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Citation Profile [Updated: 2020-05-04 08:05:03]
5 Years H
16
Impact Factor
0.49
5 Years IF
0.38
Data available in this report

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

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.14 0 0 0 0 0 0 0 0 0 0 0.07
1991 0 0.11 0 0 0 0 0 0 0 0 0 0 0.06
1992 0 0.1 0 0 0 0 0 0 0 0 0 0 0.07
1993 0 0.13 0 0 0 0 0 0 0 0 0 0 0.07
1994 0 0.13 0 0 0 0 0 0 0 0 0 0 0.06
1995 0 0.18 0 0 0 0 0 0 0 0 0 0 0.09
1996 0 0.22 0 0 0 0 0 0 0 0 0 0 0.12
1997 0 0.23 0 0 0 0 0 0 0 0 0 0 0.12
1998 0 0.24 0 0 0 0 0 0 0 0 0 0 0.15
1999 0 0.31 0 0 0 0 0 0 0 0 0 0 0.21
2000 0 0.46 1 0 1 1 0 1 0 0 0 0 0.2
2001 0 0.39 0 0 0 1 0 1 1 1 0 0 0.22
2002 0 0.41 0 0 1 2 0 1 1 1 0 0 0.23
2003 0 0.41 0.5 0.5 0 2 0 1 2 1 2 1 0 0 0.24
2004 0 0.46 0.5 0 0 2 0 3 1 2 0 0 0.27
2005 0 0.48 4 0 0 2 0 11 0 2 0 0 0.28
2006 0 0.47 0.34 0 39 41 214 12 25 0 1 0 12 0.31 0.27
2007 0.44 0.4 0.24 0.43 38 79 149 19 44 39 17 40 17 0 2 0.05 0.22
2008 0.42 0.45 0.31 0.42 46 125 112 36 83 77 32 77 32 1 2.8 2 0.04 0.22
2009 0.31 0.43 0.38 0.41 52 177 187 66 150 84 26 123 50 0 12 0.23 0.23
2010 0.29 0.37 0.26 0.29 46 223 91 56 208 98 28 175 50 1 1.8 4 0.09 0.19
2011 0.29 0.47 0.32 0.37 64 287 71 92 300 98 28 221 81 0 5 0.08 0.25
2012 0.2 0.5 0.26 0.28 44 331 23 85 385 110 22 246 68 0 1 0.02 0.26
2013 0.1 0.51 0.16 0.17 56 387 36 60 445 108 11 252 43 0 2 0.04 0.24
2014 0.05 0.54 0.16 0.16 58 445 36 72 517 100 5 262 43 0 0 0.28
2015 0.11 0.54 0.15 0.09 79 524 125 78 595 114 12 268 25 0 3 0.04 0.27
2016 0.09 0.57 0.16 0.07 98 622 102 97 696 137 12 301 21 1 1 7 0.07 0.29
2017 0.35 0.57 0.22 0.21 65 687 63 144 848 177 62 335 70 4 2.8 4 0.06 0.28
2018 0.37 0.59 0.27 0.31 96 783 79 206 1058 163 61 356 111 0 18 0.19 0.3
2019 0.49 0.65 0.28 0.38 80 863 39 242 1300 161 79 396 152 1 0.4 14 0.18 0.38
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until 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: selft citations in y to articles published in y-1 plus y-2
%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
12006Exchange Rate Volatility and Productivity Growth: The Role of Financial Development. (2006). Rogoff, Kenneth ; Ranciere, Romain ; Aghion, Philippe ; Baccheta, Philippe. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0616.

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63
22009Information Percolation with Equilibrium Search Dynamics. (2009). Malamud, Semyon ; Duffie, Darrell ; Manso, Gustavo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0902.

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56
32007An Objective Function for Simulation Based Inference on Exchange Rate Data. (2007). Winker, Peter ; Gilli, Manfred ; Jeleskovic, Vahidin. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0701.

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51
42011Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets. (). Scaillet, Olivier ; Ossola, Elisa ; Gagliardini, Patrick. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1140.

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34
52009Health and (other) Asset Holdings. (2009). St-Amour, Pascal ; Pelgrin, Florian ; Hugonnier, Julien. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0918.

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31
62007Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments. (2007). Zame, William ; Plott, Charles ; Bossaerts, Peter. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0705.

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31
72015The Impact of Treasury Supply on Financial Sector Lending and Stability. (2015). Krishnamurthy, Arvind ; Vissing-Jorgensen, Annette. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1546.

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30
82008The Endogenous Price Dynamics of the Emission Allowances: An Application to CO2 Option Pricing. (2008). Taschini, Luca ; Chesney, Marc. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0802.

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29
92006An Econometric Analysis of Emission Trading Allowances. (2006). Taschini, Luca ; Paoletta, Marc S.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0626.

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26
102009Dragon-Kings, Black Swans and the Prediction of Crises. (2009). Sornette, Didier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0936.

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22
112016Bank Response to Higher Capital Requirements: Evidence from a Quasi-Natural Experiment. (2016). Wix, Carlo ; Ongena, Steven ; Gropp, Reint ; Mosk, Thomas C. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1670.

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20
122006Finance and Efficiency: Do Bank Branching Regulations Matter?. (2006). Sturgess, Jason ; Imbs, Jean ; Acharya, Viral. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0636.

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18
132019Some Borrowers are More Equal than Others: Bank Funding Shocks and Credit Reallocation. (2019). Schepens, Glenn ; Mulier, Klaas ; Dewachter, Hans ; Ongena, Steven ; de Jonghe, Olivier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1945.

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18
142015Real-Time Prediction and Post-Mortem Analysis of the Shanghai 2015 Stock Market Bubble and Crash. (2015). Demos, Guilherme ; Zhang, Qun ; Sornette, Didier ; Filimonov, Vladimir ; Cauwels, Peter. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1531.

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17
152006A Data-Driven Optimization Heuristic for Downside Risk Minimization. (2006). Gilli, Manfred ; Kellezi, Evis ; Hysi, Hilda. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0602.

