Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Journal of Financial and Quantitative Analysis / Cambridge University Press


1.4

Impact Factor

1.98

5-Years IF

89

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.130.10.133535501.431082729181242 (%)0.04
19910.170.090.133873690.957767112180233 (%)0.04
19920.190.090.1838111650.5911807314182331 (%)10.030.04
19930.090.110.234145990.681296767183364 (%)0.05
19940.040.120.18331781030.58928723181332 (%)30.090.04
19950.370.20.5332113641.739956725178892 (%)10.030.07
19960.590.230.69292404681.9516756639176121 (%)50.170.09
19970.550.270.77262665221.9698062341671281 (%)40.150.09
19980.890.280.88242905761.9997955491551361 (%)40.170.1
19990.840.320.98233136201.98109550421451421 (%)50.220.13
20000.770.391.15293427562.21129847361351551 (%)40.140.15
20011.210.391.34253678522.32112052631311761 (%)60.240.14
20020.980.411.43283959632.4498854531271811 (%)120.430.18
20031.060.431.813743211432.65185553561292332 (%)250.680.18
20041.550.481.943847013662.911171651011422761 (%)180.470.2
20051.610.521.733650614312.831338751211572711 (%)160.440.2
20061.30.51.853754315462.857857496164304 (%)120.320.2
20071.160.441.84158415192.6100073851763171 (%)150.370.18
20081.190.481.873762117672.8510047893189353 (%)160.430.2
20091.450.491.715467519092.831360781131893231 (%)220.410.19
20101.290.471.685773219422.651122911172053451 (%)210.370.17
20111.570.51.87280421702.71001111174226406 (%)220.310.19
20121.350.531.846286623452.71616129174261480 (%)160.260.19
20131.630.612.356392929103.136761342192826622 (%)300.480.21
20141.610.622.335097933453.42364125201308718 (%)250.50.21
20151.950.652.354103333853.28250113220304699 (%)230.430.2
20161.510.762.168110133583.05116104157301631 (%)200.290.22
20171.40.941.9891119233252.7951122171297589 (%)230.250.27
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

882
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

562
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

437
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

425
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.

Full description at Econpapers || Download paper

384
62003International 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

275
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.

Full description at Econpapers || Download paper

266
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.

Full description at Econpapers || Download paper

255
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.

Full description at Econpapers || Download paper

243
102001Economic 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

231
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

228
122003Equity 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

226
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

224
142003International 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

224
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.

Full description at Econpapers || Download paper

201
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.

Full description at Econpapers || Download paper

190
171991The Pricing of Exchange Rate Risk in the Stock Market. (1991). Jorion, Philippe. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:26:y:1991:i:03:p:363-376_00.

Full description at Econpapers || Download paper

189
182005Determinants 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

188
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.

Full description at Econpapers || Download paper

185
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.

Full description at Econpapers || Download paper

182
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.

Full description at Econpapers || Download paper

177
221981The Determinants of Bank Interest Margins: Theory and Empirical Evidence. (1981). Saunders, Anthony ; Ho, Thomas S. Y., . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:16:y:1981:i:04:p:581-600_00.

Full description at Econpapers || Download paper

169
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.

Full description at Econpapers || Download paper

166
241988The Dependence between Hourly Prices and Trading Volume. (1988). Joh, Gun-Ho ; Jain, Prem C.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:23:y:1988:i:03:p:269-283_01.

Full description at Econpapers || Download paper

165
252005Stock 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

165
262003Corporate 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.

Full description at Econpapers || Download paper

162
271996Evidence on Corporate Hedging Policy. (1996). Mian, Shehzad L.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:31:y:1996:i:03:p:419-439_00.

Full description at Econpapers || Download paper

160
282004Capital 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

159
291977The Valuation of Corporate Liabilities as Compound Options. (1977). Geske, Robert. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:12:y:1977:i:04:p:541-552_02.

Full description at Econpapers || Download paper

154
302009Testing 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

153
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.

Full description at Econpapers || Download paper

153
322007Characterizing 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

152
331972An Analytic Derivation of the Efficient Portfolio Frontier. (1972). merton, robert. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:7:y:1972:i:04:p:1851-1872_01.

Full description at Econpapers || Download paper

148
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.

