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Citation Profile [Updated: 2020-11-03 07:59:29]
5 Years H
18
Impact Factor
0.47
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 0.14 0 0 0 0 0 0 0 0 0 0 0.07
1995 0 0.19 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 0.13
1998 0 0.24 0 0 0 0 0 0 0 0 0 0 0.15
1999 0 0.32 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 0.4 0 0 0 1 0 1 1 1 0 0 0.22
2002 0 0.42 0 0 1 2 0 1 1 1 0 0 0.23
2003 0 0.42 0.5 0.5 0 2 0 1 2 1 2 1 0 0 0.24
2004 0 0.47 0.5 0 0 2 0 3 1 2 0 0 0.27
2005 0 0.49 4 0 0 2 0 11 0 2 0 0 0.29
2006 0 0.48 0.34 0 39 41 218 12 25 0 1 0 12 0.31 0.27
2007 0.44 0.4 0.24 0.43 38 79 156 19 44 39 17 40 17 0 2 0.05 0.22
2008 0.4 0.46 0.3 0.4 46 125 118 35 82 77 31 77 31 1 2.9 2 0.04 0.23
2009 0.31 0.43 0.38 0.41 52 177 201 66 149 84 26 123 50 0 12 0.23 0.23
2010 0.29 0.38 0.26 0.29 46 223 100 56 207 98 28 175 50 1 1.8 4 0.09 0.19
2011 0.31 0.47 0.33 0.38 64 287 84 94 301 98 30 221 83 0 5 0.08 0.25
2012 0.19 0.5 0.26 0.28 44 331 42 86 387 110 21 246 68 0 2 0.05 0.26
2013 0.12 0.52 0.16 0.17 56 387 43 60 447 108 13 252 44 0 2 0.04 0.24
2014 0.07 0.55 0.16 0.17 58 445 50 73 520 100 7 262 45 0 0 0.28
2015 0.11 0.54 0.15 0.1 79 524 173 80 600 114 12 268 27 0 3 0.04 0.27
2016 0.1 0.56 0.17 0.08 97 621 136 101 705 137 14 301 24 1 1 8 0.08 0.28
2017 0.36 0.56 0.23 0.22 65 686 90 153 866 176 64 334 75 4 2.6 5 0.08 0.28
2018 0.4 0.58 0.29 0.34 96 782 130 218 1089 162 65 355 119 0 22 0.23 0.29
2019 0.55 0.62 0.32 0.45 80 862 65 279 1368 161 89 395 179 2 0.7 16 0.2 0.4
2020 0.47 0.48 0.28 0.38 66 928 20 258 1626 176 82 417 157 0 21 0.32 0.71
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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64
22009Information 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

62
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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52
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.

Full description at Econpapers || Download paper

40
52015The 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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38
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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34
72009Health 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
82009Dragon-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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30
92008The 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
102016Bank 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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28
112015Do 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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28
122006An 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
132015Real-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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23
142019Some 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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21
152018Empirical 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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21
162020Feverish Stock Price Reactions to COVID-19. (2020). Wagner, Alexander F ; Ramelli, Stefano. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2012.

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20
172006Finance 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
182006A 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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18
192012Quantifying 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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17
202017The 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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17
212015Real-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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16
222018The 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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16
232007Declining 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
242014Physics 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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15
252010The 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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14
262018Quantile-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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14
272018Being 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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14
282016The 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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14
292014Heterogeneity 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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14
302010Information 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
312017The 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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13
322019Are 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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13
332006Approximation 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
342016Corporate Policies with Permanent and Transitory Shocks. (2016). Decamps, Jean-Paul ; Villeneuve, Stephane ; Morellec, Erwan ; Gryglewicz, Sebastian. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1618.

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12
352008Constructing 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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12
362017Discriminatory 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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12
37Asymmetric 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
382006Growth and Volatility. (2006). Imbs, Jean. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0609.

