23
H index
34
i10 index
7375
Citations
University of Chicago | 23 H index 34 i10 index 7375 Citations RESEARCH PRODUCTION: 48 Articles 39 Papers 1 Books 16 Chapters EDITOR: RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with George M. Constantinides. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Finance | 9 |
Journal of Financial Economics | 7 |
Journal of Political Economy | 5 |
Review of Financial Studies | 3 |
Journal of Economic Theory | 2 |
Critical Finance Review | 2 |
The Review of Asset Pricing Studies | 2 |
Year | Title of citing document | |
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2023 | Identification in Economies with Frictions. (2020). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:2005.02010. Full description at Econpapers || Download paper | |
2022 | Optimal Consumption with Reference to Past Spending Maximum. (2020). Yu, Xiang ; Pham, Huyen ; Li, Xun ; Deng, Shuoqing. In: Papers. RePEc:arx:papers:2006.07223. Full description at Econpapers || Download paper | |
2022 | A Theory of Equivalent Expectation Measures for Expected Prices of Contingent Claims. (2020). Zhuo, Xiaoyang ; Nawalkha, Sanjay K. In: Papers. RePEc:arx:papers:2006.15312. Full description at Econpapers || Download paper | |
2022 | Optimal Consumption under a Habit-Formation Constraint. (2020). Bayraktar, Erhan ; Angoshtari, Bahman ; Young, Virginia R. In: Papers. RePEc:arx:papers:2012.02277. Full description at Econpapers || Download paper | |
2023 | Optimal Consumption with Loss Aversion and Reference to Past Spending Maximum. (2021). Zhang, Qinyi ; Yu, Xiang ; Li, Xun . In: Papers. RePEc:arx:papers:2108.02648. Full description at Econpapers || Download paper | |
2022 | Solution to the Equity Premium Puzzle Using the Sufficiency Factor of the Model. (2021). Aras, Atilla. In: Papers. RePEc:arx:papers:2110.14405. Full description at Econpapers || Download paper | |
2022 | Optimal measure preserving derivatives revisited. (2022). Beare, Brendan. In: Papers. RePEc:arx:papers:2201.09108. Full description at Econpapers || Download paper | |
2022 | A mean field game approach to equilibrium consumption under external habit formation. (2022). Yu, Xiang ; Wang, Shihua ; Bo, Lijun. In: Papers. RePEc:arx:papers:2206.13341. Full description at Econpapers || Download paper | |
2022 | Stochastic arbitrage with market index options. (2022). Seo, Juwon ; Beare, Brendan K. In: Papers. RePEc:arx:papers:2207.00949. Full description at Econpapers || Download paper | |
2022 | Optimal consumption under a drawdown constraint over a finite horizon. (2022). Yu, Xiang ; Yi, Fahuai ; Li, Xun ; Chen, Xiaoshan. In: Papers. RePEc:arx:papers:2207.07848. Full description at Econpapers || Download paper | |
2022 | Retirement spending problem under Habit Formation Model. (2022). Salisbury, T S ; Huang, H ; Kirusheva, S. In: Papers. RePEc:arx:papers:2210.06255. Full description at Econpapers || Download paper | |
2022 | Liquidity Costs, Idiosyncratic Volatility and Expected Stock Returns. (2022). Satchell, Stephen ; Peat, Maurice ; Bradrania, Reza M. In: Papers. RePEc:arx:papers:2211.04695. Full description at Econpapers || Download paper | |
2022 | Dynamic spending and portfolio decisions with a soft social norm. (2022). Bjerketvedt, Vegard Skonseng ; Tronnes, Haakon Andreas ; Harang, Fabian Andsem ; Mork, Knut Anton. In: Papers. RePEc:arx:papers:2212.10053. Full description at Econpapers || Download paper | |
2023 | Labor Income Risk and the Cross-Section of Expected Returns. (2023). Pinchuk, Mykola. In: Papers. RePEc:arx:papers:2301.09173. Full description at Econpapers || Download paper | |
2023 | Optimal Investment and Consumption Strategies with General and Linear Transaction Costs under CRRA Utility. (2023). Zhang, Qiang ; Miao, Yingting. In: Papers. RePEc:arx:papers:2304.07672. Full description at Econpapers || Download paper | |
2023 | A greedy algorithm for habit formation under multiplicative utility. (2023). Salisbury, Thomas S ; Kirusheva, Snezhana. In: Papers. RePEc:arx:papers:2305.04748. Full description at Econpapers || Download paper | |
2023 | Mean-variance dynamic portfolio allocation with transaction costs: a Wiener chaos expansion approach. (2023). Picard, Tom ; Lelong, J'Erome ; Cousin, Areski. In: Papers. RePEc:arx:papers:2305.16152. Full description at Econpapers || Download paper | |
2023 | Consumption Partial Insurance in the Presence of Tail Income Risk. (2023). Theloudis, Alexandros ; Ghosh, Anisha. In: Papers. RePEc:arx:papers:2306.13208. Full description at Econpapers || Download paper | |
2023 | Liquidity Premium, Liquidity-Adjusted Return and Volatility, and a Unified Modern Portfolio Theory: illustrated with Crypto Assets. (2023). Deng, QI. In: Papers. RePEc:arx:papers:2306.15807. Full description at Econpapers || Download paper | |