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16
162007Declining Valuations And Equilibrium Bidding In Central Bank Refinancing Operations. (2007). Valla, Natacha ; Ewerhart, Christian ; Cassola, Nuno. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0722.

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16
172010Information Percolation in Segmented Markets. (2010). Malamud, Semyon ; Duffie, Darrell ; Manso, Gustavo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1009.

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13
182014Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based Models. (2014). Sornette, Didier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1425.

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13
192017The Blockchain Folk Theorem. (2017). casamatta, catherine ; BISIÈRE, Christophe ; Biais, Bruno ; Bouvard, Matthieu ; Bisiere, Christophe . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1775.

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12
202018Being Stranded on the Carbon Bubble? Climate Policy Risk and the Pricing of Bank Loans. (2018). Delis, Manthos ; Ongena, Steven ; de Greiff, Kathrin. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1810.

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12
212006Growth and Volatility. (2006). Imbs, Jean. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0609.

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12
22Asymmetric Information and Adverse Selection in Mauritian Slave Auctions. (2008). Vencatachellum, Désiré ; St-Amour, Pascal ; Dionne, Georges. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0840.

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12
232007Forecasting EREIT Returns. (2007). Hoesli, Martin ; SERRANO, Camilo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0735.

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12
242018Empirical Asset Pricing via Machine Learning. (2018). Xiu, Dacheng ; Kelly, Bryan T ; Gu, Shihao. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1871.

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12
252015Real-Time Prediction and Post-Mortem Analysis of the Shanghai 2015 Stock Market Bubble and Crash. (2015). Demos, Guilherme ; Zhang, Qunzhi ; Sornette, Didier ; Filimonov, Vladimir ; Cauwels, Peter ; Qun, Zhang . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1532.

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12
262014Heterogeneity in Decentralized Asset Markets. (2014). Weill, Pierre-Olivier ; Lester, Benjamin ; Hugonnier, Julien. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1467.

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12
272006Approximation and Calibration of Short-Term Implied Volatilities under Jump-Diffusion Stochastic Volatility. (2006). Scaillet, Olivier ; Medvedev, Alexey . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0608.

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12
282010The Dark Side of Outside Directors: Do they Quit When They are Most Needed?. (2010). Stulz, René ; Fahlenbrach, Ruediger ; Low, Angie. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1017.

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12
292015Do Prices Reveal the Presence of Informed Trading?. (2015). Fos, Vyacheslav ; Collin-Dufresne, Pierre. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1369.

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11
302015Bank Loan Announcements and Borrower Stock Returns Before and During the Recent Financial Crisis. (2015). Ongena, Steven ; Li, Chunshuo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1426.

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10
312010Money and Liquidity in Financial Markets. (2010). Nyborg, Kjell ; ostberg, Per . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1025.

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10
322009Gibrat’s law for cities: uniformly most powerful unbiased test of the Pareto against the lognormal. (2009). Malevergne, Yannick ; Sornette, D. ; Pisarenko, V.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0940.

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10
332009Bank CEO Incentives and the Credit Crisis. (2009). Stulz, René ; Fahlenbrach, Ruediger. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0927.

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10
342016Aggregate Bank Capital and Credit Dynamics. (2016). Rochet, Jean ; Pfeil, Sebastian ; Klimenko, Nataliya ; de Nicolo, Gianni. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1642.

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9
352006The Overhang Hangover. (2005). Ranciere, Romain ; Imbs, Jean. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0603.

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9
362008A review of heuristic optimization methods in econometrics. (2008). Winker, Peter ; Gilli, Manfred. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0812.

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9
372008Constructing Long/Short Portfolios with the Omega ratio. (2008). Schumann, Enrico ; Gilli, Manfred ; DI TOLLO, Giacomo ; CABEJ, Gerda. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0834.

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8
382013Asset Pricing with Regime-Dependent Preferences and Learning. (2013). Berrada, Tony ; Rindisbacher, Marcel ; Detemple, Jerome ; De Temple, Jerome. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1344.

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8
392017Discriminatory Pricing of Over-the-Counter Derivatives. (2017). Langfield, Sam ; Hoffmann, Peter ; Timmer, Yannick ; Hau, Harald. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1770.

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8
402016How Do Investors and Firms React to an Unexpected Currency Appreciation Shock?. (2016). Fahlenbrach, Ruediger ; Efing, Matthias ; Kruger, Philipp ; Herpfer, Christoph . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1565.

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8
412011Capital Supply Uncertainty, Cash Holdings, and Investment. (). Malamud, Semyon ; Morellec, Erwan ; Hugonnier, Julien. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1144.

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8
422008Distributed Optimisation of a Portfolios Omega. (2008). Schumann, Enrico ; Gilli, Manfred. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0817.

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8
432009Endogenous completeness of diffusion driven equilibrium markets. (2009). Malamud, Semyon ; Trubowitz, Eugene ; Hugonnier, Julien. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0941.

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8
442007Efficient Estimation of a Semiparametric Characteristic- Based Factor Model of Security Returns. (2007). LINTON, OLIVER ; Connor, Gregory ; Hagmann, Matthias . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0726.

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7
452019Are U.S. Industries Becoming More Concentrated?. (2019). Michaely, Roni ; Larkin, Yelena ; Grullon, Gustavo. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1941.

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7
462012Quantifying Reflexivity in Financial Markets: Towards a Prediction of Flash Crashes. (). Filimonov, Vladimir ; Sornette, Didier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1202.

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7
472016The Granular Nature of Large Institutional Investors. (2016). Sedunov, John ; Ben-David, Itzhak ; Moussawi, Rabih ; Franzoni, Francesco A. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1567.

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7
482018The Importance of Climate Risks for Institutional Investors. (2018). Starks, Laura T ; Sautner, Zacharias ; Krueger, Philipp. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1858.