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12
392007Forecasting EREIT Returns. (2007). Hoesli, Martin ; SERRANO, Camilo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0735.

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12
402008A 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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11
412015Bank 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
422019The 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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10
432016Aggregate 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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10
442010Money 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
452009Gibrat’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
462014Corporate Cash and Employment. (2014). Poilly, Céline ; Benhima, Kenza ; Bacchetta, Philippe. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1401.

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10
472009Bank 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
482007Efficient 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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9
492006The Overhang Hangover. (2005). Ranciere, Romain ; Imbs, Jean. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0603.

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9
502016How 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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9
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12020Feverish Stock Price Reactions to COVID-19. (2020). Wagner, Alexander F ; Ramelli, Stefano. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2012.

Full description at Econpapers || Download paper

20
22011Time-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

19
32018Empirical 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

19
42015The 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

18
52015Do 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

16
62019Are 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

13
72018The 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

13
82017The 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
92009Information 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

11
102014Heterogeneity 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

11
112018Quantile-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.

Full description at Econpapers || Download paper

11
122016The 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

10
132012Quantifying 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

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

10
152014Physics 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
162019Some 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
172015Real-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.

Full description at Econpapers || Download paper

9
182017The Sustainability Footprint of Institutional Investors. (2017). Gibson, Rajna ; Krueger, Philipp . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1705.

Full description at Econpapers || Download paper

9
192016Bank 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

9
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.

Full description at Econpapers || Download paper

8
212007Prices 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

7
222009Dragon-Kings, Black Swans and the Prediction of Crises. (2009). Sornette, Didier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0936.

Full description at Econpapers || Download paper

7
232010Exploring 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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7
242015Bank 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

7
252017Discriminatory 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

6
262015The Perennial Challenge to Counter Too-Big-To-Fail in Banking: Empirical Evidence from the New International Regulation Dealing with Global Systemically Important Banks. (2015). Ongena, Steven ; Moenninghoff, Sebastian C ; Wieandt, Axel . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1433.

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6
272018The Term Structure of Variance Swaps and Risk Premia. (2018). Ait-Sahalia, Yacine ; Mancini, Loriano ; Karaman, Mustafa . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1837.

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6
282016Measuring 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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5
292016Corporate Policies with Permanent and Transitory Shocks. (2016). Decamps, Jean-Paul ; Villeneuve, Stephane ; Morellec, Erwan ; Gryglewicz, Sebastian. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1618.

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5
302013Sudden 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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5
312018Noisy Stock Prices and Corporate Investment. (2018). Foucault, Thierry ; Matray, Adrien ; Fresard, Laurent ; Dessaint, Olivier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1873.

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4
322007An 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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4
332016Asset 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
342018Are Bitcoin Bubbles Predictable? Combining a Generalized Metcalfes Law and the LPPLS Model. (2018). Wheatley, Spencer ; Gantner, Robert N ; Reppen, Max ; Huber, Tobias ; Sornette, Didier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1822.

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4
352015Stochastic 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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4
362011The US stock market leads the Federal funds rate and Treasury bond yields. (). Sornette, Didier ; Zhou, Wei-Xing ; Cheng, Si-Wei ; Guo, Kun. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1105.

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372018Electronic Trading in OTC Markets vs. Centralized Exchange. (2018). Liu, Ying ; Zhang, Yuan ; Vogel, Sebastian . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1819.

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382014Corporate Cash and Employment. (2014). Poilly, Céline ; Benhima, Kenza ; Bacchetta, Philippe. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1401.

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392015The 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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402018Activism, 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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412018Global 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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422019The 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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432016The 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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442017The 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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452015Super-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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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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472016Aggregate 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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482007Efficient 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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492008Constructing 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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502012Understanding Asset Correlations. (). Burkhardt, Dominic ; Hasseltoft, Henrik . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1238.

