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Journal of Financial and Quantitative Analysis / Cambridge University Press


1.44

Impact Factor

2.09

5-Years IF

94

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.140.10.143535521.4911667210181262 (%)0.04
19910.170.10.133873690.958347112180233 (%)0.04
19920.190.090.1838111650.5912737314182331 (%)10.030.04
19930.090.110.234145980.681415767183364 (%)0.05
19940.030.120.18331781070.61003722181322 (%)30.090.04
19950.370.190.51332113831.8210716725178912 (%)10.030.07
19960.580.230.68292404741.9817956638176120 (%)50.170.09
19970.580.260.81262665572.09103562361671362 (%)40.150.09
19980.870.280.91242905982.06104355481551411 (%)40.170.1
19990.840.321.04233136532.09115650421451511 (%)50.220.13
20000.770.391.19293427842.29139847361351602 (%)40.140.15
20011.250.391.4253678832.41118852651311831 (%)60.240.14
20020.930.41.452839510052.54105754501271841 (%)120.430.17
20031.060.431.833743211702.71197153561292363 (%)250.680.18
20041.550.481.963847013782.931276651011422783 (%)180.470.19
20051.640.521.763650614742.911439751231572761 (%)160.440.2
20061.320.511.883754315962.9485274981643091 (%)120.320.2
20071.180.451.854158416742.87107873861763261 (%)150.370.18
20081.210.481.913762118683.01109578941893611 (%)160.430.2
20091.460.491.755467520463.031488781141893311 (%)230.430.19
20101.330.461.745773220812.841242911212053562 (%)220.390.17
20111.580.491.817280422382.7811351111752264101 (%)220.310.19
20121.340.521.876286623942.767021291732614871 (%)160.260.19
20131.640.582.386392930403.278031342202826724 (%)320.510.2
20141.680.62.455097935173.59427125210308755 (%)250.50.2
20151.990.612.3654103335473.433131132253047181 (%)250.460.19
20161.530.682.1968110135503.22182104159301659 (%)210.310.2
20171.440.732.0991119235773108122176297622 (%)250.270.22
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.

Full description at Econpapers || Download paper

971
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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611
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

472
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

455
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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385
62001The 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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287
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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285
81999Autoregressive 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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270
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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259
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

257
111998The 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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248
122003International 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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246
132003Equity 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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241
142001Economic 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

240
151984Optimal 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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209
162005Determinants 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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206
171987Option 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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206
182005Volatility 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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200
191991The 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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199
201990Stock 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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197
211986Bayes-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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196
222004Capital Investments and Stock Returns. (2004). Xie, Feixue ; Titman, Sheridan ; 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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180
231990The 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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180
242005Stock 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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179
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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172
261996Evidence 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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171
271988The 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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170
282003Corporate 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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168
292009Testing 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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166
301977The 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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165
311993Price 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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163
321972An 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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162
332007Characterizing 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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159
341992Simultaneous 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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155
352003Do 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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151
362000Market 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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147
371996Another 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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145
382009The 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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144
392002Portfolio 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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136
402008The 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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134
412008The Determinants of Capital Structure: Capital Market-Oriented versus Bank-Oriented Institutions. (2008). Paudyal, Krishna ; Guney, Yilmaz ; Antoniou, Antonios . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:43:y:2008:i:01:p:59-92_00.

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128
422005Does Corporate Governance Matter to Bondholders?. (2005). Klock, Mark ; Maxwell, William F. ; Mansi, Sattar A.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:40:y:2005:i:04:p:693-719_00.

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128
432002The 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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127
442000Behavioral Portfolio Theory. (2000). Shefrin, Hersh ; Statman, Meir . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:35:y:2000:i:02:p:127-151_00.

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125
451997Reciprocally 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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125
462003Agency 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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124
471997Is 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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124
482000Hedge 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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123
492002International 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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123
502012An 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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122

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

173
21985The 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

106
31987The 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

99
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.

Full description at Econpapers || Download paper

86
52001The Debt-Equity Choice. (2001). Titman, Sheridan ; Hovakimian, Armen ; Opler, Tim . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:36:y:2001:i:01:p:1-24_00.

Full description at Econpapers || Download paper

79
62003International 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

76
72012An 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.

Full description at Econpapers || Download paper

70
82009Testing 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

68
92004Capital Investments and Stock Returns. (2004). Xie, Feixue ; Titman, Sheridan ; 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

66
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

65
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

62
122008The 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.

Full description at Econpapers || Download paper

59
131998The 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

58
142005Volatility 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

53
152003Do 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.

Full description at Econpapers || Download paper

51
162001Economic 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

50
172003International Corporate Governance. (2003). Denis, Diane K. ; McConnell, John J.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:01:p:1-36_00.

Full description at Econpapers || Download paper

50
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

50
192003Equity 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

49
202009The 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

47
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.

