17
H index
26
i10 index
1478
Citations
Santa Clara University | 17 H index 26 i10 index 1478 Citations RESEARCH PRODUCTION: 35 Articles 19 Papers 2 Chapters 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 Sanjiv Ranjan Das. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Banking & Finance | 5 |
Journal of Financial and Quantitative Analysis | 4 |
Journal of Economic Dynamics and Control | 4 |
Journal of Financial Services Research | 2 |
Journal of Financial Intermediation | 2 |
Working Papers Series with more than one paper published | # docs |
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NBER Working Papers / National Bureau of Economic Research, Inc | 10 |
CEPR Discussion Papers / C.E.P.R. Discussion Papers | 2 |
Year | Title of citing document | |
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2023 | Realised Volatility Forecasting: Machine Learning via Financial Word Embedding. (2021). Poon, Ser-Huang ; Zohren, Stefan ; Rahimikia, Eghbal. In: Papers. RePEc:arx:papers:2108.00480. Full description at Econpapers || Download paper | |
2023 | EmTract: Investor Emotions and Market Behavior. (2021). Skog, Rolf ; Vamossy, Domonkos. In: Papers. RePEc:arx:papers:2112.03868. Full description at Econpapers || Download paper | |
2022 | Option Pricing with State-dependent Pricing Kernel. (2021). Huang, Zhuo ; Hansen, Peter Reinhard ; Tong, Chen. In: Papers. RePEc:arx:papers:2112.05308. Full description at Econpapers || Download paper | |
2022 | Measuring Systemic Risk: Common Factor Exposures and Tail Dependence Effects. (2022). Chiu, Wan-Chien ; Wang, Chih-Wei ; Pena, Juan Ignacio. In: Papers. RePEc:arx:papers:2202.02276. Full description at Econpapers || Download paper | |
2023 | Removing Non-Stationary Knowledge From Pre-Trained Language Models for Entity-Level Sentiment Classification in Finance. (2023). Hahm, Moonjeong ; Kang, Nahyeon ; Lee, Hanwool ; Son, Guijin. In: Papers. RePEc:arx:papers:2301.03136. Full description at Econpapers || Download paper | |
2023 | The financial health of a company and the risk of its default: Back to the future. (2023). Fabrizi, Eugenio ; Dainelli, Francesco ; Bet, Gianmarco. In: Papers. RePEc:arx:papers:2302.10140. Full description at Econpapers || Download paper | |
2023 | Off-Balance Sheet Activities and Scope Economies in U.S. Banking. (2023). Malikov, Emir ; Zhang, Jingfang. In: Papers. RePEc:arx:papers:2302.14603. Full description at Econpapers || Download paper | |
2023 | Selecting Sustainable Optimal Stock by Using Multi-Criteria Fuzzy Decision-Making Approaches Based on the Development of the Gordon Model: A case study of the Toronto Stock Exchange. (2023). Mortazavi, Mohsen. In: Papers. RePEc:arx:papers:2304.13818. Full description at Econpapers || Download paper | |
2023 | Social Media Emotions and IPO Returns. (2023). Vamossy, Domonkos F. In: Papers. RePEc:arx:papers:2306.12602. Full description at Econpapers || Download paper | |
2023 | From constant to rough: A survey of continuous volatility modeling. (2023). Yurchenko-Tytarenko, Anton ; Mishura, Yuliya ; Kubilius, Kkestutis ; di Nunno, Giulia. In: Papers. RePEc:arx:papers:2309.01033. Full description at Econpapers || Download paper | |
2023 | Social media information dissemination and corporate bad news hoarding. (2023). Feng, Lingbing ; He, Feng. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1503-1532. 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 | |
2023 | Impact of government policy responses of COVID?19 pandemic on stock market liquidity for Australian companies. (2023). Zgheib, Bernard ; Kassamany, Talie. In: Australian Economic Papers. RePEc:bla:ausecp:v:62:y:2023:i:1:p:24-46. Full description at Econpapers || Download paper | |
2022 | The cross?sectional return predictability of employment growth: A liquidity risk explanation. (2022). Luo, DI ; Liu, Weimin ; Zhao, Huainan ; Park, Seyoung. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:1:p:155-178. Full description at Econpapers || Download paper | |
2023 | “I just like the stock”: The role of Reddit sentiment in the GameStop share rally. (2023). Yarovaya, Larisa ; Xie, Ying ; Lucey, Brian ; Long, Suwan. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:1:p:19-37. Full description at Econpapers || Download paper | |
2023 | The informativeness of investor communication with corporate insiders: Evidence from China. (2023). Wang, Song ; Huang, Qinghua ; Ju, Congyi ; Meng, Qingbin. In: International Finance. RePEc:bla:intfin:v:26:y:2023:i:2:p:189-207. Full description at Econpapers || Download paper | |
