52
H index
79
i10 index
20069
Citations
Duke University (50% share) | 52 H index 79 i10 index 20069 Citations RESEARCH PRODUCTION: 69 Articles 59 Papers 3 Chapters EDITOR: Books edited 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 Campbell Harvey. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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NBER Working Papers / National Bureau of Economic Research, Inc | 45 |
Working Papers / HAL | 3 |
CEMA Working Papers / China Economics and Management Academy, Central University of Finance and Economics | 2 |
CEPR Discussion Papers / C.E.P.R. Discussion Papers | 2 |
Year | Title of citing document | |
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2022 | Betting on mean reversion in the VIX? Evidence from ETP flows. (2022). Posselt, Anders Merrild ; Nielsen, Ole Linnemann. In: CREATES Research Papers. RePEc:aah:create:2022-06. Full description at Econpapers || Download paper | |
2022 | Allocation of resources for risk management activities by business organisations in developing countries: Evidence from Zambia. (2022). Fadun, Olajide Solomon ; Silwimba, Peter. In: Bussecon Review of Social Sciences (2687-2285). RePEc:adi:bsrsss:v:4:y:2022:i:2:p:15-24. Full description at Econpapers || Download paper | |
2022 | Impact of Audit Quality on Stock Price Crash Risk: Evidence from Pakistan Stock Exchange. (2022). Iqbal, Amjad ; Sarwar, Ammara ; Aslam, Muhammad ; Sultana, Fatima. In: Journal of Economic Impact. RePEc:adx:journl:v:4:y:2022:i:3:p:161-169. Full description at Econpapers || Download paper | |
2022 | Assessing the performance of mutual funds. (2022). Radu, Iulian ; Iacob, Tefan Virgil ; Anghel, Mdlina-Gabriela ; Anghelache, Constantin. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(631):y:2022:i:2(631):p:175-186. Full description at Econpapers || Download paper | |
2022 | Model for estimating the profitability of placing asset portfolios on the capital market. (2022). Grigorescu, Dana Luiza ; Iacob, Tefan Virgil ; Anghel, Mdlina-Gabriela ; Anghelache, Constantin. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(631):y:2022:i:2(631):p:187-195. Full description at Econpapers || Download paper | |
2022 | Stock market linkages in Asia. Revisiting Granger causality evidences. (2022). Saji, T G. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(632):y:2022:i:3(632):p:151-168. Full description at Econpapers || Download paper | |
2022 | Why No Debt? A FRICTO Analysis of the Capital Structure of Cal-Maine Foods Inc.. (2022). White, Susan ; Carlos , . In: Applied Economics Teaching Resources (AETR). RePEc:ags:aaeatr:320048. Full description at Econpapers || Download paper | |
2022 | Financing Gap of Agro-food Firms and the Role of Policies. (2022). Toth, Marian ; Pokrivak, Jan. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:327264. Full description at Econpapers || Download paper | |
2022 | The Role of Exporting on Capital Structure: A Firm-Level Investigation. (2022). Ergun, Bahadir ; Nal, Ersin. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:7:y:2022:i:2:p:316-333. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | Investor-Driven Corporate Finance: Evidence from Insurance Markets. (2022). Kubitza, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:144. Full description at Econpapers || Download paper | |
2022 | The Anatomy of the Global Saving Glut. (2022). Schularick, Moritz ; Novokmet, Filip ; Bauluz, Luis. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:161. Full description at Econpapers || Download paper | |
2022 | Temporal Evidence on Threshold Hierarchy Based on Accruals and Real Earnings Management: Evidence from France And The US. (2022). Turki, Islem ; ben Amar, Anis. In: Journal of Accounting and Management Information Systems. RePEc:ami:journl:v:21:y:2022:i:3:p:373-396. Full description at Econpapers || Download paper | |
2023 | Analysis of Dynamic Connectedness among Sovereign CDS Premia. (2023). Ceylan, Ozcan. In: World Journal of Applied Economics. RePEc:ana:journl:v:9:y:2023:i:1:p:33-47. Full description at Econpapers || Download paper | |
2023 | Limits to Arbitrage in Markets with Stochastic Settlement Latency. (2018). Hautsch, Nikolaus ; Voigt, Stefan ; Scheuch, Christoph. In: Papers. RePEc:arx:papers:1812.00595. Full description at Econpapers || Download paper | |
2023 | An Empirical Assessment of Characteristics and Optimal Portfolios. (2021). Lamoureux, Christopher G ; Zhang, Huacheng. In: Papers. RePEc:arx:papers:2104.12975. Full description at Econpapers || Download paper | |
2022 | Gambits: Theory and Evidence. (2021). Turk, Christian ; Polson, Nicholas ; Maharaj, Shiva. In: Papers. RePEc:arx:papers:2110.02755. Full description at Econpapers || Download paper | |
2022 | Industry Characteristics and Financial Risk Spillovers. (2022). Chiua, Wan-Chien ; Wang, Chih-Wei ; Pena, Juan Ignacio. In: Papers. RePEc:arx:papers:2202.02263. Full description at Econpapers || Download paper | |
