Malcolm Baker : Citation Profile


Are you Malcolm Baker?

Harvard University

23

H index

25

i10 index

5656

Citations

RESEARCH PRODUCTION:

21

Articles

25

Papers

1

Books

2

Chapters

RESEARCH ACTIVITY:

   22 years (2000 - 2022). See details.
   Cites by year: 257
   Journals where Malcolm Baker has often published
   Relations with other researchers
   Recent citing documents: 1118.    Total self citations: 19 (0.33 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba735
   Updated: 2023-08-19    RAS profile: 2016-08-07    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

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

Is cited by:

GUPTA, RANGAN (50)

Stambaugh, Robert (35)

Hirshleifer, David (34)

Shen, Dehua (33)

Renneboog, Luc (26)

Yuan, Yu (25)

Weisbach, Michael (24)

Bekaert, Geert (21)

Malmendier, Ulrike (21)

Stulz, René (20)

Stein, Jeremy (19)

Cites to:

Shleifer, Andrei (55)

Wurgler, Jeffrey (37)

Stein, Jeremy (35)

French, Kenneth (27)

Summers, Lawrence (26)

Fama, Eugene (25)

Ritter, Jay (22)

Vishny, Robert (22)

Waldmann, Robert (16)

Thaler, Richard (15)

Harvey, Campbell (14)

Main data


Where Malcolm Baker has published?


Journals with more than one article published# docs
Journal of Financial Economics7
Journal of Finance4
Review of Financial Studies2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc20
Yale School of Management Working Papers / Yale School of Management2

Recent works citing Malcolm Baker (2022 and 2021)


YearTitle of citing document
2022Expectations, Economic Uncertainty, and Sentiment. (2022). de Medeiros, Douglas. In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration). RePEc:abg:anprac:v:26:y:2022:i:5:1524.

Full description at Econpapers || Download paper

2022Behavioral Biases and the Decision-Making in Entrepreneurs and Managers. (2022). Nepomuceno, Liana Holanda ; de Camargo, Maria Jose ; Nobre, Fabio Chaves. In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration). RePEc:abg:anprac:v:26:y:2022:i:sup2022:1530.

Full description at Econpapers || Download paper

2021Responsible Investment and Responsible Consumption. (2021). Schliephake, Eva ; Hakenes, Hendrik. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:134.

Full description at Econpapers || Download paper

2022Investor-Driven Corporate Finance: Evidence from Insurance Markets. (2022). Kubitza, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:144.

Full description at Econpapers || Download paper

2022The Anatomy of the Global Saving Glut. (2022). Schularick, Moritz ; Novokmet, Filip ; Bauluz, Luis. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:161.

Full description at Econpapers || Download paper

2021Downside Systematic Risk in Pakistani Stock Market: Role of Corporate Governance, Financial Liberalization and Investor Sentiment. (2021). Malik, Qaisar ; Akbar, Muhammad ; Hussain, Shahzad ; Abbas, Nasir ; Ahmad, Tanveer. In: CAFE Working Papers. RePEc:akf:cafewp:14.

Full description at Econpapers || Download paper

2022Out of Sync: Dispersed Short Selling and the Correction of Mispricing. (2022). Verwijmeren, Patrick ; Sotes-Paladino, Juan ; Gargano, Antonio. In: Working Papers. RePEc:aoz:wpaper:108.

Full description at Econpapers || Download paper

2022News Co-Occurrence, Attention Spillover and Return Predictability. (2018). Tao, Yubo ; Guo, LI. In: Papers. RePEc:arx:papers:1703.02715.

Full description at Econpapers || Download paper

2022BERT-based Financial Sentiment Index and LSTM-based Stock Return Predictability. (2019). Xu, Yabo ; Wu, QI ; Li, Duan ; Mou, Hao ; Huang, Xin ; Git, Joshua Zoen. In: Papers. RePEc:arx:papers:1906.09024.