2022 | Are retail investors really passive? Shareholder activism in the digital age. (2022). Wongchoti, Udomsak ; Kabir, Humayun M ; Hafeez, Bilal. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:3-4:p:423-460. Full description at Econpapers || Download paper | |
2023 | Disruption and Credit Markets. (2023). Becker, Bo ; Ivashina, Victoria. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:105-139. Full description at Econpapers || Download paper | |
2022 | Modelling clusters of corporate defaults: Regime?switching models significantly reduce the contagion source. (2022). Maruotti, Antonello ; Bulla, Jan ; Berentsen, Geir D ; Stove, Brd. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:71:y:2022:i:3:p:698-722. Full description at Econpapers || Download paper | |
2022 | Optimal fund menus. (2022). Hugonnier, Julien ; Cvitani, Jaka. In: Mathematical Finance. RePEc:bla:mathfi:v:32:y:2022:i:2:p:455-516. Full description at Econpapers || Download paper | |
2022 | How Government Information Release Affect Stock Market during Dramatic Public Health Shocks? The Intermediating Role of Public Sentiment. (2022). Shangguan, Zijian ; Lv, Benfu ; Liu, Ying ; Zhao, Sijia. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-03-7. Full description at Econpapers || Download paper | |
2022 | Another look at portfolio optimization with mental accounts. (2022). Chiu, Wan-Yi. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:419:y:2022:i:c:s0096300321009346. Full description at Econpapers || Download paper | |
2022 | Can stock message board sentiment predict future returns? Local versus nonlocal posts. (2022). Wang, NA ; Shao, Ran ; Chang, Yen-Cheng . In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:34:y:2022:i:c:s2214635022000016. Full description at Econpapers || Download paper | |
2023 | Is sentiment the solution to the risk–return puzzle? A (cautionary) note. (2023). Gebka, Bartosz ; Ung, Sze Nie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635023000011. Full description at Econpapers || Download paper | |
2022 | Non-financial corporations and systemic risk. (2022). Wosser, Michael ; O'Connor, Thomas ; Flavin, Thomas ; Dungey, Mardi. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119921002510. Full description at Econpapers || Download paper | |
2022 | Media-expressed tone, option characteristics, and stock return predictability. (2022). Fengler, Matthias ; Liu, Yanchu ; Hardle, Wolfgang Karl ; Chen, Cathy Yi-Hsuan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:134:y:2022:i:c:s0165188921002256. Full description at Econpapers || Download paper | |
2022 | Inter-portfolio credit risk contagion including macroeconomic and financial factors: A case study for Ecuador. (2022). Tonato, Ronny ; Uquillas, Adriana. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:299-320. Full description at Econpapers || Download paper | |
2022 | Beautiful cycles: A theory and a model implying a curious role for interest. (2022). Gross, Marco. In: Economic Modelling. RePEc:eee:ecmode:v:106:y:2022:i:c:s0264999321002674. Full description at Econpapers || Download paper | |
2023 | Macroeconomic conditions, corporate default, and default clustering. (2023). Liu, Lanlan ; Luo, Dan ; Xing, Kai. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003169. Full description at Econpapers || Download paper | |
2022 | Dynamic credit contagion and aggregate loss in networks. (2022). Zhang, Tianqi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001139. Full description at Econpapers || Download paper | |
2023 | The British Stock Market, currencies, brexit, and media sentiments: A big data analysis. (2023). Das, Pranab ; Mukherjee, Debashis ; Marjit, Sugata ; Basak, Gopal K ; Yang, Lei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001966. Full description at Econpapers || Download paper | |
2022 | The causal relationship between social media sentiment and stock return: Experimental evidence from an online message forum. (2022). Yuan, Peixuan ; Xu, Weike ; Xiang, Zhiqiang ; Wang, Xinjie. In: Economics Letters. RePEc:eee:ecolet:v:216:y:2022:i:c:s0165176522001793. Full description at Econpapers || Download paper | |
2022 | Transparent structured products for retail investors. (2022). Aspara, Jaakko ; Hardoroudi, Nasim Dehghan ; Halme, Merja ; Kallio, Markku. In: European Journal of Operational Research. RePEc:eee:ejores:v:302:y:2022:i:2:p:752-767. Full description at Econpapers || Download paper | |