Full description at Econpapers || Download paper

142
352000Market Segmentation and the Cost of the Capital in International Equity Markets. (2000). Miller, Darius P. ; Errunza, Vihang R.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:35:y:2000:i:04:p:577-600_00.

Full description at Econpapers || Download paper

139
361996Another Look at Models of the Short-Term Interest Rate. (1996). KRONER, Kenneth F. ; Brenner, Robin J. ; Harjes, Richard H.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:31:y:1996:i:01:p:85-107_00.

Full description at Econpapers || Download paper

138
372003Do 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

137
382002Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets. (2002). Wachter, Jessica. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:37:y:2002:i:01:p:63-91_00.

Full description at Econpapers || Download paper

130
392009The 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

127
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.

Full description at Econpapers || Download paper

123
412003Agency Costs of Controlling Minority Shareholders. (2003). Cronqvist, Henrik ; Nilsson, Mattias . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:04:p:695-719_00.

Full description at Econpapers || Download paper

119
421997Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach. (1997). Neely, Christopher ; Weller, Paul ; Dittmar, Rob . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:32:y:1997:i:04:p:405-426_00.

Full description at Econpapers || Download paper

118
432002International Cross-Listing and Visibility. (2002). Weaver, Daniel G. ; Baker, Kent H. ; Nofsinger, John R.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:37:y:2002:i:03:p:495-521_00.

Full description at Econpapers || Download paper

118
442000The Accuracy of Trade Classification Rules: Evidence from Nasdaq. (2000). michaely, roni ; Ellis, Katrina ; O'Hara, Maureen . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:35:y:2000:i:04:p:529-551_00.

Full description at Econpapers || Download paper

117
452002The 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.

Full description at Econpapers || Download paper

117
462000Behavioral 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.

Full description at Econpapers || Download paper

116
472008The 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.

Full description at Econpapers || Download paper

116
481995Cointegration, 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.

Full description at Econpapers || Download paper

115
492010How 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.

Full description at Econpapers || Download paper

114
502005Does 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.

Full description at Econpapers || Download paper

114

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

138
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

84
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.

Full description at Econpapers || Download paper

84
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

66
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

62
62009Testing 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

59
72003International 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

57
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.

Full description at Econpapers || Download paper

57
92005Stock 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

54
102008The 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

50
112004Capital 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

48
121993Time-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

47
132005Volatility 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

45
141989International 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

44
152010How 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.

Full description at Econpapers || Download paper

44
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

43
171998The 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

40
182003International 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

40
192003Do 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

39
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.

Full description at Econpapers || Download paper

38
212003Equity 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

38
222009The 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

36
232008Idiosyncratic 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.

Full description at Econpapers || Download paper

34
241972An Analytic Derivation of the Efficient Portfolio Frontier. (1972). merton, robert. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:7:y:1972:i:04:p:1851-1872_01.

Full description at Econpapers || Download paper

34
252007Optimal 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.

Full description at Econpapers || Download paper

34
262005Determinants 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

33
272013Where 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.

Full description at Econpapers || Download paper

32
282001The 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.

Full description at Econpapers || Download paper

32
292013How 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.

Full description at Econpapers || Download paper

31
302008The 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.

Full description at Econpapers || Download paper

30
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.

Full description at Econpapers || Download paper

30
322007Characterizing 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

30
332004The 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.

Full description at Econpapers || Download paper

29
342006Returns 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.

Full description at Econpapers || Download paper

29
351981The Determinants of Bank Interest Margins: Theory and Empirical Evidence. (1981). Saunders, Anthony ; Ho, Thomas S. Y., . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:16:y:1981:i:04:p:581-600_00.

Full description at Econpapers || Download paper

29
362013Cognitive 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.

Full description at Econpapers || Download paper

29
371999Autoregressive 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

29
382010Predicting 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.

Full description at Econpapers || Download paper

29
392010Deviations 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.

Full description at Econpapers || Download paper

27
402004Cookie 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.

Full description at Econpapers || Download paper

27
411987Option Pricing when the Variance Changes Randomly: Theory, Estimation, and an Application. (1987). Scott, Louis O.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:22:y:1987:i:04:p:419-438_01.