Full description at Econpapers || Download paper

2022Weekly idiosyncratic risk metrics and idiosyncratic momentum: Evidence from the Chinese stock market. (2019). Zhou, Wei-Xing ; Shi, Huai-Long . In: Papers. RePEc:arx:papers:1910.13115.

Full description at Econpapers || Download paper

2022Determinants of Interest Rates in the P2P Consumer Lending Market: How Rational are Investors?. (2020). Wernli, Reto ; Dietrich, Andreas. In: Papers. RePEc:arx:papers:2003.11347.

Full description at Econpapers || Download paper

2023Forecasting financial markets with semantic network analysis in the COVID-19 crisis. (2020). Violante, Francesco ; Ravazzolo, F ; Grassi, S ; Colladon, Fronzetti A. In: Papers. RePEc:arx:papers:2009.04975.

Full description at Econpapers || Download paper

2021Estimating real-world probabilities: A forward-looking behavioral framework. (2020). Crisóstomo, Ricardo. In: Papers. RePEc:arx:papers:2012.09041.

Full description at Econpapers || Download paper

2021Governmental incentives for green bonds investment. (2021). Possamai, Dylan ; Baldacci, Bastien. In: Papers. RePEc:arx:papers:2101.00648.

Full description at Econpapers || Download paper

2022Robustifying Conditional Portfolio Decisions via Optimal Transport. (2021). Ye, Yinyu ; Delage, Erick ; Blanchet, Jose ; Zhang, Fan ; Nguyen, Viet Anh. In: Papers. RePEc:arx:papers:2103.16451.

Full description at Econpapers || Download paper

2021Behavioral Bias Benefits: Beating Benchmarks By Bundling Bouncy Baskets. (2021). Kashyap, Ravi. In: Papers. RePEc:arx:papers:2109.03740.

Full description at Econpapers || Download paper

2021Predicting Status of Pre and Post M&A Deals Using Machine Learning and Deep Learning Techniques. (2021). Hirsa, Ali ; Karatas, Tugce. In: Papers. RePEc:arx:papers:2110.09315.

Full description at Econpapers || Download paper

2021Conditional Estimates of Diffusion Processes for Evaluating the Positive Feedback Trading. (2021). Li, Aihua. In: Papers. RePEc:arx:papers:2111.12564.

Full description at Econpapers || Download paper

2023EmTract: Investor Emotions and Market Behavior. (2021). Skog, Rolf ; Vamossy, Domonkos. In: Papers. RePEc:arx:papers:2112.03868.

Full description at Econpapers || Download paper

2023Volatility forecasting with machine learning and intraday commonality. (2022). Zhang, Chao ; Qian, Zhongmin ; Cucuringu, Mihai. In: Papers. RePEc:arx:papers:2202.08962.

Full description at Econpapers || Download paper

2022The return of (I)DeFiX. (2022). Jimenez-Garces, Sonia ; Dumas, Guillaume ; Csoiman, Florentina. In: Papers. RePEc:arx:papers:2204.00251.

Full description at Econpapers || Download paper

2022Option Pricing with Time-Varying Volatility Risk Aversion. (2022). Tong, Chen ; Hansen, Peter Reinhard. In: Papers. RePEc:arx:papers:2204.06943.

Full description at Econpapers || Download paper

2022The Impact of Retail Investors Sentiment on Conditional Volatility of Stocks and Bonds. (2022). Kedar-Levy, Haim ; Hadad, Elroi. In: Papers. RePEc:arx:papers:2208.01538.

Full description at Econpapers || Download paper

2022Regime-based Implied Stochastic Volatility Model for Crypto Option Pricing. (2022). Aste, Tomaso ; Wang, Yuanrong ; Saef, Danial. In: Papers. RePEc:arx:papers:2208.12614.

Full description at Econpapers || Download paper

2023Does higher capital maintenance drive up banks cost of equity? Evidence from Bangladesh. (2023). , Mir ; Naoaj, Md Shah. In: Papers. RePEc:arx:papers:2302.02762.

