8
H index
8
i10 index
1229
Citations
University of Pennsylvania (90% share) | 8 H index 8 i10 index 1229 Citations RESEARCH PRODUCTION: 9 Articles 13 Papers 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 Christopher C. Geczy. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Journal of Finance | 3 |
| Journal of Financial Economics | 3 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / University of Pennsylvania, Wharton School, Weiss Center | 2 |
| NBER Working Papers / National Bureau of Economic Research, Inc | 2 |
| Year | Title of citing document |
|---|---|
| 2025 | Consumption Partial Insurance in the Presence of Tail Income Risk. (2025). Theloudis, Alexandros ; Ghosh, Anisha. In: Papers. RePEc:arx:papers:2306.13208. Full description at Econpapers || Download paper |
| 2024 | Finding Moving-Band Statistical Arbitrages via Convex-Concave Optimization. (2024). Schmelzer, Thomas ; Boyd, Stephen ; Johansson, Kasper. In: Papers. RePEc:arx:papers:2402.08108. Full description at Econpapers || Download paper |
| 2024 | A Markowitz Approach to Managing a Dynamic Basket of Moving-Band Statistical Arbitrages. (2024). Boyd, Stephen ; Schmelzer, Thomas ; Johansson, Kasper. In: Papers. RePEc:arx:papers:2412.02660. Full description at Econpapers || Download paper |
| 2025 | The Determinant Factors of Hedging and Speculation with Foreign Exchange Derivatives of Brazilian Private Firms. (2025). de Oliveira, Fernando Nascimento. In: Working Papers Series. RePEc:bcb:wpaper:620. Full description at Econpapers || Download paper |
| 2025 | FX debt and optimal exchange rate hedging. (2025). Hardy, Bryan ; Caballero, Julian ; Alfaro, Laura. In: BIS Working Papers. RePEc:bis:biswps:1303. Full description at Econpapers || Download paper |
| 2024 | Are passive investors also passive voters? Evidence from securities lending by mutual funds. (2024). XIE, Jing. In: Working Papers. RePEc:boa:wpaper:202410. Full description at Econpapers || Download paper |
| 2024 | Consumption Dynamics and Welfare under Non-Gaussian Earnings Risk. (2024). Ozkan, Serdar ; Madera, Rocio ; Guvenen, Fatih. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11135. Full description at Econpapers || Download paper |
| 2025 | Disaggregation Reverses the Risk-Free Rate Puzzle. (2025). Wilson, Matthew S. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2025:v:26:i:2:wilson. Full description at Econpapers || Download paper |
| 2025 | Did FinTech steal the cheese of banks? Evidence from Chinese firm exports. (2025). Zhou, Yahong ; Li, Zhiyuan ; Feng, Ling ; Liu, Yixuan. In: China Economic Review. RePEc:eee:chieco:v:91:y:2025:i:c:s1043951x25000501. Full description at Econpapers || Download paper |
| 2025 | Understanding stock price behavior around external financing. (2025). Yao, Yaqiong ; Martin, Spencer J ; Cao, Min. In: Journal of Corporate Finance. RePEc:eee:corfin:v:91:y:2025:i:c:s0929119924001925. Full description at Econpapers || Download paper |
| 2024 | Consumption dynamics and welfare under non-Gaussian earnings risk. (2024). Ozkan, Serdar ; Madera, Rocio ; Guvenen, Fatih. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:169:y:2024:i:c:s0165188924001374. Full description at Econpapers || Download paper |
| 2024 | Probability distortion and non-participation. (2024). Wang, Lunyi ; Zhang, Shunming. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004737. Full description at Econpapers || Download paper |
| 2025 | Uncovering asset market participation from household consumption and income. (2025). Czellar, Veronika ; le Grand, Franois ; Garcia, Ren. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407624002124. Full description at Econpapers || Download paper |
| 2024 | International asset pricing with heterogeneous agents: Estimation and inference. (2024). Tedongap, Romeo ; Tinang, Jules. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001263. Full description at Econpapers || Download paper |
| 2024 | Risk culture in corporate innovation. (2024). Lin, Chih-Yung ; Ho, Po-Hsin ; Yen, Ju-Fang ; Huang, Chia-Wei. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300515x. Full description at Econpapers || Download paper |
| 2024 | Investing while lending: Do index funds improve managerial information disclosure?. (2024). Xu, Zijin ; Dong, Yunhe ; Yang, Xing ; Luo, Haoyi. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001790. Full description at Econpapers || Download paper |
| 2025 | Institutional investors’ site visits and corporate financialization in China. (2025). Deng, Hong ; Lin, Yongjia ; Wang, Yizhi. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007841. Full description at Econpapers || Download paper |
| 2024 | Over-hedging in the shadow of weaker litigation threat. (2024). Freund, Steven ; Luu, Nguyen H ; Nguyen, Hien T ; Phan, Hieu V. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324011516. Full description at Econpapers || Download paper |
| 2024 | Impact of using derivatives on stock market liquidity. (2024). Gupta, Aastha ; Chaudhry, Neeru. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001434. Full description at Econpapers || Download paper |