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Citing documents used to compute impact factor: 82
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2020Do bond markets find inflation targets credible? Evidence from five inflation-targeting countries. (2020). Ka, Kook ; Ho, Kyu ; Kim, Young Min. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:66-84.

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2020Time-varying volatility in Bitcoin market and information flow at minute-level frequency. (2020). Antulov-Fantulin, Nino ; Barjavsi, Irena. In: Papers. RePEc:arx:papers:2004.00550.

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2020A new method to verify Bitcoin bubbles: Based on the production cost. (2020). Zhao, Lei ; Liu, Qing ; Xiong, Jinwu . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303602.

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2020Topological recognition of critical transitions in time series of cryptocurrencies. (2020). Shmalo, Yonah ; Roldan, Pablo ; Katz, Yuri ; Goldsmith, Daniel ; Gidea, Marian. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:548:y:2020:i:c:s0378437119321363.

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2020The search theory of OTC markets. (2020). Weill, Pierre-Olivier. In: NBER Working Papers. RePEc:nbr:nberwo:27354.

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2020Intermediation in Over-the-Counter Markets with Price Transparency. (2020). Kospentaris, Ioannis ; Gabrovski, Miroslav. In: Working Papers. RePEc:hai:wpaper:202017.

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2020Market Making and Proprietary Trading in the US Corporate Bond Market. (2020). Dastarac, Hugues. In: Working papers. RePEc:bfr:banfra:754.

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2020Swap trading after Dodd-Frank: Evidence from index CDS. (2020). Zhu, Haoxiang ; Reiffen, David ; Onur, Esen ; Riggs, Lynn. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:3:p:857-886.

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2020Beyond retail stores: Managing product proliferation along the supply chain. (2020). Boyaci, Tamer ; Lucker, Florian ; Bier, Iik. In: ESMT Research Working Papers. RePEc:esm:wpaper:esmt-19-02_r1.

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2020Data vs collateral. (2020). Huang, Yiping ; Gambacorta, Leonardo ; Chen, Shu ; Qiu, Han ; Li, Zhenhua. In: BIS Working Papers. RePEc:bis:biswps:881.

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2020Quantifying the concerns of Dimon and Buffett with data and computation. (2020). Oldham, Matthew. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300336.

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2020Anomalies in emerging markets: The case of Mexico. (2020). Vasquez, Aurelio ; Herrerias, Renata ; Diaz-Ruiz, Polux. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300851.

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2020A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies. (2020). Fantazzini, Dean ; Zimin, Stephan. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:47:y:2020:i:1:d:10.1007_s40812-019-00136-8.

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2020International capital flows at the security level: evidence from the ECB’s Asset Purchase Programme. (2020). Fidora, Michael ; Bergant, Katharina ; Schmitz, Martin. In: Working Paper Series. RePEc:ecb:ecbwps:20202388.

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2020The Hedging Channel of Exchange Rate Determination. (2020). Zhang, Tony ; Liao, Gordon Y. In: International Finance Discussion Papers. RePEc:fip:fedgif:1283.

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2020Correlators of Polynomial Processes. (2019). Lavagnini, Silvia ; Benth, Fred Espen. In: Papers. RePEc:arx:papers:1906.11320.

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2020A 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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2020Markov cubature rules for polynomial processes. (2020). Pulido, Sergio ; Larsson, Martin ; Filipovi, Damir. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:130:y:2020:i:4:p:1947-1971.

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2020Adjusted Expected Shortfall. (2020). Munari, Cosimo ; Burzoni, Matteo ; Wang, Ruodu. In: Papers. RePEc:arx:papers:2007.08829.

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2020Systemic 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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2020Inf-convolution and optimal risk sharing with arbitrary sets of risk measures. (2020). Righi, Marcelo Brutti. In: Papers. RePEc:arx:papers:2003.05797.

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2020Weak comonotonicity. (2020). Wang, Ruodu ; Zitikis, Riardas. In: European Journal of Operational Research. RePEc:eee:ejores:v:282:y:2020:i:1:p:386-397.

