23
H index
30
i10 index
1735
Citations
University of Warwick (90% share) | 23 H index 30 i10 index 1735 Citations RESEARCH PRODUCTION: 37 Articles 51 Papers RESEARCH ACTIVITY: 24 years (2000 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pba2 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Söhnke M. Bartram. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2023 | A Comprehensive Survey on Enterprise Financial Risk Analysis: Problems, Methods, Spotlights and Applications. (2022). Du, Huaming ; Zhao, YU. In: Papers. RePEc:arx:papers:2211.14997. Full description at Econpapers || Download paper | |
2023 | Copula Variational LSTM for High-dimensional Cross-market Multivariate Dependence Modeling. (2023). Cao, Longbing ; Xu, Jia. In: Papers. RePEc:arx:papers:2305.08778. Full description at Econpapers || Download paper | |
2023 | Regularity in forex returns during financial distress: Evidence from India. (2023). Datta, Radhika Prosad. In: Papers. RePEc:arx:papers:2308.04181. Full description at Econpapers || Download paper | |
2023 | Company Similarity using Large Language Models. (2023). Pasquali, Stefano ; Mehta, Dhagash ; Desai, Dhruv ; Bhagat, Snigdha ; Vamvourellis, Dimitrios. In: Papers. RePEc:arx:papers:2308.08031. Full description at Econpapers || Download paper | |
2023 | Toxic chemical releases and idiosyncratic return volatility: A prospect theory perspective. (2023). Zaman, Rashid ; Nadeem, Muhammad ; Bahadar, Stephen. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2109-2143. Full description at Econpapers || Download paper | |
2023 | Corporate reputation and hedging activities. (2023). Yang, Jimmy J ; Deng, Zero. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1223-1247. Full description at Econpapers || Download paper | |
2023 | Are founding families less willing to bear risk? Evidence from the currency exposure and internationalization strategy of family firms. (2023). Reeb, David M ; Hunter, Delroy M ; Bergbrant, Mikael C ; Anderson, Ronald C. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:1:p:41-66. Full description at Econpapers || Download paper | |
2024 | Currency flotation and dividend policies: Evidence from Chinas central parity reform. (2024). Thewissen, James ; Ni, Chenkai ; Luo, Yilin. In: Financial Management. RePEc:bla:finmgt:v:53:y:2024:i:1:p:145-174. Full description at Econpapers || Download paper | |
2023 | State ownership and the risk?reducing effect of corporate derivative use: Evidence from China. (2021). Tian, Gary Gang ; Pan, Zheyao ; Guo, Huimin. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:48:y:2021:i:5-6:p:1092-1133. Full description at Econpapers || Download paper | |
2023 | Relative Valuation with Machine Learning. (2023). Lu, Helen ; Geertsema, Paul. In: Journal of Accounting Research. RePEc:bla:joares:v:61:y:2023:i:1:p:329-376. Full description at Econpapers || Download paper | |
2023 | Estimating the Effects of Regulation When Treated and Control Firms Compete: A New Method with Application to the EU ETS. (2023). Ollivier, Helene ; Jegard, Martin ; Calel, Raphael ; Barrows, Geoffrey. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10438. Full description at Econpapers || Download paper | |
2023 | Competition and Risk Taking in Local Bank Markets: Evidence from the Business Loans Segment. (2023). Ulsaker, Simen ; Nilsen, Oivind Anti ; Canta, Chiara. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10448. Full description at Econpapers || Download paper | |
2023 | The Effect of U.S. Climate Policy on Financial Markets: An Event Study of the Inflation Reduction Act. (2023). Offner, Eric A ; Bauer, Michael D ; Rudebusch, Glenn D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10739. Full description at Econpapers || Download paper | |
2023 | What Drives Sectoral Differences in Currency Derivate Usage in a Small Open Economy? Evidence from Supervisory Data. (2023). Malovana, Simona ; Gric, Zuzana ; Janku, Jan. In: Working Papers. RePEc:cnb:wpaper:2023/12. Full description at Econpapers || Download paper | |
2023 | Carbon costs and industrial firm performance: Evidence from international microdata. (2023). Hille, Erik ; Trinks, Arjan. In: CPB Discussion Paper. RePEc:cpb:discus:445. Full description at Econpapers || Download paper | |
2024 | Dividend based risk measures: A Markov chain approach. (2024). de Blasis, Riccardo ; D'Amico, Guglielmo. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:471:y:2024:i:c:s0096300324000833. Full description at Econpapers || Download paper | |