Full description at Econpapers || Download paper

46
221986Bayes-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

45
232010How 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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45
242008Idiosyncratic 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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41
251972An 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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41
262007Optimal Portfolio Choice with Parameter Uncertainty. (2007). Zhou, Guofu ; Kan, Raymond. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:42:y:2007:i:03:p:621-656_00.

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40
272001The 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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40
282008The Determinants of Capital Structure: Capital Market-Oriented versus Bank-Oriented Institutions. (2008). Paudyal, Krishna ; Guney, Yilmaz ; Antoniou, Antonios . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:43:y:2008:i:01:p:59-92_00.

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40
292013Where Have All the IPOs Gone?. (2013). Ritter, Jay ; Zhu, Zhongyan ; Gao, Xiaohui . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:48:y:2013:i:06:p:1663-1692_00.

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40
302013How 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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39
312010Predicting 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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321999Autoregressive 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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332010Deviations 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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342004Cookie 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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352005Does Corporate Governance Matter to Bondholders?. (2005). Klock, Mark ; Maxwell, William F. ; Mansi, Sattar A.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:40:y:2005:i:04:p:693-719_00.

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361993Price 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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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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381999Volatility 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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392004The 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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402013Algorithmic 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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412007Characterizing 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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422013Cognitive 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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33
432006Returns to Acquirers of Listed and Unlisted Targets. (2006). Faccio, Mara ; Stolin, David ; McConnell, John J.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:41:y:2006:i:01:p:197-220_00.

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33
442011The Effects of Derivatives on Firm Risk and Value. (2011). Bartram, Söhnke ; Brown, Gregory W. ; Conrad, Jennifer . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:46:y:2011:i:04:p:967-999_00.

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33
451990The 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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32
461981The 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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472010The Response of Corporate Financing and Investment to Changes in the Supply of Credit. (2010). Roberts, Michael ; Lemmon, Michael . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:45:y:2010:i:03:p:555-587_00.

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482002The 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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492010Debt Capacity and Tests of Capital Structure Theories. (2010). Zender, Jaime F. ; Lemmon, Michael L.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:45:y:2010:i:05:p:1161-1187_00.

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31
502010The Term Structure of Variance Swap Rates and Optimal Variance Swap Investments. (2010). Wu, Liuren ; Egloff, Daniel ; Leippold, Markus. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:45:y:2010:i:05:p:1279-1310_00.

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Citing documents used to compute impact factor 176:


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2017Do progressive social norms affect economic outcomes? Evidence from corporate takeovers. (2017). Podolski, Edward ; Chen, Yangyang ; Veeraraghavan, Madhu ; Rhee, Ghon S. In: Journal of Empirical Finance. RePEc:eee:empfin:v:41:y:2017:i:c:p:76-95.

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2017The Impact of Leverage Variances on Growth: A Longitudinal Study of Pakistan’s Corporate Sector. (2017). Amjed, Sohail ; Amir, S M. In: Pakistan Journal of Applied Economics. RePEc:pje:journl:article27winvi.

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2017Bank connections and the speed of leverage adjustment: evidence from Chinas listed firms. (2017). Li, Wenfei ; Tang, Qingquan ; Xu, Liping ; Wu, Cen. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:5:p:1349-1381.

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2017Entry and Competition in Takeover Auctions. (2017). Stroup, Caleb ; Gentry, Matthew L. In: Working Papers. RePEc:dav:wpaper:17-01.

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2017Winning a Deal in Private Equity: Do Educational Networks Matter?. (2017). Füss, Roland ; Morkoetter, Stefan ; Jenkinson, Tim ; Fuess, Roland ; Fuchs, Florian. In: Working Papers on Finance. RePEc:usg:sfwpfi:2017:15.

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2017INTERNATIONAL DEAL EXPERIENCE AND CROSS-BORDER ACQUISITIONS. (2017). Stroup, Caleb. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:1:p:73-97.

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2017The Potential Socio-Economic Impact of China Pakistan Economic Corridor. (2017). Ali, Liaqat ; Bibi, Kausar ; Khan, Salim ; Shah, Sayed Jamal ; Mi, Jianing . In: Asian Development Policy Review. RePEc:asi:adprev:2017:p:191-198.

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2017Portfolio choice decision making with NBP-effSAMWMIX: A Stochastic Multi-Armed Bandit Algorithm using Naïve Bandit Portfolio Approach. (2017). Abdulla, Mohammed Shahid ; Villari, Boby Chaitanya . In: Working papers. RePEc:iik:wpaper:219.

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2017Dynamic portfolio optimization with ambiguity aversion. (2017). Zhang, Jinqing ; Jin, Zeyu . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:79:y:2017:i:c:p:95-109.

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2017Dividends, earnings, and predictability. (2017). Moller, Stig V ; Sander, Magnus . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:78:y:2017:i:c:p:153-163.