2022 | Are all Credit Default Swap Databases equal?. (2022). Mayordomo, Sergio ; Schwartz, Eduardo S ; Pena, Juan Ignacio. In: Papers. RePEc:arx:papers:2202.02273. Full description at Econpapers || Download paper | |
2022 | Risk Parity Portfolios with Skewness Risk: An Application to Factor Investing and Alternative Risk Premia. (2022). Roncalli, Thierry ; Kostyuchyk, Nazar ; Bruder, Benjamin. In: Papers. RePEc:arx:papers:2202.10721. Full description at Econpapers || Download paper | |
2023 | Sparse multivariate modeling for stock returns predictability. (2022). Bernardi, Mauro ; Bianco, Nicolas ; Bianchi, Daniele. In: Papers. RePEc:arx:papers:2202.12644. Full description at Econpapers || Download paper | |
2023 | Do t-Statistic Hurdles Need to be Raised. (2022). Chen, Andrew Y. In: Papers. RePEc:arx:papers:2204.10275. Full description at Econpapers || Download paper | |
2022 | Impact of the political risk on food reserve ratio: evidence across countries. (2022). Yang, Xiaoguang ; Li, Shang ; Xing, Kai. In: Papers. RePEc:arx:papers:2206.12264. Full description at Econpapers || Download paper | |
2022 | Most claimed statistical findings in cross-sectional return predictability are likely true. (2022). Chen, Andrew Y. In: Papers. RePEc:arx:papers:2206.15365. 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 | Interrogation of A Bubble in the Indian Market. (2022). Suresh, N ; Gangadharan, Ganapathy G. In: Papers. RePEc:arx:papers:2207.13444. Full description at Econpapers || Download paper | |
2022 | A penalized two-pass regression to predict stock returns with time-varying risk premia. (2022). Scaillet, Olivier ; Guerrier, St'Ephane ; Bakalli, Gaetan. In: Papers. RePEc:arx:papers:2208.00972. Full description at Econpapers || Download paper | |
2022 | Estimation of growth in fund models. (2022). Ruf, Johannes ; Koo, Hyeng Keun ; Kardaras, Constantinos. In: Papers. RePEc:arx:papers:2208.02573. Full description at Econpapers || Download paper | |
2023 | Common Idiosyncratic Quantile Risk. (2022). Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267. Full description at Econpapers || Download paper | |
2022 | A Unified Framework for Estimation of High-dimensional Conditional Factor Models. (2022). Chen, Qihui. In: Papers. RePEc:arx:papers:2209.00391. Full description at Econpapers || Download paper | |
2022 | Index Tracking via Learning to Predict Market Sensitivities. (2022). Choi, Yongmin ; Kim, Jeonghun ; Hong, Yoonsik. In: Papers. RePEc:arx:papers:2209.00780. Full description at Econpapers || Download paper | |
2022 | Optimally Biased Expertise. (2022). Starkov, Egor ; Senkov, Maxim ; Matveenko, Andrei ; Ilinov, Pavel. In: Papers. RePEc:arx:papers:2209.13689. Full description at Econpapers || Download paper | |
2023 | Integrating multiple sources of ordinal information in portfolio optimization. (2022). Pferschy, Ulrich ; Mestel, Roland ; Hafner, Stephan ; Ccela, Eranda. In: Papers. RePEc:arx:papers:2211.00420. Full description at Econpapers || Download paper | |
2022 | State-dependent Asset Allocation Using Neural Networks. (2022). Neghab, Davood Pirayesh ; Bradrania, Reza. In: Papers. RePEc:arx:papers:2211.00871. Full description at Econpapers || Download paper | |
2023 | Zero-Leverage Puzzle. (2023). Pinchuk, Mykola. In: Papers. RePEc:arx:papers:2302.00761. Full description at Econpapers || Download paper | |
2023 | A Look at Financial Dependencies by Means of Econophysics and Financial Economics. (2023). di Matteo, T ; Raddant, M. In: Papers. RePEc:arx:papers:2302.08208. 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 | Government Guarantees and Banks Income Smoothing. (2023). , Felipe ; Merkley, Kenneth J ; Dantas, Manuela M. In: Papers. RePEc:arx:papers:2303.03661. Full description at Econpapers || Download paper | |
2023 | Real Options Technique as a Tool of Strategic Risk Management. (2023). Savchuk, Volodymyr. In: Papers. RePEc:arx:papers:2303.09176. Full description at Econpapers || Download paper | |
2023 | Efficient Variational Inference for Large Skew-t Copulas with Application to Intraday Equity Returns. (2023). Maneesoonthorn, Worapree ; Smith, Michael Stanley ; Deng, Lin. In: Papers. RePEc:arx:papers:2308.05564. Full description at Econpapers || Download paper | |
2023 | New general dependence measures: construction, estimation and application to high-frequency stock returns. (2023). Leeuwenkamp, Aleksy ; Hu, Wentao. In: Papers. RePEc:arx:papers:2309.00025. Full description at Econpapers || Download paper | |
2023 | The Price of Empire: Unrest Location and Sovereign Risk in Tsarist Russia. (2023). Vaaler, Paul M ; Hartwell, Christopher A. In: Papers. RePEc:arx:papers:2309.06885. Full description at Econpapers || Download paper | |
2023 | Narrative-Driven Fluctuations in Sentiment: Evidence Linking Traditional and Social Media. (2023). Song, Wenting ; MacAulay, Alistair. In: Staff Working Papers. RePEc:bca:bocawp:23-23. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2022 | The Effects of Climate Change on the Italian economy. (2022). Zeni, Federica ; de Blasio, Guido ; Deblasio, Guido ; Citino, Luca ; Alpino, Matteo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_728_22. Full description at Econpapers || Download paper | |