2023 | Non-Concave Utility Maximization with Transaction Costs. (2023). Yang, Chen ; Qian, Shuaijie. In: Papers. RePEc:arx:papers:2307.02178. Full description at Econpapers || Download paper | |
2023 | Singular Control in a Cash Management Model with Ambiguity. (2023). , Jacco ; Hellmann, Tobias ; Ferrari, Giorgio ; Archankul, Arnon. In: Papers. RePEc:arx:papers:2309.12014. Full description at Econpapers || Download paper | |
2022 | Misvaluation and the Asset Growth Anomaly. (2022). Lambertides, Neophytos. In: Abacus. RePEc:bla:abacus:v:58:y:2022:i:1:p:105-141. Full description at Econpapers || Download paper | |
2022 | External labour market competitions and stock price crash risk: evidence from exposures to competitor CEOs’ award?winning events. (2022). Wang, Dongyue ; Yi, Louise ; Li, Leye. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1421-1460. Full description at Econpapers || Download paper | |
2023 | The day?of?the?month effect and the performance of the dollar cost averaging strategy: Evidence from China. (2023). Yu, Bin ; Li, Hongze ; Jin, Xuejun. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:797-815. Full description at Econpapers || Download paper | |
2022 | Financial innovation regulations and firm performance: Evidence from Chinese listed firms. (2022). Yang, Minhua. In: Australian Economic Papers. RePEc:bla:ausecp:v:61:y:2022:i:1:p:24-41. Full description at Econpapers || Download paper | |
2022 | Economic forecasts, anchoring bias, and stock returns. (2022). Yu, Han ; Dutta, Sandip ; Birz, Gene. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:1:p:169-191. Full description at Econpapers || Download paper | |
2022 | Does dividend policy affect sales growth in product markets? Evidence from the 2003 dividend tax cut. (2022). Ho, Joon ; Chino, Atsushi. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:2:p:539-571. Full description at Econpapers || Download paper | |
2023 | Anticipation in leisure—Effects on labor?leisure choice. (2023). Monteiro, Goncalo ; Escobarposada, Rolando ; Chatterjee, Bibaswan. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:19:y:2023:i:2:p:384-412. Full description at Econpapers || Download paper | |
2023 | Relative deprivation, time preference, and economic growth. (2023). Chakrabarty, Debajyoti. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:19:y:2023:i:3:p:489-525. Full description at Econpapers || Download paper | |
2022 | The signaling role of trade credit in bank lending decisions: Evidence from small and medium?sized enterprises. (2022). Verdoliva, Vincenzo ; Porzio, Claudio ; Sampagnaro, Gabriele ; del Gaudio, Belinda L. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:1-2:p:327-354. Full description at Econpapers || Download paper | |
2022 | Private firms’ incentives and opportunities to manage earnings: Evidence from the use of inflation adjustments. (2022). Taillard, Jerome P ; Restrepo, Felipe. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:1-2:p:69-110. Full description at Econpapers || Download paper | |
2022 | Liquidity 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 | |
2022 | Long?Run Risk: Is It There?. (2022). Matthies, Ben ; Liu, Yukun. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:3:p:1587-1633. Full description at Econpapers || Download paper | |
2022 | A New Test of Risk Factor Relevance. (2022). Sussman, Abigail B ; Hartzmark, Samuel M ; Chinco, Alex. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:4:p:2183-2238. Full description at Econpapers || Download paper | |
2022 | A Theory of Equivalent Expectation Measures for Contingent Claim Returns. (2022). Zhuo, Xiaoyang ; Nawalkha, Sanjay K. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:5:p:2853-2906. Full description at Econpapers || Download paper | |
2023 | Optimal Financial Transaction Taxes. (2023). Davila, Eduardo. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:5-61. Full description at Econpapers || Download paper | |
2023 | CLO Performance. (2023). Schwert, Michael ; Roberts, Michael R ; Cordell, Larry. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1235-1278. Full description at Econpapers || Download paper | |
2023 | Pockets 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 | |
2022 | Portfolio returns and consumption growth covariation in the frequency domain, real economic activity, and expected returns. (2022). Piccotti, Louis R. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:3:p:513-549. Full description at Econpapers || Download paper | |
2023 | Sentiment or habits: Why not both?. (2023). Tham, Eric. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:203-215. Full description at Econpapers || Download paper | |
2023 | Homemade international diversification under economic policy uncertainty. (2023). Zhou, YI ; Zhang, Chunqiu ; Fang, Junxiong ; Chen, Jing. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:31-62. Full description at Econpapers || Download paper | |