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7
492019The Effect of Unconventional Monetary Policy on Cross‐Border Bank Loans: Evidence from an Emerging Market. (2019). Ongena, Steven ; Apaciolu, Tanju ; Altunok, Fatih ; Alper, Koray. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1938.

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7
502006Tikhonov Regularization for Functional Minimum Distance Estimators. (2006). Scaillet, Olivier ; Gagliardini, Patrick. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0630.

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7
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12011Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets. (). Scaillet, Olivier ; Ossola, Elisa ; Gagliardini, Patrick. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1140.

Full description at Econpapers || Download paper

20
22015The Impact of Treasury Supply on Financial Sector Lending and Stability. (2015). Krishnamurthy, Arvind ; Vissing-Jorgensen, Annette. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1546.

Full description at Econpapers || Download paper

17
32009Information Percolation with Equilibrium Search Dynamics. (2009). Malamud, Semyon ; Duffie, Darrell ; Manso, Gustavo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0902.

Full description at Econpapers || Download paper

15
42016Bank Response to Higher Capital Requirements: Evidence from a Quasi-Natural Experiment. (2016). Wix, Carlo ; Ongena, Steven ; Gropp, Reint ; Mosk, Thomas C. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1670.

Full description at Econpapers || Download paper

14
52014Heterogeneity in Decentralized Asset Markets. (2014). Weill, Pierre-Olivier ; Lester, Benjamin ; Hugonnier, Julien. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1467.

Full description at Econpapers || Download paper

12
62018Being Stranded on the Carbon Bubble? Climate Policy Risk and the Pricing of Bank Loans. (2018). Delis, Manthos ; Ongena, Steven ; de Greiff, Kathrin. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1810.

Full description at Econpapers || Download paper

12
72017The Blockchain Folk Theorem. (2017). casamatta, catherine ; BISIÈRE, Christophe ; Biais, Bruno ; Bouvard, Matthieu ; Bisiere, Christophe . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1775.

Full description at Econpapers || Download paper

12
82007An Objective Function for Simulation Based Inference on Exchange Rate Data. (2007). Winker, Peter ; Gilli, Manfred ; Jeleskovic, Vahidin. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0701.

Full description at Econpapers || Download paper

12
92018Empirical Asset Pricing via Machine Learning. (2018). Xiu, Dacheng ; Kelly, Bryan T ; Gu, Shihao. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1871.

Full description at Econpapers || Download paper

12
102007Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments. (2007). Zame, William ; Plott, Charles ; Bossaerts, Peter. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0705.

Full description at Econpapers || Download paper

11
112014Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based Models. (2014). Sornette, Didier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1425.

Full description at Econpapers || Download paper

10
122015Bank Loan Announcements and Borrower Stock Returns Before and During the Recent Financial Crisis. (2015). Ongena, Steven ; Li, Chunshuo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1426.

Full description at Econpapers || Download paper

10
132019Some Borrowers are More Equal than Others: Bank Funding Shocks and Credit Reallocation. (2019). Schepens, Glenn ; Mulier, Klaas ; Dewachter, Hans ; Ongena, Steven ; de Jonghe, Olivier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1945.

Full description at Econpapers || Download paper

10
142015Real-Time Prediction and Post-Mortem Analysis of the Shanghai 2015 Stock Market Bubble and Crash. (2015). Demos, Guilherme ; Zhang, Qun ; Sornette, Didier ; Filimonov, Vladimir ; Cauwels, Peter. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1531.

Full description at Econpapers || Download paper

8
152015Real-Time Prediction and Post-Mortem Analysis of the Shanghai 2015 Stock Market Bubble and Crash. (2015). Demos, Guilherme ; Zhang, Qunzhi ; Sornette, Didier ; Filimonov, Vladimir ; Cauwels, Peter ; Qun, Zhang . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1532.

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8
162017Discriminatory Pricing of Over-the-Counter Derivatives. (2017). Langfield, Sam ; Hoffmann, Peter ; Timmer, Yannick ; Hau, Harald. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1770.

Full description at Econpapers || Download paper

8
172019Are U.S. Industries Becoming More Concentrated?. (2019). Michaely, Roni ; Larkin, Yelena ; Grullon, Gustavo. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1941.

Full description at Econpapers || Download paper

7
182015Do Prices Reveal the Presence of Informed Trading?. (2015). Fos, Vyacheslav ; Collin-Dufresne, Pierre. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1369.

Full description at Econpapers || Download paper

7
192018The Importance of Climate Risks for Institutional Investors. (2018). Starks, Laura T ; Sautner, Zacharias ; Krueger, Philipp. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1858.

Full description at Econpapers || Download paper

7
202016The Granular Nature of Large Institutional Investors. (2016). Sedunov, John ; Ben-David, Itzhak ; Moussawi, Rabih ; Franzoni, Francesco A. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1567.

Full description at Econpapers || Download paper

6
212009Dragon-Kings, Black Swans and the Prediction of Crises. (2009). Sornette, Didier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0936.

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6
222018Quantile-Based Risk Sharing with Heterogeneous Beliefs. (2018). Embrechts, Paul ; Wang, Ruodu ; Mao, Tiantian ; Liu, Haiyan. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1765.

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6
232012Quantifying Reflexivity in Financial Markets: Towards a Prediction of Flash Crashes. (). Filimonov, Vladimir ; Sornette, Didier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1202.

Full description at Econpapers || Download paper

6
242006Finance and Efficiency: Do Bank Branching Regulations Matter?. (2006). Sturgess, Jason ; Imbs, Jean ; Acharya, Viral. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0636.

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5
252015Central Bank Collateral Frameworks. (2015). Nyborg, Kjell. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1510.

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5
262017The Sustainability Footprint of Institutional Investors. (2017). Gibson, Rajna ; Krueger, Philipp . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1705.

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5
272010Information Percolation in Segmented Markets. (2010). Malamud, Semyon ; Duffie, Darrell ; Manso, Gustavo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1009.

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5
282017High-Frequency Jump Analysis of the Bitcoin Market. (2017). Scaillet, Olivier ; Trevisan, Christopher ; Treccani, Adrien . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1719.

