei . In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1641.

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2016Do banks or VCs spur small firm growth?. (2016). Cumming, Douglas ; Cole, Rebel ; Li, Dan . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:41:y:2016:i:c:p:60-72.

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2016Globalization of Capital Markets: Implications for Firm Strategies. (2016). Filatotchev, Igor ; Rasheed, Abdul A ; Bell, Greg R. In: Journal of International Management. RePEc:eee:intman:v:22:y:2016:i:3:p:211-221.

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2016Valuation consequences of the decision to divest in the globalized world. (2016). Kaprielyan, Margarita . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:36:y:2016:i:c:p:16-29.

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2016Alternative investments in emerging markets: A review and new trends. (2016). Cumming, Douglas ; Zhang, Yelin . In: Emerging Markets Review. RePEc:eee:ememar:v:29:y:2016:i:c:p:1-23.

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2016Determinants of venture capital investments in emerging markets. (2016). Groh, Alexander Peter ; Wallmeroth, Johannes . In: Emerging Markets Review. RePEc:eee:ememar:v:29:y:2016:i:c:p:104-132.

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2016Direct and indirect risk-taking incentives of inside debt. (2016). Colonnello, Stefano ; Hoang, Ngoc Giang ; Curatola, Giuliano . In: IWH Discussion Papers. RePEc:zbw:iwhdps:iwh-20-16.

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2016Deferred compensation withdrawal decisions and their implications on inside debt. (2016). Lee, Gemma . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:235-240.

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

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2016Women on board: Does boardroom gender diversity affect firm risk?. (2016). Sila, Vathunyoo ; Hagendorff, Jens ; Gonzalez, Angelica . In: Journal of Corporate Finance. RePEc:eee:corfin:v:36:y:2016:i:c:p:26-53.

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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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2016Earnings news, expected earnings, and aggregate stock returns. (2016). Ho, Jung ; Sadka, Gil ; Kalay, Alon . In: Journal of Financial Markets. RePEc:eee:finmar:v:29:y:2016:i:c:p:110-143.

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2016Conditional interest rate risk and the cross-section of excess stock returns. (2016). Atanasov, Victoria . In: Review of Financial Economics. RePEc:eee:revfin:v:30:y:2016:i:c:p:23-32.

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

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2016Board Diversity and Financial Reporting Quality. (2016). Firoozi, Maryam ; Fortin, Steve ; Magnan, Michel . In: CIRANO Working Papers. RePEc:cir:cirwor:2016s-27.

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2016Impact of foreign directors on board meeting frequency. (2016). Lasfer, Meziane ; Hahn, Peter D. In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:295-308.

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2016Illiquidity Transmission in a Three-Country Framework: A Conditional Approach. (2016). Uhrig-Homburg, Marliese ; Fiesel, Stefan . In: Schmalenbach Business Review. RePEc:spr:schmbr:v:17:y:2016:i:3:d:10.1007_s41464-016-0016-5.

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2016The effects of corporate bond granularity. (2016). Wang, Teng ; Norden, Lars ; Roosenboom, Peter . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:63:y:2016:i:c:p:25-34.

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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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2016Are retail traders compensated for providing liquidity?. (2016). Sraer, David ; Barrot, Jean-Noel ; Kaniel, Ron . In: Journal of Financial Economics. RePEc:eee:jfinec:v:120:y:2016:i:1:p:146-168.

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2016Order aggressiveness of different broker-types in response to monetary policy news. (2016). Smales, Lee. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:40:y:2016:i:pb:p:367-383.

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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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Recent citations (cites in year: CiY)


Recent citations received in 2016

YearCiting document
2016A Macrofinance View of U.S. Sovereign CDS Premiums. (2016). Chernov, Mikhail ; Schneider, Andres ; Schmid, Lukas . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11576.

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

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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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2016Causal effect of analyst following on corporate social responsibility. (2016). Adhikari, Binay K. In: Journal of Corporate Finance. RePEc:eee:corfin:v:41:y:2016:i:c:p:201-216.