2023 | Personal taxes, cost of insurer equity capital, and the case of offshore hedge fund reinsurers. (2023). Niehaus, Greg. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:90:y:2023:i:2:p:249-281. Full description at Econpapers || Download paper | |
2022 | Inter?temporal mutual?fund management. (2022). Li, Yiqun ; Cheung, Ka Chun ; Bensoussan, Alain ; Phillip, Sheung Chi. In: Mathematical Finance. RePEc:bla:mathfi:v:32:y:2022:i:3:p:825-877. Full description at Econpapers || Download paper | |
2022 | Do consumption-based asset pricing models explain own-history predictability in stock market returns?. (2022). Ashby, M ; Linton, O B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2259. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2023 | Análisis sobre la implantación del impuesto español sobre transacciones financieras en los mercados de renta. (2023). Pastor, Albert Martinez. In: CNMV Documentos de Trabajo. RePEc:cnv:docutr:dt_83es. Full description at Econpapers || Download paper | |
2023 | Analysys of the implementation of the Spanish Financial Transaction Tax in equity markets. (2023). Pastor, Albert Martinez. In: CNMV Working Papers. RePEc:cnv:wpaper:dt_83en. Full description at Econpapers || Download paper | |
2022 | Developing reconciled quarterly distributional national wealth – insight into inequality and wealth structures. (2022). Sola, Pierre ; Grilli, Joseph ; Riera, Pau Gaya ; Engel, Janina. In: Working Paper Series. RePEc:ecb:ecbwps:20222687. Full description at Econpapers || Download paper | |
2022 | Testing for the uncovered interest parity condition in a small open economy: A state space modelling approach. (2022). Jayanthakumaran, Kankesu ; Harvie, Charles ; Nepal, Rabindra ; Bhatta, Guna Raj. In: Journal of Asian Economics. RePEc:eee:asieco:v:82:y:2022:i:c:s1049007822000811. Full description at Econpapers || Download paper | |
2022 | Real options, risk aversion and markets: A corporate finance perspective. (2022). Ewald, Christian-Oliver ; Taub, Bart. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119922000074. Full description at Econpapers || Download paper | |
2023 | Dynamic spending and portfolio decisions with a soft social norm. (2023). Bjerketvedt, Vegard Skonseng ; Tronnes, Haakon Andreas ; Harang, Fabian Andsem ; Mork, Knut Anton. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000738. Full description at Econpapers || Download paper | |
2022 | Portfolio choice with return predictability and small trading frictions. (2022). Zhu, Song-Ping ; Siu, Chi Chung ; Ma, Guiyuan. In: Economic Modelling. RePEc:eee:ecmode:v:111:y:2022:i:c:s0264999322000694. Full description at Econpapers || Download paper | |
2022 | Price overreaction to up-limit events and revised momentum strategies in the Chinese stock market. (2022). Zhu, Dongming ; Wu, Ying ; Liu, Chenye. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001560. Full description at Econpapers || Download paper | |
2022 | Households, auctioneers, and aggregation. (2022). Walker, Todd B ; Katz, Nets Hawk ; Chipeniuk, Karsten O. In: European Economic Review. RePEc:eee:eecrev:v:141:y:2022:i:c:s0014292121002713. Full description at Econpapers || Download paper | |
2022 | By force of confidence. (2022). Merella, Vincenzo ; Satchell, Stephen E. In: European Economic Review. RePEc:eee:eecrev:v:150:y:2022:i:c:s001429212200191x. Full description at Econpapers || Download paper | |
2022 | Non-marketability and one-day selling lockup. (2022). Wang, Jun ; Su, Tie ; Bian, Jiangze. In: Journal of Empirical Finance. RePEc:eee:empfin:v:65:y:2022:i:c:p:1-23. Full description at Econpapers || Download paper | |
2022 | Say-on-Pay voting dispersion in listed family and non-family firms: A panel data analysis. (2022). Baixauli-Soler, Samuel J ; Sanchez-Marin, Gregorio ; Lozano-Reina, Gabriel. In: Journal of Family Business Strategy. RePEc:eee:fambus:v:13:y:2022:i:1:s1877858521000048. Full description at Econpapers || Download paper | |
2022 | Bounded rationality, adaptive behaviour, and asset prices. (2022). Li, Kai ; Zhao, Dongxu. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000163. Full description at Econpapers || Download paper | |
2022 | Dynamic trading with uncertain exit time and transaction costs in a general Markov market. (2022). Wu, Huiling ; Li, Danping ; Yao, Haixiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003210. Full description at Econpapers || Download paper | |
2023 | CBDC uncertainty: Financial market implications. (2023). Dunbar, Kwamie. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001230. Full description at Econpapers || Download paper | |