Full description at Econpapers || Download paper

26
421990The Dynamics of Stock Index and Stock Index Futures Returns. (1990). Stoll, Hans ; Whaley, Robert E.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:25:y:1990:i:04:p:441-468_00.

Full description at Econpapers || Download paper

26
432010What 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.

Full description at Econpapers || Download paper

26
442009Sudden 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.

Full description at Econpapers || Download paper

26
452005Does 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.

Full description at Econpapers || Download paper

26
461991The Pricing of Exchange Rate Risk in the Stock Market. (1991). Jorion, Philippe. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:26:y:1991:i:03:p:363-376_00.

Full description at Econpapers || Download paper

26
471999Volatility in Emerging Stock Markets. (1999). Inclan, Carla ; Leal, Ricardo ; Aggarwal, Reena . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:34:y:1999:i:01:p:33-55_00.

Full description at Econpapers || Download paper

25
482013Algorithmic 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.

Full description at Econpapers || Download paper

25
492010The 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.

Full description at Econpapers || Download paper

25
502010The 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.

Full description at Econpapers || Download paper

24

Citing documents used to compute impact factor 171:


YearTitle
2017The impact of regulation on information quality and performance around seasoned equity offerings: International evidence. (2017). Fauver, Larry ; Taboada, Alvaro G ; Loureiro, Gilberto . In: Journal of Corporate Finance. RePEc:eee:corfin:v:44:y:2017:i:c:p:73-98.

Full description at Econpapers || Download paper

2017Financing Innovation: Evidence from R&D Grants. (2017). Howell, Sabrina T. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:4:p:1136-64.

Full description at Econpapers || Download paper

2017Measurement errors in quantile regression models. (2017). Song, Suyong ; Firpo, Sergio ; Galvao, Antonio F. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:1:p:146-164.

Full description at Econpapers || Download paper

2017What drives investment–cash flow sensitivity around the World? An asset tangibility Perspective. (2017). Moshirian, Fariborz ; Zhang, Bohui ; Vadilyev, Alexander ; Nanda, Vikram. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:1-17.

Full description at Econpapers || Download paper

2017Static and Dynamic Indicators in the Analysis of Internal Sources of Companies’ Investments Financing. (2017). Bukvić, Rajko ; Gaji, Aleksandar ; Pavlovi, Radica . In: MPRA Paper. RePEc:pra:mprapa:79810.

Full description at Econpapers || Download paper

2017Customer concentration and loan contract terms. (2017). Gao, Janet ; Campello, Murillo . In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:1:p:108-136.

Full description at Econpapers || Download paper

2017Overconfidence and investment: An experimental approach. (2017). Renneboog, Luc ; Tobler, Philippe N ; Pikulina, Elena. In: Journal of Corporate Finance. RePEc:eee:corfin:v:43:y:2017:i:c:p:175-192.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2017Risks and rewards for momentum and reversal portfolios. (2017). Li, Yuming. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:31:y:2017:i:3:d:10.1007_s11408-017-0293-0.

Full description at Econpapers || Download paper

2017Dynamic Momentum and Contrarian Trading. (2017). Dobrynskaya, Victoria. In: HSE Working papers. RePEc:hig:wpaper:61/fe/2017.

Full description at Econpapers || Download paper

2017Replicating Anomalies. (2017). Zhang, Lu ; Xue, Chen ; Hou, Kewei. In: NBER Working Papers. RePEc:nbr:nberwo:23394.

Full description at Econpapers || Download paper

2017Thirty years of shareholder activism: A survey of empirical research. (2017). Denes, Matthew R ; McWilliams, Victoria B ; Karpoff, Jonathan M. In: Journal of Corporate Finance. RePEc:eee:corfin:v:44:y:2017:i:c:p:405-424.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2017U.S. multinationals and cash holdings. (2017). Gu, Tiantian . In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:2:p:344-368.

Full description at Econpapers || Download paper

2017Why Do Firms Sit on Cash? An Asymmetric Information Approach. (2017). Harris, Milton ; Raviv, Artur . In: Review of Corporate Finance Studies. RePEc:oup:rcorpf:v:6:y:2017:i:2:p:141-173..

Full description at Econpapers || Download paper

2017The joint cross-sectional variation of equity returns and volatilities. (2017). Gonzalez-Urteaga, Ana ; Rubio, Gonzalo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:17-34.