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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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2016Contagion in the worlds stock exchanges seen as a set of coupled oscillators. (2016). Rotundo, Giulia ; Bellenzier, Lucia ; Andersen, Jorgen Vitting . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:224-236.

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2016Uncovered interest parity: The long and the short of it. (2016). Lothian, James. In: Journal of Empirical Finance. RePEc:eee:empfin:v:36:y:2016:i:c:p:1-7.

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2016Return predictability in the corporate bond market along the supply chain. (2016). Zhang, Weina ; Chen, Long . In: Journal of Financial Markets. RePEc:eee:finmar:v:29:y:2016:i:c:p:66-86.

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2016Me, myself and I: The role of CEO narcissism in internationalization decisions. (2016). Oesterle, Michael-Jorg ; Elosge, Lukas . In: International Business Review. RePEc:eee:iburev:v:25:y:2016:i:5:p:1114-1123.

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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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2016Credit derivatives as a commitment device: Evidence from the cost of corporate debt. (2016). , . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:73:y:2016:i:c:p:67-83.

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2016Analyst coverage and corporate tax aggressiveness. (2016). Wu, Qiang ; Allen, Arthur ; Francis, Bill B ; Zhao, Yijiang . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:73:y:2016:i:c:p:84-98.

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2016How costly is corporate bankruptcy for the CEO?. (2016). Thorburn, Karin ; Eckbo, B. ; Wang, Wei . In: Journal of Financial Economics. RePEc:eee:jfinec:v:121:y:2016:i:1:p:210-229.

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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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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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2016Financial constraints and negative spillovers in business groups: Evidence from Korea. (2016). Kwon, Yonghyun ; Lee, Bong-Soo ; Han, Seung Hun . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:39:y:2016:i:c:p:84-100.

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2016Does Unemployment Insurance Change the Selection into Entrepreneurship?. (2016). Schoar, Antoinette ; Hombert, Johan ; Thesmar, David ; Sraer, David . In: NBER Chapters. RePEc:nbr:nberch:13500.

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Recent citations received in 2015

YearCiting document
2015Safe haven currencies: a portfolio perspective. (2015). Cenedese, Gino. In: Bank of England working papers. RePEc:boe:boeewp:0533.

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2015Quanto Implied Correlation in a Multi-Lévy Framework. (2015). Rayée, Grégory ; Ballota, Laura ; Rayee, Gregory ; Deelstra, Griselda . In: Working Papers ECARES. RePEc:eca:wpaper:2013/219174.

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2015Financial regulation and IPOs: Evidence from the history of the Italian stock market. (2015). Cattaneo, Mattia ; Vismara, Silvio ; Meoli, Michele . In: Journal of Corporate Finance. RePEc:eee:corfin:v:31:y:2015:i:c:p:116-131.

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2015Investor sentiment and bidder announcement abnormal returns. (2015). Siganos, Antonios ; Vagenas-Nanos, Evangelos . In: Journal of Corporate Finance. RePEc:eee:corfin:v:33:y:2015:i:c:p:164-179.

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2015The financial crisis and corporate debt maturity: The role of banking structure. (2015). Gonzalez, Victor M. In: Journal of Corporate Finance. RePEc:eee:corfin:v:35:y:2015:i:c:p:310-328.

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2015Stock market expectations and risk aversion of individual investors. (2015). Veld-Merkoulova, Yulia ; Lee, Boram ; Rosenthal, Leonard . In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:122-131.

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2015Industry long-term return reversal. (2015). Malin, Mirela ; Bornholt, Graham ; Gharaibeh, Omar . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:38:y:2015:i:c:p:65-78.

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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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2015In search of robust methods for dynamic panel data models in empirical corporate finance. (2015). shin, yongcheol ; Dang, Viet ; Kim, Minjoo . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:53:y:2015:i:c:p:84-98.

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2015Political power, economic freedom and Congress: Effects on bank performance. (2015). Gropper, Daniel M ; Park, Jung Chul ; Jahera, Johns . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:60:y:2015:i:c:p:76-92.