2022 | Order flow fragmentation and flight-to-transparency during stressed market conditions: Evidence from COVID-19. (2022). Petrella, Giovanni ; Nimalendran, Mahendrarajah ; Anselmi, Giulio. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001823. Full description at Econpapers || Download paper | |
2022 | Stock prices, changes in liquidity, and liquidity premia. (2022). Lee, Hyun-Tak ; Jang, Bong-Gyu. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322001763. Full description at Econpapers || Download paper | |
2023 | Religion groups and portfolio choice decisions: Evidence from UK households. (2023). Apergis, Nicholas. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001241. Full description at Econpapers || Download paper | |
2022 | Is the index efficient? A worldwide tour with stochastic dominance. (2022). Xu, Xia ; le Courtois, Olivier ; Kolokolova, Olga. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pb:s1386418121000410. Full description at Econpapers || Download paper | |
2023 | Market power, ambiguity, and market participation. (2023). Zhang, Shunming ; Wang, Yanyi ; Qiu, Zhigang. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000520. Full description at Econpapers || Download paper | |
2023 | ETF ownership and firm-specific information in corporate bond returns. (2023). Mason, Joseph R ; Rhodes, Meredith E. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s1386418122000623. Full description at Econpapers || Download paper | |
2023 | Transaction costs, frequent trading, and stock prices. (2023). Isaenko, Sergey. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418122000647. Full description at Econpapers || Download paper | |
2022 | Bank loans during the 2008 quantitative easing. (2022). Lu, Chien-Lin ; Lin, Chih-Yung ; Chou, Robin K ; Chen, Hsuan-Chi. In: Journal of Financial Stability. RePEc:eee:finsta:v:59:y:2022:i:c:s1572308922000031. Full description at Econpapers || Download paper | |
2023 | Optimal consumption and life insurance under shortfall aversion and a drawdown constraint. (2023). Zhang, Qinyi ; Yu, Xiang ; Li, Xun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:108:y:2023:i:c:p:25-45. Full description at Econpapers || Download paper | |
2022 | Optimal portfolio choice for higher-order risk averters. (2022). Post, Thierry ; Fang, YI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:137:y:2022:i:c:s0378426622000292. Full description at Econpapers || Download paper | |
2022 | Information precision and return co-movements in private commercial real estate markets. (2022). Ruf, Daniel ; Fuss, Roland ; ROLAND FÜSS, . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426622000024. Full description at Econpapers || Download paper | |
2022 | Directors’ and officers’ liability insurance: Evidence from independent directors’ voting. (2022). Zhu, Jigao ; Yang, Tina ; Li, Tianshi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426622000255. Full description at Econpapers || Download paper | |
2022 | Coherent risk measures alone are ineffective in constraining portfolio losses. (2022). Brigo, Damiano ; Armstrong, John. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:140:y:2022:i:c:s0378426621002673. Full description at Econpapers || Download paper | |
2022 | Tax-loss harvesting under uncertainty. (2022). Rydqvist, Kristian ; McKeever, Daniel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:140:y:2022:i:c:s0378426622001224. Full description at Econpapers || Download paper | |
2022 | Trusting the stock market: Further evidence from IPOs around the world. (2022). Lobo, Gerald J ; Lim, Chee Yeow ; Lee, Jimmy ; Kanagaretnam, Kiridaran. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:142:y:2022:i:c:s0378426622001534. Full description at Econpapers || Download paper | |
2022 | Option-based intermediary leverage. (2022). Meyerhof, Paul ; Lorenz, Friedrich ; Gruenthaler, Thomas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:145:y:2022:i:c:s0378426622002503. Full description at Econpapers || Download paper | |
2023 | Option Returns, Risk Premiums, and Demand Pressure in Energy Markets. (2023). Li, Bingxin ; Jacobs, Kris. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002679. Full description at Econpapers || Download paper | |
2022 | Corporate governance and investment-cash flow sensitivity: Evidence from Russian unlisted firms. (2022). Lazareva, Olga ; Sprenger, Carsten. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:50:y:2022:i:1:p:71-100. Full description at Econpapers || Download paper | |
2022 | Endogenous habits and equilibrium asset prices. (2022). Seifried, Frank Thomas ; Meyer-Wehmann, Andre ; Kraft, Holger. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:197:y:2022:i:c:p:279-300. Full description at Econpapers || Download paper | |
2022 | Combining forecasts in the presence of ambiguity over correlation structures. (2022). Razin, Ronny ; Levy, Gilat. In: Journal of Economic Theory. RePEc:eee:jetheo:v:199:y:2022:i:c:s0022053118303144. Full description at Econpapers || Download paper | |