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5
292015Stochastic Claims Reserving Manual: Advances in Dynamic Modeling. (2015). Wuthrich, Mario V ; Merz, Michael. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1534.

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5
302016Aggregate Bank Capital and Credit Dynamics. (2016). Rochet, Jean ; Pfeil, Sebastian ; Klimenko, Nataliya ; de Nicolo, Gianni. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1642.

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4
312015The Price of the Smile and Variance Risk Premia. (2015). Trojani, Fabio ; Tebaldi, Claudio ; Gruber, Peter H. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1536.

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4
322016Asset Pricing When This Time is Different. (2016). Lochstoer, Lars A ; Johannes, Michael ; Collin-Dufresne, Pierre. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1373.

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4
332013Sudden Spikes in Global Risk. (2013). Bacchetta, Philippe ; van Wincoop, Eric. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1336.

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4
342010Exploring the Nature of Trader Intuition. (0000). BRUGUIER, Antoine J. ; QUARTZ, Steven R. ; Bossaerts, Peter. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1002.

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4
352018Dissection of Bitcoins Multiscale Bubble History. (2018). J-C Gerlach, ; Sornette, Didier ; Demos, Guilherme . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1830.

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4
362017The Rise of NGO Activism. (2017). Daubanes, Julien ; Rochet, Jean-Charles. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1740.

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4
372016How Do Investors and Firms React to an Unexpected Currency Appreciation Shock?. (2016). Fahlenbrach, Ruediger ; Efing, Matthias ; Kruger, Philipp ; Herpfer, Christoph . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1565.

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382016Measuring House Price Bubbles. (2016). Oikarinen, Elias ; Hoesli, Martin ; Bourassa, Steven. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1601.

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392016A General Closed Form Option Pricing Formula. (2016). Necula, Ciprian ; Drimus, Gabriel G ; Farkas, Walter . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1553.

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402015Super-Exponential Endogenous Bubbles in an Equilibrium Model of Fundamentalist and Chartist Traders. (2015). Kaizoji, Taisei ; Saichev, Alexander I ; Leiss, Matthias ; Sornette, Didier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1507.

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412018Activism, Strategic Trading, and Liquidity. (2018). Li, Tao ; Ljungqvist, Alexander ; Fos, Vyacheslav ; Collin-Dufresne, Pierre ; Back, Kerry. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1842.

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422016The Jacobi Stochastic Volatility Model. (2016). Ackerer, Damien ; Pulido, Sergio ; Filipovia, Damir . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1635.

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432018Global Portfolio Rebalancing and Exchange Rates. (2018). Camanho, Nelson ; Rey, Helene ; Hau, Harald. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1803.

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442017Quantile-Based Risk Sharing. (2017). Embrechts, Paul ; Wang, Ruodu ; Liu, Haiyan. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1754.

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452017Company Stock Reactions to the 2016 Election Shock: Trump, Taxes and Trade. (2017). Zeckhauser, Richard ; Wagner, Alexander F ; Ziegler, Alexandre. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1706.

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462015Power Law Scaling and Dragon-Kings in Distributions of Intraday Financial Drawdowns. (2015). Sornette, Didier ; Filimonov, Vladimir . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1448.

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472018Brokers and Order Flow Leakage: Evidence from Fire Sales. (2018). Barbon, Andrea ; Landier, Augustin ; Franzoni, Francesco A ; di Maggio, Marco ; Dimaggio, Marco . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1761.

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482017The Price of Law: The Case of the Eurozone Collective Action Clauses. (2017). Carletti, Elena ; Ongena, Steven ; Gulati, Mitu G ; Colla, Paolo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1735.

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492010The Interest Rate Sensitivity of Real Estate. (2010). Hoesli, Martin ; Chaney, Alain . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1013.

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502019The Effect of Unconventional Monetary Policy on Cross‐Border Bank Loans: Evidence from an Emerging Market. (2019). Ongena, Steven ; Apaciolu, Tanju ; Altunok, Fatih ; Alper, Koray. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1938.

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Citing documents used to compute impact factor: 79
YearTitle
2019Does institutional trading affect underwriting?. (2019). Liu, Tingting ; Irvine, Paul ; Anand, Amber . In: Journal of Corporate Finance. RePEc:eee:corfin:v:58:y:2019:i:c:p:-.

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2019Do real estate agents have information advantages in housing markets?. (2019). Song, Changcheng ; Sing, Tien Foo ; He, Jia ; Agarwal, Sumit. In: Journal of Financial Economics. RePEc:eee:jfinec:v:134:y:2019:i:3:p:715-735.

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2019When investors call for climate responsibility, how do mutual funds respond?. (2019). Ceccarelli, Marco ; Wagner, Alexander F ; Ramelli, Stefano. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13599.

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2019Adoption of CSR and Sustainability Reporting Standards: Economic Analysis and Review. (2019). Leuz, Christian ; Hail, Luzi ; Christensen, Hans B. In: NBER Working Papers. RePEc:nbr:nberwo:26169.

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2019Banks climate commitments and credit to brown industries: new evidence for France. (2019). Mesonnier, Jean-Stephane. In: Working papers. RePEc:bfr:banfra:743.

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2019The behaviour of betting and currency markets on the night of the EU referendum. (2019). LINTON, OLIVER ; Auld, Tom. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:371-389.

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2019A lognormal type stochastic volatility model with quadratic drift. (2019). Willems, Sander ; Carr, Peter. In: Papers. RePEc:arx:papers:1908.07417.

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2019Inflation risk premia and risk-adjusted expectations of inflation. (2019). Miccoli, Marcello ; Casiraghi, Marco. In: Economics Letters. RePEc:eee:ecolet:v:175:y:2019:i:c:p:36-39.

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2019Inflation expectation, monetary policy credibility, and exchange rates. (2019). Kim, Young Min ; Lee, Seojin. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318306184.