2023 | Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics. (2023). Christopoulos, Apostolos ; Zopounidis, Constantin ; Karanasos, Menelaos ; Yfanti, Stavroula. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:2:p:813-831. Full description at Econpapers || Download paper | |
2023 | Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation. (2023). Kirkby, Lars J. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:2:p:961-978. Full description at Econpapers || Download paper | |
2023 | Machine learning for corporate default risk: Multi-period prediction, frailty correlation, loan portfolios, and tail probabilities. (2023). Leuenberger, Nicola ; Sigrist, Fabio. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:3:p:1390-1406. Full description at Econpapers || Download paper | |
2023 | Does the default pecking order impact systemic risk? Evidence from Brazilian data. (2023). Silva, Thiago ; Rodrigues, Francisco Aparecido ; Michalak, Krzysztof ; Alexandre, Michel. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:3:p:1379-1391. Full description at Econpapers || Download paper | |
2023 | An empirical application of Particle Markov Chain Monte Carlo to frailty correlated default models. (2023). Nguyen, HA. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:103-121. Full description at Econpapers || Download paper | |
2023 | Predicting energy futures high-frequency volatility using technical indicators: The role of interaction. (2023). Zhang, Yue ; Ye, Xin ; Gong, Xue. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000312. Full description at Econpapers || Download paper | |
2022 | Investor sentiment and stock volatility: New evidence. (2022). Wang, Chao ; Zhang, Wei Guo ; Gong, Xue. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000084. Full description at Econpapers || Download paper | |
2022 | Does it really pay off for investors to consider information from social media?. (2022). Muck, Matthias ; Klamer, Sebastian ; Eierle, Brigitte. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000473. Full description at Econpapers || Download paper | |
2022 | Another victory of retail investors: Social medias monitoring role on firms earnings management. (2022). Sun, Kunpeng ; Wang, Dan ; Xiao, Xing. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001430. Full description at Econpapers || Download paper | |
2022 | Systemic risk of commodity markets: A dynamic factor copula approach. (2022). Ouyang, Ruolan ; Zhao, Yang ; Fang, YI ; Chen, Xiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s105752192200165x. Full description at Econpapers || Download paper | |
2022 | Crowd wisdom and internet searches: What happens when investors search for stocks?. (2022). Shi, Wen ; Jin, YU ; Ye, Qiang ; Geng, Yuedan. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001697. Full description at Econpapers || Download paper | |
2022 | Investor sentiment indices based on k-step PLS algorithm: A group of powerful predictors of stock market returns. (2022). Yu, Changrui ; Song, Ziyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002733. Full description at Econpapers || Download paper | |
2022 | The bullwhip effect and credit default swap market: A study based on firm-specific bullwhip effect measure. (2022). Zhu, LU ; Liu, Ling ; Liang, Peng. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003362. Full description at Econpapers || Download paper | |
2023 | Does broadband infrastructure affect corporate mergers and acquisitions? Quasi-natural experimental evidence from China. (2023). Tao, Yunqing ; Kong, Dongmin ; Sun, Nan. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004112. Full description at Econpapers || Download paper | |
2022 | Pricing defaultable bonds under Hawkes jump-diffusion processes. (2022). Xiao, Weilin ; Ma, Yong ; Chen, LI. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000587. Full description at Econpapers || Download paper | |
2022 | Income statement leverage and expected stock returns. (2022). Taussig, Roi D ; Akron, Sagi. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000824. Full description at Econpapers || Download paper | |
2023 | On pricing double-barrier options with Markov regime switching. (2023). Zhang, Tianqi. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005906. Full description at Econpapers || Download paper | |
2023 | Efficient portfolios computed with moment-based bounds. (2023). Popova, Ivilina ; Dokov, Steftcho ; Morton, David P. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006018. Full description at Econpapers || Download paper | |