2023 | Are banks risk-averse or risk-neutral investors?. (2023). Ishinagi, Yoshikazu ; Takino, Kazuhiro. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635023000060. Full description at Econpapers || Download paper | |
2024 | Extreme heat and firms robot adoption: Evidence from China. (2024). He, Zhenyu ; Tang, Yuwei. In: China Economic Review. RePEc:eee:chieco:v:85:y:2024:i:c:s1043951x24000506. Full description at Econpapers || Download paper | |
2023 | Firms’ rollover risk, capital structure and unequal exposure to aggregate shocks. (2023). Varghese, Richard ; Haque, Sharjil. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000652. Full description at Econpapers || Download paper | |
2024 | How does currency risk impact firms? New evidence from bank loan contracts. (2024). Hunter, Delroy M ; Francis, Bill B ; Bergbrant, Mikael C. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s092911992400004x. Full description at Econpapers || Download paper | |
2023 | Trade competitiveness and the aggregate returns in global stock markets. (2023). Umar, Zaghum ; Zaremba, Adam ; Long, Huaigang ; Chiah, Mardy. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:148:y:2023:i:c:s0165188923000246. Full description at Econpapers || Download paper | |
2023 | The impact of climate change on banking systemic risk. (2023). Taghizadeh-Hesary, Farhad ; Yang, Mingyuan ; Lu, Lanxin ; Qi, Hanying ; Bai, Xiao ; Wu, Xin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:419-437. Full description at Econpapers || Download paper | |
2023 | Does public behavior and research development matters for economic growth in SMEs: Evidence from Chinese listed firms. (2023). Lin, Huifang ; Zhang, LI ; Xu, Yuanlu ; Zhou, Wuhao. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:107-119. Full description at Econpapers || Download paper | |
2023 | Does the implementation of green credit policy improve the ESG performance of enterprises? Evidence from a quasi-natural experiment in China. (2023). Yao, Xin ; Miao, Qin ; Lei, NI. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002900. Full description at Econpapers || Download paper | |
2023 | The effect of interconnectivity on stock returns during the Global Financial Crisis. (2023). Tabak, Benjamin ; Silva, Thiago ; Berri, Paulo Victor. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000633. Full description at Econpapers || Download paper | |
2023 | Climate risk and deployment of corporate resources to working capital. (2023). Croci, Ettore ; Aktas, Nihat ; Ahmad, Muhammad Farooq. In: Economics Letters. RePEc:eee:ecolet:v:224:y:2023:i:c:s0165176523000277. Full description at Econpapers || Download paper | |
2023 | Competition and risk taking in local bank markets: Evidence from the business loans segment. (2023). Ulsaker, Simen ; Nilsen, Øivind ; Canta, Chiara. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:153-169. Full description at Econpapers || Download paper | |
2023 | Trade policy uncertainty and financial investment: Evidence from Chinese energy firms. (2023). He, Zhongshi ; Zhan, Zhimin ; Lan, Fei ; Lin, Qianru. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005539. Full description at Econpapers || Download paper | |
2023 | The hidden benefit: Emission trading scheme and business performance of downstream enterprises. (2023). Jia, Zhijie. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s014098832200617x. Full description at Econpapers || Download paper | |
2023 | The carrot and the stock: In search of stock-market incentives for decarbonization. (2023). Evdokimova, Tatiana ; Fernandez, Oscar ; Millischer, Laurent. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001135. Full description at Econpapers || Download paper | |
2023 | Determinants and real effects of joint hedging: An empirical analysis of US oil and gas producers. (2023). Dionne, Georges ; Mnasri, Mohamed ; el Hraiki, Rayane. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002992. Full description at Econpapers || Download paper | |
2023 | The asymmetric effects of oil price shocks on green innovation. (2023). Zhong, Angel ; Yu, Jing ; Hu, Xiaolu. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003882. Full description at Econpapers || Download paper | |
2023 | Corporate sustainability policies and corporate investment efficiency: Evidence from the quasi-natural experiment in China. (2023). Yan, Cheng ; Ho, Kung-Cheng ; Mao, Zhicheng. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005480. Full description at Econpapers || Download paper | |