2022 | Firm liquidity and the transmission of monetary policy. (2022). Schiaffi, Stefano ; Bottero, Margherita. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1378_22. Full description at Econpapers || Download paper | |
2022 | Financial Conditions and Macroeconomic Downside Risks in the Euro Area. (2022). Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:863. Full description at Econpapers || Download paper | |
2022 | Global production linkages and stock market co-movement. (2022). Schrimpf, Andreas ; Auer, Raphael ; Wagner, Alexander F ; Iwadate, Bruce Muneaki. In: BIS Working Papers. RePEc:bis:biswps:1003. Full description at Econpapers || Download paper | |
2022 | Bank of Japans ETF purchase program and equity risk premium: a CAPM interpretation. (2022). Shino, Junnosuke ; Takahashi, Koji ; Katagiri, Mitsuru. In: BIS Working Papers. RePEc:bis:biswps:1029. Full description at Econpapers || Download paper | |
2022 | Monetary policy and endogenous financial crises. (2022). Collard, Fabrice ; Manea, Cristina ; Gali, Jordi ; Boissay, Jose Frederic. In: BIS Working Papers. RePEc:bis:biswps:991. Full description at Econpapers || Download paper | |
2022 | Capital flows and institutions. (2022). Igan, Deniz ; Puy, Damien ; Lauwers, Alexandre R. In: BIS Working Papers. RePEc:bis:biswps:994. 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 | Business Model Disclosures, Market Values, and Earnings Persistence: Evidence From the UK. (2022). Nielsen, Christian ; Schaper, Stefan ; Simoni, Lorenzo. In: Abacus. RePEc:bla:abacus:v:58:y:2022:i:1:p:142-173. Full description at Econpapers || Download paper | |
2022 | Do Firms Learn from Pre?announcement Experience? Evidence from Optimistic Pre?announcements and Market Responses. (2022). Il, Hyung ; Lim, Youngdeok. In: Abacus. RePEc:bla:abacus:v:58:y:2022:i:2:p:365-392. Full description at Econpapers || Download paper | |
2022 | Excess Cash Holdings, Stock Returns, and Investment Organicity: Evidence from UK Investment Announcements. (2022). Adamolekun, Oluwagbenga ; Li, Hao ; Jones, Edward. In: Abacus. RePEc:bla:abacus:v:58:y:2022:i:4:p:603-647. Full description at Econpapers || Download paper | |
2022 | Whos Greenwashing Via the Media and What are the Consequences? Evidence From China. (2022). faff, robert ; Li, Yong ; He, Jing ; Cao, Jerry. In: Abacus. RePEc:bla:abacus:v:58:y:2022:i:4:p:759-786. Full description at Econpapers || Download paper | |
2023 | When Investors Speak, Do Firms Listen? The Role of Investors Dividend?related Complaints from Online Earnings Communication Conferences. (2023). Xie, Deren ; Liao, KE ; Lin, LE. In: Abacus. RePEc:bla:abacus:v:59:y:2023:i:1:p:32-75. Full description at Econpapers || Download paper | |
2023 | Disentangling Sentiment from Cyclicality in Firm Capital Structure. (2023). Lambe, Brendan J ; Almaghyereh, Aktham I ; O'Sullivan, Jennifer A ; Alzoubi, Haitham A. In: Abacus. RePEc:bla:abacus:v:59:y:2023:i:2:p:570-605. Full description at Econpapers || Download paper | |
2022 | Assessing the usefulness of daily and monthly asset?pricing factors for Australian equities. (2022). Zhong, Angel ; Gray, Philip. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:1:p:181-211. Full description at Econpapers || Download paper | |
2022 | Corporate sustainability, earnings persistence and the association between earnings and future cash flows. (2022). Li, Zhongtian ; Jia, Jing. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:1:p:299-336. Full description at Econpapers || Download paper | |
2022 | Can digital transformation improve the information environment of the capital market? Evidence from the analysts prediction behaviour. (2022). Sun, Qianyi ; Meng, Fanli ; Jiang, Pinyan ; Zhang, Liguang ; Chen, Wanyi. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:2:p:2543-2578. Full description at Econpapers || Download paper | |
2022 | Can CEO equity?based compensation limit investment?related agency problems?. (2022). Stewart, Jenny ; Hu, Fang ; Percy, Majella ; Qu, Xin. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:2:p:2579-2614. Full description at Econpapers || Download paper | |
2022 | We are advertis’d by our loving friends: CEO?connected directors. (2022). Park, Junho. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:3:p:3189-3238. Full description at Econpapers || Download paper | |
2022 | Does corruption shape firm centralisation? Evidence from state?owned enterprises in China. (2022). Qin, NI ; Zhu, Ling ; Kong, Dongmin. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:3:p:3365-3395. Full description at Econpapers || Download paper | |
2022 | Drought risk and capital structure dynamics. (2022). Hou, Greg ; Bai, Min ; Nguyen, Thao ; Truong, Cameron. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:3:p:3397-3439. Full description at Econpapers || Download paper | |