2023 | Does product market competition affect the adoption of FinTech by non-financial firms?. (2023). Zhou, Tianpeng ; Nikbakht, Ehsan ; Hong, Liu. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s154461232300096x. Full description at Econpapers || Download paper | |
2023 | A Privacy-preserving mean–variance optimal portfolio. (2023). Lee, Jaewook ; Ko, Hyungjin ; Byun, Junyoung. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001678. Full description at Econpapers || Download paper | |
2023 | A Bayesian analysis of time-varying jump risk in S&P 500 returns and options. (2023). Luo, Dan ; Carverhill, Andrew. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418122000751. Full description at Econpapers || Download paper | |
2022 | ESG, liquidity, and stock returns. (2022). Luo, DI. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s104244312200018x. Full description at Econpapers || Download paper | |
2022 | Sentiment and trading decisions in an ambiguous environment: A study on cryptocurrency traders. (2022). Bowden, James ; Gemayel, Roland. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122000981. Full description at Econpapers || Download paper | |
2022 | Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph | |
2022 | Credit derivatives and corporate default prediction. (2022). Zhao, Ran ; Yu, Fan ; Ye, Xiaoxia. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426622000188. Full description at Econpapers || Download paper | |
2022 | Off-balance sheet activities and scope economies in U.S. banking. (2022). Malikov, Emir ; Zhang, Jingfang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:141:y:2022:i:c:s0378426622001285. Full description at Econpapers || Download paper | |
2022 | Impact of Price Path on Disposition Bias. (2022). Jacob, Joshy ; Bansal, Avijit. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:143:y:2022:i:c:s0378426622001960. Full description at Econpapers || Download paper | |
2023 | FinTech in the financial system: Towards a capital-intensive and high competence human capital reality?. (2023). Giakoumelou, Anastasia ; Battisti, Enrico ; Serino, Luana ; Campanella, Francesco ; Karasamani, Isabella. In: Journal of Business Research. RePEc:eee:jbrese:v:155:y:2023:i:pa:s0148296322008414. Full description at Econpapers || Download paper | |
2022 | Herding with leading traders: Evidence from a laboratory social trading platform. (2022). Nguyen, Kim ; Le, Hang ; Chmura, Thorsten. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:203:y:2022:i:c:p:93-106. Full description at Econpapers || Download paper | |
2022 | Music sentiment and stock returns around the world. (2022). Edmans, Alex ; Indriawan, Ivan ; Garel, Alexandre ; Fernandez-Perez, Adrian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:2:p:234-254. Full description at Econpapers || Download paper | |
2022 | Fire-sale risk in the leveraged loan market. (2022). Nozawa, Yoshio ; Elkamhi, Redouane. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:3:p:1120-1147. Full description at Econpapers || Download paper | |
2023 | The colour of finance words. (2023). Rohrer, Maximilian ; Hu, Xiaowen ; Garcia, Diego. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:3:p:525-549. Full description at Econpapers || Download paper | |
2022 | Venture Capital Coordination in Syndicates, Corporate Monitoring, and Firm Performance. (2022). Oh, Seungjoon ; Li, Yingxiang ; Kang, Jun-Koo. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:50:y:2022:i:c:s1042957322000018. Full description at Econpapers || Download paper | |
2022 | Carrot and stick: A role for benchmark-adjusted compensation in active fund management. (2022). Zapatero, Fernando ; Sotes-Paladino, Juan. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:52:y:2022:i:c:s1042957322000341. Full description at Econpapers || Download paper | |
2022 | Optimal promotion planning for a product launch in the presence of word-of-mouth. (2022). Modarres, Mohammad ; Aslani, Shirin ; Bigdellou, Saeide. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:64:y:2022:i:c:s0969698921003878. Full description at Econpapers || Download paper | |
2022 | Will artificial intelligence replace human customer service? The impact of communication quality and privacy risks on adoption intention. (2022). Mou, Jian ; Cohen, Jason ; Duan, Yucong ; Xing, Xinyu ; Song, Mengmeng. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:66:y:2022:i:c:s0969698921004665. Full description at Econpapers || Download paper | |
