22
H index
28
i10 index
6985
Citations
University of California-Berkeley | 22 H index 28 i10 index 6985 Citations RESEARCH PRODUCTION: 39 Articles 31 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 Hayne Ellis Leland. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Finance | 6 |
American Economic Review | 6 |
Review of Economic Studies | 4 |
Journal of Political Economy | 3 |
Bell Journal of Economics | 3 |
Review of Financial Studies | 2 |
The Quarterly Journal of Economics | 2 |
Finance | 2 |
Working Papers Series with more than one paper published | # docs |
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Research Program in Finance Working Papers / University of California at Berkeley | 26 |
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University | 2 |
Year | Title of citing document | |
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2022 | . Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Valuación de Títulos de Deuda Indexados al Comportamiento de un Índice Accionario: Un Modelo con Riesgo de Crédito. (2023). Perillo, Marcelo Fabian. In: Revista de Análisis Económico y Financiero. RePEc:alp:revaef:11-01. Full description at Econpapers || Download paper | |
2022 | Determinants of Interest Rates in the P2P Consumer Lending Market: How Rational are Investors?. (2020). Wernli, Reto ; Dietrich, Andreas. In: Papers. RePEc:arx:papers:2003.11347. Full description at Econpapers || Download paper | |
2022 | Hedging using reinforcement learning: Contextual $k$-Armed Bandit versus $Q$-learning. (2020). Nuti, Giuseppe ; Cannelli, Loris ; Szehr, Oleg ; Sala, Marzio. In: Papers. RePEc:arx:papers:2007.01623. Full description at Econpapers || Download paper | |
2022 | Only Time Will Tell: Credible Dynamic Signaling. (2020). Starkov, Egor. In: Papers. RePEc:arx:papers:2007.09568. Full description at Econpapers || Download paper | |
2023 | Recent Advances in Reinforcement Learning in Finance. (2021). Yang, Huining ; Xu, Renyuan ; Hambly, Ben. In: Papers. RePEc:arx:papers:2112.04553. Full description at Econpapers || Download paper | |
2022 | Equilibrium Defaultable Corporate Debt and Investment. (2022). Chen, Hong ; Frank, Murray Zed. In: Papers. RePEc:arx:papers:2202.05885. Full description at Econpapers || Download paper | |
2023 | Cost-efficient Payoffs under Model Ambiguity. (2022). Vanduffel, Steven ; Lux, Thibaut ; Junike, Gero ; Bernard, Carole. In: Papers. RePEc:arx:papers:2207.02948. Full description at Econpapers || Download paper | |
2022 | Linear and Nonlinear Partial Integro-Differential Equations arising from Finance. (2022). Udeani, Cyril Izuchukwu ; Sevcovic, Daniel ; Grossinho, Maria ; Cruz, Jose. In: Papers. RePEc:arx:papers:2207.11568. Full description at Econpapers || Download paper | |
2023 | Endogenous Network Valuation Adjustment and the Systemic Term Structure in a Dynamic Interbank Model. (2022). Sojmark, Andreas ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:2211.15431. Full description at Econpapers || Download paper | |
2023 | Double free boundary problem for defaultable corporate bond with credit rating migration risks and their asymptotic behaviors. (2023). Brauner, Claude-Michel ; Liang, Jin ; Dong, Yuchao. In: Papers. RePEc:arx:papers:2301.10898. 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 | Financial Structure, Firm Size and Financial Growth of Non-Financial Firms Listed at the Nairobi Securities Exchange. (2023). Wepukhulu, Joshua Matanda ; Oluoch, Oluoch ; Shikumo, David Haritone. In: Papers. RePEc:arx:papers:2303.10910. Full description at Econpapers || Download paper | |
2023 | Option pricing using a skew random walk pricing tree. (2023). Fabozzi, Frank J ; Rachev, Svetlozar T ; Lindquist, Brent W ; Hu, Yuan. In: Papers. RePEc:arx:papers:2303.17014. Full description at Econpapers || Download paper | |
2023 | With a Grain of Salt: Uncertain Relevance of External Information and Firm Disclosures. (2023). Wiedman, Elyashiv ; Michaeli, Beatrice ; Libgober, Jonathan. In: Papers. RePEc:arx:papers:2304.09262. Full description at Econpapers || Download paper | |
2023 | Deep Learning for Solving and Estimating Dynamic Macro-Finance Models. (2023). Gu, Zhouzhou ; Jiao, Anran ; Qiao, Edward ; Fan, Benjamin ; Lu, LU ; Li, Wenhao. In: Papers. RePEc:arx:papers:2305.09783. Full description at Econpapers || Download paper | |