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2015As certain as debt and taxes: Estimating the tax sensitivity of leverage from state tax changes. (2015). Ljungqvist, Alexander ; Heider, Florian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:118:y:2015:i:3:p:684-712.

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2015Investor happiness. (2015). Merkle, Christoph ; Davies, Greg B ; Egan, Daniel P. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:49:y:2015:i:c:p:167-186.

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2015Credit conditions and stock return predictability. (2015). Gallmeyer, Michael ; Chava, Sudheer ; Park, Heungju . In: Journal of Monetary Economics. RePEc:eee:moneco:v:74:y:2015:i:c:p:117-132.

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2015Did bank borrowers benefit from the TARP program : the effects of TARP on loan contract terms. (2015). Roman, Raluca ; Berger, Allen N ; Makaew, Tanakorn . In: Research Working Paper. RePEc:fip:fedkrw:rwp15-11.

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2015Sharing Risk with the Government: How Taxes Affect Corporate Risk Taking. (2015). Ljungqvist, Alexander ; Zuo, Luo ; Zhang, Liandong . In: NBER Working Papers. RePEc:nbr:nberwo:21834.

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2015Currency Premia and Global Imbalances. (2015). Sarno, Lucio ; Riddiough, Steven ; Della Corte, Pasquale. In: 2015 Meeting Papers. RePEc:red:sed015:1215.

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2015Why Do Different Short-sellers Pay Different Loan Fees? A Market-wide Analysis. (2015). Chague, Fernando ; Bueno, Rodrigo ; De-Losso, Rodrigo ; de Genaro, Alan . In: Working Papers, Department of Economics. RePEc:spa:wpaper:2015wpecon17.

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2015Asset Pricing of Financial Insitutions: The Cross-Section of Expected Stock Returns in the Property/Liability Insurance Industry. (2015). Milidonis, Andreas ; ben Ammar, Semir ; Eling, Martin . In: Working Papers on Finance. RePEc:usg:sfwpfi:2015:16.

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2015Return Expectations and Risk Aversion Heterogeneity in Household Portfolios. (2015). Miniaci, Raffaele ; Bucciol, Alessandro ; Pastorello, Sergio . In: Working Papers. RePEc:ver:wpaper:01/2015.

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2015Carry and Trend Following Returns in the Foreign Exchange Market. (2015). Smith, Peter ; Clare, Andrew ; Thomas, Stephen ; Seaton, James . In: Discussion Papers. RePEc:yor:yorken:15/07.

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Recent citations received in 2014

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

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2014Option Valuation with Observable Volatility and Jump Dynamics. (2014). Feunou, Bruno ; Christoffersen, Peter ; Jeon, Yoontae . In: CREATES Research Papers. RePEc:aah:create:2015-07.

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2014Contracts for dummies? The performance of investors in contracts for difference. (2014). Lee, Adrian ; Choy, Shan . In: Accounting and Finance. RePEc:bla:acctfi:v:54:y:2014:i:3:p:965-997.

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2014Assessing the quality of volatility estimators via option pricing. (2014). Simona, Sanfelici ; Adamo, Uboldi . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:18:y:2014:i:2:p:22:n:3.

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2014Economic gains of realized volatility in the Brazilian stock market. (2014). Medeiros, Marcelo Cunha ; de Luna, Francisco Eduardo ; Pinto, Marcio Gomes . In: Brazilian Review of Finance. RePEc:brf:journl:v:12:y:2014:i:3:p:319-349.

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2014Governance and Comovement Under Common Ownership. (2014). Edmans, Alex ; Reilly, Devin . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10119.

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2014Credit ratings and the choice of payment method in mergers and acquisitions. (2014). Petmezas, Dimitris ; Karampatsas, Nikolaos ; Travlos, Nickolaos G.. In: Journal of Corporate Finance. RePEc:eee:corfin:v:25:y:2014:i:c:p:474-493.