Full description at Econpapers || Download paper

2017International volatility risk and Chinese stock return predictability. (2017). Jiang, Fuwei ; Chen, Jian ; Tu, Jun ; Liu, Yangshu . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:183-203.

Full description at Econpapers || Download paper

2017Uncertainty and the Macroeconomy: Evidence from an uncertainty composite indicator *. (2017). Tripier, Fabien ; Darné, Olivier ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-01549625.

Full description at Econpapers || Download paper

2017Volatility measures and Value-at-Risk. (2017). Bams, Dennis ; Blanchard, Gildas ; Lehnert, Thorsten. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:848-863.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2017Oil volatility risk and stock market volatility predictability: Evidence from G7 countries. (2017). Feng, Jiabao ; Yin, Libo ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:240-254.

Full description at Econpapers || Download paper

2017Is economic uncertainty priced in the cross-section of stock returns?. (2017). Brown, Stephen ; Bali, Turan G ; Tang, YI. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:3:p:471-489.

Full description at Econpapers || Download paper

2017Uncertainty and the Macroeconomy: Evidence from an Uncertainty Composite Indicator. (2017). Tripier, Fabien ; Darné, Olivier ; Charles, Amelie. In: Working Papers. RePEc:cii:cepidt:2017-25.

Full description at Econpapers || Download paper

2017The real effects of sustainable & responsible investing?. (2017). Vanwalleghem, Dieter . In: Economics Letters. RePEc:eee:ecolet:v:156:y:2017:i:c:p:10-14.

Full description at Econpapers || Download paper

2017Sovereign default risk in OECD countries: Do global factors matter?. (2017). Ordoñez-Callamand, Daniel ; Melo-Velandia, Luis ; Gomez-Gonzalez, Jose ; Ordoez-Callamand, Daniel . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:629-639.

Full description at Econpapers || Download paper

2017Concentration of Control Rights in Leveraged Loan Syndicates. (2017). Yu, Edison ; Berlin, Mitchell ; Nini, Gregory P. In: Working Papers. RePEc:fip:fedpwp:17-22.

Full description at Econpapers || Download paper

2017Choices in Equity Finance A Global Perspective. (2017). Vermaelen, Theo ; Groen-Xu, Moqi ; Mataigne, Virginie ; Massa, Massimo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11987.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2017CEO turnover in large banks: Does tail risk matter?. (2017). Mollah, Sabur ; Vallascas, Francesco ; Keasey, Kevin ; Srivastav, Abhishek. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:64:y:2017:i:1:p:37-55.

Full description at Econpapers || Download paper

2017CEO inside debt and bank loan syndicate structure. (2017). Chen, Liqiang ; Fan, Hong. In: Review of Financial Economics. RePEc:eee:revfin:v:34:y:2017:i:c:p:74-85.

Full description at Econpapers || Download paper

2017Are managers paid for better levels of pension funding?. (2017). Betker, Brian L ; Halford, Joseph T ; Alderson, Michael J. In: Journal of Corporate Finance. RePEc:eee:corfin:v:46:y:2017:i:c:p:25-33.

Full description at Econpapers || Download paper

2017How does analysts forecast quality relate to corporate investment efficiency?. (2017). Chen, Tao ; Zhang, Yuanyuan ; Xie, Lingmin . In: Journal of Corporate Finance. RePEc:eee:corfin:v:43:y:2017:i:c:p:217-240.

Full description at Econpapers || Download paper

2017Firms’ Innovation Strategy under the Shadow of Analyst Coverage. (2017). Perez-Castrillo, David ; Toldra-Simats, Anna ; Guo, Bing. In: Working Papers. RePEc:bge:wpaper:980.

Full description at Econpapers || Download paper

2017Firms Innovation Strategy under the Shadow of Analyst Coverage. (2017). Perez-Castrillo, David ; Toldra-Simats, Anna ; Guo, Bing. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6574.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2017Changing risk exposures of cross-listed firms and market integration. (2017). Lewis, Karen K. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:378-405.

Full description at Econpapers || Download paper

2017Exploring the location and price differentials of cross-listed firms for arbitrage opportunities. (2017). Yang, Ann Shawing ; Uyan, Craig Alan . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:85-91.