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2017Corporate investment and bank-dependent borrowers during the recent financial crisis. (2017). Vermeulen, Philip ; Buc, Andra . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:78:y:2017:i:c:p:164-180.

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2017Sharing the Pain? Credit Supply and Real Effects of Bank Bail-ins. (2017). Silva, Andre ; Da-Rocha Lopes, Samuel ; Beck, Thorsten. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12058.

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2017Which Banks Recover From Large Adverse Shocks?. (2017). Kashyap, Anil ; Bonaccorsi di Patti, Emilia. In: NBER Working Papers. RePEc:nbr:nberwo:23654.

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2017Research in finance: A review of influential publications and a research agenda. (2017). Linnenluecke, Martina K ; Zhu, Yushu ; Smith, Tom ; Ling, Xin ; Chen, Xiaoyan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:43:y:2017:i:c:p:188-199.

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2017The effects of bank mergers on corporate information disclosure. (2017). Chen, QI ; Vashishtha, Rahul. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:64:y:2017:i:1:p:56-77.

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2017Who needs big banks? The real effects of bank size on outcomes of large US borrowers. (2017). Biswas, Swarnava ; Gomez, Fabiana ; Zhai, Wei. In: Journal of Corporate Finance. RePEc:eee:corfin:v:46:y:2017:i:c:p:170-185.

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2017DID FOREIGN OWNERSHIP OF KOREAN CREDIT RATING AGENCIES IMPROVE THEIR RATINGS?. (2017). Joe, Denis Yongmin ; Oh, Frederick Dongchuhl. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:35:y:2017:i:1:p:193-200.

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2017Slow diffusion of information and price momentum in stocks: Evidence from options markets. (2017). Chen, Zhuo ; Lu, Andrea . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:98-108.

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2017The effect of data breach announcements beyond the stock price: Empirical evidence on market activity. (2017). Cummins, Mark ; Rosati, Pierangelo ; Lynn, Theo ; van der Werff, Lisa ; Gogolin, Fabian ; Deeney, Peter . In: International Review of Financial Analysis. RePEc:eee:finana:v:49:y:2017:i:c:p:146-154.

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2017What do stock price levels tell us about the firms?. (2017). Chan, Konan ; Li, Fengfei ; Lin, Tse-Chun . In: Journal of Corporate Finance. RePEc:eee:corfin:v:46:y:2017:i:c:p:34-50.

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2017Deposit Competition and Financial Fragility: Evidence from the US Banking Sector. (2017). Hortasu, Ali ; Matvos, Gregor ; Egan, Mark. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:1:p:169-216.

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2017Government interventions and equity liquidity in the sub-prime crisis period: Evidence from the ETF market. (2017). Chiu, Junmao ; Tsai, Kunchi . In: International Review of Economics & Finance. RePEc:eee:reveco:v:47:y:2017:i:c:p:128-142.

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2017The unintended consequences of the zero lower bound policy. (2017). Kacperczyk, Marcin ; Dimaggio, Marco ; di Maggio, Marco. In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:1:p:59-80.

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2017Transparency, Investor Information Acquisition, and Money Market Fund Risk Rebalancing during the 2011-12 Eurozone Crisis. (2017). Schmidt, Lawrence ; Gallagher, Emily ; Wermers, Russ ; Timmermann, Allan G. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11895.

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2017Litigation and mutual-fund runs. (2017). Qian, Meijun ; Tanyeri, Baak . In: Journal of Financial Stability. RePEc:eee:finsta:v:31:y:2017:i:c:p:119-135.

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2017Do short sellers exploit industry information?. (2017). Zhang, Weina ; Huszar, Zsuzsa R. In: Journal of Empirical Finance. RePEc:eee:empfin:v:41:y:2017:i:c:p:118-139.

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2017Information Shocks and Short-Term Market Underreaction. (2017). Jiang, George J ; Zhu, Kevin X. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:1:p:43-64.

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2017Optimal trading strategies for Lévy-driven Ornstein-Uhlenbeck processes. (2017). Endres, Sylvia ; Stubinger, Johannes. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:172017.

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2017Momentum Decomposition: Evidence from Emerging Markets. (2017). Wei, Xianhua ; Guo, Hongbo . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:123-132.

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2017Corporate Hedging and the High Idiosyncratic Volatility Low Return Puzzle. (2017). Chng, Michael T ; Zhang, Hongfeng ; Xiang, Vincent ; Fang, Victor. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:3:p:395-425.

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2017Skill and luck in private equity performance. (2017). Korteweg, Arthur ; Sorensen, Morten. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:3:p:535-562.

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2017Determinants of success in venture capital investments: evidence from Brazil. (2017). de Carvalho, Antonio Gledson ; Eduardo, ; Gallucci-Netto, Humberto. In: Venture Capital. RePEc:taf:veecee:v:19:y:2017:i:3:p:147-161.