2023 | The impact of carbon disclosure and carbon emissions intensity on firms idiosyncratic volatility. (2023). Kumarasinghe, Sriyalatha ; Kuruppuarachchi, Duminda ; Perera, Kasun ; Suleman, Muhammad Tahir. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323005510. Full description at Econpapers || Download paper | |
2024 | Modeling the behavior of renewable energy market: Understanding the moderation of climate risk factors. (2024). Sinha, Avik ; Saha, Tanaya ; Tiwari, Sunil. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007880. Full description at Econpapers || Download paper | |
2024 | Organization capital and GHG emissions. (2024). Luo, LE ; Hasan, Mostafa Monzur ; Provaty, Sagira Sultana. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s014098832400080x. Full description at Econpapers || Download paper | |
2024 | How does fintech prompt corporations toward ESG sustainable development? Evidence from China. (2024). Zhao, Jinsong ; Li, Lingxue ; Ding, Jinxiu. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000951. Full description at Econpapers || Download paper | |
2024 | The propagation effect of climate risks on global stock markets: Evidence from the time and space domains. (2024). Cao, Hong ; Yin, Libo. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001531. Full description at Econpapers || Download paper | |
2024 | Central bank policies and green bond issuance on a global scale. (2024). Mertzanis, Charilaos. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002494. Full description at Econpapers || Download paper | |
2024 | The effect of cap-and-trade on sectoral emissions: Evidence from California. (2024). Kramer, Niklas ; Lessmann, Christian. In: Energy Policy. RePEc:eee:enepol:v:188:y:2024:i:c:s0301421524000867. Full description at Econpapers || Download paper | |
2023 | Commodity exposure in the eurozone: How EU energy security is conditioned by the Euro. (2023). Martinez-Salgueiro, Andrea ; Vivel-Bua, Milagros ; de Llano-Paz, Fernando ; Lado-Sestayo, Ruben. In: Energy. RePEc:eee:energy:v:277:y:2023:i:c:s0360544223009222. Full description at Econpapers || Download paper | |
2023 | Investor propensity to speculate and price delay in emerging markets. (2023). Peng, Shu-Cing ; Hsin, Chin-Wen. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s105752192300073x. Full description at Econpapers || Download paper | |
2023 | How does fintech influence carbon emissions: Evidence from Chinas prefecture-level cities. (2023). Zhang, Deliang ; Wang, Bin ; Qian, Yuanyuan ; Yao, Dingjun ; Cheng, Xiaoqiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001710. Full description at Econpapers || Download paper | |
2023 | Precautionary motive or private benefit motive for holding cash: Evidence from CEO ownership. (2023). Zeng, Yeqin ; Yin, Chao ; Sun, Wenyi. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003368. Full description at Econpapers || Download paper | |
2023 | Exchange rate co-movements and corporate foreign exchange exposures: A study on RMB. (2023). Yu, Jishuang ; Wang, Wenqing ; He, Qing. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003472. Full description at Econpapers || Download paper | |
2024 | Do online message boards convey cryptocurrency-specific information?. (2024). Goodell, John W ; Tong, Zezheng ; Shen, Dehua. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004660. Full description at Econpapers || Download paper | |
2024 | Effects of climate policy uncertainty on green innovation in Chinese enterprises. (2024). Li, Ting ; Fang, Jiming ; Sun, Guanglin ; Ai, Yongfang. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004763. Full description at Econpapers || Download paper | |
2024 | The impact of high-pressure political reforms on state-owned enterprises: Evidence from China. (2024). Liu, Chenyang ; Ho, Taek ; Bae, Sung C. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005227. Full description at Econpapers || Download paper | |
2024 | Do foreign currency risk management strategies increase value in family business?. (2024). Hussain, Nazim ; Mefteh-Wali, Salma. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000838. Full description at Econpapers || Download paper | |
2024 | Anatomy of recent value premiums travails. (2024). Liao, Huiyi ; Yin, Libo. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002576. Full description at Econpapers || Download paper | |
2023 | Do derivatives benefit shareholders? Evidence from India. (2023). Gupta, Aastha ; Chaudhry, Neeru. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003847. Full description at Econpapers || Download paper | |
