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Citation Profile [Updated: 2021-07-01 06:51:03]
5 Years H
19
Impact Factor
0.61
5 Years IF
0.51
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 0.22
2000 0 0.45 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 0.43 0 0 1 2 0 1 1 1 0 0 0.24
2003 0 0.43 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 0.5 4 0 0 2 0 11 0 2 0 0 0.29
2006 0 0.48 0.34 0 39 41 216 12 25 0 1 0 12 0.31 0.27
2007 0.44 0.4 0.24 0.43 38 79 166 19 44 39 17 40 17 0 2 0.05 0.22
2008 0.4 0.46 0.31 0.4 46 125 131 36 83 77 31 77 31 1 2.8 3 0.07 0.23
2009 0.32 0.44 0.38 0.41 52 177 216 67 151 84 27 123 51 0 12 0.23 0.23
2010 0.32 0.38 0.27 0.3 46 223 101 59 211 98 31 175 53 2 3.4 4 0.09 0.19
2011 0.32 0.48 0.33 0.38 64 287 73 94 305 98 31 221 83 0 5 0.08 0.25
2012 0.19 0.51 0.26 0.28 44 331 60 87 392 110 21 246 69 0 2 0.05 0.26
2013 0.12 0.52 0.16 0.17 56 387 47 60 452 108 13 252 44 0 2 0.04 0.24
2014 0.07 0.54 0.16 0.17 58 445 56 72 524 100 7 262 44 0 0 0.28
2015 0.11 0.54 0.15 0.09 79 524 206 79 603 114 12 268 24 0 3 0.04 0.27
2016 0.11 0.56 0.17 0.08 97 621 160 102 709 137 15 301 24 1 1 8 0.08 0.28
2017 0.38 0.56 0.24 0.23 65 686 104 157 874 176 66 334 78 4 2.5 5 0.08 0.28
2018 0.4 0.56 0.29 0.34 96 782 192 221 1100 162 65 355 120 0 23 0.24 0.29
2019 0.54 0.58 0.33 0.45 79 861 89 280 1380 161 87 395 179 2 0.7 17 0.22 0.34
2020 0.61 0.67 0.37 0.51 100 961 71 359 1739 175 107 416 212 3 0.8 39 0.39 0.63
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
12009Information 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

65
22006Exchange 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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65
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.

Full description at Econpapers || Download paper

58
42020Feverish 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

51
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.

Full description at Econpapers || Download paper

42
62016Bank 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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40
72015Do 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

39
82009Dragon-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

38
92007Prices 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

36
102018Empirical 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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31
112009Health 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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30
122008The 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
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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28
142006An 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
152011Time-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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26
162012Quantifying 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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24
172018Quantile-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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24
182019Some 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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22
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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19
202018The 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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18
212006A 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
222006Finance 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
232008Evolutionary Finance. (2008). Schenk-Hoppé, Klaus ; Evstigneev, Igor ; Hens, Thorsten ; Schenk-Hoppe, Klaus Reiner. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0814.

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18
242015Real-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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18
252018Being 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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17
262014Physics 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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17
272007Declining 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
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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16
292016Aggregate 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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16
302010The 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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15
312014Heterogeneity 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
32Asymmetric 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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13
332017The 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

13
342010Information 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
352009Gibrat’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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13
362016Corporate 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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13
372019Are 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
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
402017Discriminatory 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
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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12
422008Constructing 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
432008A 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
442012Are REITs Real Estate? Evidence from International Sector Level Data. (). Oikarinen, Elias ; Hoesli, Martin. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1215.

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11
452015The 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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10
462006Approximation 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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10
472014Corporate 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
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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10
492016How 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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10
502010Money 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
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

51
22018Empirical 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

29
32015Do 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

25
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

22
52018Quantile-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

21
62016Bank 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

21
72011Time-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

18
82012Quantifying 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

16
92018The 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

15
102015Real-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

14
112017The 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

14
122009Information 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

14
132019Are 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
142016The 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

12
152009Dragon-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

12
162014Physics 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

12
172014Heterogeneity 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
182015Real-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

11
192019Some 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

11
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

11
212007An 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

10
222012Are REITs Real Estate? Evidence from International Sector Level Data. (). Oikarinen, Elias ; Hoesli, Martin. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1215.