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2017An empirical analysis of advance notice provisions in corporate bylaws: Evidence from Canada. (2017). Anand, Anita ; Dathan, Michele . In: International Review of Law and Economics. RePEc:eee:irlaec:v:49:y:2017:i:c:p:41-56.

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2017Litigation risk and cash holdings. (2017). Malm, James ; Kanuri, Srinidhi . In: Journal of Economics and Finance. RePEc:spr:jecfin:v:41:y:2017:i:4:d:10.1007_s12197-016-9373-7.

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2017Litigation risk and investment policy. (2017). Malm, James ; Sah, Nilesh ; Krolikowski, Marcin ; Adhikari, Hari P. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:41:y:2017:i:4:d:10.1007_s12197-016-9382-6.

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2017Private Class Action Litigation Risk of Chinese Firms Listed in the US. (2017). Voetmann, Torben ; Walkling, Ralph A ; Jindra, Jan . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:01:n:s2010139216500208.

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2017Corporate Social Responsibility Disclosure and the Value of Cash Holdings. (2017). Shailer, Greg ; Xinyu, Yang ; Yi, Louise . In: European Accounting Review. RePEc:taf:euract:v:26:y:2017:i:4:p:729-753.

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2017Takeover protection and stock price crash risk: Evidence from state antitakeover laws. (2017). Bhargava, Rahul ; Zeng, Hongchao ; Faircloth, Sheri . In: Journal of Business Research. RePEc:eee:jbrese:v:70:y:2017:i:c:p:177-184.

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2017Does the cutoff of “red capital” raise a red flag? Political connections and stock price crash risk. (2017). Xie, LU ; Ye, Tingting ; Zhang, Min ; Liu, Yaosong . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:39:y:2017:i:c:p:89-109.

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2017Trust and stock price crash risk: Evidence from China. (2017). Li, Xiaorong ; Wang, Xue. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:76:y:2017:i:c:p:74-91.

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2017Do progressive social norms affect economic outcomes? Evidence from corporate takeovers. (2017). Podolski, Edward ; Chen, Yangyang ; Veeraraghavan, Madhu ; Rhee, Ghon S. In: Journal of Empirical Finance. RePEc:eee:empfin:v:41:y:2017:i:c:p:76-95.

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2017Does local religiosity affect organizational risk-taking? Evidence from the hedge fund industry. (2017). Gao, Lei ; Zhao, Jing ; Wang, Ying. In: Journal of Corporate Finance. RePEc:eee:corfin:v:47:y:2017:i:c:p:1-22.

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2017Profitability of insider trading in Europe: A performance evaluation approach. (2017). Korczak, Adriana ; Gebka, Bartosz ; Traczykowski, Jdrzej ; Gbka, Bartosz . In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:66-90.

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2017Independent directors: Less informed but better selected than affiliated board members?. (2017). Reberioux, Antoine ; Crifo, Patricia ; Roudaut, Gwenael ; Cavaco, Sandra. In: Journal of Corporate Finance. RePEc:eee:corfin:v:43:y:2017:i:c:p:106-121.

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2017Anti-misconduct policies, corporate governance and capital market responses: International evidence. (2017). Li, Changhong ; Wu, Zhenyu ; Wang, Yuan ; Liu, Mingzhi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:47-60.

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2017How does corporate control affect the appointment, auditing expertise and reputation of independent directors? Evidence from Taiwan. (2017). Lee, Yung-Chuan ; Wang, Ming-Chang . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:64:y:2017:i:c:p:130-140.

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2017Are all analysts created equal? Industry expertise and monitoring effectiveness of financial analysts. (2017). Bradley, Daniel ; Xie, Fei ; Liu, XI ; Gokkaya, Sinan. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:63:y:2017:i:2:p:179-206.

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2017Does director capital influence board turnover after an incident of fraud? Evidence from Italian listed companies. (2017). Donza, Giuseppe ; Rigolini, Alessandra . In: Journal of Management & Governance. RePEc:kap:jmgtgv:v:21:y:2017:i:4:d:10.1007_s10997-016-9372-2.

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2017The Determinants of Capital Structure: Evidence from Non-financial Listed German Companies. (2017). Brando, Elisio ; Cerqueira, Antonio Melo ; Valadares, Maria Angelina . In: FEP Working Papers. RePEc:por:fepwps:588.

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2017How do financial institutions react to a tax increase?. (2017). Schandlbauer, Alexander . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:30:y:2017:i:c:p:86-106.

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2017Taxes and capital structure: Understanding firms’ savings. (2017). Hnatkovska, Viktoria ; Armenter, Roc. In: Journal of Monetary Economics. RePEc:eee:moneco:v:87:y:2017:i:c:p:13-33.

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2017An empirical investigation of capital structure and firm value in Vietnam. (2017). Vo, Xuan Vinh ; Ellis, Craig . In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:90-94.