2022 | Estimating a model of herding behavior on social networks. (2022). , Maxime. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:604:y:2022:i:c:s0378437122005684. Full description at Econpapers || Download paper | |
2023 | The role of investor behavior in emerging stock markets: Evidence from Vietnam. (2023). Phan, Truc ; Vo, Xuan Vinh ; Bertrand, Philippe. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:367-376. Full description at Econpapers || Download paper | |
2022 | Realized moments and the cross-sectional stock returns around earnings announcements. (2022). faff, robert ; Zhu, Min ; Wang, Qingxia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:79:y:2022:i:c:p:408-427. Full description at Econpapers || Download paper | |
2023 | Investor sentiment based on scaled PCA method: A powerful predictor of realized volatility in the Chinese stock market. (2023). Yu, Changrui ; Zhang, Cheng ; Gong, Xiaomin ; Song, Ziyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:528-545. Full description at Econpapers || Download paper | |
2023 | Bank default risk propagation along supply chains: Evidence from the U.K.. (2023). Roland, Isabelle ; Kabiri, Ali ; Manole, Vlad ; Spatareanu, Mariana. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:813-831. Full description at Econpapers || Download paper | |
2022 | Information demand and net selling around earnings announcement. (2022). Zhang, Yongjie ; Li, Xiao ; Chu, Gang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001434. Full description at Econpapers || Download paper | |
2022 | The informational role of analysts’ textual statements. (2022). Miwa, Kotaro. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001835. Full description at Econpapers || Download paper | |
2023 | Did David win a battle or the war against Goliath? Dynamic return and volatility connectedness between the GameStop stock and the high short interest indices. (2023). Zaremba, Adam ; Umar, Zaghum ; Kizys, Renatas ; Aharon, David Y. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922001891. Full description at Econpapers || Download paper | |
2023 | Machine learning sentiment analysis, COVID-19 news and stock market reactions. (2023). Pelizzon, Loriana ; Nofer, Michael ; Hinz, Oliver ; Costola, Michele. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000077. Full description at Econpapers || Download paper | |
2022 | The Pitch: Some Face-to-Face Minutes to Build Trust. (2022). BURGER-HELMCHEN, Thierry ; Guimtrandy, Fabien. In: Administrative Sciences. RePEc:gam:jadmsc:v:12:y:2022:i:2:p:47-:d:788435. Full description at Econpapers || Download paper | |
2022 | Investor Sentiment Index: A Systematic Review. (2022). Puniyani, Amit ; Rahman, Molla Ramizur ; Mohapatra, Sabyasachi ; Prasad, Sourav. In: IJFS. RePEc:gam:jijfss:v:11:y:2022:i:1:p:6-:d:1012747. Full description at Econpapers || Download paper | |
2022 | Shareholder Activism and Its Impact on Profitability, Return, and Valuation of the Firms in India. (2022). Bhimavarapu, Venkata Mrudula ; Rastogi, Shailesh ; Shingade, Sudam ; Chirputkar, Abhijit. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:4:p:148-:d:777606. Full description at Econpapers || Download paper | |
2022 | Theories of Crowdfunding and Token Issues: A Review. (2022). Miglo, Anton. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:5:p:218-:d:814956. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Customer Due Diligence in the FinTech Era: A Bibliometric Analysis. (2023). Sibindi, Athenia Bongani ; Gaviyau, William. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:1:p:11-:d:1024019. Full description at Econpapers || Download paper | |
2023 | Factors Influencing Behavior Intention in Digital Investment Services of Mutual Fund Distributors Adoption in Thailand. (2023). Samanchuen, Taweesak ; Kasemharuethaisuk, Haruthai. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:2279-:d:1047340. Full description at Econpapers || Download paper | |
2022 | The Pitch : Some Face-to-Face Minutes to Build Trust. (2022). Burger-Helmchen, Thierry ; Guimtrandy, Fabien. In: Post-Print. RePEc:hal:journl:hal-03634725. Full description at Econpapers || Download paper | |
2022 | Arbitrage constraints and behaviour of volatility components: Evidence from a natural experiment. (2022). Jacob, Joshy ; Srivastava, Pranjal. In: IIMA Working Papers. RePEc:iim:iimawp:14685. Full description at Econpapers || Download paper | |