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2019As California goes, so goes the nation? The impact of board gender quotas on firm performance and the director labor market. (2019). Schmid, Markus ; Solomon, Steven Davidoff ; Niessen-Ruenzi, Alexandra ; von Meyerinck, Felix. In: Working Papers on Finance. RePEc:usg:sfwpfi:2019:04.

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2019Metcalfes law and herding behaviour in the cryptocurrencies market. (2019). Pele, Daniel Traian ; Mazurencu-Marinescu, Miruna. In: Economics Discussion Papers. RePEc:zbw:ifwedp:201916.

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2019Strategic Trading as a Response to Short Sellers. (2019). Tubaldi, Roberto ; Massa, Massimo ; Franzoni, Francesco ; Dimaggio, Marco ; di Maggio, Marco. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13812.

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2019The Value of Intermediation in the Stock Market. (2019). Franzoni, Francesco ; Egan, Mark ; di Maggio, Marco ; Dimaggio, Marco . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13936.

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2019The Value of Intermediation in the Stock Market. (2019). Di Maggio, Marco ; Franzoni, Francesco ; Egan, Mark L ; Dimaggio, Marco . In: NBER Working Papers. RePEc:nbr:nberwo:26147.

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2019A Theory of Participation in OTC and Centralized Markets. (2019). Weill, Pierre-Olivier ; Üslü, Semih ; Dugast, Jérôme. In: NBER Working Papers. RePEc:nbr:nberwo:25887.

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2019A Theory of Participation in OTC and Centralized Markets. (2019). Weill, Pierre-Olivier ; Uslu, Semih ; Dugast, Jerome. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14258.

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2019OTC discount. (2019). Schneider, Michael ; de Roure, Calebe ; Pelizzon, Loriana ; Monch, Emanuel. In: Discussion Papers. RePEc:zbw:bubdps:422019.

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2019Herding in Smart-Beta Investment Products. (2019). Schenk-Hoppé, Klaus ; Krkoska, Eduard. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:47-:d:215980.

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2019Optimal ratcheting of dividends in insurance. (2019). Muler, Nora ; Azcue, Pablo ; Albrecher, Hansjoerg. In: Papers. RePEc:arx:papers:1910.06910.

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2019Securitisation special purpose entities, bank sponsors and derivatives. (2019). Killeen, Neill ; Fiedor, Paweł. In: Research Technical Papers. RePEc:cbi:wpaper:5/rt/19.

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2019The anatomy of the euro area interest rate swap market. (2019). Pelizzon, Loriana ; Scheicher, Martin ; Auf, Marco Holz ; Fontana, Silvia Dalla. In: SAFE Working Paper Series. RePEc:zbw:safewp:255.

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2019Securisation special purpose entities, bank sponsors and derivatives. (2019). Killeen, Neill ; Fiedor, Paweł. In: ESRB Working Paper Series. RePEc:srk:srkwps:201999.

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2019Beyond retail stores: Managing product proliferation along the supply chain. (2019). Boyaci, Tamer ; Lucker, Florian ; Bier, Iik. In: ESMT Research Working Papers. RePEc:esm:wpaper:esmt-19-02.

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2019Veganomics : Vers une Approche Economique du Véganisme ?. (2019). TREICH, Nicolas. In: TSE Working Papers. RePEc:tse:wpaper:33321.

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2019Reputation and (un)fair trade: Effects on French importers from the Rana Plaza collapse. (2019). poncet, sandra ; Koenig, Pamina. In: Working Papers. RePEc:hal:wpaper:halshs-02418274.

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2019Reputation and (un)fair trade: Effects on French importers from the Rana Plaza collapse. (2019). Poncet, Sandra ; Koenig, Pamina. In: PSE Working Papers. RePEc:hal:psewpa:halshs-02418274.

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2019The effect of pro-environmental preferences on bond prices: Evidence from green bonds. (2019). Zerbib, Olivier David. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:98:y:2019:i:c:p:39-60.

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2019The pricing of green bonds: are financial institutions special?. (2019). Rancan, Michela ; Fatica, Serena ; Panzica, Roberto. In: Working Papers. RePEc:jrs:wpaper:201907.

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2019The pricing of green bonds: are financial institutions special?. (2019). Rancan, Michela ; Fatica, Serena ; Panzica, Roberto. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:157.

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2019Finance and Carbon Emissions. (2019). Popov, Alexander ; de Haas, Ralph. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14012.

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2019Environmental Hazards and Risk Management in the Financial Sector: A Systematic Literature Review. (2019). Walther, Thomas ; Nguyen, Duc Khuong ; Breitenstein, Miriam. In: Working Papers on Finance. RePEc:usg:sfwpfi:2019:10.

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2019Understanding Macro and Asset Price Dynamics During the Climate Transition. (2019). Hitzemann, Steffen ; Gruning, Patrick ; Donadelli, Michael. In: Bank of Lithuania Discussion Paper Series. RePEc:lie:dpaper:18.

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2019Do Banks Price Environmental Risk? Evidence from a Quasi Natural Experiment in the People’s Republic of China. (2019). Punzi, Maria Teresa ; Huang, Bihong ; Wu, YU. In: ADBI Working Papers. RePEc:ris:adbiwp:0974.

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2019A REVIEW OF RECENT TRENDS TO ESTABLISH NATURE-RELATED FINANCIAL CONSIDERATIONS. (2019). Huidumac-Petrescu, Ctlin Emilian ; Buteic, Alexandru Cosmin. In: Proceedings of the INTERNATIONAL MANAGEMENT CONFERENCE. RePEc:rom:mancon:v:13:y:2019:i:1:p:692-701.

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2019Bitcoins return behaviour: What do We know so far?. (2019). Fajardo, Jose. In: MPRA Paper. RePEc:pra:mprapa:93353.