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2014Measuring and testing for the systemically important financial institutions. (2014). Castro Iragorri, Carlos ; Ferrari, Stijn . In: Journal of Empirical Finance. RePEc:eee:empfin:v:25:y:2014:i:c:p:1-14.

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2014Stock return, dividend growth and consumption growth predictability across markets and time: Implications for stock price movement. (2014). McMillan, David G.. In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:90-101.

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2014Does Syndication With Local Venture Capitalists Moderate the Effects of Geographical and Institutional Distance?. (2014). Tykvova, Tereza ; Schertler, Andrea. In: Journal of International Management. RePEc:eee:intman:v:20:y:2014:i:4:p:406-420.

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2014Options-implied variance and future stock returns. (2014). Qiu, Buhui ; Guo, Hui . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:44:y:2014:i:c:p:93-113.

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2014The fast track IPO – Success factors for taking firms public with SPACs. (2014). Cumming, Douglas ; Schweizer, Denis ; Ha, Lars Helge . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:47:y:2014:i:c:p:198-213.

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

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2014Credit spread changes within switching regimes. (2014). Dionne, Georges ; Chun, Olfa Maalaoui ; Franois, Pascal . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:49:y:2014:i:c:p:41-55.

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2014Are red or blue companies more likely to go green? Politics and corporate social responsibility. (2014). Di Giuli, Alberta ; Kostovetsky, Leonard . In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:1:p:158-180.

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2014How is Moral Hazard Related to Financing R&D and Innovations?. (2014). Arslan-Ayaydin, Ozgur ; Ozdemir, Atilla Hakan ; Karan, Mehmet Baha ; Barnum, Darold . In: European Research Studies Journal. RePEc:ers:journl:v:xvii:y:2014:i:4:p:111-131.

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2014Governance and Comovement Under Common Ownership. (2014). Edmans, Alex ; Reilly, Devin . In: NBER Working Papers. RePEc:nbr:nberwo:20420.

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

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

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

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

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

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

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Recent citations received in 2013

YearCiting document
2013Dynamic Diversification in Corporate Credit. (2013). Jin, Xisong ; Christoffersen, Peter ; Langlois, Hugues ; Jacobs, Kris . In: CREATES Research Papers. RePEc:aah:create:2013-46.

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2013The fading stock market response to announcements of bank bailouts. (2013). Marchionne, Francesco ; Fratianni, Michele. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:76.

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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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2013The Micro Dynamics of Macro Announcements. (2013). Wohlrabe, Klaus ; Mittnik, Stefan ; Robinzonov, Nikolay . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4421.

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2013Was bewegt den DAX?. (2013). Wohlrabe, Klaus ; Mittnik, Stefan ; Robinzonov, Nikolay . In: Ifo Schnelldienst. RePEc:ces:ifosdt:v:66:y:2013:i:23:p:32-36.

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

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2013Analyst Coverage, Information, and Bubbles. (2013). Bian, Jiangze ; Burch, Timothy R. ; Andrade, Sandro C.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:48:y:2013:i:05:p:1573-1605_00.

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2013The international zero-leverage phenomenon. (2013). Meier, Iwan ; Drobetz, Wolfgang ; Bessler, Wolfgang . In: Journal of Corporate Finance. RePEc:eee:corfin:v:23:y:2013:i:c:p:196-221.

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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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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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2013Anchoring effect on foreign institutional investors’ momentum trading behavior: Evidence from the Taiwan stock market. (2013). Chou, Ray ; Chiu, Banghan ; Liao, Li-Chuan . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:72-91.

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2013Female directors and UK company acquisitiveness. (2013). Dowling, Michael ; Aribi, Zakaria Ali . In: International Review of Financial Analysis. RePEc:eee:finana:v:29:y:2013:i:c:p:79-86.

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2013CEO incentives for risk shifting and its effect on corporate bank loan cost. (2013). Beladi, Hamid ; Quijano, Margot . In: International Review of Financial Analysis. RePEc:eee:finana:v:30:y:2013:i:c:p:182-188.