2023 | How does the Paris Agreement affect firm productivity? International evidence. (2023). Tao, Yunqing ; Hou, Wanyue ; Liu, Zhaoda ; Pang, Jing. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323005226. Full description at Econpapers || Download paper | |
2023 | Attention! Predicting crude oil prices from the perspective of extreme weather. (2023). Duong, Duy ; Xu, Yongan. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005627. Full description at Econpapers || Download paper | |
2023 | Happiness and executive team stability. (2023). Zhang, YI ; Zhu, Haitao ; Sun, XU ; Bai, Ruobing. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s154461232300658x. Full description at Econpapers || Download paper | |
2023 | Corporate governance and shareholder-employee risk-shifting: Evidence from corporate pension plan sponsors. (2023). Yanase, Noriyoshi ; Goto, Shingo. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323006517. Full description at Econpapers || Download paper | |
2023 | When doing the right thing doesnt pay: Impact of corporate decisions on Russian market participation in the wake of the Ukraine-Russia war. (2023). Gurdgiev, Constantin ; French, Joseph J ; Shin, Seungho. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323008401. Full description at Econpapers || Download paper | |
2024 | Greening your way to profits: Green strategies and green revenues. (2024). Pan, Lei ; Cao, June ; Huang, Zijie. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s154461232400059x. Full description at Econpapers || Download paper | |
2024 | Supply Chain Finance and Innovation Investment: Based on financing constraints. (2024). Qi, Zhenyu ; Tang, Jijun ; Feng, Jia ; Liu, Jialin. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003799. Full description at Econpapers || Download paper | |
2024 | Effects of incomplete information on risk management. (2024). Kim, Hwa-Sung. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004665. Full description at Econpapers || Download paper | |
2023 | The race to exploit anomalies and the cost of slow trading. (2023). Kaplanski, Guy. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000465. Full description at Econpapers || Download paper | |
2023 | The Bank of Japans equity purchases and stock illiquidity. (2023). Yamada, Kazuo ; Takahashi, Hidenori ; Leung, Woon Sau ; el Kalak, Izidin. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s138641812200060x. Full description at Econpapers || Download paper | |
2023 | Common short selling and excess comovement: Evidence from a sample of LSE stocks. (2023). Geraci, Marco Valerio ; Veredas, David ; Gnabo, Jean-Yves. In: Journal of Financial Markets. RePEc:eee:finmar:v:65:y:2023:i:c:s1386418123000319. Full description at Econpapers || Download paper | |
2023 | Options-based systemic risk, financial distress, and macroeconomic downturns. (2023). Vioto, Davide ; Tunaru, Radu ; Bevilacqua, Mattia. In: Journal of Financial Markets. RePEc:eee:finmar:v:65:y:2023:i:c:s1386418123000320. Full description at Econpapers || Download paper | |
2023 | Firm performance & effective mitigation of adverse business scenarios. (2023). Sun, Jerry ; Pandher, Gurupdesh. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000844. Full description at Econpapers || Download paper | |
2023 | The rise in foreign currency bonds: The role of US monetary policy and capital controls. (2023). Merrouche, Ouarda ; Cordonier, Rachel ; Bacchetta, Philippe. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001416. Full description at Econpapers || Download paper | |
2023 | Carbon taxes and the geography of fossil lending. (2023). Popov, Alexander ; Laeven, Luc. In: Journal of International Economics. RePEc:eee:inecon:v:144:y:2023:i:c:s0022199623000831. Full description at Econpapers || Download paper | |
2023 | Crisis sentiment and banks’ stock price crash risk: A missing piece of the puzzle?. (2023). Anastasiou, Dimitris ; Krokida, Styliani Iris ; Katsafados, Apostolos ; Tzomakas, Christos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:87:y:2023:i:c:s1042443123000744. Full description at Econpapers || Download paper | |
2023 | Do world stock markets “jump” together? A measure of high-frequency volatility risk spillover networks. (2023). Liu, Xiao-Xing ; Zhou, Dong-Hai. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001117. Full description at Econpapers || Download paper | |
2023 | Currency carry trades, risk management, and firm value: Evidence from Korean banking industry. (2023). Kim, Sungjae Francis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s104244312300118x. Full description at Econpapers || Download paper | |