Full description at Econpapers || Download paper

2022Describing the effect of influential spreaders on the different sectors of Indian market: a complex networks perspective. (2022). Panigrahi, Prasanta K ; Mukherjee, Indranil ; Upadhyay, Shashankaditya ; Sengupta, Anwesha. In: Papers. RePEc:arx:papers:2303.05432.

Full description at Econpapers || Download paper

2023Common Correlated Effects Estimation of Nonlinear Panel Data Models. (2023). Zhang, Minyuan ; Chen, Liang. In: Papers. RePEc:arx:papers:2304.13199.

Full description at Econpapers || Download paper

2023More than Words: Twitter Chatter and Financial Market Sentiment. (2023). Vazquez-Grande, Francisco ; Silva, Diego ; Ajello, Andrea ; Adams, Travis. In: Papers. RePEc:arx:papers:2305.16164.

Full description at Econpapers || Download paper

2023Causality between investor sentiment and the shares return on the Moroccan and Tunisian financial markets. (2023). Eddine, Henchiri Jamel ; Mounira, Chniguir. In: Papers. RePEc:arx:papers:2305.16632.

Full description at Econpapers || Download paper

2023Social Media Emotions and IPO Returns. (2023). Vamossy, Domonkos F. In: Papers. RePEc:arx:papers:2306.12602.

Full description at Econpapers || Download paper

2022Investor Sentiment and Oil Prices in the United States - Evidence From a Time-Varying Causality Test. (2022). Akay, Seluk. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:55.

Full description at Econpapers || Download paper

2023Time-Varying Risk Aversion and International Stock Returns. (2023). Guidolin, Massimo ; Cabrera, Gabriel ; Hansen, Erwin. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23203.

Full description at Econpapers || Download paper

2023COVID-19 Vaccination, Government Strict Policy and Capital Market Volatility: Evidence from ASEAN Countries. (2023). Suryani, Ani Wilujeng ; Izzahdi, Herjuna Qobush. In: Economic Studies journal. RePEc:bas:econst:y:2023:i:2:p:117-135.

Full description at Econpapers || Download paper

2022Efficiency-stability Trade-off in Financial Systems: a multi-objective optimization approach. (2022). Alexandre, Michel ; Michalak, Krzystof ; Silva, Thiago Christiano ; Rodrigues, Francisco A. In: Working Papers Series. RePEc:bcb:wpaper:568.

Full description at Econpapers || Download paper

2021Do analysts forecast differently in periods of uncertainty? An empirical analysis of target prices for Spanish banks. (2021). Pascual, Roberto. In: Working Papers. RePEc:bde:wpaper:2144.

Full description at Econpapers || Download paper

2022The role of a green factor in stock prices. When Fama & French go green. (2022). Gonzalez, Clara I ; Gimeno, Ricardo. In: Working Papers. RePEc:bde:wpaper:2207.

Full description at Econpapers || Download paper

2021Everything you always wanted to know about green bonds (but were afraid to ask). (2021). Marinelli, Giuseppe ; Liberati, Danilo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_654_21.

Full description at Econpapers || Download paper

2021When the panic broke out: COVID-19 and investment funds portfolio rebalancing around the world. (2021). Santioni, Raffaele ; Affinito, Massimiliano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1342_21.

Full description at Econpapers || Download paper

2021Can capital controls promote green investments in developing countries?. (2021). Moro, Alessandro . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1348_21.

Full description at Econpapers || Download paper

2022Q-Monetary Transmission. (2022). Lagos, Ricardo ; Jeenas, Priit. In: Working Papers. RePEc:bge:wpaper:1348.

Full description at Econpapers || Download paper

2022Tweeting for Money: Social Media and Mutual Fund Flows. (2022). Imbet, Juan F ; Gil-Bazo, Javier. In: Working Papers. RePEc:bge:wpaper:1366.