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2020Is the inf-convolution of law-invariant preferences law-invariant?. (2020). Wang, Ruodu ; Liu, Peng ; Wei, Linxiao . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:91:y:2020:i:c:p:144-154.

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2020Convolution Bounds on Quantile Aggregation. (2020). Wang, Ruodu ; Liu, Yang ; Lam, Henry ; Blanchet, Jose. In: Papers. RePEc:arx:papers:2007.09320.

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2020Characterizing optimal allocations in quantile-based risk sharing. (2020). Wei, Yunran ; Wang, Ruodu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:288-300.

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2020Modelling extremal dependence for operational risk by a bipartite graph. (2020). Paterlini, Sandra ; Kluppelberg, Claudia ; Kley, Oliver. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:117:y:2020:i:c:s0378426620301217.

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2020Variance disparity and market frictions. (2020). Park, Yang-Ho. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:2:p:326-348.

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2020The Variance Risk Premium in Equilibrium Models. (2020). Bekaert, Geert ; Ermolov, Andrey ; Engstrom, Eric. In: NBER Working Papers. RePEc:nbr:nberwo:27108.

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2020Risk premium spillovers among stock markets: Evidence from higher-order moments. (2020). Aboura, Sofiane ; Finta, Marinela Adriana. In: Journal of Financial Markets. RePEc:eee:finmar:v:49:y:2020:i:c:s1386418120300021.

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2020Dynamics of variance risk premia: A new model for disentangling the price of risk. (2020). Violante, Francesco ; Stentoft, Lars. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:2:p:312-334.

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2020Dancing with activists. (2020). Brav, Alon ; Bebchuk, Lucian A ; Keusch, Thomas ; Jiang, Wei. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:1:p:1-41.

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2020Kyle-Back Models with risk aversion and non-Gaussian Beliefs. (2020). Ekren, Ibrahim ; Bose, Shreya. In: Papers. RePEc:arx:papers:2008.06377.

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2020Political event portfolios. (2020). Weissensteiner, Alex ; Stockl, Sebastian ; Hanke, Michael. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301497.

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2020Determinants of individual sustainable investment behavior - A framed field experiment. (2020). Wetzel, Heike ; Ziegler, Andreas ; Gutsche, Gunnar. In: MAGKS Papers on Economics. RePEc:mar:magkse:202033.

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2020Measuring and Managing Carbon Risk in Investment Portfolios. (2020). Roncalli, Thierry ; Sekine, Takaya ; Fr'ed'eric Lepetit, ; le Guenedal, Th'Eo. In: Papers. RePEc:arx:papers:2008.13198.

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2020Taming the Green Swan: How to improve climate-related financial risk assessments. (2020). Senni, Chiara Colesanti ; Bingler, Julia Anna. In: CER-ETH Economics working paper series. RePEc:eth:wpswif:20-340.

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2020Sustainable Investing in Equilibrium. (2020). Stambaugh, Robert ; Pastor, Lubos ; Taylor, Lucian A. In: Working Papers. RePEc:bfi:wpaper:2020-24.

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2020Idiosyncratic risk, risk-taking incentives and the relation between managerial ownership and firm value. (2020). Florackis, Chris ; Sainani, Sushil ; Kostakis, Alexandros ; Kanas, Angelos. In: European Journal of Operational Research. RePEc:eee:ejores:v:283:y:2020:i:2:p:748-766.

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2020Contagion in Dealer Networks. (2020). Walton, Adrian ; Fontaine, Jean-Sebastien. In: Staff Working Papers. RePEc:bca:bocawp:20-1.

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2020Blind to carbon risk? An analysis of stock market reaction to the Paris Agreement. (2020). de Angelis, Luca ; Monasterolo, Irene. In: Ecological Economics. RePEc:eee:ecolec:v:170:y:2020:i:c:s0921800919309607.