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2019Criptoactivos: análisis y revisión de literatura. (2019). Parra-Polanía, Julián ; León, Carlos ; Gomez-Gonzalez, Jose ; Gómez-Pineda, Javier ; Yanquen, Eduardo ; Suarez, Nicolas ; Rojas, Daniel ; Osorio, Daniel ; Machado, Clara ; Bernal, Joaquin ; Arango, Carlos . In: Revista ESPE - Ensayos sobre Política Económica. RePEc:bdr:ensayo:y:2019:i:92:p:1-37.

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2019Criptoactivos: análisis y revisión de literatura. (2019). Parra-Polanía, Julián ; León, Carlos ; Gómez-Pineda, Javier ; suarez -Eduardo, Nicolas ; osorio -Daniel, Daniel ; leon -Clara, Carlos ; gomez -Javier, Jose E ; arango -Joaquin, Carlos. In: Revista ESPE - Ensayos Sobre Política Económica. RePEc:col:000107:017629.

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2019Alpha momentum and alpha reversal in country and industry equity indexes. (2019). Karathanasopoulos, Andreas ; Umutlu, Mehmet ; Zaremba, Adam. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:144-161.

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2019Markov cubature rules for polynomial processes. (2019). Pulido, Sergio ; Larsson, Martin ; Filipovi, Damir. In: Papers. RePEc:arx:papers:1707.06849.

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2019Relatively growth optimal investment strategies in a market model with competition. (2019). Zhitlukhin, Mikhail ; Drokin, Yaroslav. In: Papers. RePEc:arx:papers:1908.01171.

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2019Is there a housing bubble in China?. (2019). Li, Zhongfei ; Zhi, Tianhao ; Sornette, Didier ; Wei, Lijian ; Jiang, Zhiqiang. In: Emerging Markets Review. RePEc:eee:ememar:v:39:y:2019:i:c:p:120-132.

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2019A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies. (2019). Fantazzini, Dean ; Zimin, Stephan. In: MPRA Paper. RePEc:pra:mprapa:95988.

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2019
2019Corporate Capture of Blockchain Governance. (2019). Nikolowa, Radoslawa ; Li, Jin ; Ferreira, Daniel. In: Working Papers. RePEc:qmw:qmwecw:880.

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2019Cryptocurrency, Delivery Lag, and Double Spending History. (2019). Kang, Kee-Youn. In: MPRA Paper. RePEc:pra:mprapa:93598.

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2019Risks and Returns of Cryptocurrency. (2019). Tsyvinski, Aleh ; Liu, Yukun. In: 2019 Meeting Papers. RePEc:red:sed019:160.

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2019Embedded Supervision: How to Build Regulation into Blockchain Finance. (2019). Auer, Raphael. In: Globalization Institute Working Papers. RePEc:fip:feddgw:371.

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2019Embedded supervision: how to build regulation into blockchain finance. (2019). Auer, Raphael. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14095.

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2019Institutional Investors, the Dollar, and U.S. Credit Conditions. (2019). Schmidt-Eisenlohr, Tim ; Niepmann, Friederike. In: International Finance Discussion Papers. RePEc:fip:fedgif:1246.

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2019Exchange rate effects of financial regulations. (2019). Villamizar-Villegas, mauricio ; Perez-Reyna, David. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:96:y:2019:i:c:p:228-245.

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2019A multi-factor polynomial framework for long-term electricity forwards with delivery period. (2019). Regez, Markus ; Larsson, Martin ; Komaric, Vlatka ; Kleisinger-Yu, XI. In: Papers. RePEc:arx:papers:1908.08954.

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2019Multivariate Systemic Optimal Risk Transfer Equilibrium. (2019). Frittelli, Marco ; Doldi, Alessandro. In: Papers. RePEc:arx:papers:1912.12226.

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2019Robustness in the Optimization of Risk Measures. (2019). Wang, Ruodu ; Schied, Alexander ; Embrechts, Paul. In: Papers. RePEc:arx:papers:1809.09268.

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2019Systemic Optimal Risk Transfer Equilibrium. (2019). Meyer-Brandis, Thilo ; Frittelli, Marco ; Fouque, Jean-Pierre ; Doldi, Alessandro ; Biagini, Francesca. In: Papers. RePEc:arx:papers:1907.04257.

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2019Fair valuation of insurance liability cash-flow streams in continuous time: Theory. (2019). Barigou, Karim ; Dhaene, Jan ; Delong, Ukasz. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:88:y:2019:i:c:p:196-208.

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2019Economics with Market Liquidity Risk. (2019). Pedersen, Lasse Heje ; Acharya, Viral V. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000083.

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2019FLIGHTS TO SAFETY. (2019). Wei, Min ; Inghelbrecht, Koen ; Bekaert, Geert ; Baele, Lieven. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:19/968.

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2019Credit Variance Risk Premiums. (2019). Morke, Mathis ; Ammann, Manuel. In: Working Papers on Finance. RePEc:usg:sfwpfi:2019:08.

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2019Blockholder Disclosure Thresholds and Hedge Fund Activism. (2019). Bernhardt, Dan ; Ordonez-Calafi, Guillem. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1203.

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2019Dancing With Activists. (2019). Jiang, Wei ; Bebchuk, Lucian ; Keusch, Thomas ; Brav, Alon. In: NBER Working Papers. RePEc:nbr:nberwo:26171.

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2019Optimists and pessimists in (in)complete markets. (2019). Schlag, Christian ; Konermann, Patrick ; Branger, Nicole. In: SAFE Working Paper Series. RePEc:zbw:safewp:252.

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2019Foreign exchange dealer asset pricing. (2019). Umlandt, Dennis ; Reitz, Stefan. In: Discussion Papers. RePEc:zbw:bubdps:392019.

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2019Robustness of Delta hedging in a jump-diffusion model. (2019). Stadje, Mitja ; Bosserhoff, Frank. In: Papers. RePEc:arx:papers:1910.08946.

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2019Green Bonds: Effectiveness and Implications for Public Policy. (2019). Flammer, Caroline. In: NBER Chapters. RePEc:nbr:nberch:14287.

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2019Finance and carbon emissions. (2019). Popov, Alexander ; De Haas, Ralph. In: Working Paper Series. RePEc:ecb:ecbwps:20192318.