2024 | Diversification with globally integrated US stocks. (2024). Conlon, Thomas ; cotter, john ; Ropotos, Ioannis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001579. Full description at Econpapers || Download paper | |
2024 | How to develop global energy-intensive sectors in the presence of carbon tariffs?. (2024). Ma, LI ; Gao, Guowei ; Yu, Lean ; Xu, Xiaofeng ; Yin, Mengjuan ; Deng, Yirui. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001981. Full description at Econpapers || Download paper | |
2023 | Fund flow-induced volatility and the cost of debt. (2023). Luo, Shikong ; Cook, Douglas O. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002825. Full description at Econpapers || Download paper | |
2023 | Foreign exchange exposure and analysts’ earnings forecasts. (2023). Naiker, Vic ; Lai, Karen ; Chen, Chen ; Yusoff, Iliyas ; Wang, Jun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002953. Full description at Econpapers || Download paper | |
2023 | RIM-based value premium and factor pricing using value-price divergence. (2023). Wang, Guojun ; George, Nathan Darden ; Cong, Lin William. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000377. Full description at Econpapers || Download paper | |
2023 | Pension funding and the cross section of stock returns - The case of Germany. (2023). Mager, Ferdinand ; Heusel, Nicola. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:150:y:2023:i:c:s0378426623000419. Full description at Econpapers || Download paper | |
2023 | Dissecting climate risks: Are they reflected in stock prices?. (2023). Skiadopoulos, George ; Matin, Rastin ; Faccini, Renato. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:155:y:2023:i:c:s037842662300153x. Full description at Econpapers || Download paper | |
2024 | Capital regulation induced reaching for systematic yield: Financial instability through fire sales. (2024). van der Kroft, Bram ; Boermans, Martijn A. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002212. Full description at Econpapers || Download paper | |
2024 | The value of growth: Changes in profitability and future stock returns. (2024). Wang, George Jiaguo ; Sotes-Paladino, Juan ; Lim, Bryan ; Yao, Yaqiong. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002273. Full description at Econpapers || Download paper | |
2023 | The fundamental-to-market ratio and the value premium decline. (2023). Leonard, Gregory ; Gonalves, Andrei S. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:2:p:382-405. Full description at Econpapers || Download paper | |
2023 | Fire sale risk and expected stock returns. (2023). Kim, Min S ; Aragon, George O. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:3:p:578-609. Full description at Econpapers || Download paper | |
2023 | Credit default swaps and debt specialization. (2023). Donato, James ; Clark, Brian ; Francis, Bill B. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:54:y:2023:i:c:s1042957323000128. Full description at Econpapers || Download paper | |
2023 | Does recognition versus disclosure of pension liabilities affect credit ratings? Evidence from Japan. (2023). Kusano, Masaki. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:50:y:2023:i:c:s1061951823000034. Full description at Econpapers || Download paper | |
2023 | CEO risk preferences, hedging intensity, and firm value. (2023). Mandal, Sonik ; Doukas, John A ; Chowdhury, Rajib. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001541. Full description at Econpapers || Download paper | |
2024 | Foreign institutional ownership and Cross-Listing. (2024). Tsang, Albert ; Kong, Xiangting ; Yan, Shuo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001808. Full description at Econpapers || Download paper | |
2024 | The ESG washing in banks: Evidence from the syndicated loan market. (2024). Lin, Chih-Yung ; Hsu, Yuan-Teng ; Bui, Dien Giau ; Huang, Kuo-Jui. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000305. Full description at Econpapers || Download paper | |
2023 | Corporate commodity exposure: A multi-country longitudinal study. (2023). lucey, brian ; Vigne, Samuel ; Laing, Elaine ; Han, XU. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000193. Full description at Econpapers || Download paper | |
2023 | Information and communication technologies development and the resource curse. (2023). Saydaliev, Hayot Berk ; Taghizadeh-Hesary, Farhad ; Shi, Fanglan ; Chang, Lei. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005669. Full description at Econpapers || Download paper | |