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2017The impact of interest rates on firms financing policies. (2017). Karpaviius, Sigitas ; Yu, Fan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:262-293.

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2017The economic significance of CDS price discovery. (2017). Xiang, Vincent ; Fang, Victor ; Chng, Michael T. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:48:y:2017:i:1:d:10.1007_s11156-015-0540-2.

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2017Credit derivatives and stock return synchronicity. (2017). Bai, Xuelian ; Zhu, LU ; Liu, Ling. In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:79-90.

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2017When does the bond price reaction to earnings announcements predict future stock returns?. (2017). Even-Tov, Omri. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:64:y:2017:i:1:p:167-182.

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2017Index Futures Trading Restrictions and Spot Market Quality: Evidence from the Recent Chinese Stock Market Crash. (2017). Han, Qian ; Liang, Jufang. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:37:y:2017:i:4:p:411-428.

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2017Return expectations and risk aversion heterogeneity in household portfolios. (2017). Bucciol, Alessandro ; Pastorello, Sergio ; Miniaci, Raffaele. In: Journal of Empirical Finance. RePEc:eee:empfin:v:40:y:2017:i:c:p:201-219.

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2017Portfolio performance across genders and generations: The role of financial innovation. (2017). Davydov, Denis ; Schon, Marcus ; Peltomaki, Jarkko ; Florestedt, Otto . In: International Review of Financial Analysis. RePEc:eee:finana:v:50:y:2017:i:c:p:44-51.

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2017Divergence of sentiment and stock market trading. (2017). Siganos, Antonios ; Verwijmeren, Patrick ; Vagenas-Nanos, Evangelos. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:78:y:2017:i:c:p:130-141.

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2017Dangerous infectious diseases: Bad news for Main Street, good news for Wall Street?. (2017). Donadelli, Michael ; Riedel, Max ; Kizys, Renatas. In: Journal of Financial Markets. RePEc:eee:finmar:v:35:y:2017:i:c:p:84-103.

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2017Seasonality in Perceived Risk: A Sentiment Effect. (2017). Kaplanski, Guy ; Levy, Haim. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:01:n:s2010139216500154.

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2017Abnormal Retained Earnings Around The World. (2017). Silva, Paulo ; Alves, Paulo. In: MPRA Paper. RePEc:pra:mprapa:80243.

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2017Capital Structure in Emerging Asia. (2017). Goyal, Vidhan ; Packer, Frank. In: HKUST IEMS Working Paper Series. RePEc:hku:wpaper:201748.

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2017The impact of innovation: Evidence from corporate bond exchange-traded funds (ETFs). (2017). Dannhauser, Caitlin D. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:3:p:537-560.

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2017Flight-to-liquidity, market uncertainty, and the actions of mutual fund investors. (2017). Ben-Rephael, Azi . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:31:y:2017:i:c:p:30-44.

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2017Essays on robust asset pricing. (2017). Horvath, Ferenc. In: Other publications TiSEM. RePEc:tiu:tiutis:e54d7b33-1f27-4b0e-9f84-f96636a04c1e.

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2017The small IPO and the investing preferences of mutual funds. (2017). Bartlett, Robert P ; Solomon, Steven Davidoff ; Rose, Paul. In: Journal of Corporate Finance. RePEc:eee:corfin:v:47:y:2017:i:c:p:151-173.

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2017Mispricing in the odd lots market in Brazil. (2017). Perlin, Marcelo ; Righi, Marcelo B ; Ramos, Henrique P. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:618-628.

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2017Does oil and gold price uncertainty matter for the stock market?. (2017). Bams, Dennis ; Lehnert, Thorsten ; Honarvar, Iman ; Blanchard, Gildas. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:270-285.

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2017The evolving beta-liquidity relationship of hedge funds. (2017). Stefanova, Denitsa ; Siegmann, Arjen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:286-303.

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2017Market Reaction to Cabinet Reshuffle: The Indonesian Evidence. (2017). Supramono, Supramono ; Utami, I ; Wilis, Widhiastuti. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-05-22.

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2017The effect of financial reporting quality on corporate dividend policy. (2017). Koo, David S ; Yu, Yong ; Ramalingegowda, Santhosh . In: Review of Accounting Studies. RePEc:spr:reaccs:v:22:y:2017:i:2:d:10.1007_s11142-017-9393-3.

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2017Identifying contagion in a banking network. (2017). Vasios, Michalis ; Morrison, Alan ; Zikes, Filip ; Wilson, Mungo. In: Bank of England working papers. RePEc:boe:boeewp:0642.

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2017Understanding transactions prices in the credit default swaps market. (2017). Tang, Dragon Yongjun ; Yan, Hong. In: Journal of Financial Markets. RePEc:eee:finmar:v:32:y:2017:i:c:p:1-27.