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2020Modelling time-varying interactions in complex systems: the Score Driven Kinetic Ising Model. (2020). Tantari, Daniele ; Lillo, Fabrizio ; di Gangi, Domenico ; Campajola, Carlo. In: Papers. RePEc:arx:papers:2007.15545.

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2020Optimal Asset Allocation For Outperforming A Stochastic Benchmark Target. (2020). Li, Yuying ; Ni, Chendi ; Carroll, Ray ; Forsyth, Peter. In: Papers. RePEc:arx:papers:2006.15384.

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2020Proyección de la Inflación en Chile con Métodos de Machine Learning. (2020). Zilberman, Eduardo ; Molina, Carlos ; Leal, Felipe. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:860.

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2020Benchmarking machine-learning software and hardware for quantitative economics. (2020). Duarte, Victor ; Montecinos, Alexis ; Fonseca, Julia. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:111:y:2020:i:c:s0165188919301939.

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2020Time series momentum: Is it there?. (2020). Zhou, Guofu ; Wang, Liyao ; Li, Jiangyuan ; Huang, Dashan . In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:3:p:774-794.

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2020Forecasting the real prices of crude oil using robust regression models with regularization constraints. (2020). Wang, Yudong ; Hao, Xianfeng ; Zhao, Yuyang. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988320300220.

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2020Crowd, Lending, Machine, and Bias. (2020). Singh, Paramvir ; Huang, Yan ; Fu, Runshan. In: Papers. RePEc:arx:papers:2008.04068.

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2020Portfolio Efficiency with High-Dimensional Data as Conditioning Information. (2020). Vigo Pereira, Caio. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202015.

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2020The impact of entrepreneurship orientation on project performance: A machine learning approach. (2020). Parast, Mahour Mellat ; Sabahi, Sima. In: International Journal of Production Economics. RePEc:eee:proeco:v:226:y:2020:i:c:s0925527320300098.

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2020Does the Ross recovery theorem work empirically?. (2020). Menner, Marco ; Jackwerth, Jens Carsten. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:3:p:723-739.

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2020Are bank capital requirements optimally set? Evidence from researchers’ views. (2020). Ristolainen, Kim ; HASAN, IFTEKHAR ; Ambrocio, Gene ; Jokivuolle, Esa. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_010.

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2020Monetary policy disconnect. (2020). Winterberg, Hannah ; Ballensiefen, Benedikt ; Ranaldo, Angelo. In: Working Papers on Finance. RePEc:usg:sfwpfi:2020:03.

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2020An Application of Financial Ratio Analysis on Concordat Firms: A Model Suggestion on Construction Firms Listed in Borsa Istanbul. (2020). Ozyesil, Mustafa. In: Journal of Economics and Behavioral Studies. RePEc:rnd:arjebs:v:11:y:2020:i:6:p:10-22.

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2020Market impact and performance of arbitrageurs of financial bubbles in an agent-based model. (2020). Sornette, Didier ; Westphal, Rebecca. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:171:y:2020:i:c:p:1-23.

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2020Corporate Governance in the Presence of Active and Passive Delegated Investment. (2020). Malenko, Nadya ; Corum, Adrian Aycan. In: OSF Preprints. RePEc:osf:osfxxx:8n6xj.

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2020Does Joining the S&P 500 Index Hurt Firms?. (2020). Wang, Zexi ; Stulz, Rene M ; Bennett, Benjamin. In: NBER Working Papers. RePEc:nbr:nberwo:27593.

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2020The currency dimension of the bank lending channel in international monetary transmission. (2020). Temesvary, Judit ; Takats, Elod. In: Journal of International Economics. RePEc:eee:inecon:v:125:y:2020:i:c:s0022199618301818.

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2020Uncovered Interest Rate Parity Redux: Non- Uniform Effects. (2020). Cheung, Yin-Wong ; Wang, Wenhao. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2020_004.