Full description at Econpapers || Download paper

2022Pricing of climate risks in financial markets: a summary of the literature. (2022). Verhoeven, Niek ; Merten, Floortje ; Eren, Egemen. In: BIS Papers. RePEc:bis:bisbps:130.

Full description at Econpapers || Download paper

2022Information governance in sustainable finance. (2022). Packer, Frank ; Aramonte, Sirio. In: BIS Papers. RePEc:bis:bisbps:132.

Full description at Econpapers || Download paper

2021Firm-level R&D after periods of intense technological innovation: the role of investor sentiment. (2021). Carl, Matthew ; Aramonte, Sirio. In: BIS Working Papers. RePEc:bis:biswps:916.

Full description at Econpapers || Download paper

2021Trade sentiment and the stock market: new evidence based on big data textual analysis of Chinese media. (2021). Gambacorta, Leonardo ; Amstad, Marlene ; Xia, Dora ; He, Chao. In: BIS Working Papers. RePEc:bis:biswps:917.

Full description at Econpapers || Download paper

2023Disentangling Sentiment from Cyclicality in Firm Capital Structure. (2023). Lambe, Brendan J ; Almaghyereh, Aktham I ; O'Sullivan, Jennifer A ; Alzoubi, Haitham A. In: Abacus. RePEc:bla:abacus:v:59:y:2023:i:2:p:570-605.

Full description at Econpapers || Download paper

2021Asymmetric effects of voluntary disclosure on stock liquidity: evidence from 8?K filings. (2021). Kim, Robert ; Cho, Hyunkwon. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:1:p:803-846.

Full description at Econpapers || Download paper

2021Does compliance with Green Bond Principles bring any benefit to make G20’s ‘Green economy plan’ a reality?. (2021). Colombage, Sisira ; Madurika, Kariyawasam Galoluwage. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4257-4285.

Full description at Econpapers || Download paper

2021Do accounting information and market environment matter for cross?asset predictability?. (2021). Visaltanachoti, Nuttawat ; Nguyen, Nhut H ; Thakerngkiat, Narongdech. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4389-4434.

Full description at Econpapers || Download paper

2021Behavioural Bias Benefits: Beating Benchmarks By Bundling Bouncy Baskets. (2021). Kashyap, Ravi. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4885-4921.

Full description at Econpapers || Download paper

2021Leverage constraints and corporate financing decisions. (2021). Zhou, Qing ; Yang, Liu. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:4:p:5199-5230.

Full description at Econpapers || Download paper

2021The effect of stock liquidity on investment efficiency under financing constraints and asymmetric information: Evidence from the United States. (2021). Naidu, Dharmendra ; Haman, Janto ; Quah, Heidi. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:2109-2150.

Full description at Econpapers || Download paper

2022Can CEO equity?based compensation limit investment?related agency problems?. (2022). Stewart, Jenny ; Hu, Fang ; Percy, Majella ; Qu, Xin. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:2:p:2579-2614.

Full description at Econpapers || Download paper

2022Stock market liquidity and traditional sources of bank business. (2022). Uylangco, Katherine ; Samarasinghe, Ama. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:3:p:3107-3145.

Full description at Econpapers || Download paper

2022Corporate social responsibility: A review of empirical research using Thomson Reuters Asset4 data. (2022). Li, Zhongtian ; Jia, Jing ; de Villiers, Charl. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:4:p:4523-4568.

Full description at Econpapers || Download paper

2022A timing momentum strategy. (2022). Ko, Kuancheng ; Chou, Robin K ; Yang, Nientzu ; Lin, Chaonan. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1339-1379.

Full description at Econpapers || Download paper

2023Impact of product market competition on real activity manipulation: Moderating role of managerial ability. (2023). , Eric ; Ranasinghe, Dinithi ; Biswas, Pallab Kumar. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:247-275.