Full description at Econpapers || Download paper

2017Bank-specific shocks and house price growth in the U.S.. (2017). Noth, Felix ; Bremus, Franziska ; Krause, Thomas. In: IWH Discussion Papers. RePEc:zbw:iwhdps:32017.

Full description at Econpapers || Download paper

2017Bank-Specific Shocks and House Price Growth in the U.S.. (2017). Noth, Felix ; Bremus, Franziska ; Krause, Thomas. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1636.

Full description at Econpapers || Download paper

2017On the optimality of bank competition policy. (2017). Samantas, Ioannis G. In: International Review of Financial Analysis. RePEc:eee:finana:v:54:y:2017:i:c:p:39-53.

Full description at Econpapers || Download paper

2017Banking competition and welfare. (2017). Lucchetta, Marcella. In: Annals of Finance. RePEc:kap:annfin:v:13:y:2017:i:1:d:10.1007_s10436-016-0288-2.

Full description at Econpapers || Download paper

2017Competition and Stability of Sub-Saharan African Commercial Banks; a GMM Analysis. (2017). Akande, Joseph Olorunfemi ; Kwenda, Farai. In: Acta Universitatis Danubius. OEconomica. RePEc:dug:actaec:y:2017:i:2:p:122-138.

Full description at Econpapers || Download paper

2017Timescale betas and the cross section of equity returns: Framework, application, and implications for interpreting the Fama–French factors. (2017). Uk, Byoung ; Kim, Tong Suk ; In, Francis. In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:15-39.

Full description at Econpapers || Download paper

2017The effects of institutional investor objectives on firm valuation and governance. (2017). Yang, Jie ; Borochin, Paul. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:1:p:171-199.

Full description at Econpapers || Download paper

2017Business-cycle variation in macroeconomic uncertainty and the cross-section of expected returns: Evidence for scale-dependent risks. (2017). Xyngis, Georgios. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:43-65.

Full description at Econpapers || Download paper

2017Analyst coverage network and stock return comovement in emerging markets. (2017). Marcet, Francisco . In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:1-27.

Full description at Econpapers || Download paper

2017Does corporate governance matter in competitive industries? Evidence from China. (2017). Yang, Jian ; Li, Jie ; Yu, Zhuangxiong . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:43:y:2017:i:c:p:238-255.

Full description at Econpapers || Download paper

2017Pilot CEOs and corporate innovation. (2017). Zhang, Jing Jing ; Sunder, Jayanthi . In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:1:p:209-224.

Full description at Econpapers || Download paper

2017Do Managers Give Hometown Labor an Edge?. (2017). Yonker, Scott E. In: Review of Financial Studies. RePEc:oup:rfinst:v:30:y:2017:i:10:p:3581-3604..

Full description at Econpapers || Download paper

2017CEO social capital, risk-taking and corporate policies. (2017). Ferris, Stephen P ; Rajkovic, Tijana ; Javakhadze, David . In: Journal of Corporate Finance. RePEc:eee:corfin:v:47:y:2017:i:c:p:46-71.

Full description at Econpapers || Download paper

2017Opportunism as a firm and managerial trait: Predicting insider trading profits and misconduct. (2017). Hirshleifer, David ; Ali, Usman . In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:3:p:490-515.

Full description at Econpapers || Download paper

2017Are founder CEOs more overconfident than professional CEOs? Evidence from S&P 1500 companies. (2017). Lee, Joon Mahn ; Chen, Hailiang ; Hwang, Byoung-Hyoun. In: Strategic Management Journal. RePEc:bla:stratm:v:38:y:2017:i:3:p:751-769.

Full description at Econpapers || Download paper

2017What promotes R&D? Comparative evidence from around the world. (2017). Petersen, Bruce ; Martinsson, Gustav ; Brown, James R. In: Research Policy. RePEc:eee:respol:v:46:y:2017:i:2:p:447-462.

Full description at Econpapers || Download paper

2017The effect of asymmetric information on product market outcomes. (2017). Yu, Miaomiao ; Billett, Matthew T ; Garfinkel, Jon A. In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:2:p:357-376.