2022 | An investigation of CEO characteristics on firm performance. (2022). Reddy, Krishna ; Wallace, Damien ; Shen, Yun ; Ramiah, Vikash. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:3:p:3563-3607. Full description at Econpapers || Download paper | |
2022 | Board busyness and corporate payout: are all busy directors the same?. (2022). James, Hui ; Davidson, Travis ; Benson, Bradley ; Wang, Hongxia. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:3:p:3711-3759. Full description at Econpapers || Download paper | |
2022 | Signalling long?term focus through textual emphasis on innovation: are firms putting their money where their mouth is?. (2022). Li, Heather ; Fogelyaari, Hila ; Enache, Luminita. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:3:p:3791-3836. Full description at Econpapers || Download paper | |
2022 | The impact of cost stickiness on financial reporting: evidence from income smoothing. (2022). Loy, Thomas R ; Hartlieb, Sven. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:3:p:3913-3950. Full description at Econpapers || Download paper | |
2022 | Equity incentive plans and R&D investment manipulation: evidence from China. (2022). Wang, Jenny J ; Hu, Pengbo ; Zhang, Weidong ; Gao, Xue ; Zheng, Hongrui ; Li, Zeyu. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:3:p:4157-4183. Full description at Econpapers || Download paper | |
2022 | CEO organizational identification and corporate innovation investment. (2022). Wang, Huaiming ; Tang, Xiaojian ; Du, Dongying ; Lin, Dongjie ; Tsui, Stephanie ; Zhang, Joseph H. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:3:p:4185-4217. Full description at Econpapers || Download paper | |
2022 | Real earnings management: A review of the international literature. (2022). Ahmad, Fawad ; Biswas, Pallab Kumar ; Wu, Julia Yonghua ; Ranasinghe, Dinithi ; Habib, Ahsan. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:4:p:4279-4344. Full description at Econpapers || Download paper | |
2022 | Why do bank?affiliated mutual funds perform better in China?. (2022). Wu, Wenfeng ; Lv, Dayong ; Zhang, Haoyue. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:5:p:4755-4782. 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 | |
2022 | Opportunistic timing of management earnings forecasts during the COVID?19 crisis in China. (2022). Wang, Jiani ; Liu, Xin ; Chen, Hanwen. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1495-1533. Full description at Econpapers || Download paper | |
2022 | Do auditors price litigious tone?. (2022). Tong, Jamie Yixing ; Shan, Yuan George ; Malik, Muhammad Farhan. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1715-1760. Full description at Econpapers || Download paper | |
2022 | Product market fluidity and religious constraints: evidence from the US market. (2022). Hasanov, Akram Shavkatovich ; Azmi, Wajahat ; Mohamad, Shamsher ; Anwer, Zaheer. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1761-1817. Full description at Econpapers || Download paper | |
2022 | Stock market liberalisation and corporate cash holdings: evidence from China. (2022). Ni, Xiaoran ; Dai, Xin ; Chen, Yunsen ; Huang, Jianqiao. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1925-1955. Full description at Econpapers || Download paper | |
2023 | How does mandatory CSR reporting affect supply chain? A new perspective from suppliers. (2023). Yuan, Chun ; Li, Dan ; Jiang, Fuxiu ; Zhong, Qinlin. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:199-227. Full description at Econpapers || Download paper | |
2023 | Impact of product market competition on real activity manipulation: Moderating role of managerial ability. (2023). , Eric ; Ranasinghe, Dinithi ; Biswas, Pallab Kumar. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:247-275. Full description at Econpapers || Download paper | |
2023 | Local social environment and the speed of leverage adjustment. (2023). Lu, Chun ; Li, Tongxia. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:1919-1952. Full description at Econpapers || Download paper | |
2023 | Longitudinal accounting comparability and bond credit spreads: Evidence from China. (2023). Wang, Jianqiong ; Cao, Shijiao. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:1953-1981. Full description at Econpapers || Download paper | |
2023 | Do more able managers provide better non?GAAP earnings?. (2023). Kim, Robert. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:1983-2012. Full description at Econpapers || Download paper | |
2023 | Being private, Big 4 auditors, and debt raising. (2023). Zhang, Hongfeng ; Carey, Peter ; Sharpe, Wen Hua. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2295-2345. Full description at Econpapers || Download paper | |
2023 | Capital market liberalisation and voluntary corporate social responsibility disclosure: Evidence from a quasi?natural experiment in China. (2023). Yao, Daifei ; Pan, Yukun ; Liao, Lin. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2677-2715. Full description at Econpapers || Download paper | |