Full description at Econpapers || Download paper

2023Meta?analysis of the impact of financial constraints on firm performance. (2023). van Zijl, Tony ; Houqe, Muhammad Nurul ; Ahamed, Fatematuz Tamanna. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:1671-1707.

Full description at Econpapers || Download paper

2023Difference of opinion among investors versus analysts. (2023). Wu, Wenfeng ; Cao, Zhiqi. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2347-2381.

Full description at Econpapers || Download paper

2023Market sentiment to COVID?19 and the Chinese stock market. (2023). Xu, Hao ; Chen, Jilong. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1121-1135.

Full description at Econpapers || Download paper

2023 Exchange?traded fund ownership and underlying stock mispricing. (2023). Gould, John ; May, Lewis ; Yang, Joey W. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1417-1445.

Full description at Econpapers || Download paper

2022Impacts of relatively rational and irrational investor sentiment on realized volatility. (2022). Chen, Jihkuang ; Lai, Hungcheng ; Tseng, Tsengchan. In: Asian Economic Journal. RePEc:bla:asiaec:v:36:y:2022:i:4:p:458-478.

Full description at Econpapers || Download paper

2021Green bonds as a tool against climate change?. (2021). Panzica, Roberto ; Fatica, Serena. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:5:p:2688-2701.

Full description at Econpapers || Download paper

2021Power of sustainable development: Does environmental management system certification affect a firms access to finance?. (2021). Tang, Guiyao ; Ruan, Hongfei ; Zhang, Ying ; Tong, LI. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:8:p:3772-3788.

Full description at Econpapers || Download paper

2022Between impact and returns: Private investors and the sustainable development goals. (2022). Busch, Timo ; Utz, Sebastian ; Kellers, Anne ; Paetzold, Falko. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:7:p:3182-3197.

Full description at Econpapers || Download paper

2022The Market Reaction to Cross?border Listings: Evidence from AH Listed Firms. (2022). Zhang, John Fan. In: China & World Economy. RePEc:bla:chinae:v:30:y:2022:i:6:p:183-218.

Full description at Econpapers || Download paper

2022Is the value effect due to M&A deals? Evidence from the Italian stock market. (2022). Roma, Antonio. In: Economic Notes. RePEc:bla:ecnote:v:51:y:2022:i:1:n:e12194.

Full description at Econpapers || Download paper

2021Sentiment?scaled CAPM and market mispricing. (2021). Han, Xiao ; Doukas, John A. In: European Financial Management. RePEc:bla:eufman:v:27:y:2021:i:2:p:208-243.

Full description at Econpapers || Download paper

2021Learning and predictability via technical analysis: Evidence from bitcoin and stocks with hard?to?value fundamentals. (2021). Strauss, Jack ; Liu, Hong ; Detzel, Andrew ; Zhu, Yingzi ; Zhou, Guofu. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:107-137.

Full description at Econpapers || Download paper

2021Twitter activity, investor attention, and the diffusion of information. (2021). Rakowski, David ; Stark, Jeffrey R ; Shirley, Sara E. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:3-46.

Full description at Econpapers || Download paper

2021Price anchors and short?term reversals. (2021). Stivers, Chris ; Sun, Licheng ; Zhu, Zhaobo. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:2:p:425-454.

Full description at Econpapers || Download paper

2021A rundown of merger target run?ups. (2021). Verwijmeren, Patrick ; Vagenasnanos, Evangelos ; Dutordoir, Marie ; Wu, Betty. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:2:p:487-518.

Full description at Econpapers || Download paper

2021Rating labels and style investing: Evidence from Moodys rating recalibration. (2021). Wu, Chunchi ; Tao, Xinyuan. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:4:p:1047-1084.

Full description at Econpapers || Download paper

2022Are the flows of exchange?traded funds informative?. (2022). Yin, Xiangkang ; Zhao, Jing ; Xu, Liao. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:4:p:1165-1200.