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2020Workers, capitalists, and the government: fiscal policy and income (re)distribution. (2020). Freund, Lukas ; Cantore, Cristiano. In: Bank of England working papers. RePEc:boe:boeewp:0858.

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2020Semimartingale price systems in models with transaction costs beyond efficient friction. (2020). Molitor, Alexander ; Kuhn, Christoph. In: Papers. RePEc:arx:papers:2001.03190.

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2020The fundamental theorem of asset pricing for self-financing portfolios. (2020). Platen, Eckhard ; Tappe, Stefan. In: Papers. RePEc:arx:papers:2005.05575.

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2020Testing the Superstar Firm Hypothesis. (2020). Schiersch, Alexander ; Stiel, Caroline. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1849.

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2020Rising Concentration and Wage Inequality. (2020). Tschopp, Jeanne ; Cortes, Guido Matias. In: Working Paper series. RePEc:rim:rimwps:20-01.

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2020Rising Concentration and Wage Inequality. (2020). Tschopp, Jeanne ; Cortes, Guido Matias. In: Diskussionsschriften. RePEc:ube:dpvwib:dp2001.

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2020Countervailing Market Power and Hospital Competition. (2020). Town, Robert ; Gowrisankaran, Gautam ; Barrette, Eric. In: NBER Working Papers. RePEc:nbr:nberwo:27005.

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2020The draft for the 10th amendment of German competition law: Towards a new concept of Outstanding relevance across markets?. (2020). Budzinski, Oliver ; Stohr, Annika ; Ganssle, Sophia. In: Ilmenau Economics Discussion Papers. RePEc:zbw:tuiedp:142.

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2020Corporate Tax Avoidance and Industry Concentration. (2020). Toubal, Farid ; Parenti, Mathieu ; Martin, Julien. In: Working Papers ECARES. RePEc:eca:wpaper:2013/309910.

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2020Rising Concentration and Wage Inequality. (2020). Tschopp, Jeanne ; Cortes, Guido Matias. In: IZA Discussion Papers. RePEc:iza:izadps:dp13557.

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2020Corporate Tax Avoidance and Industry Concentration. (2020). Toubal, Farid ; Parenti, Mathieu ; Martin, Julien. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8469.

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2020Corporate tax avoidance and industry concentration. (2020). Toubal, Farid ; Parenti, Mathieu ; Martin, Julien. In: Working Papers. RePEc:cii:cepidt:2020-09.

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2020Do tax incentives reduce investment quality?. (2020). Schneider, Kerstin ; Jacob, Martin ; Eichfelder, Sebastian. In: arqus Discussion Papers in Quantitative Tax Research. RePEc:zbw:arqudp:248.

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2020Twin Default Crises. (2020). Suarez, Javier ; Nikolov, Kalin ; Rubio-Ramirez, Juan ; Mendicino, Caterina. In: Working Papers. RePEc:fda:fdaddt:2020-01.

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2020Owe a Bank Millions, the Bank Has a Problem : Credit Concentration in Bad Times. (2020). Correa, Ricardo ; Ortega, Claudia Ruiz ; Ruizortega, Claudia ; Roldan, Jessica ; Morais, Bernardo ; Agarwal, Sumit. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:9202.

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2020Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions. (2020). de Jonghe, Olivier ; Ongena, Steven ; Dewachter, Hans. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119918307521.

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2020Twin default crises. (2020). Nikolov, Kalin ; Ramirez, Juan-Rubio ; Supera, Dominik ; Suarez, Javier ; Mendicino, Caterina. In: Working Paper Series. RePEc:ecb:ecbwps:20202414.

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2020Owe a Bank Millions, the Bank Has a Problem: Credit Concentration in Bad Times. (2020). Ruiz Ortega, Claudia ; Correa, Ricardo ; Agarwal, Sumit ; Roldan, Jessica ; Morais, Bernardo. In: International Finance Discussion Papers. RePEc:fip:fedgif:1288.