2023 | Love thy neighbour: Evidence from capital structure decisions. (2023). Cheung, Adrian Waikong ; Li, Bin ; Omura, Akihiro ; Lin, Yuen ; Su, Xiufen ; Chu, Chien Chi. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:3:p:2907-2933. Full description at Econpapers || Download paper | |
2023 | Firm culture and internal control system. (2023). Shi, Hanzhong ; Zhang, Yunyan ; Li, Wei ; Abernethy, Margaret A. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:3:p:3095-3123. Full description at Econpapers || Download paper | |
2023 | How is illiquidity priced in the Chinese stock market?. (2023). Shen, Zhiqi ; Jiang, Fuwei ; Wu, Kai ; Liu, Jun. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1285-1320. 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 | |
2023 | CEO facial structure and stock price crash risk. (2023). He, Ling ; Wang, Tian ; Zhong, Tingyong ; Li, Donghui ; Zheng, Zunxin. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:873-905. Full description at Econpapers || Download paper | |
2023 | CEO incentive compensation and stock price momentum. (2023). Yan, Shu ; Li, Xingjian ; Feng, Hongrui ; Huang, Yanhuang ; Wang, Jian. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:975-1028. Full description at Econpapers || Download paper | |
2023 | Valuation effects of earnings management on hotel firm value. (2023). Valenzuela, Eric ; Capener, Don ; Chen, Ying. In: American Journal of Economics and Sociology. RePEc:bla:ajecsc:v:82:y:2023:i:3:p:167-185. Full description at Econpapers || Download paper | |
2022 | Classification of Equity Instruments under IFRS 9: Determinants and Consequences. (2022). Morais, Ana Isabel ; Pinto, Ines. In: Australian Accounting Review. RePEc:bla:ausact:v:32:y:2022:i:4:p:411-426. Full description at Econpapers || Download paper | |
2023 | Financial Disclosure Management by Charitable Organisations: A Conceptual and Operational Framework. (2023). Fortin, Anne ; Landry, Suzanne ; Cyr, Dominic. In: Australian Accounting Review. RePEc:bla:ausact:v:33:y:2023:i:1:p:46-65. Full description at Econpapers || Download paper | |
2022 | Low carbon transition risk in mutual fund portfolios: Managerial involvement and performance effects. (2022). Reboredo, Juan ; Otero, Luis A. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:3:p:950-968. Full description at Econpapers || Download paper | |
2022 | Stock return predictability: Evaluation based on interval forecasts. (2022). Kim, Jae H ; Darne, Olivier ; Charles, Amelie. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:2:p:363-385. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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Year | Title | Type | Cited |
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2017 | How to Write an Effective Referee Report and Improve the Scientific Review Process In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 11 |
2016 | Globalization and Asset Returns In: Annual Review of Financial Economics. [Full Text][Citation analysis] | article | 34 |
2008 | Managerial Response to the May 2003 Dividend Tax Cut In: Financial Management. [Full Text][Citation analysis] | article | 38 |
2018 | The Theory and Practice of Corporate Risk Management: Evidence from the Field In: Financial Management. [Full Text][Citation analysis] | article | 13 |
2002 | HOW DO CFOs MAKE CAPITAL BUDGETING AND CAPITAL STRUCTURE DECISIONS? In: Journal of Applied Corporate Finance. [Full Text][Citation analysis] | article | 68 |
1991 | The World Price of Covariance Risk. In: Journal of Finance. [Full Text][Citation analysis] | article | 487 |
1991 | S&P 100 Index Option Volatility. In: Journal of Finance. [Citation analysis] | article | 32 |
1992 | Seasonality and Consumption-Based Asset Pricing. In: Journal of Finance. [Full Text][Citation analysis] | article | 59 |
1995 | Time-Varying World Market Integration. In: Journal of Finance. [Full Text][Citation analysis] | article | 1104 |
1994 | Time-Varying World Market Integration.(1994) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1104 | paper | |
1999 | Conditioning Variables and the Cross Section of Stock Returns In: Journal of Finance. [Full Text][Citation analysis] | article | 343 |
1999 | Conditioning Variables and the Cross-Section of Stock Returns.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 343 | paper | |
2000 | Foreign Speculators and Emerging Equity Markets In: Journal of Finance. [Full Text][Citation analysis] | article | 936 |
1997 | Foreign Speculators and Emerging Equity Markets.(1997) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 936 | paper | |
1997 | Foreign Speculators and Emerging Equity Markets.(1997) In: William Davidson Institute Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 936 | paper | |
2000 | Conditional Skewness in Asset Pricing Tests In: Journal of Finance. [Full Text][Citation analysis] | article | 970 |
2007 | Global Growth Opportunities and Market Integration In: Journal of Finance. [Full Text][Citation analysis] | article | 172 |
