Marcin Kacperczyk : Citation Profile

Centre for Economic Policy Research (CEPR) (1% share)
Imperial College (99% share)

19

H index

24

i10 index

3267

Citations

RESEARCH PRODUCTION:

26

Articles

33

Papers

2

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   22 years (2002 - 2024). See details.
   Cites by year: 148
   Journals where Marcin Kacperczyk has often published
   Relations with other researchers
   Recent citing documents: 331.    Total self citations: 20 (0.61 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pka457
   Updated: 2025-05-10    RAS profile: 2024-11-07    
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Relations with other researchers

Works with:

Bolton, Patrick (3)

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

Is cited by:

Pastor, Lubos (33)

wermers, russell (27)

Stambaugh, Robert (24)

Peydro, Jose-Luis (16)

Acharya, Viral (16)

HASAN, IFTEKHAR (14)

La Spada, Gabriele (14)

Sialm, Clemens (12)

Tortosa-Ausina, Emili (12)

Guiso, Luigi (12)

Scholtens, Bert (12)

Cites to:

Hong, Harrison (12)

Shleifer, Andrei (12)

Sialm, Clemens (10)

Van Nieuwerburgh, Stijn (10)

Caballero, Ricardo (10)

Veldkamp, Laura (10)

Gennaioli, Nicola (9)

Pastor, Lubos (9)

Stroebel, Johannes (8)

merton, robert (7)

Gourinchas, Pierre-Olivier (7)

Main data

Where Marcin Kacperczyk has published?

Journals with more than one article published# docs
Journal of Finance5
The Review of Financial Studies4
Journal of Financial Economics3
Review of Finance3
The Quarterly Journal of Economics2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc13
CEPR Discussion Papers / C.E.P.R. Discussion Papers9

Recent works citing Marcin Kacperczyk (2025 and 2024)

YearTitle of citing document
2024ESG risk rating disagreement: implications on portfolio performance. (2024). Sandu, Diana-Mihaela. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(638):y:2024:i:1(638):p:161-168.

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2024Firm Entry and Exit with Unbounded Productivity Growth. (2024). Stachurski, John. In: Papers. RePEc:arx:papers:1910.14023.

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2025Strategic Informed Trading and the Value of Private Information. (2025). Robertson, Scott ; Anthropelos, Michail. In: Papers. RePEc:arx:papers:2404.08757.

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2024Ponzi Funds. (2024). van der Beck, Philippe ; Bouchaud, Jean-Philippe ; Villamaina, Dario. In: Papers. RePEc:arx:papers:2405.12768.

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2024Reciprocity in Interbank Markets. (2024). Honvehlmann, Lutz. In: Papers. RePEc:arx:papers:2412.10329.

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2024Do US Active Mutual Funds Make Good of Their ESG Promises? Evidence from Portfolio Holdings. (2024). Magnani, Monia ; Guidolin, Massimo. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp24220.

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2024From brown to green: Climate transition and macroprudential policy coordination. (2024). Lubello, Federico. In: BCL working papers. RePEc:bcl:bclwop:bclwp192.

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2024Geographic shareholder dispersion and mutual fund flow risk. (2024). Gil-Bazo, Javier ; Santioni, Raffaele ; Kempf, Alexander. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1461_24.

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2024PEnvironmental Preferences and Sector Valuations. (2024). Stalla-Bourdillon, Arthur ; Jourde, Tristan. In: Working papers. RePEc:bfr:banfra:964.

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2024Sectoral Dynamics of Safe Assets in Advanced Economies. (2024). Castells-Jauregui, Madalen ; Vanasco, Victoria ; Kuvshinov, Dmitry ; Richter, Bjorn. In: Working Papers. RePEc:bge:wpaper:1438.

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2024Geographic Shareholder Dispersion and Mutual Fund Flow Risk. (2024). Gil-Bazo, Javier ; Santioni, Raffaele. In: Working Papers. RePEc:bge:wpaper:1440.

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2025Climate-aware investing. (2025). Jegarasasingam, Anandakumar. In: BIS Papers. RePEc:bis:bisbps:155.