2022 | Intertemporal preference with loss aversion: Consumption and risk-attitude. (2022). Koo, Hyeng Keun ; Jeon, Junkee ; Choi, Kyoung Jin. In: Journal of Economic Theory. RePEc:eee:jetheo:v:200:y:2022:i:c:s0022053121001976. Full description at Econpapers || Download paper | |
2022 | Insider trading with penalties. (2022). Carre, Sylvain ; Collin-Dufresne, Pierre ; Gabriel, Franck. In: Journal of Economic Theory. RePEc:eee:jetheo:v:203:y:2022:i:c:s0022053122000515. Full description at Econpapers || Download paper | |
2022 | Venture capital contracts. (2022). Korteweg, Arthur ; Gorbenko, Alexander ; Ewens, Michael. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:1:p:131-158. Full description at Econpapers || Download paper | |
2022 | Measuring the ex-ante incentive effects of creditor control rights during bankruptcy reorganization. (2022). Martinez-Correa, Jimmy ; Gonzalez-Uribe, Juanita ; Agrawal, Ashwini. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:1:p:381-408. Full description at Econpapers || Download paper | |
2022 | A factor model for option returns. (2022). Kelly, Bryan ; Buchner, Matthias. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:3:p:1140-1161. Full description at Econpapers || Download paper | |
2022 | The cost of steering in financial markets: Evidence from the mortgage market. (2022). Mistrulli, Paolo Emilio ; Guiso, Luigi ; Gambacorta, Leonardo ; Tsoy, Anton ; Pozzi, Andrea. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:3:p:1209-1226. Full description at Econpapers || Download paper | |
2022 | Under-diversification and idiosyncratic risk externalities. (2022). Iachan, Felipe ; Zi, Chao ; Silva, Dejanir. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:3:p:1227-1250. Full description at Econpapers || Download paper | |
2022 | Pricing of index options in incomplete markets. (2022). Freire, Gustavo ; Almeida, Caio. In: Journal of Financial Economics. RePEc:eee:jfinec:v:144:y:2022:i:1:p:174-205. Full description at Econpapers || Download paper | |
2022 | Leverage. (2022). Veronesi, Pietro ; Santos, Tano. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:2:p:362-386. Full description at Econpapers || Download paper | |
2022 | Overnight returns, daytime reversals, and future stock returns. (2022). Koch, Paul D ; Jiang, Chao ; Boehmer, Ekkehart ; Akbas, Ferhat. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:3:p:850-875. Full description at Econpapers || Download paper | |
2022 | Millionaires speak: What drives their personal investment decisions?. (2022). Robertson, Adriana Z ; Dyson, Danielle ; Choi, James J ; Bender, Svetlana. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:1:p:305-330. Full description at Econpapers || Download paper | |
2022 | Credit cycles with market-based household leverage. (2022). Landvoigt, Tim ; Diamond, William. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:2:p:726-753. Full description at Econpapers || Download paper | |
2023 | Automation and the displacement of labor by capital: Asset pricing theory and empirical evidence. (2023). Knesl, Jii. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:2:p:271-296. Full description at Econpapers || Download paper | |
2023 | Asset holders’ consumption risk and tests of conditional CCAPM. (2023). Jo, Chanik ; Elkamhi, Redouane. In: Journal of Financial Economics. RePEc:eee:jfinec:v:148:y:2023:i:3:p:220-244. Full description at Econpapers || Download paper | |
2023 | Household deposits and consumer sentiment expectations: Evidence from Eurozone. (2023). Tsouknidis, Dimitris ; Louhichi, Wael ; Ftiti, Zied ; Anastasiou, Dimitris. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622001784. Full description at Econpapers || Download paper | |
2022 | Monetary policy rules and the equity premium in a segmented markets model. (2022). Zervou, Anastasia ; Peng, Yulei. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:73:y:2022:i:c:s0164070422000453. Full description at Econpapers || Download paper | |
2022 | Dynamics of bond and stock returns. (2022). Kozak, Serhiy. In: Journal of Monetary Economics. RePEc:eee:moneco:v:126:y:2022:i:c:p:188-209. Full description at Econpapers || Download paper | |
2022 | Structural change in labor supply and cross-country differences in hours worked. (2022). Tsujiyama, Hitoshi ; Lagakos, David ; Fuchs-Schundeln, Nicola ; Bick, Alexander. In: Journal of Monetary Economics. RePEc:eee:moneco:v:130:y:2022:i:c:p:68-85. Full description at Econpapers || Download paper | |
2023 | Wealth Inequality and Endogenous Growth. (2023). Lee, Byoungchan. In: Journal of Monetary Economics. RePEc:eee:moneco:v:133:y:2023:i:c:p:132-148. Full description at Econpapers || Download paper | |