2023 | Reinforcement Learning for Credit Index Option Hedging. (2023). Vittori, Edoardo ; Trapletti, Michele ; Pinciroli, Marco ; Mandelli, Francesco. In: Papers. RePEc:arx:papers:2307.09844. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | The Financial Origins of Non-fundamental Risk. (2022). Singh, Sanjay ; Dogra, Keshav ; Acharya, Sushant. In: Staff Working Papers. RePEc:bca:bocawp:22-4. Full description at Econpapers || Download paper | |
2022 | The Financing Structure of NonFinancial Corporations and MacroFinancial Implications in France. (2022). Thubin, Camille ; Goncalves, Thomas ; Gebauer, Stefan ; Dees, Stephane. In: Working papers. RePEc:bfr:banfra:880. Full description at Econpapers || Download paper | |
2022 | Private sector debt and financial stability. (2022). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:67. Full description at Econpapers || Download paper | |
2022 | Signalling in Initial Coin Offerings: The Key Role of Entrepreneurs’ Self?efficacy and Media Presence. (2022). Roder, Florian ; Czaja, Daniel. In: Abacus. RePEc:bla:abacus:v:58:y:2022:i:1:p:24-61. Full description at Econpapers || Download paper | |
2022 | A study on the effect of joint supervision between auditors and sponsors: evidence from China. (2022). Li, Zeyu ; Zhang, Weidong ; Tulig, Steve ; Wang, Jenny Jing. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:2:p:2757-2780. Full description at Econpapers || Download paper | |
2022 | Innovation information disclosure and stock price crash risk?based supervision and insurance effect path analysis. (2022). Xiao, Xiang ; Yu, Ziqin. In: Australian Economic Papers. RePEc:bla:ausecp:v:61:y:2022:i:3:p:534-590. Full description at Econpapers || Download paper | |
2022 | Cost uncertainty in an oligopoly with endogenous entry. (2022). Goerke, Laszlo ; de Pinto, Marco. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:4:p:927-948. Full description at Econpapers || Download paper | |
2022 | Historical evidence for larger government spending multipliers in uncertain times than in slumps. (2022). Goemans, Pascal. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:3:p:1164-1185. Full description at Econpapers || Download paper | |
2023 | Leverage and firm value. (2023). Brigida, Matthew ; Barboza, Gustavo A ; Pratt, William R. In: Economic Notes. RePEc:bla:ecnote:v:52:y:2023:i:2:n:e12218. Full description at Econpapers || Download paper | |
2022 | Bank bailouts, bail?ins, or no regulatory intervention? A dynamic model and empirical tests of optimal regulation and implications for future crises. (2022). Tsyplakov, Sergey ; Roman, Raluca A ; Himmelberg, Charles P ; Berger, Allen N. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:4:p:1031-1090. Full description at Econpapers || Download paper | |
2022 | Certification by financial and legal advisors in private debt markets. (2022). Soumare, Issouf ; Power, Gabriel J ; Tandja, Djerry C. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:4:p:893-923. Full description at Econpapers || Download paper | |
2022 | Multi?tier pricing in uniform and non?uniform tax/subsidy systems. (2022). Chen, Tailiang ; Chang, Winston W. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:18:y:2022:i:4:p:486-508. Full description at Econpapers || Download paper | |
2023 | Pricing contingent convertibles with idiosyncratic risk. (2023). Yang, Zhaojun ; Zeng, Pingping ; Wang, Xiaolin. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:19:y:2023:i:3:p:660-693. Full description at Econpapers || Download paper | |
2023 | A note on changes in additive risky benefits and risky costs. (2023). Menegatti, Mario. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:19:y:2023:i:3:p:753-763. Full description at Econpapers || Download paper | |
2022 | The way digitalization is impacting international financial markets: Stock price synchronicity. (2022). Shi, Lei ; Darougar, Layla ; Moeini, Mahdi M ; Chen, Chen. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:3:p:396-415. Full description at Econpapers || Download paper | |
2022 | Government economic policy uncertainty and corporate debt contracting. (2022). Phan, Hieu V. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:1:p:169-199. Full description at Econpapers || Download paper | |