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2017The term structure of credit spreads, firm fundamentals, and expected stock returns. (2017). Han, Bing ; Zhou, YI ; Subrahmanyam, Avanidhar. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:1:p:147-171.

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2017Explaining co-movements between equity and CDS bid-ask spreads. (2017). Marra, Miriam . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:49:y:2017:i:3:d:10.1007_s11156-016-0609-6.

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2017Equity market information and credit risk signaling: A quantile cointegrating regression approach. (2017). Gatfaoui, Hayette. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:48-59.

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2017Price discovery in equity and CDS markets. (2017). Perrakis, Stylianos ; Zhong, Rui ; Kryzanowski, Lawrence. In: Journal of Financial Markets. RePEc:eee:finmar:v:35:y:2017:i:c:p:21-46.

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2017Is default risk priced equally fast in the credit default swap and the stock markets? AN empirical investigation. (2017). Tolikas, Konstantinos ; Topaloglou, Nikolas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:39-57.

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2017Crisis Sentiment in the U.S. Insurance Sector. (2017). Irresberger, Felix ; Konig, Fee Elisabeth. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:84:y:2017:i:4:p:1295-1330.

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2017Identifying Contagion in a Banking Network. (2017). Vasios, Michalis ; Zikes, Filip ; Wilson, Mungo ; Morrison, Alan. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-82.

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2017Carry Trades and Commodity Risk Factors. (2017). Sakemoto, Ryuta ; Byrne, Joseph ; Ibrahim, Boulis Maher. In: MPRA Paper. RePEc:pra:mprapa:80789.

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2017Multivariate FX models with jumps: Triangles, Quantos and implied correlation. (2017). Rayée, Grégory ; Ballotta, Laura ; Rayee, Gregory ; Deelstra, Griselda. In: European Journal of Operational Research. RePEc:eee:ejores:v:260:y:2017:i:3:p:1181-1199.

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2017Customer-base concentration and the transmission of idiosyncratic volatility along the vertical chain. (2017). Mihov, Atanas ; Naranjo, Andy. In: Journal of Empirical Finance. RePEc:eee:empfin:v:40:y:2017:i:c:p:73-100.

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2017Institutional trading before dividend reduction announcements. (2017). Henry, Darren ; Pham, Viet Hung ; Nguyen, Lily . In: Journal of Financial Markets. RePEc:eee:finmar:v:36:y:2017:i:c:p:40-55.

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2017Institutional ownership around stock splits. (2017). Li, Fengyu ; Shi, Yongdong ; Liu, Mark H. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:46:y:2017:i:pa:p:14-40.

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2017Activism mergers. (2017). Boyson, Nicole M ; Gantchev, Nickolay ; Shivdasani, Anil. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:1:p:54-73.

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2017Are stock-financed takeovers opportunistic?. (2017). Thorburn, Karin ; Eckbo, B. ; Makaew, Tanakorn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11974.

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2017Analysis of glamorous acquisitions in the telecommunications sector: Overvaluation or success?. (2017). Navio-Marco, Julio ; Solorzano-Garcia, Marta ; Calle, Silvia Serrano. In: 28th European Regional ITS Conference, Passau 2017. RePEc:zbw:itse17:169487.

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2017Social trust environment and firm tax avoidance: Evidence from China. (2017). Xia, Changyuan ; Chan, Kam C ; Cao, Chunfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:374-392.

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2017Societal trust and the economic behavior of nonprofit organizations. (2017). Felix, Robert ; Williams, Jan L ; Pevzner, Mikhail ; Gaynor, Greg. In: Advances in accounting. RePEc:eee:advacc:v:39:y:2017:i:c:p:21-31.

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2017The effectiveness of TARP-CPP on the US banking industry: A new copula-based approach. (2017). Calabrese, Raffaella ; Osmetti, Silvia Angela ; Deglinnocenti, Marta . In: European Journal of Operational Research. RePEc:eee:ejores:v:256:y:2017:i:3:p:1029-1037.

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2017Inside asset purchase programs: the effects of unconventional policy on banking competition. (2017). Wedow, Michael ; Koetter, Michael ; Podlich, Natalia . In: Working Paper Series. RePEc:ecb:ecbwps:20172017.

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2017Does the impact of board independence on large bank risks change after the global financial crisis?. (2017). Vallascas, Francesco ; Keasey, Kevin ; Mollah, Sabur. In: Journal of Corporate Finance. RePEc:eee:corfin:v:44:y:2017:i:c:p:149-166.

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2017Cross-border transmission of emergency liquidity. (2017). Koetter, Michael ; Kick, Thomas ; Storz, Manuela. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168112.

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2017The effect of TARP on the propagation of real estate shocks: Evidence from geographically diversified banks. (2017). Jang, Karen Y. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:83:y:2017:i:c:p:173-192.