| 2024 | The value of say on pay. (2024). Kind, Axel ; Zaia, Johannes ; Poltera, Marco. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:169:y:2024:i:c:s0378426624002255. Full description at Econpapers || Download paper |
| 2024 | Security design: A review. (2024). Barbalau, Adelina ; Allen, Franklin. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:60:y:2024:i:c:s104295732400041x. Full description at Econpapers || Download paper |
| 2025 | Lending relationships and access to currency hedging: Evidence from Brazil. (2025). Araujo, Gustavo ; Schiozer, Rafael ; Oliveira, Raquel F ; Leao, Sergio. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:63:y:2025:i:c:s104295732500021x. Full description at Econpapers || Download paper |
| 2025 | Time to get mature: Collateral, flexibility and the hedging horizon decision. (2025). Schiozer, Rafael ; Jankensgrd, Hkan ; Marinelli, Nicoletta. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:37:y:2025:i:c:s2405851324000679. Full description at Econpapers || Download paper |
| 2024 | Comomentum in China: Inferring arbitrage activity from return correlation. (2024). Ruan, Xinfeng ; Yue, Tian ; Huang, Jiexiang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001021. Full description at Econpapers || Download paper |
| 2025 | Explaining the diversity in findings on derivatives uses and firm value: Insights from firms commodity futures use. (2025). Chu, Yiyun ; Yang, LI ; Shao, Lili. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:89:y:2025:i:c:s0927538x24003470. Full description at Econpapers || Download paper |
| 2025 | Soft institutions, hard cash: Societal happiness and corporate cash holdings. (2025). Li, Shan ; Chen, Xiaoyu ; Zou, Siqi ; Sowah, Joseph Sowahfio. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025006690. Full description at Econpapers || Download paper |
| 2025 | Enterprise risk management and foreign currency derivatives usage. (2025). Laing, Elaine ; Han, XU. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025006811. Full description at Econpapers || Download paper |
| 2024 | Performance of financial hedging and earnings management under diverse corporate information quality. (2024). Shiah-Hou, Shin-Rong ; Chang, Feng-Yi ; Hsin, Chin-Wen. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:782-810. Full description at Econpapers || Download paper |
| 2024 | Does managerial market timing with stock repurchases exist in stock market? Evidence from Thailand. (2024). Kumpamool, Chamaiporn. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006348. Full description at Econpapers || Download paper |
| 2024 | Assessing the nexus between currency exchange rate returns, currency risk hedging and international investments: Intelligent network-based analysis. (2024). Pan, Yanchun ; Saleh, Mamdouh Abdulaziz ; Yao, Hongxing ; Naveed, Hafiz Muhammad. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:206:y:2024:i:c:s0040162524003007. Full description at Econpapers || Download paper |
| 2024 | Consumption Dynamics and Welfare Under Non-Gaussian Earnings Risk. (2024). Ozkan, Serdar ; Madera, Rocio ; Guvenen, Fatih. In: Working Papers. RePEc:fip:fedlwp:98700. Full description at Econpapers || Download paper |
| 2024 | The Impact of COVID-19 on the Value Relevance of Customer Satisfaction. (2024). Park, Ha-Yeon. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:18:p:8090-:d:1479121. Full description at Econpapers || Download paper |
| 2025 | On the nexus between currency risk and hedging across different time scales: Evidence from Healthcare firms in Malaysia . (2025). Wahab, Hishamuddin Abdul. In: GATR Journals. RePEc:gtr:gatrjs:jfbr230. Full description at Econpapers || Download paper |
| 2024 | Voting Rights, Agenda Control and Information Aggregation. (2024). Xefteris, Dimitrios ; Macé, Antonin ; Bouton, Laurent ; Mace, Antonin ; Llorente-Saguer, Aniol. In: PSE Working Papers. RePEc:hal:psewpa:halshs-03519689. Full description at Econpapers || Download paper |
| 2024 | Public Information as a Source of Disagreement. (2024). Xefteris, Dimitrios ; Macé, Antonin ; Pi, Shaoting ; Bouton, Laurent ; Mace, Antonin ; Llorente-Saguer, Aniol ; Meirowitz, Adam. In: PSE Working Papers. RePEc:hal:psewpa:halshs-04075483. Full description at Econpapers || Download paper |
| 2025 | Financial Derivatives Usage and Firm Value in Turbulent Periods: Comparative Evidence from India during the COVID-19 Crisis. (2025). S. M. R. K. Samarakoon, ; Pradhan, Rudra P ; I. K. D. Gunathunga, ; Tripathy, Sasikanta. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:32:y:2025:i:2:d:10.1007_s10690-024-09457-8. Full description at Econpapers || Download paper |
| 2024 | Connectedness between Currency Risk Hedging and Firm Value: A Deep Neural Network-based Evaluation. (2024). Haris, Muhammad ; Mohsin, Muhammad ; Akhtar, Muhammad ; Naveed, Hafiz Muhammad ; Memon, Bilal Ahmed ; Hongxing, Yao ; Ali, Shoaib. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:2:d:10.1007_s10614-022-10353-4. Full description at Econpapers || Download paper |