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2024Global Bank Lending and Exchange Rates. (2024). Schrimpf, Andreas ; Schmeling, Maik ; Becker, Jonas. In: BIS Working Papers. RePEc:bis:biswps:1161.

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2024The flow‐performance puzzle: Insights from passive and active ETFs. (2024). Yousefi, Hamed ; Najand, Mohammad ; Sun, Licheng. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3623-3656.

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2024The impact of organisation capital on inventory efficiency. (2024). Li, Tongxia ; Lu, Chun ; Xu, Lei. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3751-3779.

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2024Female directors and cash holdings adjustment: Evidence from South Korea. (2024). Aier, Jagadison K ; Jo, Eun Hye ; Lee, Jung Wha. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:4217-4249.

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2024Employee Stock Ownership Plans and Stock‐price Informativeness. (2024). Dai, Yunhao ; Zuo, Yuehua ; Huang, Xin ; Liu, Xiaojun. In: China & World Economy. RePEc:bla:chinae:v:32:y:2024:i:3:p:162-190.

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2024Mutual fund performance and manager assets: The negative effect of outside holdings. (2024). Evans, Richard ; Lipson, Marc ; Gilbazo, Javier. In: Financial Management. RePEc:bla:finmgt:v:53:y:2024:i:1:p:3-29.

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2024Does hedge fund managers’ industry experience matter for hedge fund activism?. (2024). Chen, Yuzi ; Kang, Junkoo ; Kim, Jinmo ; Brick, Ivan E. In: Financial Management. RePEc:bla:finmgt:v:53:y:2024:i:1:p:59-97.

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2024Financial debt contracting and managerial agency problems. (2024). Imbierowicz, Bjorn ; Streitz, Daniel. In: Financial Management. RePEc:bla:finmgt:v:53:y:2024:i:1:p:99-118.

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2024Do firms led by founders take higher risk?. (2024). Nishikawa, Yuka ; Lawrence, Edward ; Upadhyay, Arun. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:3:p:687-717.

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2024A review on ESG investing: Investors’ expectations, beliefs and perceptions. (2024). Stefanova, Denitsa ; Kräussl, Roman ; Oladiran, Tobi ; Krussl, Roman. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:476-502.

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2024Trading and Shareholder Democracy. (2024). Malenko, Nadya ; Maug, Ernst ; Levit, Doron. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:257-304.

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2024Informed Trading Intensity. (2024). Muravyev, Dmitriy ; Fos, Vyacheslav ; Bogousslavsky, Vincent. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:903-948.

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2024A Horizon‐Based Decomposition of Mutual Fund Value Added Using Transactions. (2024). Han, Jungsuk ; Xing, Ran ; Ruan, Hongxun ; van Binsbergen, Jules. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:1831-1882.

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2024Institutional investors and mispricing of unionized firms. (2024). Lantushenko, Viktoriya ; Marciukaityte, Dalia ; Szewczyk, Samuel H. In: Journal of Financial Research. RePEc:bla:jfnres:v:47:y:2024:i:2:p:249-274.

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2024Active mutual funds and their passive ETF investments. (2024). Chen, Hsiulang. In: Journal of Financial Research. RePEc:bla:jfnres:v:47:y:2024:i:2:p:367-399.

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2024Stock-Picking by Mutual Funds: Evidence from Trading in Family-Controlled Firms. (2024). XIE, Jing. In: Working Papers. RePEc:boa:wpaper:202411.

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2024Whose asset sales matter?. (2024). Bidder, Rhys ; Silvestri, Laura ; Coen, Jamie ; Lepore, Caterina. In: Bank of England working papers. RePEc:boe:boeewp:1088.

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2024Mixing QE and Interest Rate Policies at the Effective Lower Bound: Micro Evidence from the Euro Area. (2024). Timmer, Yannick ; Saidi, Farzad ; Bittner, Christian ; Rodnyansky, Alexander. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2024_552.

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2025Corporate Actions as Moral Issues. (2025). Iliewa, Zwetelina ; Spalt, Oliver ; Kempf, Elisabeth. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_649.