2022 | Do Market Prices Improve the Accuracy of Court Valuations in Chapter 11?. (2022). Lewis, Ryan ; Franks, Julian ; Demiroglu, Cem. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:1179-1218. Full description at Econpapers || Download paper | |
2022 | Regulation of Charlatans in High?Skill Professions. (2022). van Binsbergen, Jules H ; Berk, Jonathan B. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:1219-1258. Full description at Econpapers || Download paper | |
2022 | Debt Refinancing and Equity Returns. (2022). Wagner, Christian ; Nagler, Florian ; Friewald, Nils. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:4:p:2287-2329. Full description at Econpapers || Download paper | |
2022 | Commodity Financialization and Information Transmission. (2022). Yang, Liyan ; Goldstein, Itay. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:5:p:2613-2667. Full description at Econpapers || Download paper | |
2022 | Rare Disasters, Financial Development, and Sovereign Debt. (2022). Yang, Jinqiang ; Wang, Neng ; Rebelo, Sergio. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:5:p:2719-2764. Full description at Econpapers || Download paper | |
2022 | A Theory of Equivalent Expectation Measures for Contingent Claim Returns. (2022). Zhuo, Xiaoyang ; Nawalkha, Sanjay K. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:5:p:2853-2906. Full description at Econpapers || Download paper | |
2022 | Loan Terms and Collateral: Evidence from the Bilateral Repo Market. (2022). Landoni, Mattia ; Auh, Jun Kyung. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:6:p:2997-3036. Full description at Econpapers || Download paper | |
2022 | Bond covenants and investment policy. (2022). Docgne, Sandrine. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:3:p:551-578. Full description at Econpapers || Download paper | |
2022 | Should lenders also advise? Evidence from project loans. (2022). Mbianda, Djerry C ; Power, Gabriel J. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:4:p:961-985. Full description at Econpapers || Download paper | |
2023 | The role of bank lenders in firm leverage adjustments. (2023). Chen, Kai ; Zhu, Feifei ; Gao, Wenlian. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:63-97. Full description at Econpapers || Download paper | |
2022 | The Role of Disclosure and Information Intermediaries in an Unregulated Capital Market: Evidence from Initial Coin Offerings. (2022). Ellahie, Atif ; Macciocchi, Daniele ; de George, Emmanuel T ; Bourveau, Thomas. In: Journal of Accounting Research. RePEc:bla:joares:v:60:y:2022:i:1:p:129-167. Full description at Econpapers || Download paper | |
2022 | Occupational Licensing and Accountant Quality: Evidence from the 150?Hour Rule. (2022). Barrios, John M. In: Journal of Accounting Research. RePEc:bla:joares:v:60:y:2022:i:1:p:3-43. Full description at Econpapers || Download paper | |
2022 | Incentive and welfare effects of correlated returns. (2022). Rey, Beatrice ; Peter, Richard ; Courbage, Christophe. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:89:y:2022:i:1:p:5-34. Full description at Econpapers || Download paper | |
2022 | On buybacks, dilutions, dividends, and the pricing of stock?based claims. (2022). Ritchken, Peter H ; McWalter, Thomas A ; Backwell, Alex. In: Mathematical Finance. RePEc:bla:mathfi:v:32:y:2022:i:1:p:273-308. Full description at Econpapers || Download paper | |
2023 | Recent advances in reinforcement learning in finance. (2023). Yang, Huining ; Xu, Renyuan ; Hambly, Ben. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:3:p:437-503. Full description at Econpapers || Download paper | |
2023 | A Leland model for delta hedging in central risk books. (2023). Webster, Kevin ; Wang, Zexin ; Muhlekarbe, Johannes. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:3:p:504-547. Full description at Econpapers || Download paper | |
2022 | A model for wind farm management with option interactions. (2022). Rivera, Alejandro ; Chevalierroignant, Benoit ; Bensoussan, Alain. In: Production and Operations Management. RePEc:bla:popmgt:v:31:y:2022:i:7:p:2853-2871. Full description at Econpapers || Download paper | |
2022 | Asymmetric information, quality, and regulations. (2022). Macedoni, Luca. In: Review of International Economics. RePEc:bla:reviec:v:30:y:2022:i:4:p:1180-1198. Full description at Econpapers || Download paper | |