2023 | Rational inattention, misallocation, and the aggregate economy. (2023). Gondhi, Naveen. In: Journal of Monetary Economics. RePEc:eee:moneco:v:136:y:2023:i:c:p:50-75. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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Handbook of the Economics of Finance | |
Handbook of the Economics of Finance |
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Year | Title | Type | Cited |
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2020 | Mispriced index option portfolios In: Financial Management. [Full Text][Citation analysis] | article | 8 |
2017 | Mispriced Index Option Portfolios.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
1978 | Market Risk Adjustment in Project Valuation. In: Journal of Finance. [Full Text][Citation analysis] | article | 60 |
1980 | Optimal Liquidation of Assets in the Presence of Personal Taxes: Implications for Asset Pricing. In: Journal of Finance. [Full Text][Citation analysis] | article | 18 |
1982 | Optimal Bond Trading with Personal Tax: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves. In: Journal of Finance. [Full Text][Citation analysis] | article | 6 |
1983 | Optimal Bond Trading with Personal Taxes: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves.(1983) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
1982 | To Pay or Not to Pay Dividend: Discussion. In: Journal of Finance. [Full Text][Citation analysis] | article | 0 |
1985 | Debt and Taxes and Uncertainty: Discussion. In: Journal of Finance. [Full Text][Citation analysis] | article | 0 |
1985 | The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence: Discussion. In: Journal of Finance. [Full Text][Citation analysis] | article | 14 |
2001 | Merton H. Miller In: Journal of Finance. [Full Text][Citation analysis] | article | 0 |
2011 | Are Options on Index Futures Profitable for Risk?Averse Investors? Empirical Evidence In: Journal of Finance. [Citation analysis] | article | 20 |
2010 | Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
2008 | Are options on index futures profitable for risk averse investors? Empirical evidence.(2008) In: CoFE Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
2017 | Asset Pricing with Countercyclical Household Consumption Risk In: Journal of Finance. [Full Text][Citation analysis] | article | 53 |
2014 | Asset Pricing with Countercyclical Household Consumption Risk.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 53 | paper | |
2015 | Asset Pricing with Countercyclical Household Consumption Risk.(2015) In: 2015 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 53 | paper | |
2006 | MARKET ORGANIZATION AND THE PRICES OF FINANCIAL ASSETS* In: Manchester School. [Full Text][Citation analysis] | article | 0 |
2005 | Market Oganization and the prices of financial Assets.(2005) In: Money Macro and Finance (MMF) Research Group Conference 2005. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2001 | Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities In: Mathematical Finance. [Full Text][Citation analysis] | article | 21 |
Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities..() In: CRSP working papers. [Citation analysis] This paper has another version. Agregated cites: 21 | paper | ||
1990 | Habit formation: a resolution of the equity premium puzzle In: Levine's Working Paper Archive. [Full Text][Citation analysis] | paper | 1023 |
1990 | Habit Formation: A Resolution of the Equity Premium Puzzle..(1990) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1023 | article | |
1979 | A Note on the Suboptimality of Dollar-Cost Averaging as an Investment Policy In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 19 |
1983 | Capital Market Equilibrium with Personal Tax. In: Econometrica. [Full Text][Citation analysis] | article | 121 |
2002 | Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 22 |
2002 | Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
1993 | Time nonseparability in aggregate consumption : International evidence In: European Economic Review. [Full Text][Citation analysis] | article | 57 |
1992 | Time Nonseparability in Aggregate Consumption: International Evidence.(1992) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 57 | paper | |
1976 | Portfolio selection with transactions costs In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 139 |
1984 | Strategic analysis of the competitive exercise of certain financial options In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 8 |
1984 | Optimal stock trading with personal taxes : Implications for prices and the abnormal January returns In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 112 |
1983 | Optimal Stock Trading with Personal Taxes: Implications for Prices and the Abnormal January Returns.(1983) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 112 | paper | |
