Jennie Bai : Citation Profile

University of Chicago

6

H index

3

i10 index

315

Citations

RESEARCH PRODUCTION:

14

Papers

RESEARCH ACTIVITY:

   12 years (2010 - 2022). See details.
   Cites by year: 26
   Journals where Jennie Bai has often published
   Relations with other researchers
   Recent citing documents: 52.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba357
   Updated: 2026-02-14    RAS profile: 2025-04-28    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Jennie Bai.

Is cited by:

Shachar, Or (6)

Foucault, Thierry (5)

Boyarchenko, Nina (5)

Augustin, Patrick (4)

Kim, Hyeongwoo (4)

Penasse, Julien (4)

Chernov, Mikhail (4)

Durmaz, Nazif (4)

PHILIPPON, Thomas (4)

Renneboog, Luc (4)

Lof, Matthijs (4)

Cites to:

Campbell, John (11)

KRISHNAMURTHY, ARVIND (8)

Shleifer, Andrei (8)

Stulz, René (7)

merton, robert (7)

Pastor, Lubos (6)

French, Kenneth (6)

Rogoff, Kenneth (6)

mayer, thierry (5)

Crozet, Matthieu (5)

Obstfeld, Maurice (5)

Main data

Where Jennie Bai has published?

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc7
Staff Reports / Federal Reserve Bank of New York6

Recent works citing Jennie Bai (2025 and 2024)

YearTitle of citing document
2025Trend-Breaks and the Persistence of Closed-End Fund Discounts. (2025). Kim, Hyeongwoo ; Sun, Yanfei ; Lee, Hyejin ; Durmaz, Nazif. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2025-02.

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2025Argentina: The Honor Student—By Merit and By Mistake. A Natural Experiment on Information Effects. (2025). Menna, Lorenzo ; Tobal, Martn ; Meneses, Oscar. In: Working Papers. RePEc:aoz:wpaper:355.

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2024Contagion Effects of the Silicon Valley Bank Run. (2024). Goldsmith-Pinkham, Paul ; Choi, Dong Beom ; Yorulmazer, Tanju. In: Papers. RePEc:arx:papers:2308.06642.

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2024Employee Stock Ownership Plans and Stock‐price Informativeness. (2024). Dai, Yunhao ; Zuo, Yuehua ; Huang, Xin ; Liu, Xiaojun. In: China & World Economy. RePEc:bla:chinae:v:32:y:2024:i:3:p:162-190.

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2024Choosing to Disagree: Endogenous Dismissiveness and Overconfidence in Financial Markets. (2024). Gondhi, Naveen ; Davis, Jesse ; Banerjee, Snehal. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:1635-1695.

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2024Does Alternative Data Improve Financial Forecasting? The Horizon Effect. (2024). Foucault, Thierry ; Dessaint, Olivier ; Fresard, Laurent. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:2237-2287.

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2024Liquidity Transformation and Fragility in the U.S. Banking Sector. (2024). Vashishtha, Rahul ; Huang, Zeqiong ; Goldstein, Itay ; Chen, QI. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:3985-4036.

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2024Determinants of bank performance: evidence from replicating portfolios. (2024). Burlon, Lorenzo ; Altavilla, Carlo ; Begenau, Juliane ; Hunnekes, Franziska. In: Working Paper Series. RePEc:ecb:ecbwps:20242937.

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2024Tackling the volatility paradox: spillover persistence and systemic risk. (2024). Kubitza, Christian. In: Working Paper Series. RePEc:ecb:ecbwps:20242981.

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2024Climate shocks, institutional investors, and the information content of stock prices. (2024). Martin-Flores, Jose M ; Blanco, Ivan ; Remesal, Alvaro. In: Journal of Corporate Finance. RePEc:eee:corfin:v:86:y:2024:i:c:s0929119924000294.

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2025The good and evil of algos: Investment-to-price sensitivity and the learning hypothesis. (2025). Aliyev, Nihad ; Huseynov, Fariz ; Rzayev, Khaladdin. In: Journal of Corporate Finance. RePEc:eee:corfin:v:94:y:2025:i:c:s0929119925001026.

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2025The role of capital expansion in stock evaluation: A variance decomposition approach. (2025). Li, Huixuan ; Chen, Jing ; Zhang, Manling ; Tang, YA. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:177:y:2025:i:c:s016518892500079x.

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2024Impact of investor trust on public firms’ stock price efficiency and cost of capital: Insights from a firm-level measure for investor trust. (2024). Sun, Ping-Wen ; Pun, Ngou Teng ; Lin, Lin. In: Economic Modelling. RePEc:eee:ecmode:v:138:y:2024:i:c:s0264999324001421.

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2025Corporate ESG performance and stock pricing efficiency. (2025). Wu, Zhiliang ; Chen, Shaowei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000804.

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2024Information interruption and hedge fund performance: Evidence from lockdown. (2024). Wang, Zhibin ; Zhao, Xueqing ; Han, Han. In: Economics Letters. RePEc:eee:ecolet:v:238:y:2024:i:c:s0165176524001782.