2022 | Lockdown, Earnings Losses and Household Asset Buffers in Europe. (2022). Nolan, Brian ; Marx, Ive ; Kuypers, Sarah ; Palomino, Juan C. In: Review of Income and Wealth. RePEc:bla:revinw:v:68:y:2022:i:2:p:428-470. Full description at Econpapers || Download paper | |
2022 | INSIDER TRADING, STOCK VOLATILITY, AND MARKET LIQUIDITY IN THE KOREAN CAPITAL MARKET. (2022). Gyungmin, Pyo. In: Studies in Business and Economics. RePEc:blg:journl:v:17:y:2022:i:3:p:175-189. Full description at Econpapers || Download paper | |
2022 | Chronicle of a death foretold: does higher volatility anticipate corporate default?. (2022). Fornari, Fabio ; Busetto, Filippo ; Ampudia, Miguel. In: Bank of England working papers. RePEc:boe:boeewp:1001. Full description at Econpapers || Download paper | |
2022 | Occupational Regulation, Institutions, and Migrants Labor Market Outcomes. (2022). Rostam-Afschar, Davud ; Pagliero, Mario ; Koumenta, Maria. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:685. Full description at Econpapers || Download paper | |
2022 | Patents that match your standards: firm-level evidence on competition and innovation. (2022). Zago, Riccardo ; Schmidt, Julia ; Bergeaud, Antonin. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1881. Full description at Econpapers || Download paper | |
2023 | The signaling value of legal form in debt financing. (2023). Vanhaverbeke, Steven ; Mahieu, Jeroen ; Bracht, Felix. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1914. Full description at Econpapers || Download paper | |
2023 | The Financial and Non-Financial Performance of Token-Based Crowdfunding: Certification Arbitrage, Investor Choice, and the Optimal Timing of ICOs. (2023). Momtaz, Paul P ; Hornuf, Lars ; Drobetz, Wolfgang ; Dombrowski, Niclas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10393. Full description at Econpapers || Download paper | |
2023 | Does U.S. Monetary Policy Respond to Macroeconomic Uncertainty?. (2023). Piccillo, Giulia ; Gomez, Thomas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10407. Full description at Econpapers || Download paper | |
2023 | Aggregate Insider Trading and Stock Market Volatility in the UK. (2023). Spagnolo, Nicola ; Kyriacou, Kyriacos ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10511. Full description at Econpapers || Download paper | |
2023 | Precautionary Savings, Loss Aversion, and Risk: Theory and Evidence. (2023). Georgalos, Konstantinos ; Hajimoladarvish, Narges ; Dhami, Sanjit. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10570. Full description at Econpapers || Download paper | |
2022 | Corporate Debt and Stock Returns: Evidence from U.S. Firms During the 2020 Oil Crash. (2022). Pham, Anh ; Nguyen, Kate ; Cho, Caleb ; Arezki, Rabah. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9770. Full description at Econpapers || Download paper | |
2022 | The Social Cost of Carbon with Intragenerational Inequality under Economic Uncertainty. (2022). Groom, Ben ; Emmerling, Johannes ; van der Ploeg, Rick ; VAN DERPLOEG, RICK . In: CESifo Working Paper Series. RePEc:ces:ceswps:_9777. Full description at Econpapers || Download paper | |
2023 | Macroprudential Regulation: A Risk Management Approach. (2023). van Wijnbergen, Sweder ; Dimitrov, Daniel. In: Working Papers. RePEc:dnb:dnbwpp:765. Full description at Econpapers || Download paper | |
2022 | A Positive Effect of Uncertainty Shocks on the Economy: Is the Chase Over ?. (2022). Himounet, Nicolas ; Vauday, Julien ; Serranito, Francisco. In: EconomiX Working Papers. RePEc:drm:wpaper:2022-26. Full description at Econpapers || Download paper | |
2022 | Solving the Life-Cycle Model with Labour Income Uncertainty: Some Implications of Income Volatility for Consumption Plan. (2022). Molana, Hassan ; Chen, Yu-Fu. In: Dundee Discussion Papers in Economics. RePEc:dun:dpaper:303. Full description at Econpapers || Download paper | |
2022 | Chronicle of a death foretold: does higher volatility anticipate corporate default?. (2022). Fornari, Fabio ; Busetto, Filippo ; Ampudia, Miguel. In: Working Paper Series. RePEc:ecb:ecbwps:20222749. Full description at Econpapers || Download paper | |
2022 | Financial Inclusion and Poverty Alleviation in Akwa Ibom State, Nigeria: The Case Study of Small and Medium Enterprises. (2022). Ita, Asuquo Joseph ; Peter, Lebo Monica ; Henry, James Tumba ; Walter, Mboto Hellen ; Ndem, Bassey Enya. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-05-14. Full description at Econpapers || Download paper | |