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2025Corporate Actions as Moral Issues. (2025). Kempf, Elisabeth ; Iliewa, Zwetelina ; Spalt, Oliver. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_649v2.

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2024First-mover advantage in funds revisited. (2024). Dunne, Peter ; Chen, Yuting. In: Research Technical Papers. RePEc:cbi:wpaper:6/rt/24.

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2025A Granular Look into Firms’ Cash Portfolios. (2025). Yook, Youngsuk. In: Working Papers. RePEc:cen:wpaper:25-02.

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2024Mispricing Narratives after Social Unrest. (2024). Ndiaye, Abdoulaye ; Rivera, Roman G ; Ba, Bocar A ; Whitefield, Alexander. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11264.

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2025Climate Policy Uncertainty and Firms and Investors Behavior. (2025). Carattini, Stefano ; Kruse, Tobias ; Berestycki, Clara ; Dechezleprtre, Antoine ; Basaglia, Piero. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11782.

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2024Climate risk, bank lending and monetary policy. (2024). Pagano, Marco ; Altavilla, Carlo ; Boucinha, Miguel ; Polo, Andrea. In: Working Paper Series. RePEc:ecb:ecbwps:20242969.

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2025Mitigating fragility in open-ended investment funds: the role of redemption restrictions. (2025). Vivar, Luis Molestina. In: Working Paper Series. RePEc:ecb:ecbwps:20253025.

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2025Investment funds and euro disaster risk. (2025). Kaufmann, Christoph ; Georgiadis, Georgios ; Longaric, Pablo Anaya ; Cera, Katharina. In: Working Paper Series. RePEc:ecb:ecbwps:20253029.

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2025Green and brown returns in a production economy. (2025). Schüler, Yves ; Schler, Yves ; Jaccard, Ivan ; Kockerols, Thore. In: Working Paper Series. RePEc:ecb:ecbwps:20253030.

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2025Fiscal and macroprudential policies during an energy crisis. (2025). Priftis, Romanos ; Schoenle, Raphael. In: Working Paper Series. RePEc:ecb:ecbwps:20253032.

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2024Time-varying Relationship between Fossil Fuel-Free Energy Indices and Economic Uncertainty: Global Evidence from Wavelet Coherence Approach. (2024). Durani, Farah. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-01-71.

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2024Firm-specific climate risk and market valuation. (2024). berkman, henk ; Soderstrom, Naomi ; Jona, Jonathan. In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:112:y:2024:i:c:s0361368224000072.

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2024Impact of regulating political connections on employee welfare attitude: Evidence from China. (2024). Hou, Xiaohui ; Zhao, Jingwen. In: Journal of Asian Economics. RePEc:eee:asieco:v:93:y:2024:i:c:s1049007824000551.

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2024Which ESG+F dimension matters most to retail investors? An experimental study on financial decisions and future generations. (2024). Benuzzi, Matteo ; Klaser, Klaudijo ; Bax, Karoline. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000965.

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2024Retail attention on earnings announcement days: Evidence from social media. (2024). Yung, Kenneth ; Cai, Qiuye. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:43:y:2024:i:c:s221463502400073x.

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2024Managerial sentiment and employment. (2024). Montone, Maurizio ; Zhu, Yuhao. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:43:y:2024:i:c:s2214635024000765.

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2024The confusion of taste and consumption: Evidence from a stated-choice experiment. (2024). Muck, Matthias ; Kleffel, Philipp. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:43:y:2024:i:c:s2214635024000790.

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2024Labor-saving innovations and capital structure. (2024). Wan, Chi ; Wang, Yan ; Qiu, Jiaping. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s0929119923001591.

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2024Overlapping institutional ownership along the supply chain and earnings management of supplier firms. (2024). Pan, Zheyao ; Gao, Lei ; Han, Jianlei ; Kim, Jeong-Bon. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s0929119923001694.

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2024Climate shocks, institutional investors, and the information content of stock prices. (2024). Martin-Flores, Jose M ; Blanco, Ivan ; Remesal, Alvaro. In: Journal of Corporate Finance. RePEc:eee:corfin:v:86:y:2024:i:c:s0929119924000294.