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2019Green Bonds: Effectiveness and Implications for Public Policy. (2019). Flammer, Caroline. In: NBER Working Papers. RePEc:nbr:nberwo:25950.

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2019Inference on a distribution from noisy draws. (2019). Jochmans, Koen ; Weidner, Martin. In: CeMMAP working papers. RePEc:ifs:cemmap:44/19.

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2019Shock Propagation Through Cross-Learning in Opaque Networks. (2019). Schneemeier, Jan. In: 2019 Meeting Papers. RePEc:red:sed019:329.

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2019Ripples on financial networks. (2019). Chakrabarti, Anindya S ; Bansal, Avijit ; Kumar, Sudarshan. In: IIMA Working Papers. RePEc:iim:iimawp:14613.

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2019Biolubricants through renewable hydrocarbons: A perspective for new opportunities. (2019). Peppley, Brant A ; McAuley, Kimberley B ; Ho, Calvin K. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:113:y:2019:i:c:7.

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2019Sustainable Investing and the Cross-Section of Maximum Drawdown. (2019). Mouti, Saad ; Goldberg, Lisa R. In: Papers. RePEc:arx:papers:1905.05237.

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2019Artificial Intelligence Alter Egos: Who benefits from Robo-investing?. (2019). Raymond, Steve ; Ghysels, Eric ; de Winne, Rudy ; DEWINNE, Rudy ; D'Hondt, Catherine. In: Papers. RePEc:arx:papers:1907.03370.

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2019Tree-based machine learning approaches for equity market predictions. (2019). Neugebauer, Ulrich ; Wolff, Dominik. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:4:d:10.1057_s41260-019-00125-5.

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2019A data-driven neural network approach to optimal asset allocation for target based defined contribution pension plans. (2019). Forsyth, Peter A ; Li, Yuying. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:189-204.

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2019Machine Learning for Forecasting Excess Stock Returns – The Five-Year-View. (2019). Scholz, Michael ; Nielsen, Jens Perch ; Mousavi, Parastoo ; Kyriakou, Ioannis. In: Graz Economics Papers. RePEc:grz:wpaper:2019-06.

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2019A Deep Learning Framework for Pricing Financial Instruments. (2019). Liu, Zhenming ; Cucuringu, Mihai ; Pizzoferrato, Andrea ; Zhang, Zheng ; Wu, Qiong. In: Papers. RePEc:arx:papers:1909.04497.

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2019Machine learning, human experts, and the valuation of real assets. (2019). Spaenjers, Christophe ; Kräussl, Roman ; Manso, Gustavo ; Kraussl, Roman ; Aubry, Mathieu. In: CFS Working Paper Series. RePEc:zbw:cfswop:635.

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2019Characteristics are covariances: A unified model of risk and return. (2019). Su, Yinan ; Pruitt, Seth ; Kelly, Bryan T. In: Journal of Financial Economics. RePEc:eee:jfinec:v:134:y:2019:i:3:p:501-524.

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2019Predicting Returns With Text Data. (2019). Xiu, Dacheng ; Kelly, Bryan T. In: NBER Working Papers. RePEc:nbr:nberwo:26186.

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Recent citations
Recent citations received in 2019

YearCiting document
2019How does the interaction of macroprudential and monetary policies affect cross-border bank lending?. (2019). Temesvary, Judit ; Takats, Elod. In: BIS Working Papers. RePEc:bis:biswps:782.

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2019The Countercyclical Capital Buffer and the Composition of Bank Lending. (2019). Auer, Raphael ; Ongena, Steven. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7815.

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2019The countercyclical capital buffer and the composition of bank lending. (2019). Auer, Raphael ; Ongena, Steven. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13942.

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2019Capital regulations and the management of credit commitments during crisis times. (2019). Valderrama, Maria Teresa ; Pelzl, Paul. In: DNB Working Papers. RePEc:dnb:dnbwpp:661.

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2019Demsetz and Villalonga (2001) on ownership structure and corporate performance: Looking back and looking forward. (2019). Villalonga, Belen. In: Journal of Corporate Finance. RePEc:eee:corfin:v:58:y:2019:i:c:p:64-67.

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2019Do idiosyncratic skewness and kurtosis really matter?. (2019). Wang, Yan ; Lazrak, Skander ; Cao, Xu ; Ayadi, Mohamed A. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940817301754.

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2019Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns. (2019). Walker, Patrick S ; Polak, Pawe ; Paolella, Marc S. In: Journal of Econometrics. RePEc:eee:econom:v:213:y:2019:i:2:p:493-515.

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2019Corporate innovation, likelihood to be acquired, and takeover premiums. (2019). Chung, Kee H ; Wu, Szu-Yin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:108:y:2019:i:c:s0378426619302092.

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2019Bank shocks and firm performance: New evidence from the sovereign debt crisis. (2019). Tsoukas, Serafeim ; Spaliara, Marina-Eliza ; Farinha, Luisa. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:40:y:2019:i:c:s1042957319300208.

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2019How does the interaction of macroprudential and monetary policies affect cross-border bank lending?. (2019). Temesvary, Judit ; Takats, Elod. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-45.

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2019Factor shares and the rise in corporate net lending. (2019). Behringer, Jan. In: IMK Working Paper. RePEc:imk:wpaper:202-2019.

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2019From Good to Bad Concentration? U.S. Industries over the past 30 years. (2019). PHILIPPON, Thomas ; Gutierrez, German ; Covarrubias, Matias. In: NBER Working Papers. RePEc:nbr:nberwo:25983.

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2019The Real Effects of Credit Supply: Review, Synthesis, and Future Directions. (2019). Mariathasan, Mike ; Okatan, Nejat G ; Mulier, Klaas ; Guler, Ozan. In: MPRA Paper. RePEc:pra:mprapa:96542.

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2019Rising Concentration and Wage Inequality. (2019). Cortes, Guido Matias ; Tschopp, Jeanne. In: Diskussionsschriften. RePEc:ube:dpvwib:dp1912.