2023 | Consumers demand for operational licencing: evidence from Airbnb in Paris. (2023). Baos-Pino, Jose Francisco ; Mayor, Matias ; Balado-Naves, Roberto ; Boto-Garcia, David. In: Annals of Tourism Research. RePEc:eee:anture:v:100:y:2023:i:c:s0160738323000397. Full description at Econpapers || Download paper | |
2022 | Risk modelling on liquidations with Lévy processes. (2022). Wang, Wenyuan ; Li, Shuanming ; Chen, Ping ; Zhang, Aili. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:412:y:2022:i:c:s0096300321006688. Full description at Econpapers || Download paper | |
2022 | Optimal exercise of American puts with transaction costs under utility maximization. (2022). Zhu, Song-Ping ; Yan, Dong ; Lu, Xiaoping. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:415:y:2022:i:c:s0096300321007682. Full description at Econpapers || Download paper | |
2022 | Penalty and penalty-like methods for nonlinear HJB PDEs. (2022). Wu, Ruining ; Christara, Christina C. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:425:y:2022:i:c:s0096300322001011. Full description at Econpapers || Download paper | |
2023 | The asymmetric impact of economic policy uncertainty on global retail energy markets: Are the markets responding to the fear of the unknown?. (2023). Orji, Anthony ; Ojonta, Obed I ; Mba, Ifeoma C ; Ukwueze, Ezebuilo R ; Ogbuabor, Jonathan E. In: Applied Energy. RePEc:eee:appene:v:334:y:2023:i:c:s0306261923000351. Full description at Econpapers || Download paper | |
2022 | Higher order risk attitudes of financial experts. (2022). Noussair, Charles ; Bottasso, Anna ; Hanaki, Nobuyuki ; Guerci, Eric ; Duchene, Sebastien. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:34:y:2022:i:c:s2214635022000211. Full description at Econpapers || Download paper | |
2022 | CEO-friendly boards and seasoned equity offerings. (2022). Akter, Maimuna ; Subedi, Meena ; Hasan, Md Nazmul. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:36:y:2022:i:c:s2214635022000831. Full description at Econpapers || Download paper | |
2022 | Mobile payment and Chinese rural household consumption. (2022). Guo, Jianhao ; Wu, Yaqian ; Zhao, Chunkai. In: China Economic Review. RePEc:eee:chieco:v:71:y:2022:i:c:s1043951x21001371. Full description at Econpapers || Download paper | |
2022 | Pricing American options with stochastic volatility and small nonlinear price impact: A PDE approach. (2022). Yang, Ben-Zhang ; Hu, Zhihao ; Lin, Sha. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:163:y:2022:i:c:s0960077922007718. Full description at Econpapers || Download paper | |
2022 | Why are distressed firms acquisitive?. (2022). Zhang, Eden Quxian. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119921002480. Full description at Econpapers || Download paper | |
2022 | Real options, risk aversion and markets: A corporate finance perspective. (2022). Ewald, Christian-Oliver ; Taub, Bart. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119922000074. Full description at Econpapers || Download paper | |
2022 | Venture capital investment in university spin-offs: Evidence from an emerging economy. (2022). Li, Dongfu Franco ; Harrison, Richard T ; Fu, Xiaoqing Maggie. In: Journal of Corporate Finance. RePEc:eee:corfin:v:74:y:2022:i:c:s0929119922000402. Full description at Econpapers || Download paper | |
2022 | Banks’ risk taking and creditors’ bargaining power. (2022). Raviv, Alon ; Lazar, Sharon Peleg ; Heller, Yuval. In: Journal of Corporate Finance. RePEc:eee:corfin:v:74:y:2022:i:c:s0929119922000414. Full description at Econpapers || Download paper | |
2022 | Debt structure and debt overhang. (2022). Zhang, Hai ; Xia, Xin ; Gan, Liu. In: Journal of Corporate Finance. RePEc:eee:corfin:v:74:y:2022:i:c:s0929119922000438. Full description at Econpapers || Download paper | |
2022 | Confidence and capital raising. (2022). Wei, Xingjie ; Vismara, Silvio ; Huang, Winifred. In: Journal of Corporate Finance. RePEc:eee:corfin:v:77:y:2022:i:c:s0929119921000213. Full description at Econpapers || Download paper | |
2022 | Contingent convertible bonds: Optimal call strategy and the impact of refinancing. (2022). Rossmann, Philipp ; Koziol, Christian. In: Journal of Corporate Finance. RePEc:eee:corfin:v:77:y:2022:i:c:s0929119922001201. Full description at Econpapers || Download paper | |