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2024Punishment or deterrence? Environmental justice construction and corporate equity financing––Evidence from environmental courts. (2024). Cheng, XU ; Zhang, Tao ; Zhou, Qiong ; Ren, Lei ; Zeng, Huixiang. In: Journal of Corporate Finance. RePEc:eee:corfin:v:86:y:2024:i:c:s0929119924000452.

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2024Dynamic incentive contracts for ESG investing. (2024). Yang, Zhaojun ; Zhang, Yuqian. In: Journal of Corporate Finance. RePEc:eee:corfin:v:87:y:2024:i:c:s0929119924000762.

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2024Do investors benefit from MiFID II unbundling?. (2024). Halling, Michael ; Froberg, Emelie. In: Journal of Corporate Finance. RePEc:eee:corfin:v:87:y:2024:i:c:s0929119924000774.

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2024Political uncertainty and institutional herding. (2024). Montone, Maurizio ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos. In: Journal of Corporate Finance. RePEc:eee:corfin:v:88:y:2024:i:c:s0929119924000890.

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2024Do corporate managers glean information from their stock prices? New evidence from Chinas strategic emerging industries. (2024). Ren, Pengyue ; Zhang, Teng ; Liu, Xuan ; Xu, Zhiwei. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002311.

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2024Monetary and macroprudential policies: How to Be green? A political-economy approach. (2024). Masciandaro, Donato ; Russo, Riccardo. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002888.

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2024Does swing pricing reduce investment funds’ liquidity risk in times of market stress? – Evidence from the March-2020 episode. (2024). Fong, Tom Pak-Wing ; Wong, Joe Ho-Yeung ; Wu, Gabriel Shui-Tang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000433.

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2024Macro topology structure and evolution of Chinese Public Funds’ Co-holding Network. (2024). Liu, Zhenchun ; Guo, Xiaoping ; Fan, Ningyuan ; Wang, Jianwei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001591.

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2024Size and ESG premiums: Evidence from Chinese A-share market. (2024). Wu, Yanran ; Zhou, Riwang ; Zhang, Chao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001712.

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2024Hard to digest investments: People oppose investment in both conventional and cultured meat producers. (2024). Niszczota, Pawe ; Baszczyski, Jakub. In: Ecological Economics. RePEc:eee:ecolec:v:218:y:2024:i:c:s0921800923003579.

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2025The biodiversity premium. (2025). Zerbib, Olivier ; Giroux, Thomas ; Coqueret, Guillaume. In: Ecological Economics. RePEc:eee:ecolec:v:228:y:2025:i:c:s092180092400332x.

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2024Flight-to-quality—Money market mutual funds and stablecoins during the March 2023 banking crisis. (2024). Smales, Lee ; Oefele, Nico ; Baur, Dirk G. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s0165176523004901.

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2024Data analysis technology and inequality in capital costs. (2024). Wang, Shihao ; Xu, Fengmin ; Li, Benchu. In: Economics Letters. RePEc:eee:ecolet:v:237:y:2024:i:c:s0165176524001459.

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2024The dark side of “flight-to-safety”: Evidence from macroeconomic tail risk beta. (2024). Fang, Zhenming ; Li, Tong ; Yao, Shouyu ; Wang, Chunfeng. In: Economics Letters. RePEc:eee:ecolet:v:241:y:2024:i:c:s0165176524002799.

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2024Mutual fund illiquidity, selling pressure, and left-tail risk in stocks. (2024). Chen, Lili ; Liu, Jianxiang. In: Economics Letters. RePEc:eee:ecolet:v:242:y:2024:i:c:s0165176524003409.

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2024Climate risks, corporate bonds, and economic uncertainty. (2024). Lalwani, Vaibhav. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004683.

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2024The countdown to carbon neutrality: Implications for passive investors. (2024). Rigoni, Ugo ; Carta, Matteo. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524005081.

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2024Common volatility shocks driven by the global carbon transition. (2024). Hendry, David ; Campos-Martins, Susana. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407623001665.

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2024The role of emission disclosure for the low-carbon transition. (2024). Kolb, Benedikt ; Frankovic, Ivan. In: European Economic Review. RePEc:eee:eecrev:v:167:y:2024:i:c:s0014292124001211.