2004 | Global Growth Opportunities and Market Integration.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 172 | paper | |
2012 | Report of the Editor of the Journal of Finance for the Year 2011 In: Journal of Finance. [Full Text][Citation analysis] | article | 1 |
2017 | Presidential Address: The Scientific Outlook in Financial Economics In: Journal of Finance. [Full Text][Citation analysis] | article | 148 |
2003 | Equity Market Liberalization in Emerging Markets In: Journal of Financial Research. [Full Text][Citation analysis] | article | 120 |
2003 | Equity market liberalization in emerging markets.(2003) In: Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 120 | article | |
1993 | Strategic Treasury Debt Management in Public Policy In: Review of Policy Research. [Full Text][Citation analysis] | article | 0 |
1997 | The Relation between the Term Structure of Interest Rates and Canadian Economic Growth. In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 43 |
2006 | Liquidity and Expected Returns: Lessons from Emerging Markets In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 424 |
2005 | Liquidity and Expected Returns: Lessons From Emerging Markets.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 424 | paper | |
2007 | Liquidity and Expected Returns: Lessons from Emerging Markets.(2007) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 424 | article | |
2010 | What Segments Equity Markets? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 223 |
2010 | What Segments Equity Markets?.(2010) In: NBP Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 223 | paper | |
2009 | What Segments Equity Markets?.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 223 | paper | |
2011 | What Segments Equity Markets?.(2011) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 223 | article | |
2002 | What Determines Expected International Asset Returns? In: Annals of Economics and Finance. [Full Text][Citation analysis] | article | 51 |
2002 | What Determines Expected International Asset Returns?.(2002) In: CEMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | paper | |
1994 | What determines expected international asset returns ?.(1994) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 51 | paper | |
1994 | What determines expected international asset returns ?.(1994) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 51 | paper | |
1994 | What Determines Expected International Asset Returns?.(1994) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | paper | |
1993 | International asset pricing with alternative distributional specifications In: CEMA Working Papers. [Full Text][Citation analysis] | paper | 64 |
1993 | International asset pricing with alternative distributional specifications.(1993) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 64 | article | |
1999 | Autoregressive Conditional Skewness In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 353 |
2010 | Managerial Miscalibration In: Working Paper Series. [Full Text][Citation analysis] | paper | 201 |
2010 | Managerial Miscalibration.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 201 | paper | |
2000 | Are Correlations of Stock Returns Justified by Subsequent Changes in National Outputs? In: Working Papers. [Full Text][Citation analysis] | paper | 109 |
2003 | Are correlations of stock returns justified by subsequent changes in national outputs?.(2003) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 109 | article | |
2016 | Political risk and international valuation In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 36 |
2001 | Emerging equity markets and economic development In: Journal of Development Economics. [Full Text][Citation analysis] | article | 225 |
2000 | Emerging Equity Markets and Economic Development.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 225 | paper | |
2002 | Research in emerging markets finance: looking to the future In: Emerging Markets Review. [Full Text][Citation analysis] | article | 182 |
2003 | Emerging markets finance In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 340 |
2001 | The specification of conditional expectations In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 147 |
2005 | The long-run equity risk premium In: Finance Research Letters. [Full Text][Citation analysis] | article | 38 |
2002 | The impact of the Federal Reserve Banks open market operations In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 18 |
1994 | The Impact of the Federal Reserve Banks Open Market Operations.(1994) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2005 | The economic implications of corporate financial reporting In: Journal of Accounting and Economics. [Full Text][Citation analysis] | article | 1409 |
2004 | The Economic Implications of Corporate Financial Reporting.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1409 | paper | |
2013 | Earnings quality: Evidence from the field In: Journal of Accounting and Economics. [Full Text][Citation analysis] | article | 171 |