2022 | Lumpy investment and credit risk. (2022). Zhang, Chuanqian ; Jiao, Feng. In: Journal of Corporate Finance. RePEc:eee:corfin:v:77:y:2022:i:c:s0929119922001365. Full description at Econpapers || Download paper | |
2022 | Risk management in the shadow economy: Evidence from the sport betting market. (2022). Arscott, Robert. In: Journal of Corporate Finance. RePEc:eee:corfin:v:77:y:2022:i:c:s092911992200150x. Full description at Econpapers || Download paper | |
2023 | CEO tournament incentives and corporate debt contracting. (2023). Phan, Hieu V ; Nguyen, Nam H ; Huang, DI ; Ghosh, Chinmoy. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001638. Full description at Econpapers || Download paper | |
2023 | Callable or convertible debt? The role of debt overhang and covenants. (2023). Schandlbauer, Alexander ; Petersen, Kirstine Boye ; Flor, Christian Riis. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001894. Full description at Econpapers || Download paper | |
2023 | Credit default swaps, the leverage effect, and cross-sectional predictability of equity and firm asset volatility. (2023). Lovreta, Lidija ; Forte, Santiago. In: Journal of Corporate Finance. RePEc:eee:corfin:v:79:y:2023:i:c:s0929119922001900. Full description at Econpapers || Download paper | |
2023 | Lending relationships when creditors are in control. (2023). Keil, Jan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:79:y:2023:i:c:s0929119923000123. Full description at Econpapers || Download paper | |
2022 | Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis. (2022). Fabozzi, Frank J ; Shirvani, Abootaleb ; Rachev, Svetlozar T ; Lindquist, Brent W ; Hu, Yuan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000501. Full description at Econpapers || Download paper | |
2022 | Wealth management products, banking competition, and stability: Evidence from China. (2022). Xiao, Yajun ; Lutkebohmert, Eva ; Feng, XU. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000513. Full description at Econpapers || Download paper | |
2022 | Dynamic noisy rational expectations equilibrium with insider information: Welfare and regulation. (2022). Robertson, Scott ; Rindisbacher, Marcel ; Detemple, Jerome ; De Temple, Jerome. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:141:y:2022:i:c:s0165188922000793. Full description at Econpapers || Download paper | |
2023 | Long-term bank lending and the transfer of aggregate risk. (2023). Zessner-Spitzenberg, Leopold ; Reiter, Michael. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s016518892300057x. Full description at Econpapers || Download paper | |
2022 | Enhancing green economic recovery through green bonds financing and energy efficiency investments. (2022). Sadiq, Muhammad ; Tran, Trung Kien ; Chau, Ka Yin ; Zhao, Linhai ; Hien, Thi Thu ; My, Nguyen Thi. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:488-501. Full description at Econpapers || Download paper | |
2022 | Leverage, competition and financial distress hazard: Implications for capital structure in the presence of agency costs. (2022). Zeynalov, Ayaz ; Solomon, Edna ; Ugur, Mehmet. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999321003291. Full description at Econpapers || Download paper | |
2023 | Macroeconomic conditions, corporate default, and default clustering. (2023). Liu, Lanlan ; Luo, Dan ; Xing, Kai. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003169. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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1975 | Theory of the Firm Facing Uncertain Demand: Reply. In: American Economic Review. [Citation analysis] | article | 1 |
1977 | Quality Choice and Competition. In: American Economic Review. [Full Text][Citation analysis] | article | 10 |
1974 | Quality Choice and Competition..(1974) In: Research Program in Finance Working Papers. [Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
1982 | An Economic Model of the Brain Drain. In: American Economic Review. [Full Text][Citation analysis] | article | 75 |
1984 | Migration and Asymmetric Information: Reply. In: American Economic Review. [Citation analysis] | article | 3 |
1990 | Market Liquidity, Hedging, and Crashes. In: American Economic Review. [Full Text][Citation analysis] | article | 303 |