Full description at Econpapers || Download paper

2022Persistence of investor sentiment and market mispricing. (2022). Eshraghi, Arman ; Danbolt, JO ; Sakkas, Nikolaos ; Han, Xiao. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:3:p:617-640.

Full description at Econpapers || Download paper

2022Stock splits and retail trading. (2022). van Ness, Bonnie ; Cox, Justin. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:4:p:731-750.

Full description at Econpapers || Download paper

2021Connectedness among stocks and tail risk: Evidence from China. (2021). Sun, Pingwen ; Hu, Zhijun. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:4:p:1179-1202.

Full description at Econpapers || Download paper

2021Value of dividend signaling in uncertain times. (2021). Ho, Choy Yeing ; Chang, Millicent ; Baker, Hayley. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:4:p:1419-1440.

Full description at Econpapers || Download paper

2022Can technical indicators predict the Chinese equity risk premium?. (2022). Glabadanidis, Paskalis ; Sun, Mingwei. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:1:p:114-142.

Full description at Econpapers || Download paper

2022Government economic policy uncertainty and corporate debt contracting. (2022). Phan, Hieu V. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:1:p:169-199.

Full description at Econpapers || Download paper

2023Buy and buy again: The impact of unique reference points on (re)purchase decisions. (2023). Richards, Daniel W ; Willows, Gizelle D. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:301-316.

Full description at Econpapers || Download paper

2021The information content of target price forecasts: Evidence from mergers and acquisitions. (2021). Xu, Fangming ; Brownentrinh, Ruby ; Ho, Tuan. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:48:y:2021:i:5-6:p:1134-1171.

Full description at Econpapers || Download paper

2021Undervaluation and non?financial information: Evidence from voluntary disclosure of CSR news. (2021). Zhao, Sujiao ; Ge, Jingwen ; Benlemlih, Mohammed. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:48:y:2021:i:5-6:p:785-814.

Full description at Econpapers || Download paper

2021Irrevocable commitments and tender offer outcomes. (2021). Torstila, Sami ; Rantapuska, Elias ; Fyrqvist, Tomi. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:48:y:2021:i:7-8:p:1290-1331.

Full description at Econpapers || Download paper

2022Through the eyes of the founder: CEO characteristics and firms’ regulatory filings. (2022). Merkley, Kenneth ; Lang, Mark ; Hendricks, Bradley E. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:3-4:p:383-422.

Full description at Econpapers || Download paper

2023Information sharing between mutual funds and auditors. (2023). Yue, Heng ; Xu, Yanping ; Rao, Pingui ; Hope, Olekristian. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:50:y:2023:i:1-2:p:152-197.

Full description at Econpapers || Download paper

2023Less timely earnings announcements and voluntary disclosure. (2023). Kim, Robert ; Choi, Sunhwa. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:50:y:2023:i:3-4:p:524-564.

Full description at Econpapers || Download paper

2023Corporate investment and stock market valuation. (2023). Errico, Marco ; Liao, Shushu. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:50:y:2023:i:3-4:p:795-819.

Full description at Econpapers || Download paper

2022Liquidity measurement: A comparative review of the literature with a focus on high frequency. (2022). Ekinci, Cumhur ; Guloglu, Zeynep Cobandag. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:1:p:41-74.

Full description at Econpapers || Download paper

2022Dividend decisions in family businesses: A systematic review and research agenda. (2022). Michiels, Anneleen ; Molly, Vincent. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:4:p:992-1026.

Full description at Econpapers || Download paper

2021Monetary Policy and Reaching for Income. (2021). Xiao, Kairong ; Garlappi, Lorenzo ; Daniel, Kent. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:3:p:1145-1193.

Full description at Econpapers || Download paper

2021Sentiment Trading and Hedge Fund Returns. (2021). han, bing ; Chen, Yong ; Pan, Jing. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:4:p:2001-2033.

Full description at Econpapers || Download paper

2021Can the Market Multiply and Divide? Non?Proportional Thinking in Financial Markets. (2021). Townsend, Richard R ; Shue, Kelly. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:5:p:2307-2357.