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2017A complicated relationship: Family involvement in the top management team and post-IPO survival. (2017). Cirillo, Alessandro ; Vigano, Riccardo ; Romano, Mauro ; Mussolino, Donata . In: Journal of Family Business Strategy. RePEc:eee:fambus:v:8:y:2017:i:1:p:42-56.

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2017Adapting to Radical Change: The Benefits of Short-Horizon Investors. (2017). Giannetti, Mariassunta ; Yu, Xiaoyun. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12021.

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2017Well-connected short-sellers pay lower loan fees: A market-wide analysis. (2017). Giovannetti, Bruno ; Chague, Fernando ; De-Losso, Rodrigo ; Bueno, Rodrigo ; de Genaro, Alan . In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:3:p:646-670.

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Recent citations (cites in year: CiY)


Recent citations received in 2017

YearCiting document
2017Media sentiment, institutional investors and probability of stock price crash: evidence from Chinese stock markets. (2017). Zhu, Yanjian ; Yu, Jing ; Zhang, Hua ; Wu, Zhaoying. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:5:p:1635-1670.

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2017Sharing the Pain? Credit Supply and Real Effects of Bank Bail-ins. (2017). Silva, Andre ; Da-Rocha Lopes, Samuel ; Beck, Thorsten. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12058.

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2017Board Quotas and Director-Firm Matching. (2017). Ginglinger, Edith ; Skalli, Yasmine ; Laguna, Marie-Aude ; Ferreira, Daniel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12117.

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2017A Matter of Trust? The Bond Market Benefits of Corporate Social Capital during the Financial Crisis. (2017). Servaes, Henri ; Tamayo, Ane ; Lins, Karl ; Amiraslani, Hami. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12321.

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2017Share buybacks and gender diversity. (2017). Vermaelen, Theo ; Evgeniou, Theodoros . In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:669-686.

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2017What do stock price levels tell us about the firms?. (2017). Chan, Konan ; Li, Fengfei ; Lin, Tse-Chun . In: Journal of Corporate Finance. RePEc:eee:corfin:v:46:y:2017:i:c:p:34-50.

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2017Stock market listing and the use of trade credit: Evidence from public and private firms. (2017). Dang, Viet ; Khurshed, Arif ; Abdulla, Yomna. In: Journal of Corporate Finance. RePEc:eee:corfin:v:46:y:2017:i:c:p:391-410.

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2017Evaluating the size of the bootstrap method for fund performance evaluation. (2017). Cheng, Tingting ; Yan, Cheng. In: Economics Letters. RePEc:eee:ecolet:v:156:y:2017:i:c:p:36-41.

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2017Tail-risk hedging, dividend chasing, and investment constraints: The use of exchange-traded notes by mutual funds. (2017). Rakowski, David ; Stark, Jeffrey R ; Shirley, Sara E. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:91-107.

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2017Permanent price impact asymmetry of trades with institutional constraints. (2017). Chiyachantana, Chiraphol ; Sharma, Vivek ; Jiang, Christine ; Jain, Pankaj K. In: Journal of Financial Markets. RePEc:eee:finmar:v:36:y:2017:i:c:p:1-16.

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2017Social capital and bank stability. (2017). Kanagaretnam, Kiridaran ; Jin, Justin Yiqiang ; Lobo, Gerald J ; Mathieu, Robert. In: Journal of Financial Stability. RePEc:eee:finsta:v:32:y:2017:i:c:p:99-114.

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2017Social norms and market outcomes: The effects of religious beliefs on stock markets. (2017). Al-Awadhi, Abdullah M ; Dempsey, Michael. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:119-134.

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2017Scoring rules for subjective probability distributions. (2017). Ulm, Eric ; Harrison, Glenn ; Swarthout, Todd J ; Martinez-Correa, Jimmy . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:134:y:2017:i:c:p:430-448.

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2017Political uncertainty and investment: Causal evidence from U.S. gubernatorial elections. (2017). Jens, Candace E. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:3:p:563-579.

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2017Are foreign investors locusts? The long-term effects of foreign institutional ownership. (2017). Ferreira, Miguel ; Pires, Pedro ; Matos, Pedro ; Bena, Jan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:1:p:122-146.

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2017Advising shareholders in takeovers. (2017). Levit, Doron. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:3:p:614-634.

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2017Realized (co)variances of eurozone sovereign yields during the crisis: The impact of news and the Securities Markets Programme. (2017). Beetsma, Roel ; Widijanto, Daniel ; Giuliodori, Massimo ; de Jong, Frank. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:75:y:2017:i:c:p:14-31.

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2017Signaling Probabilities in Ambiguity: on the impact of vague news. (2017). Vinogradov, Dmitri ; Makhlouf, Yousef . In: Working Papers. RePEc:gla:glaewp:2017_12.

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2017Divesting Fossil Fuels. (2017). Trinks, Arjan ; Scholtens, Bert ; Mulder, Machiel ; Dam, Lammertjan. In: Research Report. RePEc:gro:rugsom:17001-eef.