| 2024 | Shedding light on foreign currency cash flow hedges: transparency and the hedging decision. (2024). Marshall, Beverly B ; Jin, Han. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:2:d:10.1007_s11156-024-01263-7. Full description at Econpapers || Download paper |
| 2025 | Does derivative usage boost firm value in an economy with controls? Evidence from India. (2025). Gupta, Praveen ; Mallick, Sushanta ; Bathia, Deven. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:65:y:2025:i:1:d:10.1007_s11156-024-01290-4. Full description at Econpapers || Download paper |
| 2025 | A Markowitz approach to managing a dynamic basket of moving-band statistical arbitrages. (2025). Boyd, Stephen ; Johansson, Kasper ; Schmelzer, Thomas. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:4:d:10.1057_s41260-025-00405-3. Full description at Econpapers || Download paper |
| 2024 | The Impact of Hedge Accounting on a Firm Market Value. (2024). Iperov, Lenka. In: European Financial and Accounting Journal. RePEc:prg:jnlefa:v:2024:y:2024:i:1:id:284:p:21-37. Full description at Econpapers || Download paper |
| 2024 | Derivative disclosures and managerial opportunism. (2024). He, Guanming ; Ren, Helen Mengbing. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:3:p:384-419. Full description at Econpapers || Download paper |
| 2025 | Option Return Predictability via Machine Learning: New Evidence From China. (2025). Xiao, Zhengyan ; Wang, Zhuo ; Huang, Yuxiang. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:9:p:1232-1252. Full description at Econpapers || Download paper |
| 2024 | Beyond connectivity: Stock market participation in a network. (2024). Bäckman, Claes ; Backman, Claes ; Parakhoniak, Anastasiia ; Balakina, Olga. In: SAFE Working Paper Series. RePEc:zbw:safewp:289595. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 1997 | Why Firms Use Currency Derivatives. In: Journal of Finance. [Full Text][Citation analysis] | article | 432 |
| 2007 | Taking a View: Corporate Speculation, Governance, and Compensation In: Journal of Finance. [Full Text][Citation analysis] | article | 42 |
| 2004 | Taking a View: Corporate Speculation, Governance and Compensation.(2004) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
| 2007 | Vote Trading and Information Aggregation In: Journal of Finance. [Full Text][Citation analysis] | article | 48 |
| 2004 | Do Shareholders Preferences Affect their Funds Management? Evidence from the Cross Section of Shareholders and Funds In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | How and Why do Investors Trade Votes, and What Does it Mean? In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Financial market assumptions and pension plan models: a comment on PIMS model asset markets assumptions* In: Journal of Pension Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2003 | The Limits to Dividend Arbitrage: Implications for Cross-Border Investment In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2010 | Thoughts on the Future of the Hedge Fund Industry In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2000 | Is the abnormal return following equity issuances anomalous? In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 214 |
| 2002 | Is the Abnormal Return Following Equity Issuances Anomalous?.(2002) In: Rodney L. White Center for Financial Research Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 214 | paper | |
| 1999 | Is the Abnormal Return Following Equity Issuances Anomalous?.(1999) In: Rodney L. White Center for Financial Research Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 214 | paper | |
| 2002 | Stocks are special too: an analysis of the equity lending market In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 164 |
| 2005 | Crossborder dividend taxation and the preferences of taxable and nontaxable investors: Evidence from Canada In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 26 |
| 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 | 250 |
| 1999 | Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 250 | paper | |
| 2002 | Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 250 | 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 nother version. Agregated cites: 250 | article | |
| 1999 | Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence.(1999) In: CRSP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 250 | paper | |
| 1999 | Choices Among Alternative Risk Management Strategies: Evidence from the Natural Gas Industry In: Rodney L. White Center for Financial Research Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2013 | Technical Review Panel for the Pension Insurance Modeling System (PIMS) In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Failure Is an Option: Impediments to Short Selling and Options Prices In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 46 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team