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2025Vulnerability of energy firms to climate risk: Does fintech development help?. (2025). Brohi, Noor Ahmed ; Du, Anna Min ; Goodell, John W ; Alam, Ashraful ; Abbasi, Kaleemullah. In: Energy Economics. RePEc:eee:eneeco:v:146:y:2025:i:c:s0140988325003408.

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2024An analysis of optimal equilibrium in the carbon trading market - From a tripartite evolutionary game perspective. (2024). Jiang, Rui-Bo ; Fang, Yao. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005611.

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2024Effect of firm complexity on forecasting price efficiency. (2024). Zhang, Xia ; Saleem, Muhammad ; Qi, Baolei ; Ashraf, Adnan. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324000758.

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2024The misallocation of finance in China. (2024). Qin, YI ; Dong, Xuehan ; Li, Chenglin. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324006081.

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2024Liquidity hoarding and bank profitability: The role of economic policy uncertainty. (2024). Niu, Jijun. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s154461232401033x.

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2025Trustworthiness of firm valuations: Bias and market perception in compliance with capital market regulations. (2025). Galil, Koresh ; El-Al, Eli ; Gavious, Ilanit. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s1544612324017161.

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2025Too many irons in the fire: The impact of limited institutional attention on market microstructure and efficiency. (2025). Jiang, Hao ; Ma, Yong ; Wang, Tianyang. In: Journal of Financial Markets. RePEc:eee:finmar:v:73:y:2025:i:c:s1386418125000096.

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2025Speed competition and strategic trading. (2025). He, Xue-Zhong ; Kang, Junqing. In: Journal of Financial Markets. RePEc:eee:finmar:v:74:y:2025:i:c:s1386418125000126.

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2024Bridging the information gap: How digitalization shapes stock price informativeness. (2024). Zhang, Xuezhi ; Li, Weiping ; Jiang, Dequan. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000020.

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2024Funding liquidity creation by banks. (2024). Yu, Edison G ; Thakor, Anjan. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000809.

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2024Firm-level political risk and stock price crashes. (2024). Pyrgiotakis, Emmanouil G ; Makrychoriti, Panagiota. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308924000883.

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2025The determinants of funding liquidity risk in decentralized lending. (2025). Pham, Thi Thu Tra ; Tra, Thi Thu ; Thanh, Binh Nguyen ; Nguyen, Minh Hong. In: Global Finance Journal. RePEc:eee:glofin:v:64:y:2025:i:c:s1044028324001273.

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2024The bind and the slack of Basel III liquidity regulations: Evidence from Indonesia. (2024). Raz, Arisyi ; Danarsari, Dwi ; Husodo, Zafri A. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001124.

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2025Factor momentum versus price momentum: Insights from international markets. (2025). Fieberg, Christian ; Metko, Daniel ; Zaremba, Adam ; Cakici, Nusret. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002462.

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2024Stock liquidity and the signaling value of patents: Evidence from chinas national equities exchange and quotations market. (2024). Kou, Zonglai ; Bi, Ruigang ; Song, Hong ; Lou, Pingyi. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:52:y:2024:i:4:p:871-896.

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2025Manipulation, panic runs, and the short selling ban. (2025). Jiang, XU ; Gao, Pingyang ; Lu, Jinzhi. In: Journal of Economic Theory. RePEc:eee:jetheo:v:223:y:2025:i:c:s0022053124001455.

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2024Liquidity regulation and banks: Theory and evidence. (2024). Sundaresan, Suresh ; Xiao, Kairong. In: Journal of Financial Economics. RePEc:eee:jfinec:v:151:y:2024:i:c:s0304405x23001873.

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2025The return of return dominance: Decomposing the cross-section of prices. (2025). Myers, Sean ; Han, Xiao ; Delao, Ricardo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:169:y:2025:i:c:s0304405x25000674.

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2025Banks as regulated traders. (2025). Falato, Antonio ; Iercosan, Diana ; Zikes, Filip. In: Journal of Financial Economics. RePEc:eee:jfinec:v:170:y:2025:i:c:s0304405x25000881.

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2025Economic links from bonds and cross-stock return predictability. (2025). Xiang, Hong ; Mao, Yifei ; Liu, Xin ; Huo, Xiaolin ; Feng, Jian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:171:y:2025:i:c:s0304405x25001187.

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2025The value of financial intermediation: Evidence from online debt crowdfunding. (2025). Braggion, Fabio ; Manconi, Alberto ; Pavanini, Nicola ; Zhu, Haikun. In: Journal of Financial Economics. RePEc:eee:jfinec:v:172:y:2025:i:c:s0304405x25001217.

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2024Carbon risk and corporate maturity mismatch. (2024). Wang, Xiaoxiao ; Zhang, Qunzi ; Huang, Ming. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624002006.

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2025Does environmental information disclosure make financial markets more informative? Evidence from China. (2025). Wu, Yingying ; Zhang, Bingbing ; Yang, Yongliang ; Song, Changting. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:21:y:2025:i:2:s1815566925000153.