2023 | The time-varying impact of uncertainty on oil market fear: Does climate policy uncertainty matter?. (2023). Liu, Hong ; Xiao, Jihong. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002441. Full description at Econpapers || Download paper | |
2023 | Digital finance mitigation of resource curse effect: Evidence from resource-based cities in China. (2023). Meng, Fanshi ; Huang, Xinpeng. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004221. Full description at Econpapers || Download paper | |
2023 | Does foreign institutional ownership matter for stock price synchronicity? International evidence. (2023). My, Linh Thi ; Vo, Xuan Vinh ; Anh, Thi Thuy ; Dang, Tung Lam. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:67:y:2023:i:c:s1042444x23000026. Full description at Econpapers || Download paper | |
2024 | Fintech regulation and bank liquidity creation: Evidence from China. (2024). Zhang, Qianqian ; Wang, BO ; Liu, Shiyu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000271. Full description at Econpapers || Download paper | |
2024 | Kinetic model for asset allocation with strategy switching. (2024). Feng, Huarong ; Hu, Chunhua. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:636:y:2024:i:c:s0378437124000256. Full description at Econpapers || Download paper | |
2023 | How to balance economic profits and environmental protection: The impacts of cash hedging on remanufacturing firms. (2023). Lim, Ming K ; Yan, Cheng ; Ameen, Nisreen ; Nie, Jiajia ; Wang, Zhaoxing ; Xia, Senmao ; Liu, Jing. In: International Journal of Production Economics. RePEc:eee:proeco:v:258:y:2023:i:c:s0925527323000154. Full description at Econpapers || Download paper | |
2023 | The volatility index and volatility risk premium in China. (2023). Zhang, Jin E ; Gehricke, Sebastian ; Ruan, Xinfeng ; Yue, Tian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:91:y:2023:i:c:p:40-55. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2003 | International Evidence on Financial Derivatives Usage.(2003) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 150 | paper | |
2012 | Why Are U.S. Stocks More Volatile? In: Journal of Finance. [Full Text][Citation analysis] | article | 95 |
2011 | Why Are U.S. Stocks More Volatile?.(2011) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 95 | paper | |
2012 | Why are U.S. Stocks More Volatile?.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 95 | paper | |
2010 | CORPORATE HEDGING AND SHAREHOLDER VALUE In: Journal of Financial Research. [Citation analysis] | article | 62 |
2009 | Corporate Hedging and Shareholder Value.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 62 | paper | |
2017 | Why Does Idiosyncratic Risk Increase with Market Risk? In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2016 | Why Does Idiosyncratic Risk Increase with Market Risk?.(2016) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2016 | Why Does Idiosyncratic Risk Increase with Market Risk?.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2016 | Why does idiosyncratic risk increase with market risk?.(2016) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2019 | Global Market Inefficiencies In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
2021 | Global market inefficiencies.(2021) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
2020 | Artificial Intelligence in Asset Management In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | Artificial intelligence in asset management.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2021 | Currency Anomalies In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Credit default swaps around the world In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
2022 | Credit Default Swaps around the World.(2022) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
2011 | The Effects of Derivatives on Firm Risk and Value In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 138 |
2008 | The Effects of Derivatives on Firm Risk and Value.(2008) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 138 | paper | |
2015 | How Important Is Financial Risk? In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 14 |
2004 | The Impact of the Introduction of the Euro on Foreign Exchange Rate Risk Exposures In: Working Paper Series. [Full Text][Citation analysis] | paper | 55 |
2006 | The impact of the introduction of the Euro on foreign exchange rate risk exposures.(2006) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 55 | article | |