2022 | Analyzing Firm Reports for Volatility Prediction: A Knowledge-Driven Text-Embedding Approach. (2022). Fan, Yangyang ; Zhang, Kunpeng ; Yang, YI. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:34:y:2022:i:1:p:522-540. Full description at Econpapers || Download paper | |
2022 | Influencing Social Media Influencers Through Affiliation. (2022). Mayzlin, Dina ; Pei, Amy. In: Marketing Science. RePEc:inm:ormksc:v:41:y:2022:i:3:p:593-615. Full description at Econpapers || Download paper | |
2022 | Time-Varying Skew in VIX Derivatives Pricing. (2022). Yuan, Peixuan. In: Management Science. RePEc:inm:ormnsc:v:68:y:2022:i:10:p:7761-7791. Full description at Econpapers || Download paper | |
2022 | Reaching for Returns in Retail Structured Investment. (2022). Roth, Yefim ; Lahav, Yaron ; Sonsino, Doron. In: Management Science. RePEc:inm:ormnsc:v:68:y:2022:i:1:p:466-486. Full description at Econpapers || Download paper | |
2022 | Vanishing Contagion Spreads. (2022). Saporito, Yuri F ; Rindisbacher, Marcel ; Prieto, Rodolfo ; Duarte, Diogo. In: Management Science. RePEc:inm:ormnsc:v:68:y:2022:i:1:p:740-772. Full description at Econpapers || Download paper | |
2022 | Credit Shock Propagation Along Supply Chains: Evidence from the CDS Market. (2022). Wu, Jing ; Birge, John R ; Babich, Volodymyr ; Agca, Senay. In: Management Science. RePEc:inm:ormnsc:v:68:y:2022:i:9:p:6506-6538. Full description at Econpapers || Download paper | |
2023 | Nexus Between Indian Financial Markets and Macro-economic Shocks: A VAR Approach. (2023). Rath, Prabhas Kumar. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-022-09372-w. Full description at Econpapers || Download paper | |
2023 | Valuation of Standard Call Options Using the Euler–Maruyama Method with Strong Approximation. (2023). Giron, Luis Eduardo ; Suescun-Diaz, Daniel. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:4:d:10.1007_s10614-022-10258-2. Full description at Econpapers || Download paper | |
2023 | Will the reddit rebellion take you to the moon? Evidence from WallStreetBets. (2023). Wang, Ruixiang ; Morillon, Thibaut G ; Chacon, Ryan G. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:1:d:10.1007_s11408-022-00415-w. Full description at Econpapers || Download paper | |
2023 | A Sentiment Index of the Housing Market in China: Text Mining of Narratives on Social Media. (2023). Li, Keyang ; Liu, Hongyu ; Wu, Jing ; Zhu, Enwei. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:66:y:2023:i:1:d:10.1007_s11146-022-09900-5. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2010 | Credit default swaps – Financial innovation or financial dysfunction? In: Financial Stability Review. [Full Text][Citation analysis] | article | 4 |
2019 | Machine Learning: Classification and Clustering In: IFC Bulletins chapters. [Full Text][Citation analysis] | chapter | 0 |
2019 | Annex – presentations In: IFC Bulletins chapters. [Full Text][Citation analysis] | chapter | 0 |
2019 | The future of fintech In: Financial Management. [Full Text][Citation analysis] | article | 17 |
2007 | Common Failings: How Corporate Defaults Are Correlated In: Journal of Finance. [Full Text][Citation analysis] | article | 254 |
2006 | Common Failings: How Corporate Defaults are Correlated.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 254 | paper | |
2018 | Bank Regulation, Network Topology, and Systemic Risk: Evidence from the Great Depression In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
2018 | Bank Regulation, Network Topology, and Systemic Risk: Evidence from the Great Depression.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2002 | Systemic Risk and International Portfolio Choice In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2002 | Pricing Credit Derivatives with Rating Transitions In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 16 |
1999 | Of Smiles and Smirks: A Term Structure Perspective In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 145 |
1998 | Of Smiles and Smirks: A Term-Structure Perspective.(1998) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. [Citation analysis] This paper has another version. Agregated cites: 145 | paper | |
2010 | Portfolio Optimization with Mental Accounts In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 58 |
2012 | The Principal Principle In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 5 |
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1998 | A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 1 |
1999 | A theory of optimal timing and selectivity In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