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2017How to Estimate Beta?. (2017). Prokopczuk, Marcel ; Simen, Chardin Wese ; Hollstein, Fabian . In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-617.

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2017Ira M. Millstein: The activist director—lessons from the boardroom and the future of the corporation. (2017). Meyerinck, Felix . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:31:y:2017:i:3:d:10.1007_s11408-017-0294-z.

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2017Divesting Fossil Fuels: The Implications for Investment Portfolios. (2017). Trinks, Arjan ; Scholtens, Bert ; Mulder, Machiel ; Dam, Lammertjan. In: MPRA Paper. RePEc:pra:mprapa:76383.

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2017Model Averaging and its Use in Economics. (2017). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:81568.

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2017A Life-Cycle Model with Unemployment Traps. (2017). Nicodano, Giovanna ; Bagliano, Fabio ; Fugazza, Carolina. In: Working papers. RePEc:tur:wpapnw:041.

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2017Pricing sin stocks: Ethical preference vs. risk aversion. (2017). Gioffré, Alessandro ; Colonnello, Stefano ; Gioffre, Alessandro ; Curatola, Giuliano. In: IWH Discussion Papers. RePEc:zbw:iwhdps:202017.

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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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2016Economic Performance, Wealth Distribution and Credit Restrictions with Continuous Investment. (2016). Fischer, Ronald ; Huerta, Diego . In: Documentos de Trabajo. RePEc:edj:ceauch:326.

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2016Toward resolving the debate surrounding slippery slope versus licensing behavior: The importance of individual differences in accounting ethical decision making. (2016). Reckers, Philip ; Samuelson, Melissa. In: Advances in accounting. RePEc:eee:advacc:v:34:y:2016:i:c:p:1-16.

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2016Top management team expertise and corporate real earnings management activities. (2016). Li, Chihua ; Chen, Tsung-Kang ; Tseng, Yijie . In: Advances in accounting. RePEc:eee:advacc:v:34:y:2016:i:c:p:117-132.

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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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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 ; Zhao, Yijiang ; Allen, Arthur ; Francis, Bill B. 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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2016Sugar With Your Coffee?: Financials, Fundamentals, and Soft Price Uncertainty. (2016). Robe, Michel ; Wallen, Jonathan ; Covindassamy, Genevre. In: IDB Publications (Working Papers). RePEc:idb:brikps:8588.

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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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2015The Post-Acquisition Returns of Stock Deals: Evidence of the Pervasiveness of the Asset Growth Effect. (2015). Mortal, Sandra ; Schill, Michael J. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:50:y:2015:i:03:p:477-507_00.

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2015Quanto Implied Correlation in a Multi-Lévy Framework. (2015). Rayée, Grégory ; Rayee, Gregory ; Deelstra, Griselda ; Ballota, Laura . 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). Danbolt, JO ; Vagenas-Nanos, Evangelos ; Siganos, Antonios . 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 ; Nichols, D C ; Beneish, M D. 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 ; Park, Jung Chul ; Jahera, John S. 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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2015The Dimensions of Experiential Learning in the Management of Activity Load. (2015). Castellaneta, Francesco ; Zollo, Maurizio. In: Organization Science. RePEc:inm:ororsc:v:26:y:2015:i:1:p:140-157.

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2015Regional Economic Activity and Stock Returns. (2015). Smajlbegovic, Esad. In: 2015 Papers. RePEc:jmp:jm2015:psm196.

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2015Sharing Risk with the Government: How Taxes Affect Corporate Risk Taking. (2015). Zhang, Liandong ; Ljungqvist, Alexander ; Zuo, Luo. 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). Giovannetti, Bruno ; Chague, Fernando ; De-Losso, Rodrigo ; Bueno, Rodrigo ; de Genaro, Alan . In: Working Papers, Department of Economics. RePEc:spa:wpaper:2015wpecon17.

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2015Is Price Support for Overvalued Equity a Motive for Increasing Share Repurchases?. (2015). Liu, Harrison ; Swanson, Edward P. In: Working Papers. RePEc:tsa:wpaper:0171acc.

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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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2015Regional Economic Activity and Stock Returns. (2015). Smajlbegovic, Esad. In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:112854.

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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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2014Tipping and Option Trading. (2014). Lung, Pei Peter ; Xu, Pisun . In: Financial Management. RePEc:bla:finmgt:v:43:y:2014:i:3:p:671-701.

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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 ; 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 ; Levit, Doron ; 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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2014Birds of a feather: Value implications of political alignment between top management and directors. (2014). Lee, Jongsub ; Nagarajan, Nandu J. In: Journal of Financial Economics. RePEc:eee:jfinec:v:112:y:2014:i:2:p:232-250.

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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 ; Levit, Doron ; 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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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 2th 2018. Contact: CitEc Team