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2025A quantitative model of sustainability risk in finance. (2025). Kanamura, Takashi. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:37:y:2025:i:c:s2405851325000017.

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2025Bank competition and resilience to liquidity shocks. (2025). Zhang, Chengsi ; Yin, Xueyu ; Liu, Zehao ; Tu, Haiyang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:102:y:2025:i:c:s1059056025003739.

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2024Bank digital transformation and liquidity mismatch: Evidence from China. (2024). Hou, Xiaohui ; Yang, Rui. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:581-597.

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2024Listening to the noise: On price efficiency with dynamic trading. (2024). Arnold, Lutz G ; Russ, David. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:103-120.

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2024Do loosened trading rules restore the stock index futures price discovery ability in China?. (2024). Wang, Ziqiao ; Zhao, Yuepeng ; Zhang, Xiaotao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:389-397.

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2024The impact of foreign institutional investors on the information content of Chinese stock prices. (2024). Yu, Meixia ; Xie, Jun ; Gao, Bin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005847.

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2025Discrete Information Acquisition in Financial Markets. (2025). Yang, Yaodong ; Zhang, Qiang ; Liu, Shancun ; Pan, Jingrui. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:4:p:666-:d:1593953.

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2025The Moderating Effect of Size on the Relationship Between Liquidity Management and Sustainable Profitability: Evidence from BRICS Financial Firms. (2025). Bein, Murad ; Bangali, Foray Ansumana. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:18:p:8128-:d:1745882.

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2024High-Frequency Trading in Bond Returns: A Comparison Across Alternative Methods and Fixed-Income Markets. (2024). Fernndez-Gmez, Manuel A ; Salas, Mara Beln ; Alaminos, David. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:4:d:10.1007_s10614-023-10502-3.

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2024Social Capital and Stock Price Crash Risk: Cross-Country Evidence. (2024). Leledakis, George ; Gaganis, Chrysovalantis ; Pyrgiotakis, Emmanouil G ; Pasiouras, Fotios. In: MPRA Paper. RePEc:pra:mprapa:122896.

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2024Empirical Study to Evaluate Financial Fitness of Listed Commercial Banks of Pakistan. (2024). Rubab, Syeda Tabinda ; Fatima, Syeda Ambreen ; Madhi, Muhammad Faiz ; Ullah, Asad. In: Bulletin of Business and Economics (BBE). RePEc:rfh:bbejor:v:13:y:2024:i:2:p:898-907.

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2024The heterogeneous effect of technology and macroeconomic policies on financial market development. (2024). Waqas, Muhammad ; Yahya, Farzan ; Tahir, Abdul Haseeb ; Hussain, Muhammad. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:58:y:2024:i:2:d:10.1007_s11135-023-01649-0.

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2024Green Investing, Information Asymmetry, and Capital Structure. (2024). Yang, Biao ; Li, Shasha. In: VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges. RePEc:zbw:vfsc24:302416.

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2025Do Chinas special economic zones increase incentives to invest in R&D?. (2025). Palladini, Lorenzo ; Hussinger, Katrin. In: ZEW Discussion Papers. RePEc:zbw:zewdip:319898.

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Works by Jennie Bai:

YearTitleTypeCited
2015The Effects of Entering and Exiting a Credit Default Swap Index In: Liberty Street Economics.
[Full Text][Citation analysis]		paper3
2010Equity premium predictions with adaptive macro indexes In: Staff Reports.
[Full Text][Citation analysis]		paper6
2012On bounding credit event risk premia In: Staff Reports.
[Full Text][Citation analysis]		paper5
2012Have financial markets become more informative? In: Staff Reports.
[Full Text][Citation analysis]		paper170
2013Have Financial Markets Become More Informative?.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 170		paper
2012When is there a strong transfer risk from the sovereigns to the corporates? Property rights gaps and CDS spreads In: Staff Reports.
[Full Text][Citation analysis]		paper21
2012When Is There a Strong Transfer Risk from the Sovereigns to the Corporates? Property Rights Gaps and CDS Spreads.(2012) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		paper
2013Going global: markups and product quality in the Chinese art market In: Staff Reports.
[Full Text][Citation analysis]		paper6
2013The Microstructure of Chinas Government Bond Market In: Staff Reports.
[Full Text][Citation analysis]		paper6
2016Measuring Liquidity Mismatch in the Banking Sector In: NBER Working Papers.
[Full Text][Citation analysis]		paper89
2019Is There a Risk-Return Tradeoff in the Corporate Bond Market? Time-Series and Cross-Sectional Evidence In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2020Cross-Asset Information Synergy in Mutual Fund Families In: NBER Working Papers.
[Full Text][Citation analysis]		paper6
2021Is Human-Interaction-based Information Substitutable? Evidence from Lockdown In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2022Carbon Emissions Trading and Environmental Protection: International Evidence In: NBER Working Papers.
[Full Text][Citation analysis]		paper2

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