1984 | Optimal bond trading with personal taxes In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 53 |
2005 | OPTIMAL BOND TRADING WITH PERSONAL TAXES.(2005) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 53 | chapter | |
1984 | Warrant exercise and bond conversion in competitive markets In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 17 |
1991 | Habit persistence and durability in aggregate consumption: Empirical tests In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 268 |
1991 | Habit Persistence and Durability in Aggregate Consumption: Empirical Tests.(1991) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 268 | paper | |
1976 | Comment on Chen, Kim and Kon In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 1 |
1976 | Cash management: An inventory control limit approach : Richard Homonoff and David Wiley Mullins, Jr., (D.C. Heath, Lexington, 1975) pp. xv + 104 In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 0 |
1980 | Admissible uncertainty in the intertemporal asset pricing model In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 14 |
1988 | Optimal Population Growth and the Social Welfare Function In: Eastern Economic Journal. [Full Text][Citation analysis] | article | 2 |
2008 | Asset pricing tests with long run risks in consumption growth In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 64 |
2008 | Asset Pricing Tests with Long Run Risks in Consumption Growth.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 64 | paper | |
2011 | Asset Pricing Tests with Long-run Risks in Consumption Growth.(2011) In: The Review of Asset Pricing Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 64 | article | |
2017 | The Past, Present, and Future of Economics: A Celebration of the 125-Year Anniversary of the JPE and of Chicago Economics In: Natural Field Experiments. [Full Text][Citation analysis] | paper | 3 |
1997 | Junior Cant Borrow: A New Perspective on the Equity Premium Puzzle In: Columbia - Graduate School of Business. [Citation analysis] | paper | 248 |
1998 | Junior Cant Borrow: A New Perspective on the Equity Premium Puzzle.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 248 | paper | |
2002 | Junior Cant Borrow: A New Perspective on the Equity Premium Puzzle.(2002) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 248 | article | |
Junior Cant borrow: A New Perspective on the Equity Premium Puzzle..() In: CRSP working papers. [Citation analysis] This paper has another version. Agregated cites: 248 | paper | ||
1999 | Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence In: Rodney L. White Center for Financial Research Working Papers. [Full Text][Citation analysis] | paper | 233 |
1999 | Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 233 | paper | |
2002 | Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 233 | paper | |
2002 | Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence.(2002) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 233 | article | |
1999 | Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence.(1999) In: CRSP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 233 | paper | |
1976 | Stochastic Cash Management with Fixed and Proportional Transaction Costs In: Management Science. [Full Text][Citation analysis] | article | 27 |
1976 | Note--Optimal Portfolio Revision with Proportional Transaction Costs: Extension to Hara Utility Functions and Exogenous Deterministic Income In: Management Science. [Full Text][Citation analysis] | article | 4 |
1979 | Multiperiod Consumption and Investment Behavior with Convex Transactions Costs In: Management Science. [Full Text][Citation analysis] | article | 46 |
1978 | Existence of Optimal Simple Policies for Discounted-Cost Inventory and Cash Management in Continuous Time In: Operations Research. [Full Text][Citation analysis] | article | 50 |
2005 | Junior must pay: pricing the implicit put in privatizing Social Security In: Annals of Finance. [Full Text][Citation analysis] | article | 12 |
2002 | Junior Must Pay: Pricing the Implicit Put in Privatizing Social Security.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2011 | The Puzzle of Index Option Returns In: Working Paper Series of the Department of Economics, University of Konstanz. [Full Text][Citation analysis] | paper | 47 |
2012 | The Puzzle of Index Option Returns.(2012) In: Working Paper Series of the Department of Economics, University of Konstanz. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | paper | |
2013 | The Puzzle of Index Option Returns.(2013) In: The Review of Asset Pricing Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | article | |
1997 | Transaction Costs and the Pricing of Financial Assets In: Multinational Finance Journal. [Full Text][Citation analysis] | article | 6 |
2005 | Junior is Rich: Bequests as Consumption In: NBER Working Papers. [Full Text][Citation analysis] | paper | 14 |