Full description at Econpapers || Download paper

2021Leverage Regulation and Market Structure: A Structural Model of the U.K. Mortgage Market. (2021). Benetton, Matteo. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:6:p:2997-3053.

Full description at Econpapers || Download paper

2022Do Market Prices Improve the Accuracy of Court Valuations in Chapter 11?. (2022). Lewis, Ryan ; Franks, Julian ; Demiroglu, Cem. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:1179-1218.

Full description at Econpapers || Download paper

2022The Cost of Capital for Banks: Evidence from Analyst Earnings Forecasts. (2022). Gyntelberg, Jacob ; Thimsen, Christoffer ; Dicknielsen, Jens. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:5:p:2577-2611.

Full description at Econpapers || Download paper

2023Pockets of Predictability. (2023). Timmermann, Allan ; Schmidt, Lawrence ; Farmer, Leland E. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1279-1341.

Full description at Econpapers || Download paper

2023Who Owns What? A Factor Model for Direct Stockholding. (2023). Ramadorai, Tarun ; Campbell, John ; Ranish, Benjamin ; Balasubramaniam, Vimal. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1545-1591.

Full description at Econpapers || Download paper

2022Bond covenants and investment policy. (2022). Docgne, Sandrine. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:3:p:551-578.

Full description at Econpapers || Download paper

2022Seasoned equity offerings and payout policy. (2022). Yost, Keven ; Walker, Mark D. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:3:p:695-718.

Full description at Econpapers || Download paper

2021Economic Downturns and the Informativeness of Management Earnings Forecasts. (2021). Shaikh, Sarah ; Serfling, Matthew ; Maslar, David A. In: Journal of Accounting Research. RePEc:bla:joares:v:59:y:2021:i:4:p:1481-1520.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Malcolm Baker:


YearTitleTypeCited
2015Do Strict Capital Requirements Raise the Cost of Capital? Bank Regulation, Capital Structure, and the Low-Risk Anomaly In: American Economic Review.
[Full Text][Citation analysis]
article115
2007Investor Sentiment in the Stock Market In: Journal of Economic Perspectives.
[Full Text][Citation analysis]
article1069
2007Investor Sentiment in the Stock Market.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1069
paper
2009Capital Market-Driven Corporate Finance In: Annual Review of Financial Economics.
[Full Text][Citation analysis]
article37
2007The Effect of Dividends on Consumption In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]
article59
2006The Effect of Dividends on Consumption.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 59
paper
2000The Equity Share in New Issues and Aggregate Stock Returns In: Journal of Finance.
[Full Text][Citation analysis]
article331
2009The Equity Share in New Issues and Aggregate Stock Returns.(2009) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 331
paper
2006Investor Sentiment and the Cross?Section of Stock Returns In: Journal of Finance.
[Full Text][Citation analysis]
article1526
2004Investor Sentiment and the Cross-Section of Stock Returns.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1526
paper
2006Predicting Returns with Managerial Decision Variables: Is There a Small?Sample Bias? In: Journal of Finance.
[Full Text][Citation analysis]
article29
2009Catering through Nominal Share Prices In: Journal of Finance.
[Full Text][Citation analysis]
article65
2008Catering Through Nominal Share Prices.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 65
paper
2010Can Mutual Fund Managers Pick Stocks? Evidence from Their Trades Prior to Earnings Announcements In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article85
2004Can Mutual Fund Managers Pick Stocks? Evidence from the Trades Prior to Earnings Announcements.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 85
paper
2013Behavioral Corporate Finance: An Updated Survey In: Handbook of the Economics of Finance.
[Full Text][Citation analysis]
chapter90
2011Behavioral Corporate Finance: An Updated Survey.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 90
paper
2004Market liquidity as a sentiment indicator In: Journal of Financial Markets.
[Full Text][Citation analysis]
article394
2002Market Liquidity as a Sentiment Indicator.(2002) In: Harvard Institute of Economic Research Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 394
paper
2002Market Liquidity as a Sentiment Indicator.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 394
paper
2012Global, local, and contagious investor sentiment In: Journal of Financial Economics.
[Full Text][Citation analysis]
article344
2009Global, local, and contagious investor sentiment.(2009) In: Globalization Institute Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 344
paper
2012The effect of reference point prices on mergers and acquisitions In: Journal of Financial Economics.
[Full Text][Citation analysis]
article102
2016Under new management: Equity issues and the attribution of past returns In: Journal of Financial Economics.
[Full Text][Citation analysis]
article9
2002Limited arbitrage in mergers and acquisitions In: Journal of Financial Economics.
[Full Text][Citation analysis]
article64
2003The maturity of debt issues and predictable variation in bond returns In: Journal of Financial Economics.
[Full Text][Citation analysis]
article104
2004Appearing and disappearing dividends: The link to catering incentives In: Journal of Financial Economics.
[Full Text][Citation analysis]
article130
2003Appearing and Disappearing Dividends: The Link to Catering Incentives.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 130
paper
2007Corporate financing decisions when investors take the path of least resistance In: Journal of Financial Economics.
[Full Text][Citation analysis]
article41
2004Corporate Financing Decisions When Investors Take the Path of Least Resistance.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41
paper
2002When Does the Market Matter? Stock Prices and the Investsment of Equity-Dependent Firms In: Harvard Institute of Economic Research Working Papers.
[Full Text][Citation analysis]
paper491
2002When Does the Market Matter? Stock Prices and the Investment of Equity-Dependent Firms.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 491
paper
2003When Does the Market Matter? Stock Prices and the Investment of Equity-Dependent Firms.(2003) In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 491
article
2015New Perspectives on Corporate Capital Structure In: NBER Books.
[Citation analysis]
book0
2013Introduction, New Perspectives on Corporate Capital Structure In: NBER Chapters.
[Citation analysis]
chapter0
2004The Stock Market and Investment: Evidence from FDI Flows In: NBER Working Papers.
[Full Text][Citation analysis]
paper9
2004Pseudo Market Timing and Predictive Regressions In: NBER Working Papers.
[Full Text][Citation analysis]
paper3
2004Behavioral Corporate Finance: A Survey In: NBER Working Papers.
[Full Text][Citation analysis]
paper63
2009A Reference Point Theory of Mergers and Acquisitions In: NBER Working Papers.
[Full Text][Citation analysis]
paper9
2012Dividends as Reference Points: A Behavioral Signaling Approach In: NBER Working Papers.
[Full Text][Citation analysis]
paper33
2016Dividends as Reference Points: A Behavioral Signaling Approach.(2016) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33
article
2013Do Strict Capital Requirements Raise the Cost of Capital? Banking Regulation and the Low Risk Anomaly In: NBER Working Papers.
[Full Text][Citation analysis]
paper23
2016The Risk Anomaly Tradeoff of Leverage In: NBER Working Papers.
[Full Text][Citation analysis]
paper7
2018Financing the Response to Climate Change: The Pricing and Ownership of U.S. Green Bonds In: NBER Working Papers.
[Full Text][Citation analysis]
paper128
2022How Do Investors Value ESG? In: NBER Working Papers.
[Full Text][Citation analysis]
paper1
2003A Catering Theory of Dividends In: NBER Working Papers.
[Full Text][Citation analysis]
paper7
2009Multinationals as Arbitrageurs: The Effect of Stock Market Valuations on Foreign Direct Investment In: Review of Financial Studies.
[Full Text][Citation analysis]
article83
2003The Determinants of Board Structure at the Initial Public Offering In: Journal of Law and Economics.
[Full Text][Citation analysis]
article186
2001Market Timing and Capital Structure In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
paper19

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 3 2023. Contact: CitEc Team