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2013Low-latency trading. (2013). Saar, Gideon ; Hasbrouck, Joel . In: Journal of Financial Markets. RePEc:eee:finmar:v:16:y:2013:i:4:p:646-679.

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2013Very fast money: High-frequency trading on the NASDAQ. (2013). Carrion, Allen . In: Journal of Financial Markets. RePEc:eee:finmar:v:16:y:2013:i:4:p:680-711.

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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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2013Corporate leverage and the collateral channel. (2013). Norden, Lars ; van Kampen, Stefan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:12:p:5062-5072.

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2013Brand perception, cash flow stability, and financial policy. (2013). Larkin, Yelena . In: Journal of Financial Economics. RePEc:eee:jfinec:v:110:y:2013:i:1:p:232-253.

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2013Large capital infusions, investor reactions, and the return and risk performance of financial institutions over the business cycle and recent finanical crisis. (2013). Mester, Loretta ; Elyasiani, Elyas ; Pagano, Michael S.. In: Working Papers. RePEc:fip:fedpwp:13-23.

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2013Does the firm-analyst relationship matter in explaining analysts earnings forecast errors?. (2013). Galanti, Sébastien ; Hurlin, Christophe ; Breton, Régis ; Vaubourg, Anne-Gael . In: Working Papers. RePEc:hal:wpaper:hal-00862996.

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2013Does overvaluation of bidder stock drive acquisitions? The case of public and private targets. (2013). John, Kose ; Vasudevan, Gopala ; Shangguan, Zhaoyun ; Mateti, Ravi S.. In: International Journal of Banking, Accounting and Finance. RePEc:ids:injbaf:v:5:y:2013:i:1/2:p:188-204.

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2013We study whether financial analysts concern for preserving good relationships with firms managers motivates them to issue pessimistic or optimistic forecasts. Based on a dataset of one-yearahead EPS f. (2013). Galanti, Sébastien ; Breton, Régis ; Vaubourg, Anne-Gael ; Berisha-Krasniqui, Valdete ; Hurlin, Christophe . In: Larefi Working Papers. RePEc:laf:wpaper:cr1304.

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2013Blockholders and Corporate Governance. (2013). Edmans, Alex. In: NBER Working Papers. RePEc:nbr:nberwo:19573.

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2013Maximum likelihood estimation of the equity premium. (2013). Wachter, Jessica ; Avdis, Efstathios . In: NBER Working Papers. RePEc:nbr:nberwo:19684.

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2013Global Currency Misalignments, Crash Sensitivity, and Downside Insurance Costs. (2013). Zhao, Yang ; MacDonald, Ronald ; Huang, Huichou. In: MPRA Paper. RePEc:pra:mprapa:53745.

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2013Competition between high-frequency traders, and market quality. (2013). Breckenfelder, Johannes. In: MPRA Paper. RePEc:pra:mprapa:66715.

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2013SELECTING DIFFERENT INDUSTRIAL COMPETITORS INFLUENCE THE RISK LEVEL OF VIETNAM TELECOMMUNICATION AND EDUCATION COMPANIES. (2013). Dinh Tran Ngoc Huy, . In: Romanian Economic Business Review. RePEc:rau:journl:v:8:y:2013:i:4:p:72-83.

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2013Macroeconomic announcements and financial markets. (2013). Hu, Jin-Li. In: Other publications TiSEM. RePEc:tiu:tiutis:c7e98cdc-6618-476d-8d27-902818038ad5.

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2013Payout policies of privately held firms: Flexibility and the role of income taxes. (2013). Alstadsæter, Annette ; Alstadsater, Annette ; Jacob, Martin . In: arqus Discussion Papers in Quantitative Tax Research. RePEc:zbw:arqudp:152.

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2013Anchoring: A valid explanation for biased forecasts when rational predictions are easily accessible and well incentivized?. (2013). Bizer, Kilian ; Proeger, Till ; Meub, Lukas . In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:166.

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