2002 | The Impact of the Introduction of the Euro on Foreign Exchange Rate Risk Exposures.(2002) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 55 | paper | |
2009 | Why Do Foreign Firms Have Less Idiosyncratic Risk Than U.S. Firms? In: Working Paper Series. [Full Text][Citation analysis] | paper | 26 |
2009 | Why Do Foreign Firms Have Less Idiosyncratic Risk than U.S. Firms?.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
2018 | Why Has Idiosyncratic Risk Been Historically Low in Recent Years? In: Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
2018 | Why has Idiosyncratic Risk been Historically Low in Recent Years?.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2018 | Real Effects of Climate Policy: Financial Constraints and Spillovers In: Working Paper Series. [Full Text][Citation analysis] | paper | 67 |
2022 | Real effects of climate policy: Financial constraints and spillovers.(2022) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 67 | article | |
2019 | Why is There a Secular Decline in Idiosyncratic Risk in the 2000s? In: Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2010 | How Important Are Foreign Ownership Linkages for International Stock Returns? In: Working Papers. [Full Text][Citation analysis] | paper | 53 |
2012 | How Important are Foreign Ownership Linkages for International Stock Returns?.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | paper | |
2015 | How Important Are Foreign Ownership Linkages for International Stock Returns?.(2015) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | article | |
2007 | Corporate cash flow and stock price exposures to foreign exchange rate risk In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 29 |
2007 | Corporate Cash Flow and Stock Price Exposures to Foreign Exchange Rate Risk.(2007) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
2018 | In good times and in bad: Defined-benefit pensions and corporate financial policy In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 12 |
2019 | Corporate hedging and speculation with derivatives In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 34 |
2005 | Another look at the relationship between cross-market correlation and volatility In: Finance Research Letters. [Full Text][Citation analysis] | article | 25 |
2011 | Asymmetric loss functions and the rationality of expected stock returns In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 9 |
2011 | Asymmetric loss functions and the rationality of expected stock returns.(2011) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
2011 | Asymmetric Loss Functions and the Rationality of Expected Stock Returns.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2007 | Competition without fungibility: Evidence from alternative market structures for derivatives In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 14 |
2007 | The Euro and European financial market dependence In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 122 |
2008 | What lies beneath: Foreign exchange rate exposure, hedging and cash flows In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 51 |
2007 | What Lies Beneath: Foreign Exchange Rate Exposure, Hedging and Cash Flows.(2007) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 51 | paper | |
2010 | Macroeconomic risks and characteristic-based factor models In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 48 |
2010 | Macroeconomic Risks and Characteristic-Based Factor Models.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | paper | |
2015 | European financial market dependence: An industry analysis In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 10 |
2018 | Agnostic fundamental analysis works In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 24 |
2007 | Estimating systemic risk in the international financial system In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 88 |
2005 | Estimating Systemic Risk in the International Financial System.(2005) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 88 | paper | |
2010 | Resolving the exposure puzzle: The many facets of exchange rate exposure In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 132 |
2009 | Resolving the Exposure Puzzle: The Many Facets of Exchange Rate Exposure.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 132 | paper | |
2004 | Linear and nonlinear foreign exchange rate exposures of German nonfinancial corporations In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 69 |
2002 | Linear and Nonlinear Foreign Exchange Rate Exposures of German Nonfinancial Corporations.(2002) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 69 | paper | |