Full description at Econpapers || Download paper

9
232017The 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
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

9
252016Aggregate 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.

Full description at Econpapers || Download paper

8
262007Prices 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

8
272016Corporate 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.

Full description at Econpapers || Download paper

7
282015The 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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7
292018The 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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7
302010Exploring 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
312018Activism, 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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7
322020On-Site Inspecting Zombie Lending. (2020). Degryse, Hans ; Bonfim, Diana ; Ongena, Steven ; Cerqueiro, Geraldo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2016.

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6
332019Deep Hedging: Hedging Derivatives Under Generic Market Frictions Using Reinforcement Learning. (2019). Kochems, Jonathan ; Mohan, Baranidharan ; Wood, Ben ; Teichmann, Josef ; Gonon, Lukas ; Buehler, Hans. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1980.

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6
342017Discriminatory 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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6
352018Global 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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362013Sudden 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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372016Measuring 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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382018Time-Varying Risk Premia in Large International Equity Markets. (2018). Scaillet, Olivier ; Chaieb, Ines ; Langlois, Hugues. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1804.

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392018Are 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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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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412018Noisy 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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422018Asset-Liability Management for Long-Term Insurance Business. (2018). Albrecher, Hansjoerg ; Wagner, Joel ; Schmeiser, Hato ; Schiller, Frank ; Pelsser, Antoon ; Loisel, Stephane ; Korn, Ralf ; Koch-Medina, Pablo ; Filipovi, Damir ; Embrechts, Paul ; Bauer, Daniel. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1769.

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432017Fund Flows and Market States. (2017). Schmalz, Martin C ; Franzoni, Francesco A. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1341.

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442015The 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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452014Corporate 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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462018Market Structure and Transaction Costs of Index CDSs. (2018). Trolle, Anders B ; Junge, Benjamin ; Collin-Dufresne, Pierre. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1840.

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472017High-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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482016Asset 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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492012Aggregate Investment Externalities and Macroprudential Regulation. (). Rochet, Jean ; Gersbach, Hans. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1203.

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502011The 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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2020Artificial Intelligence Alter Egos: Who might benefit from robo-investing?. (2020). De Winne, Rudy ; Raymond, Steve ; Ghysels, Eric ; DEWINNE, Rudy ; Dhondt, Catherine. In: Journal of Empirical Finance. RePEc:eee:empfin:v:59:y:2020:i:c:p:278-299.

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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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2020Are bank capital requirements optimally set? Evidence from researchers’ views. (2020). Ristolainen, Kim ; HASAN, IFTEKHAR ; Ambrocio, Gene ; Jokivuolle, Esa. In: Journal of Financial Stability. RePEc:eee:finsta:v:50:y:2020:i:c:s1572308920300711.

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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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2020Forward Guidance in Small Open Economy. (2020). Traficante, Guido ; André, Marine ; Andre, Marine-Charlotte. In: MPRA Paper. RePEc:pra:mprapa:104600.

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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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2020Corporate Tax Enforcement Externalities and the Banking Sector. (2020). Jacob, Martin ; Gallemore, John. In: Journal of Accounting Research. RePEc:bla:joares:v:58:y:2020:i:5:p:1117-1159.

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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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2020Twin Default Crises. (2020). Nikolov, Kalin ; Mendicino, Caterina ; Supera, Dominik ; Suarez, Javier ; Rubio-Ramirez, Juan. In: Working Papers. RePEc:cmf:wpaper:wp2020_2006.

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2020Forecasting value at risk and expected shortfall with mixed data sampling. (2020). Le, Trung H. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1362-1379.

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2020Recent Developments on Factor Models and its Applications in Econometric Learning. (2020). Fan, Jianqing ; Liao, Yuan. In: Papers. RePEc:arx:papers:2009.10103.

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2020Impacts of the Fed Corporate Credit Facilities through the Lenses of ETFs and CDX. (2020). Lee, Stephen M ; D'Amico, Stefania. In: Working Paper Series. RePEc:fip:fedhwp:92703.