1994 | Sources of risk and expected returns in global equity markets In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 152 |
1994 | Sources of Risk and Expected Returns in Global Equity Markets.(1994) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 152 | paper | |
1997 | Fundamental determinants of national equity market returns: A perspective on conditional asset pricing In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 39 |
1996 | Fundamental Determinants of National Equity Market Returns: A Perspective on Conditional Asset Pricing.(1996) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | paper | |
2013 | Managerial attitudes and corporate actions In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 319 |
2013 | The European Union, the Euro, and equity market integration In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 85 |
2010 | The European Union, the Euro, and Equity Market Integration.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 85 | paper | |
2011 | The European Union, the Euro, and Equity Market Integration.(2011) In: 2011 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 85 | paper | |
2015 | Capital allocation and delegation of decision-making authority within firms In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 112 |
2011 | Capital Allocation and Delegation of Decision-Making Authority within Firms.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 112 | paper | |
1988 | The real term structure and consumption growth In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 319 |
1989 | Time-varying conditional covariances in tests of asset pricing models In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 346 |
1990 | Bayesian inference in asset pricing tests In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 43 |
1996 | Market timing ability and volatility implied in investment newsletters asset allocation recommendations In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 75 |
1994 | Market Timing Ability and Volatility Implied in Investment Newletters Asset Allocation Recommendations.(1994) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 75 | paper | |
1997 | Emerging equity market volatility In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 768 |
1995 | Emerging Equity Market Volatility.(1995) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 768 | paper | |
2001 | The theory and practice of corporate finance: evidence from the field In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 1552 |
2002 | Dating the integration of world equity markets In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 264 |
1998 | Dating the Integration of World Equity Markets.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 264 | paper | |
2004 | The effect of capital structure when expected agency costs are extreme In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 167 |
2001 | The Effect of Capital Structure When Expected Agency Costs are Extreme.(2001) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 167 | paper | |
2005 | Does financial liberalization spur growth? In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 1089 |
2004 | Does Financial Liberalization Spur Growth?.(2004) In: Working Paper Research. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1089 | paper | |
2001 | Does Financial Liberalization Spur Growth?.(2001) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1089 | paper | |
2005 | Payout policy in the 21st century In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 744 |
2003 | Payout Policy in the 21st Century.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 744 | paper | |
2010 | The real effects of financial constraints: Evidence from a financial crisis In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 886 |
2009 | The Real Effects of Financial Constraints: Evidence from a Financial Crisis.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 886 | paper | |
2002 | The dynamics of emerging market equity flows In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 193 |
1999 | The Dynamics of Emerging Market Equity Flows.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 193 | paper | |
2011 | Financial Openness and Productivity In: World Development. [Full Text][Citation analysis] | article | 149 |
2009 | Financial Openness and Productivity.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 149 | paper | |
1997 | Are Common Swings in International Stock Returns Justified by Subsequent Changes in National Outputs ? In: Working Papers. [Citation analysis] | paper | 2 |
2004 | Dynamic Trading Strategies and Portfolio Choice In: SIFR Research Report Series. [Full Text][Citation analysis] | paper | 12 |
2004 | Dynamic Trading Strategies and Portfolio Choice.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2009 | Investor Competence, Trading Frequency, and Home Bias In: Management Science. [Full Text][Citation analysis] | article | 140 |
1998 | Measurement Error and Nonlinearity in the Earnings-Returns Relation. In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 9 |