1989 | Market Liquidity, Hedging and Crashes..(1989) In: Research Program in Finance Working Papers. [Citation analysis] This paper has another version. Agregated cites: 303 | paper | |
1989 | Market Liquidity, Hedging and Crashes..(1989) In: Research Program in Finance Working Papers. [Citation analysis] This paper has another version. Agregated cites: 303 | paper | |
1988 | Comments on the Market Crash: Six Months After. In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 19 |
1976 | Capturing Economic Rent From Ghanaian Timber In: Food Research Institute Studies. [Full Text][Citation analysis] | article | 2 |
1977 | Informational Asymmetries, Financial Structure, and Financial Intermediation. In: Journal of Finance. [Full Text][Citation analysis] | article | 1518 |
1976 | Informational Asymmetries, Financial Structure, and Financial Intermediation..(1976) In: Research Program in Finance Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1518 | paper | |
1980 | Who Should Buy Portfolio Insurance? In: Journal of Finance. [Full Text][Citation analysis] | article | 137 |
1979 | Who Should Buy Portfolio Insurance?.(1979) In: Research Program in Finance Working Papers. [Citation analysis] This paper has another version. Agregated cites: 137 | paper | |
1985 | Option Pricing and Replication with Transactions Costs. In: Journal of Finance. [Full Text][Citation analysis] | article | 264 |
1984 | Option Pricing and Replication with Transactions Costs..(1984) In: Research Program in Finance Working Papers. [Citation analysis] This paper has another version. Agregated cites: 264 | paper | |
1994 | Corporate Debt Value, Bond Covenants, and Optimal Capital Structure. In: Journal of Finance. [Full Text][Citation analysis] | article | 1046 |
1994 | Corporate Debt Value, Bond Covenants, and Optimal Capital Structure..(1994) In: Research Program in Finance Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1046 | paper | |
1996 | Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads. In: Journal of Finance. [Full Text][Citation analysis] | article | 728 |
1995 | Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads..(1995) In: Research Program in Finance Working Papers. [Citation analysis] This paper has another version. Agregated cites: 728 | paper | |
2007 | Financial Synergies and the Optimal Scope of the Firm: Implications for Mergers, Spinoffs, and Structured Finance In: Journal of Finance. [Full Text][Citation analysis] | article | 91 |
2019 | Debt Maturity and the Leverage Ratcheting Effect In: Finance. [Full Text][Citation analysis] | article | 2 |
2019 | Bond Prices, Yield Spreads, and Optimal Capital Structure with Default Risk In: Finance. [Full Text][Citation analysis] | article | 48 |
1994 | Bond Prices, Yield Spreads, and Optimal Capital Structure with Default Risk..(1994) In: Research Program in Finance Working Papers. [Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
1999 | Optimal Portfolio Management with Transactions Costs and Capital Gains Taxes In: Research Program in Finance, Working Paper Series. [Full Text][Citation analysis] | paper | 13 |
1977 | Abstract: Direct Evaluation and Corporate Financial Theory In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 0 |
1973 | Production Theory and the Stock Market In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 29 |
1974 | Production Theory and the Stock Market.(1974) In: Bell Journal of Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | article | |
1973 | Regulation of Natural Monopolies and the Fair Rate of Return In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 18 |
1974 | Regulation of Natural Monopolies and the Fair Rate of Return.(1974) In: Bell Journal of Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | article | |
2014 | Options, option repricing in managerial compensation: Their effects on corporate investment risk In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 7 |
2000 | On dynamic investment strategies In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 20 |
2007 | Comments on Hedging errors with Lelands option model in the presence of transactions costs In: Finance Research Letters. [Full Text][Citation analysis] | article | 4 |
1972 | On the existence of optimal policies under uncertainty In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 4 |