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2024A note on Steuer and Utz’s (2023) multi-objective optimization approach for generating sustainability-efficient fronts. (2024). Marohn, Marcel ; Auer, Benjamin R. In: European Journal of Operational Research. RePEc:eee:ejores:v:316:y:2024:i:2:p:792-797.

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2024Banks balance sheet management as a bargaining tool: Evidence from Brazilian labor strikes. (2024). Wang, Weichao ; Manu, Sylvester Adasi ; Behr, Patrick. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014123000997.

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2024Culture imprint and gambling preference: Evidence from individual investors trading in the Chinese stock market. (2024). Wang, Ziqiao ; Chen, Xuehong ; Zhang, Xiaotao ; Hao, Jing. In: Emerging Markets Review. RePEc:eee:ememar:v:60:y:2024:i:c:s1566014124000311.

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2024Information acquisition and processing skills of institutions and retail investors around information shocks. (2024). Tsai, Shih-Chuan ; Fung, Scott ; Obaid, Khaled. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000306.

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2024Effects of customer unionization on supplier relationships and supplier value. (2024). Kim, Hyemin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000501.

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2024Does carbon risk exposure make funds more vulnerable?. (2024). Wang, HU. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000586.

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2024The value of information in China’s connected market. (2024). Wang, Yuehan ; Chen, Keqi ; Zhu, Xiaoquan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000616.

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2024Corporate ESG rating divergence and excess stock returns. (2024). Jiao, Shuaipeng ; Wang, Haijun ; Sun, Guanglin ; Ge, Chen. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007740.

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2024Optimal monetary policy responses to carbon and green bubbles:A two-sector DSGE analysis. (2024). Zhang, Dayong ; Chan, Ying Tung ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s014098832300779x.

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2024Climate change exposure and cost of equity. (2024). Sensoy, Ahmet ; Cepni, Oguzhan ; Yilmaz, Muhammed Hasan. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007867.

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2024Carbon emission and firms’ value: Evidence from Europe. (2024). Perdichizzi, Salvatore ; Maso, Lorenzo Dal ; Buchetti, Bruno ; Cicchiello, Antonella Francesca. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s014098832400032x.

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2024Determinants and effects of country ESG controversy. (2024). Beckmann, Joscha ; Rogmann, Jennifer. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000343.

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2024Credit default swaps and corporate carbon emissions in Japan. (2024). Okimoto, Tatsuyoshi ; Takaoka, Sumiko. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002123.

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2024Portfolio management of ESG-labeled energy companies based on PTV and ESG factors. (2024). Alonso, Maria-Teresa ; Esparcia, Carlos ; Diaz, Antonio. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002536.

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2024The carbon premium: Correlation or causality? Evidence from S&P 500 companies. (2024). Nag, Suryadeepto ; Chakrabarty, Siddhartha P ; Basu, Sankarshan ; Sankar, Namasi G. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003438.

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2024“Carbon” boards and transition risk: Explicit and implicit exposure implications for total stock returns and dividends payouts. (2024). Xepapadeas, Anastasios ; Guastella, Gianni ; Pareglio, Stefano ; Borghesi, Simone ; Mazzarano, Matteo. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004870.

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2024Verified carbon emissions and stock returns in the EU Emissions Trading System. (2024). Galanti, Sébastien ; Benchora, Inessa. In: Energy Policy. RePEc:eee:enepol:v:193:y:2024:i:c:s0301421524002842.

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2024Stock price swings and fundamentals: The role of Knightian uncertainty. (2024). Mangee, Nicholas. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005033.

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2024Have shifts in investor tastes led the market portfolio to capture ESG preferences?. (2024). Rojo-Suarez, Javier ; Alonso-Conde, Ana B. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005355.

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2024Book-tax differences, dividend payout, and firm value. (2024). Dyussembina, Saule ; Park, Kunsu. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005537.

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2024Sustainability and credit spreads in Japan. (2024). Okimoto, Tatsuyoshi ; Takaoka, Sumiko. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005689.