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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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2020FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance. (2020). Chen, Qian ; Yang, Hongyang ; Liu, Xiao-Yang ; Wang, Christina Dan ; Xiao, Bowen ; Qingyang, Liu ; Zhang, Runjia. In: Papers. RePEc:arx:papers:2011.09607.

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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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2020Token-Based Platform Finance. (2020). Wang, Neng ; Li, YE ; Cong, Lin William. In: NBER Working Papers. RePEc:nbr:nberwo:27810.

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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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Recent citations received in 2020

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2020.

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2020The Reallocation Effects of COVID-19: Evidence from Venture Capital Investments around the World. (2020). Zazzaro, Alberto ; Bellucci, Andrea ; Gucciardi, Gianluca ; Borisov, Alexander. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:167.

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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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2020Mutual funds performance: the role of distribution networks and bank affiliation. (2020). Marinelli, Giuseppe ; Hamaui, Andrea ; Cardillo, Andrea ; Albareto, Giorgio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1272_20.

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2020Mutual Fund Performance and Flows During the COVID-19 Crisis. (2020). Vorsatz, Blair M ; Pastor, Lubos. In: Working Papers. RePEc:bfi:wpaper:2020-96.

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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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2020COVID-Induced Sovereign Risk in the Euro Area: When Did the ECB Stop the Contagion?. (2020). Tripier, Fabien ; Ortmans, Aymeric. In: Working Papers. RePEc:cii:cepidt:2020-11.

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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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2020This time is indeed different: A study on global market reactions to public health crisis. (2020). Duc, Toan Luu ; Wang, Mei ; Schell, Daniel. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635020300964.

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2020Economic impact of government interventions during the COVID-19 pandemic: International evidence from financial markets. (2020). Ashraf, Badar Nadeem. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635020302422.

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2020How important is social trust during the COVID-19 crisis period? Evidence from the Fed announcements. (2020). Mazumder, Sharif. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303142.

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2020Corporate finance, industrial organization, and organizational economics. (2020). Sertsios, Giorgo. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301243.

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2020COVID-19 and market expectations: Evidence from option-implied densities. (2020). Weissensteiner, Alex ; Kosolapova, Maria ; Hanke, Michael. In: Economics Letters. RePEc:eee:ecolet:v:195:y:2020:i:c:s0165176520302743.

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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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2020Financial markets under the global pandemic of COVID-19. (2020). Zhang, Dayong ; Ji, Qiang ; Hu, Min. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320304050.

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2020Freedom and stock market performance during Covid-19 outbreak. (2020). Erdem, Orhan. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320306735.

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2020The impact of COVID-19 on emerging stock markets. (2020). Topcu, Mert ; Gulal, Omer Serkan. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320306966.

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2020COVID-19 and investor behavior. (2020). Wengerek, Sascha Tobias ; Pelster, Matthias ; Ortmann, Regina . In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612320307959.

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2020Trading from home: The impact of COVID-19 on trading volume around the world. (2020). Zhong, Angel ; Chiah, Mardy. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612320315981.

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2020The impacts of COVID-19 on the global airline industry: An event study approach. (2020). Kotcharin, Suntichai ; Maneenop, Sakkakom. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:89:y:2020:i:c:s0969699720305032.

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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). Keliuotyt-Staniulnien, Greta ; Budriene, Daiva ; Teresiene, Deimante ; Kanapickiene, Rasa ; Kartasova, Jekaterina. 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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2020Financial Returns to Household Inventory Management. (2020). Kueng, Lorenz ; Baker, Scott ; Johnson, Stephanie G. In: NBER Working Papers. RePEc:nbr:nberwo:27740.

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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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2020The cleansing effect of banking crises. (2020). Saadi, Vahid ; Rocholl, Jorg ; Ongena, Steven ; Gropp, Reint. In: IWH Discussion Papers. RePEc:zbw:iwhdps:122020.

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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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2019The Impact of Quantitative Easing on Bank Loan Supply and Monetary Policy Implementation in the Euro Area. (2019). Ulrike, Neyer ; Maximilian, Horst. In: Review of Economics. RePEc:lus:reveco:v:70:y:2019:i:3:p:229-265:n:2.

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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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2018Cryptocurrencies, Metcalfes law and LPPL models. (2018). Mazurencu-Marinescu, Miruna ; Pele, Daniel Traian. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018056.

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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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