2000 | Capital Flows and the Behavior of Emerging Market Equity Returns In: NBER Chapters. [Full Text][Citation analysis] | chapter | 109 |
1998 | Capital Flows and the Behavior of Emerging Market Equity Returns.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 109 | paper | |
1994 | An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns In: NBER Chapters. [Full Text][Citation analysis] | chapter | 23 |
1993 | An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns.(1993) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
2004 | Growth Volatility and Financial Liberalization In: NBER Working Papers. [Full Text][Citation analysis] | paper | 300 |
2005 | The Tactical and Strategic Value of Commodity Futures In: NBER Working Papers. [Full Text][Citation analysis] | paper | 12 |
2005 | Investor Competence, Trading Frequency, and Home Bias In: NBER Working Papers. [Full Text][Citation analysis] | paper | 37 |
2007 | Managerial Overconfidence and Corporate Policies In: NBER Working Papers. [Full Text][Citation analysis] | paper | 103 |
2010 | A Corporate Beauty Contest In: NBER Working Papers. [Full Text][Citation analysis] | paper | 26 |
2010 | Liquidity Management and Corporate Investment During a Financial Crisis In: NBER Working Papers. [Full Text][Citation analysis] | paper | 262 |
2011 | Liquidity Management and Corporate Investment During a Financial Crisis.(2011) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 262 | article | |
2013 | The Golden Dilemma In: NBER Working Papers. [Full Text][Citation analysis] | paper | 47 |
2014 | Political Risk Spreads In: NBER Working Papers. [Full Text][Citation analysis] | paper | 74 |
2014 | Political risk spreads.(2014) In: Journal of International Business Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 74 | article | |
2014 | . . . and the Cross-Section of Expected Returns In: NBER Working Papers. [Full Text][Citation analysis] | paper | 15 |
2016 | Rethinking Performance Evaluation In: NBER Working Papers. [Full Text][Citation analysis] | paper | 5 |
2017 | Corporate Culture: Evidence from the Field In: NBER Working Papers. [Full Text][Citation analysis] | paper | 41 |
2020 | The Persistence of Miscalibration In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
2023 | An Anatomy of Crypto-Enabled Cybercrimes In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
1994 | Predictable Risk and Returns in Emerging Markets In: NBER Working Papers. [Full Text][Citation analysis] | paper | 633 |
1995 | Predictable Risk and Returns in Emerging Markets..(1995) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 633 | article | |
1994 | Conditional Asset Allocation in Emerging Markets In: NBER Working Papers. [Full Text][Citation analysis] | paper | 29 |
1999 | Economic, Financial, and Fundamental Global Risk In and Out of the EMU In: NBER Working Papers. [Full Text][Citation analysis] | paper | 17 |
2001 | Expectations of Equity Risk Premia, Volatility and Asymmetry from a Corporate Finance Perspective In: NBER Working Papers. [Full Text][Citation analysis] | paper | 42 |
2003 | Market Integration and Contagion In: NBER Working Papers. [Full Text][Citation analysis] | paper | 587 |
2005 | Market Integration and Contagion.(2005) In: The Journal of Business. [Full Text][Citation analysis] This paper has another version. Agregated cites: 587 | article | |
2008 | The Effect of the May 2003 Dividend Tax Cut on Corporate Dividend Policy: Empirical and Survey Evidence In: National Tax Journal. [Full Text][Citation analysis] | article | 4 |
2011 | Access to Liquidity and Corporate Investment in Europe during the Financial Crisis In: Review of Finance. [Full Text][Citation analysis] | article | 34 |
2016 | Editors Choice … and the Cross-Section of Expected Returns In: Review of Financial Studies. [Full Text][Citation analysis] | article | 75 |
2018 | Detecting Repeatable Performance In: Review of Financial Studies. [Full Text][Citation analysis] | article | 18 |
1991 | Volatility in the Foreign Currency Futures Market. In: Review of Financial Studies. [Full Text][Citation analysis] | article | 112 |
1993 | The Risk and Predictability of International Equity Returns. In: Review of Financial Studies. [Full Text][Citation analysis] | article | 433 |
1995 | The Risk Exposure of Emerging Equity Markets. In: The World Bank Economic Review. [Citation analysis] | article | 88 |
2017 | The management of political risk In: Journal of International Business Studies. [Full Text][Citation analysis] | article | 38 |
2010 | Portfolio selection with higher moments In: Quantitative Finance. [Full Text][Citation analysis] | article | 139 |
1991 | The Variation of Economic Risk Premiums. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 685 |
1992 | Dividends and S&P 100 index option valuation In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 17 |
2015 | The Strategic and Tactical Value of Commodity Futures In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 1 |
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