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2024Employment protection and environmental corporate social responsibility: Evidence from China. (2024). Chiang, Yao-Min ; Liu, Haiming. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000103.

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2024The mutual funds puzzle and the elusive von Neumann-Morgenstern preference relation. (2024). Sonenshine, Ralph ; David, OR ; Nisani, Doron ; Shelef, Amit. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000310.

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2024Carbon intensity and market pricing: An asymmetric valuation. (2024). Mariani, Massimo ; D'Ercole, Francesco ; Frascati, Domenico ; Caragnano, Alessandra. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001236.

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2024Abnormal temperature and the cross-section of stock returns in China. (2024). Zhang, Yaojie ; Wang, Yudong ; He, Mengxi ; Song, Bingheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002060.

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2024MSCI index inclusion and price efficiency evidence from China. (2024). Xia, Xinping ; Jiao, Menglei ; Li, Antai. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002606.

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2024Do Chinese carbon-intensive stocks overreact to climate transition risk? Evidence from the COP26 news. (2024). Ge, Xiaowen ; Cao, Ruiyi ; Xue, Minggao. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002667.

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2024The investment behavior of China-connected mutual funds in the pandemic: Information advantage through operational link. (2024). Tan, Kian ; Hoang, Lai T ; Yang, Joey W. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002412.

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2024Institutional consensus after earnings announcements: Information or crowding?. (2024). Klein, Olga. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002874.

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2024Political investing of mutual funds. (2024). Zhao, Zhao ; Kong, Dongmin. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003600.

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2024Sustainable investments in volatile times: Nexus of climate change risk, ESG practices, and market volatility. (2024). bagh, tanveer ; Guo, Yongsheng ; Zhu, Xiaoxian ; Naseer, Mirza Muhammad. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004241.

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

Marcin Kacperczyk is editor of

Journal
Review of Finance

Works by Marcin Kacperczyk:

YearTitleTypeCited
2010When Safe Proved Risky: Commercial Paper during the Financial Crisis of 2007-2009 In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article162
2009When Safe Proved Risky: Commercial Paper During the Financial Crisis of 2007-2009.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 162		paper
2022The Financial Cost of Carbon In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article16
2005On the Industry Concentration of Actively Managed Equity Mutual Funds In: Journal of Finance.
[Full Text][Citation analysis]		article378
2004On the Industry Concentration of Actively Managed Equity Mutual Funds.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 378		paper
2007Fund Manager Use of Public Information: New Evidence on Managerial Skills In: Journal of Finance.
[Full Text][Citation analysis]		article149
2014Time-Varying Fund Manager Skill In: Journal of Finance.
[Full Text][Citation analysis]		article196
2012Time-Varying Fund Manager Skill.(2012) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 196		paper
2011Time-Varying Fund Manager Skill.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 196		paper
2021The Private Production of Safe Assets In: Journal of Finance.
[Full Text][Citation analysis]		article16
2017The Private Production of Safe Assets.(2017) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2017The Private Production of Safe Assets.(2017) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 16		paper
2017The Private Production of Safe Assets.(2017) In: HEC Research Papers Series.
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This paper has nother version. Agregated cites: 16		paper
2024Legal Risk and Insider Trading In: Journal of Finance.
[Full Text][Citation analysis]		article1
2024ESG Investing and Stock Return Comovements In: Working Papers.
[Full Text][Citation analysis]		paper0
When are Mutual Fund Investors Smart? Evidence from Conditional Fund Flows In: GSIA Working Papers.
[Full Text][Citation analysis]		paper0
2018Investor Sophistication and Capital Income Inequality In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper65
2019Investor sophistication and capital income inequality.(2019) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 65		article
2015Investor sophistication and capital income inequality.(2015) In: NBP Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 65		paper
2014Investor Sophistication and Capital Income Inequality.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 65		paper
2018Chasing Private Information In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper27
2019Chasing Private Information.(2019) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		article
2019Becker Meets Kyle: Inside Insider Trading In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper2
2019Swing Pricing and Fragility in Open-end Mutual Funds In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper33
2019Swing Pricing and Fragility in Open-end Mutual Funds.(2019) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		paper
2022Swing Pricing and Fragility in Open-End Mutual Funds.(2022) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		article
2020Carbon Premium around the World In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper22
2020Do Investors Care about Carbon Risk? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper295
2021Do investors care about carbon risk?.(2021) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 295		article
2020Do Investors Care about Carbon Risk?.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 295		paper
2011Labor Unions, Operating Flexibility, and the Cost of Equity In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article157
2002Do Optimists Grow Faster and Invest More? In: Royal Economic Society Annual Conference 2002.
[Full Text][Citation analysis]		paper1
2004A Bayesian semiparametric approach to pricing the S&P 500 index options In: Econometric Society 2004 North American Winter Meetings.
[Citation analysis]		paper0
2017The unintended consequences of the zero lower bound policy In: Journal of Financial Economics.
[Full Text][Citation analysis]		article127
2016The Unintended Consequences of the Zero Lower Bound Policy.(2016) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 127		paper
2009The price of sin: The effects of social norms on markets In: Journal of Financial Economics.
[Full Text][Citation analysis]		article842
2005Unobserved Actions of Mutual Funds In: NBER Working Papers.
[Full Text][Citation analysis]		paper233
2008Unobserved Actions of Mutual Funds.(2008) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 233		article
2009Is Investor Rationality Time Varying? Evidence from the Mutual Fund Industry In: NBER Working Papers.
[Full Text][Citation analysis]		paper7
2016Is Investor Rationality Time Varying? Evidence from the Mutual Fund Industry*.(2016) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		chapter
2009Rational Attention Allocation Over the Business Cycle In: NBER Working Papers.
[Full Text][Citation analysis]		paper15
2011Implicit Guarantees and Risk Taking: Evidence from Money Market Funds In: NBER Working Papers.
[Full Text][Citation analysis]		paper11
2018Do Foreign Investors Improve Market Efficiency? In: NBER Working Papers.
[Full Text][Citation analysis]		paper11
2021Global Pricing of Carbon-Transition Risk In: NBER Working Papers.
[Full Text][Citation analysis]		paper41
2023Firm Commitments In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2010Competition and Bias In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]		article151
2013How Safe Are Money Market Funds? In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]		article127
2022Do Security Analysts Discipline Credit Rating Agencies? In: The Review of Corporate Finance Studies.
[Full Text][Citation analysis]		article2
2011Do Nonfinancial Stakeholders Affect the Pricing of Risky Debt? Evidence from Unionized Workers In: Review of Finance.
[Full Text][Citation analysis]		article47
2022Sustainable Finance In: Review of Finance.
[Full Text][Citation analysis]		article8
2024Are Carbon Emissions Associated with Stock Returns? Comment In: Review of Finance.
[Full Text][Citation analysis]		article3
2021Do Foreign Institutional Investors Improve Price Efficiency? In: The Review of Financial Studies.
[Full Text][Citation analysis]		article49
2018Does Aggregate Buyer Satisfaction affect Household Consumption Growth? In: DOCFRADIS Working Papers.
[Full Text][Citation analysis]		paper0
2009Recessions are a Time to Shine: A theory of attention allocation over the business cycle In: 2009 Meeting Papers.
[Citation analysis]		paper0
2013Investor Polarization, Trading Volume, and Return Dynamics In: 2013 Meeting Papers.
[Full Text][Citation analysis]		paper0
2017Market Power and Informational Efficiency In: 2017 Meeting Papers.
[Full Text][Citation analysis]		paper1
2013A new class of Bayesian semi-parametric models with applications to option pricing In: Quantitative Finance.
[Full Text][Citation analysis]		article0
2022Net-Zero Carbon Portfolio Alignment In: Financial Analysts Journal.
[Full Text][Citation analysis]		article3
2016A Rational Theory of Mutual Funds Attention Allocation In: Econometrica.
[Full Text][Citation analysis]		article69
2009Hedge Funds in the Aftermath of the Financial Crisis In: Financial Markets, Institutions & Instruments.
[Full Text][Citation analysis]		article0
2024Net-Zero Investing In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team