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2020The Bank of Japan as a Real Estate Tycoon: Large-Scale REIT Purchases. (2020). Yoshida, Jiro ; Hattori, Takahiro. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2020_003.

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2020Hedging using reinforcement learning: Contextual $k$-Armed Bandit versus $Q$-learning. (2020). Nuti, Giuseppe ; Cannelli, Loris ; Szehr, Oleg ; Sala, Marzio. In: Papers. RePEc:arx:papers:2007.01623.

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2020Deep Hedging of Long-Term Financial Derivatives. (2020). Carbonneau, Alexandre. In: Papers. RePEc:arx:papers:2007.15128.

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2020Option market trading activity and the estimation of the pricing kernel: A Bayesian approach. (2020). Fusari, Nicola ; Barone-Adesi, Giovanni ; Sala, Carlo ; Mira, Antonietta. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:2:p:430-449.

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2020A note on options and bubbles under the CEV model: implications for pricing and hedging. (2020). Cruz, Aricson ; Vidal, Joo Pedro ; Dias, Jose Carlos. In: Review of Derivatives Research. RePEc:kap:revdev:v:23:y:2020:i:3:d:10.1007_s11147-019-09164-x.

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2020Geometric Step Options with Jumps. Parity Relations, PIDEs, and Semi-Analytical Pricing. (2020). Mathys, Ludovic ; Farkas, Walter. In: Papers. RePEc:arx:papers:2002.09911.

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2020Disaster Resilience and Asset Prices. (2020). Pagano, Marco ; Zechner, Josef ; Wagner, Christian. In: Papers. RePEc:arx:papers:2005.08929.

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2020Examining the Effect of COVID-19 on Foreign Exchange Rate and Stock Market -- An Applied Insight into the Variable Effects of Lockdown on Indian Economy. (2020). Kumar, Atul ; Banerjee, Indrajit ; Bhattacharyya, Rupam. In: Papers. RePEc:arx:papers:2006.14499.

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2020Suggestions for a Covid-19 post-pandemic research agenda in environmental economics. (2020). Schumacher, Ingmar ; Withagen, Cees. In: Discussion Papers. RePEc:bir:birmec:20-15.

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2020Combating the COVID-19 pandemic : The role of the SARS imprint. (2020). Zou, Kunru ; Yang, Endong ; Ru, Hong. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2020_015.

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2020The International Spread of COVID-19 Stock Market Collapses. (2020). de Pace, Pierangelo ; DePace, Pierangelo ; Contessi, Silvio. In: Economics Department, Working Paper Series. RePEc:clm:pomwps:1013.

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2020The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies. (2020). lucey, brian ; Corbet, Shaen ; Larkin, Charles. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612320304098.

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2020Disaster Resilience and Asset Prices. (2020). Pagano, Marco ; Zechner, Josef ; Wagner, Christian. In: EIEF Working Papers Series. RePEc:eie:wpaper:2008.

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2020The Impact of the COVID-19 Pandemic on the U.S. Economy: Evidence from the Stock Market. (2020). Thorbecke, Willem. In: Discussion papers. RePEc:eti:dpaper:20068.

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2020What Drives Stocks during the Corona-Crash? News Attention vs. Rational Expectation. (2020). Posch, Peter ; Neukirchen, Daniel ; Krause, Miguel ; Engelhardt, Nils. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:12:p:5014-:d:373601.

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2020Contagious Margin Calls: How Covid-19 threatened global stock market liquidity. (2020). Ødegaard, Bernt ; Philip, Richard ; Kwan, Amy ; Foley, Sean. In: UiS Working Papers in Economics and Finance. RePEc:hhs:stavef:2020_001.

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2020Machine Learning for Zombie Hunting. Firms Failures and Financial Constraints.. (2020). Rungi, Armando ; Riccaboni, Massimo ; Bargagli-Dtoffi, Falco J. In: Working Papers. RePEc:ial:wpaper:1/2020.