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Recent citations received in 2018

YearCiting document
2018Deep Learning for Predicting Asset Returns. (2018). Feng, Guanhao ; Polson, Nicholas G ; He, Jingyu. In: Papers. RePEc:arx:papers:1804.09314.

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2018Topological recognition of critical transitions in time series of cryptocurrencies. (2018). Shmalo, Yonah ; Roldan, Pablo ; Katz, Yuri ; Goldsmith, Daniel ; Gidea, Marian . In: Papers. RePEc:arx:papers:1809.00695.

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2018Inferring short-term volatility indicators from Bitcoin blockchain. (2018). Vodenska, Irena ; Ce, Zhang ; Piskorec, Matija ; Tolic, Dijana ; Antulov-Fantulin, Nino. In: Papers. RePEc:arx:papers:1809.07856.

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2018Representation Results for Law Invariant Recursive Dynamic Deviation Measures and Risk Sharing. (2018). Stadje, Mitja. In: Papers. RePEc:arx:papers:1811.09615.

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2018Explaining Monetary Spillovers: The Matrix Reloaded. (2018). Schrimpf, Andreas ; Kearns, Jonathan ; Xia, Dora. In: BIS Working Papers. RePEc:bis:biswps:757.

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2018Optimal Short-Termism. (2018). Wong, Tak-Yuen ; Hackbarth, Dirk ; Rivera, Alejandro . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12588.

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2018Stock Price Rewards to Climate Saints and Sinners: Evidence from the Trump Election. (2018). Ramelli, Stefano ; Ziegler, Alexandre ; Zeckhauser, Richard ; Wagner, Alexander F. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13206.

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2018Mean Sojourn and Mean Return Time of the Buy-hoard-sell Strategy of Bitcoin Exchange Prices. (2018). Mba, Ifeoma Christy ; Arazu, Winnie Ogochukwu ; Ogbuabor, Jonathan Emenike. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-05-35.

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2018Betas V characteristics: Do stock characteristics enhance the investment opportunity set in U.K. stock returns?. (2018). Fletcher, Jonathan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:114-129.

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2018Stock liquidity and corporate diversification: Evidence from China’s split share structure reform. (2018). Gu, Lifeng ; Zhang, Yilin ; Yao, Wentao ; Wang, Yixin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:57-80.

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2018Optimal risk allocation in reinsurance networks. (2018). Bauerle, Nicole ; Glauner, Alexander. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:82:y:2018:i:c:p:37-47.

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2018Financial development and industrial pollution. (2018). Popov, Alexander ; De Haas, Ralph. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:91310.

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2018Using Sentiment and Momentum to Predict Stock Returns. (2018). Lansing, Kevin ; Tubbs, Michael. In: FRBSF Economic Letter. RePEc:fip:fedfel:00180.

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2018A Discussion on Recent Risk Measures with Application to Credit Risk: Calculating Risk Contributions and Identifying Risk Concentrations. (2018). Fischer, Matthias ; Pfeuffer, Marius ; Moser, Thorsten. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:142-:d:188842.

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2018Exporting Pollution. (2018). Kleimeier, Stefanie ; Ben-David, Itzhak ; Viehs, Michael. In: NBER Working Papers. RePEc:nbr:nberwo:25063.

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2018Fostering green investments and tackling climate-related financial risks: which role for macroprudential policies?. (2018). D'Orazio, Paola ; Popoyan, Lilit. In: LEM Papers Series. RePEc:ssa:lemwps:2018/35.

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2018Financial Development and Industrial Pollution. (2018). Popov, Alexander ; De Haas, Ralph. In: Discussion Paper. RePEc:tiu:tiucen:a0a4fb82-734a-442a-9ea1-a270843d4cd2.

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2018Fostering green investments and tackling climate-related financial risks: Which role for macroprudential policies?. (2018). D'Orazio, Paola ; Popoyan, Lilit. In: Ruhr Economic Papers. RePEc:zbw:rwirep:778.

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Recent citations received in 2017

YearCiting document
2017The Behaviour of Betting and Currency Markets on the Night of the EU Referendum. (2017). LINTON, OLIVER ; Auld, T. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1750.

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2017Globalization and the Increasing Correlation between Capital Inflows and Outflows. (2017). van Wincoop, Eric ; Davis, Jonathan. In: Globalization Institute Working Papers. RePEc:fip:feddgw:323.

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2017Globalization and the Increasing Correlation between Capital Inflows and Outflows. (2017). van Wincoop, Eric ; Davis, Jonathan. In: NBER Working Papers. RePEc:nbr:nberwo:23671.

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2017Shareholder Engagement on Environmental, Social, and Governance Performance. (2017). Renneboog, Luc ; Cremers, M ; Barko, Tamas. In: Discussion Paper. RePEc:tiu:tiucen:bb1f0349-1f6f-49a4-9d62-1c5a1240a1a8.

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Recent citations received in 2016

YearCiting document
2016Macroprudential Regulation and Misallocation. (2016). Perez-Reyna, David ; Hill, Enoch. In: DOCUMENTOS CEDE. RePEc:col:000089:014974.

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2016The speed of the exchange rate pass-through. (2016). Sauré, Philip ; Fischer, Andreas ; Bonadio, Barthelemy ; Saure, Philip. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11195.

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2016Firm Response to Competitive Shocks: Evidence from Chinas Minimum Wage Policy. (2016). Hau, Harald ; Huang, YI ; Wang, Gewei. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11429.

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

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2016The speed of exchange rate pass-through. (2016). Sauré, Philip ; Fischer, Andreas ; Bonadio, Barthelemy. In: Globalization Institute Working Papers. RePEc:fip:feddgw:282.

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2016Firm Response to Competitive Shocks: Evidence from China’s Minimum Wage Policy. (2016). Wang, Gewei ; Hau, Harald ; Huang, YI. In: IHEID Working Papers. RePEc:gii:giihei:heidwp08-2016.

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

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