2007 | Junior is rich: bequests as consumption.(2007) In: Economic Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
2008 | Mispricing of S&P 500 Index Options In: NBER Working Papers. [Full Text][Citation analysis] | paper | 45 |
2009 | Mispricing of S&P 500 Index Options.(2009) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | article | |
2009 | Mispricing of S&P 500 Index Options.(2009) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | article | |
2005 | Mispricing of S&P 500 index options.(2005) In: CoFE Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | paper | |
2010 | The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth In: NBER Working Papers. [Full Text][Citation analysis] | paper | 6 |
2012 | The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth.(2012) In: 2012 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2014 | Prices, Consumption, and Dividends Over the Business Cycle: A Tale of Two Regimes In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
2015 | The Supply and Demand of S&P 500 Put Options In: NBER Working Papers. [Full Text][Citation analysis] | paper | 5 |
2021 | The Supply and Demand of S&P 500 Put Options.(2021) In: Critical Finance Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
2017 | What Information Drives Asset Prices? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 3 |
2021 | Welfare Costs of Idiosyncratic and Aggregate Consumption Shocks In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2002 | Rational Asset Prices In: NBER Working Papers. [Full Text][Citation analysis] | paper | 47 |
2021 | Mispricing of Index Options with Respect to Stochastic Dominance Bounds? A Reply In: Critical Finance Review. [Full Text][Citation analysis] | article | 0 |
1992 | A Theory of the Nominal Term Structure of Interest Rates. In: Review of Financial Studies. [Full Text][Citation analysis] | article | 155 |
2007 | Option Pricing: Real and Risk-Neutral Distributions In: MPRA Paper. [Full Text][Citation analysis] | paper | 10 |
2005 | Option pricing: Real and risk-neutral distributions.(2005) In: CoFE Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
1999 | Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences In: Finance and Stochastics. [Full Text][Citation analysis] | article | 31 |
Bounds on Prices of Contingent Claims in an Intertemporal Economy with Proportional Transaction Costs and General Preferences.() In: CRSP working papers. [Citation analysis] This paper has another version. Agregated cites: 31 | paper | ||
1982 | Intertemporal Asset Pricing with Heterogeneous Consumers and without Demand Aggregation. In: The Journal of Business. [Full Text][Citation analysis] | article | 133 |
2017 | Asset Pricing: Models and Empirical Evidence In: Journal of Political Economy. [Full Text][Citation analysis] | article | 2 |
1996 | Asset Pricing with Heterogeneous Consumers. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 661 |
1986 | Capital Market Equilibrium with Transaction Costs. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 384 |
2005 | Capital Market Equilibrium with Transaction Costs.(2005) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 384 | chapter | |
2015 | Financial Derivatives:Futures, Forwards, Swaps, Options, Corporate Securities, and Credit Default Swaps In: World Scientific Books. [Full Text][Citation analysis] | book | 0 |
2005 | Theory of Valuation: Overview and Recent Developments In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2015 | Introduction to Forward and Futures Contracts In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2015 | Pricing Forwards and Futures In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2015 | Interest Rate and Currency Swaps In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2015 | Introduction to Options and No-Arbitrage Restrictions In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2015 | Trading Strategies and Slope and Convexity Restrictions In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2015 | Optimal Early Exercise of American Options In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2015 | Binomial Option Pricing In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2015 | Using the Binomial Model In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2015 | The Black–Scholes–Merton Option Pricing Formula In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2015 | Options on Futures In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2015 | Risk Management In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2015 | Empirical Evidence and Fixes In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2015 | Corporate Securities and Credit Risk In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
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