2009 | Implied recovery In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 22 |
2013 | Options and structured products in behavioral portfolios In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 27 |
2002 | The surprise element: jumps in interest rates In: Journal of Econometrics. [Full Text][Citation analysis] | article | 161 |
2023 | Digitization and data frames for card index records In: Explorations in Economic History. [Full Text][Citation analysis] | article | 0 |
2009 | Options on portfolios with higher-order moments In: Finance Research Letters. [Full Text][Citation analysis] | article | 3 |
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2022 | Dynamic optimization for multi-goals wealth management In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 0 |
1999 | A theory of banking structure In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 16 |
2009 | Accounting-based versus market-based cross-sectional models of CDS spreads In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 64 |
2013 | Strategic loan modification: An options-based response to strategic default In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 8 |
2015 | Credit spreads with dynamic debt In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 1 |
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2011 | Polishing diamonds in the rough: The sources of syndicated venture performance In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 14 |
2005 | eInformation: A Clinical Study of Investor Discussion and Sentiment In: Financial Management. [Citation analysis] | article | 18 |
1996 | The Central Tendency: A Second Factor in Bond Yields In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. [Citation analysis] | paper | 83 |
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1998 | The Regulation of Fee Structures in Mutual Funds: A Theoretical Analysis In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. [Citation analysis] | paper | 4 |
1998 | A Direct Approach to Arbitrage-Free Pricing of Derivatives In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. [Full Text][Citation analysis] | paper | 6 |
1999 | Fee Speech: Signalling and the Regulation of Mutual Fund Fees In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. [Full Text][Citation analysis] | paper | 1 |
2021 | Combining Investment and Tax Strategies for Optimizing Lifetime Solvency under Uncertain Returns and Mortality In: JRFM. [Full Text][Citation analysis] | article | 0 |
2000 | A Discrete-Time Approach to Arbitrage-Free Pricing of Credit Derivatives In: Management Science. [Full Text][Citation analysis] | article | 23 |
2007 | Yahoo! for Amazon: Sentiment Extraction from Small Talk on the Web In: Management Science. [Full Text][Citation analysis] | article | 244 |
2007 | An Integrated Model for Hybrid Securities In: Management Science. [Full Text][Citation analysis] | article | 18 |
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1997 | An Efficient Generalized Discrete-Time Approach to Poisson-Gaussian Bond Option Pricing in the Heath-Jarrow-Morton Model In: NBER Technical Working Papers. [Full Text][Citation analysis] | paper | 1 |
1997 | Auction Theory: A Summary with Applications to Treasury Markets In: NBER Working Papers. [Full Text][Citation analysis] | paper | 11 |
1997 | Taming the Skew: Higher-Order Moments in Modeling Asset Price Processes in Finance In: NBER Working Papers. [Full Text][Citation analysis] | paper | 10 |
1997 | Average Interest In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
1998 | Poisson-Guassian Processes and the Bond Markets In: NBER Working Papers. [Full Text][Citation analysis] | paper | 17 |
1998 | A Direct Approach to Arbitrage-Free Pricing of Credit Derivatives In: NBER Working Papers. [Full Text][Citation analysis] | paper | 11 |
1998 | On the Regulation of Fee Structures in Mutual Funds In: NBER Working Papers. [Full Text][Citation analysis] | paper | 12 |
1998 | Fee Speech: Adverse Selection and the Regulation of Mutual Funds In: NBER Working Papers. [Full Text][Citation analysis] | paper | 6 |
2010 | The Long and Short of It: Why Are Stocks with Shorter Runs Preferred? In: Journal of Consumer Research. [Full Text][Citation analysis] | article | 12 |
2002 | Fee Speech: Signaling, Risk-Sharing, and the Impact of Fee Structures on Investor Welfare In: Review of Financial Studies. [Citation analysis] | article | 50 |
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