Full description at Econpapers || Download paper

2017The Term Structure of Systematic and Idiosyncratic Risk. (2017). Hollstein, Fabian ; Simen, Chardin Wese ; Prokopczuk, Marcel. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-618.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2017Mispricing and trader positions in the S&P 500 index futures market. (2017). Lai, Ya-Wen ; Tang, Mei-Ling ; Lin, Chiou-Fa. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:250-265.

Full description at Econpapers || Download paper

2017Monetary policy, exchange rate fluctuation, and herding behavior in the stock market. (2017). Gong, PU ; Dai, Jun . In: Journal of Business Research. RePEc:eee:jbrese:v:76:y:2017:i:c:p:34-43.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2017Systemic banks, capital composition and CoCo bonds issuance: The effects on bank risk. (2017). Sosvilla-Rivero, Simon ; Echevarria-Icaza, Victor . In: IREA Working Papers. RePEc:ira:wpaper:201707.

Full description at Econpapers || Download paper

2017To stay or go? Consumer bank switching behaviour after government interventions. (2017). Cruijsen, Carin ; van der Cruijsen, Carin ; Diepstraten, Maaike. In: DNB Working Papers. RePEc:dnb:dnbwpp:550.

Full description at Econpapers || Download paper

2017Compensation goals and firm performance. (2017). Gopalan, Radhakrishnan ; Milbourn, Todd ; Bettis, Carr J ; Bennett, Benjamin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:2:p:307-330.

Full description at Econpapers || Download paper

2017Non-dividend protected executive options and dividend policy: Evidence from SFAS 123R. (2017). Canil, Jean . In: Journal of Corporate Finance. RePEc:eee:corfin:v:44:y:2017:i:c:p:15-33.

Full description at Econpapers || Download paper

2017Does CEO ownership affect payout policy? Evidence from using CEO scaled wealth-performance sensitivity. (2017). James, Hui ; Wu, Chen ; Benson, Bradley W. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:328-345.

Full description at Econpapers || Download paper

2017.

Full description at Econpapers || Download paper

2017Volatility of aggregate volatility and hedge fund returns. (2017). ARISOY, Yakup ; Naik, Narayan Y ; Agarwal, Vikas. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:3:p:491-510.

Full description at Econpapers || Download paper

2017Exchange rate forecasting and the performance of currency portfolios. (2017). Hlouskova, Jaroslava ; Crespo Cuaresma, Jesus ; Fortin, Ines . In: Economics Series. RePEc:ihs:ihsesp:326.

Full description at Econpapers || Download paper

2017The Quanto Theory of Exchange Rates. (2017). Martin, Ian ; Kremens, Lukas . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11970.

Full description at Econpapers || Download paper

2017Can tree-structured classifiers add value to the investor?. (2017). Laborda, Ricardo. In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:211-226.

Full description at Econpapers || Download paper

2017Fundamental indexation for developed, emerging, and frontier government bond markets. (2017). Swinkels, Laurens ; Piljak, Vanja. In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:5:d:10.1057_s41260-017-0045-8.

Full description at Econpapers || Download paper

2017Is Household Diversification Increasing in Wealth? Norwegian Evidence. (2017). Ødegaard, Bernt. In: UiS Working Papers in Economics and Finance. RePEc:hhs:stavef:2017_007.

Full description at Econpapers || Download paper

2017Trading strategies based on past returns: evidence from Germany. (2017). Schmidt, Martin H. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:31:y:2017:i:2:d:10.1007_s11408-017-0288-x.

Full description at Econpapers || Download paper

2017The 52-Week High and Momentum Investing: Implications for Asset Pricing Models. (2017). Lobao, Julio ; Fernandes, Joao Meira. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2017:v:18:i:1:lobao.

Full description at Econpapers || Download paper

2017How do Chinese firms adjust their financial leverage: an empirical investigation using multiple GMM models. (2017). Ur, Ajid ; Mirza, Sultan Sikandar ; Wang, Man. In: China Finance and Economic Review. RePEc:spr:chfecr:v:5:y:2017:i:1:d:10.1186_s40589-017-0052-4.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2017.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

Recent citations (cites in year: CiY)


Recent citations received in 2017

YearCiting document
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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016.

Full description at Econpapers || Download paper

2016.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.

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