2009 | No place to hide: The global crisis in equity markets in 2008/2009 In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 96 |
2012 | Crossing the lines: The conditional relation between exchange rate exposure and stock returns in emerging and developed markets In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 35 |
2008 | Crossing the Lines: The Conditional Relation between Exchange Rate Exposure and Stock Returns in Emerging and Developed Markets.(2008) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | paper | |
2008 | Crossing the Lines: The Conditional Relation between Exchange Rate Exposure and Stock Returns in Emerging and Developed Markets.(2008) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | paper | |
2005 | A primer on the exposure of non-financial corporations to foreign exchange rate risk In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 5 |
2007 | Why hedge? Rationales for corporate hedging and value implications In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 0 |
2007 | Why hedge? Rationales for corporate hedging and value implications In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 13 |
2000 | Corporate Risk Management as a Lever for Shareholder Value Creation. In: Southern California - School of Business Administration. [Citation analysis] | paper | 28 |
2001 | Corporate Risk Management as a Lever for Shareholder Value Creation.(2001) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
2017 | Corporate Postretirement Benefit Plans and Real Investment In: Management Science. [Full Text][Citation analysis] | article | 3 |
2005 | The Impact of Commodity Price Risk on Firm Value - An Empirical Analysis of Corporate Commodity Price Exposures In: Multinational Finance Journal. [Full Text][Citation analysis] | article | 13 |
2004 | The Euro and European Financial Market Integration In: Money Macro and Finance (MMF) Research Group Conference 2004. [Full Text][Citation analysis] | paper | 8 |
2020 | Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
2024 | Creative Destruction, Stock Return Volatility, and the Number of Listed Firms In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Corporate Post-Retirement Benefit Plans and Leverage In: Review of Finance. [Full Text][Citation analysis] | article | 6 |
2002 | The Interest Rate Exposure of Nonfinancial Corporations In: Review of Finance. [Full Text][Citation analysis] | article | 31 |
2001 | The Interest Rate Exposure of Nonfinancial Corporations.(2001) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
2008 | Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
2013 | Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions.(2013) In: Quarterly Journal of Finance (QJF). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2008 | The Effect of Corporate Break-ups on Information Asymmetry: A Market Microstructure Analysis In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2008 | Are Short-sellers Different? In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2008 | Informed Trading, Information Asymmetry and Pricing of Information Risk: Empirical Evidence from the NYSE In: MPRA Paper. [Full Text][Citation analysis] | paper | 6 |
2009 | Informed trading, information asymmetry and pricing of information risk: Empirical evidence from the NYSE.(2009) In: CFR Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2009 | No Place To Hide: The Global Crisis in Equity Markets in 2008/09 In: MPRA Paper. [Full Text][Citation analysis] | paper | 96 |
2007 | Agency Conflicts and Corporate Payout Policies: A Global Study In: MPRA Paper. [Full Text][Citation analysis] | paper | 5 |
2005 | The Exchange Rate Exposure Puzzle In: MPRA Paper. [Full Text][Citation analysis] | paper | 5 |
2004 | The Use of Options in Corporate Risk Management In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2021 | Navigating the factor zoo around the world: an institutional investor perspective In: Journal of Business Economics. [Full Text][Citation analysis] | article | 2 |
2008 | Does adverse selection affect bid–ask spreads for options? In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 5 |
2001 | International Portfolio Investment: Theory, Evidence, and Institutional Framework In: Finance. [Full Text][Citation analysis] | paper | 22 |
2003 | Competition among Alternative Option Market Structures: Evidence from Eurex vs. Euwax In: Finance. [Full Text][Citation analysis] | paper | 0 |
2003 | Alternative Market Structures for Derivatives In: Finance. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team