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2020THE IMPACT OF COVID-19 ON EUROPEAN FINANCIAL MARKETS AND ECONOMIC SENTIMENT. (2020). Kartasova, Jekaterina ; Keliuotyt-Staniulnien, Greta ; Budriene, Daiva ; Teresiene, Deimante ; Kanapickiene, Rasa. In: Economy & Business Journal. RePEc:isp:journl:v:14:y:2020:i:1:p:144-163.

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2020Aggregate and Firm-Level Stock Returns During Pandemics, in Real Time. (2020). Schott, Peter ; Chari, Anusha ; Alfaro, Laura ; Greenland, Andrew N. In: NBER Working Papers. RePEc:nbr:nberwo:26950.

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2020How Valuable is Financial Flexibility when Revenue Stops? Evidence from the COVID-19 Crisis. (2020). Fahlenbrach, Ruediger ; Stulz, Rene M ; Rageth, Kevin. In: NBER Working Papers. RePEc:nbr:nberwo:27106.

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2020Earnings Expectations in the COVID Crisis. (2020). thesmar, david ; Landier, Augustin. In: NBER Working Papers. RePEc:nbr:nberwo:27160.

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2020Banks as Lenders of First Resort: Evidence from the COVID-19 Crisis. (2020). Zhang, Song ; Strahan, Philip E ; Li, Lei. In: NBER Working Papers. RePEc:nbr:nberwo:27256.

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2020Mutual Fund Performance and Flows During the COVID-19 Crisis. (2020). Pastor, Lubos ; Vorsatz, Blair M. In: NBER Working Papers. RePEc:nbr:nberwo:27551.

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2020Most Fatal Pandemic COVID-19 Outbreak: An Analysis of Economic Consequences. (2020). Mohajan, Haradhan. In: MPRA Paper. RePEc:pra:mprapa:101623.

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2020Disaster Resilience and Asset Prices. (2020). Pagano, Marco ; Zechner, Josef ; Wagner, Christian. In: CSEF Working Papers. RePEc:sef:csefwp:563.

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2020Calm before the storm: an early warning approach before and during the COVID-19 crisis. (2020). Volkov, Vladimir ; Islam, Raisul. In: Working Papers. RePEc:tas:wpaper:34483.

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2020Banking Sector Performance During the COVID-19 Crisis. (2020). Pedraza, Alvaro ; Ortega, Claudia Ruiz ; Ruizortega, Claudia ; Demirguc-Kunt, Asli. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:9363.

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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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2019Spillover Effects of Foreign Monetary Policy on the Foreign Indebtedness of Banks and Corporations. (2019). Morales-Acevedo, Paola . In: IHEID Working Papers. RePEc:gii:giihei:heidwp17-2019.

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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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2019Information: Hard and Soft. (2019). Liberti, Jose Maria ; Petersen, Mitchell A. In: Review of Corporate Finance Studies. RePEc:oup:rcorpf:v:8:y:2019:i:1:p:1-41..

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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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2018Investor Rewards to Climate Responsibility: Evidence from the 2016 Climate Policy Shock. (2018). Zeckhauser, Richard ; Wagner, Alexander ; Ziegler, Alexandre ; Ramelli, Stefano. In: NBER Working Papers. RePEc:nbr:nberwo:25310.

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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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2018Financial Development and Industrial Pollution. (2018). Popov, Alexander ; De Haas, Ralph. In: Other publications TiSEM. RePEc:tiu:tiutis:6e799247-e229-4b41-a717-d7b2c262177e.

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

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2018A DYNAMIC MODEL OF CENTRAL COUNTERPARTY RISK. (2018). Feng, Shibi ; Cialenco, Igor ; Bielecki, Tomasz R. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:21:y:2018:i:08:n:s0219024918500504.

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

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