1972 | The Dynamics of a Revenue Maximizing Firm. In: International Economic Review. [Full Text][Citation analysis] | article | 5 |
1983 | Prices and Qualities in Markets With Imperfect Information: A Search Model In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
1968 | Saving and Uncertainty: The Precautionary Demand for Saving In: The Quarterly Journal of Economics. [Full Text][Citation analysis] | article | 706 |
1978 | Optimal Risk Sharing and the Leasing of Natural Resources, with Application to Oil and Gas Leasing on the OCS In: The Quarterly Journal of Economics. [Full Text][Citation analysis] | article | 26 |
1975 | Optimal Risk Sharing and the Leasing of Natural Resources, with Application to Oil and Gas Leasing on the OCS..(1975) In: Research Program in Finance Working Papers. [Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
1974 | Optimal Growth in a Stochastic Environment In: Review of Economic Studies. [Full Text][Citation analysis] | article | 9 |
1978 | Information, Managerial Choice and Stockholder Unanimity In: Review of Economic Studies. [Full Text][Citation analysis] | article | 3 |
1976 | Information, Managerial Choice, and Stockholder Unanimity..(1976) In: Research Program in Finance Working Papers. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
1982 | Prices and Qualities in Markets with Costly Information In: Review of Economic Studies. [Full Text][Citation analysis] | article | 56 |
1984 | Optimal Nonuniform Prices In: Review of Economic Studies. [Full Text][Citation analysis] | article | 44 |
2007 | Can the Trade-off Theory Explain Debt Structure? In: Review of Financial Studies. [Full Text][Citation analysis] | article | 87 |
1993 | On Equilibrium Asset Price Processes. In: Review of Financial Studies. [Full Text][Citation analysis] | article | 70 |
1991 | Equilibrium Asset Price Processes..(1991) In: Research Program in Finance Working Papers. [Citation analysis] This paper has another version. Agregated cites: 70 | paper | |
1976 | Monopoly Pricing Structures with Imperfect Discrimination In: Bell Journal of Economics. [Full Text][Citation analysis] | article | 25 |
1980 | The Effectiveness of Price Regulation. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 12 |
1982 | Risk Adjusted Discounting. In: Research Program in Finance Working Papers. [Citation analysis] | paper | 1 |
1975 | Corporate Decision Making in Incomplete Markets. In: Research Program in Finance Working Papers. [Citation analysis] | paper | 0 |
1976 | Direct Evaluation and Corporate Financial Theory. In: Research Program in Finance Working Papers. [Citation analysis] | paper | 0 |
1979 | Minimum Quality Standards and Licensing in Markets with Asymmetric Information. In: Research Program in Finance Working Papers. [Citation analysis] | paper | 1 |
1979 | On the Use of Risk-Adjusted Discount Rates. In: Research Program in Finance Working Papers. [Citation analysis] | paper | 0 |
1989 | LBOs and Taxes: No One to Blame But Ourselves? In: Research Program in Finance Working Papers. [Citation analysis] | paper | 4 |
1990 | Insider Trading: Should It Be Prohibited? In: Research Program in Finance Working Papers. [Citation analysis] | paper | 243 |
1992 | Insider Trading: Should It Be Prohibited?.(1992) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 243 | article | |
1991 | Low Margins, Derivative Securities, and Volatility. In: Research Program in Finance Working Papers. [Citation analysis] | paper | 3 |
1993 | Long-Term Debt Value, Bond Covenants, and Optimal Capital Structure. In: Research Program in Finance Working Papers. [Citation analysis] | paper | 0 |
1995 | Optimal Cash Management for Investment Funds. In: Research Program in Finance Working Papers. [Citation analysis] | paper | 2 |
1996 | Optimal Asset Rebalancing in the Presence of Transactions Costs. In: Research Program in Finance Working Papers. [Full Text][Citation analysis] | paper | 5 |
1996 | Optimal Asset Rebalancing in the Presence of Transactions Costs.(1996) In: Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
1996 | Beyond Mean-Variance: Performance Measurement of Portfolios Using Options or Dynamic Strategies. In: Research Program in Finance Working Papers. [Full Text][Citation analysis] | paper | 1 |
1996 | Options and Expectations. In: Research Program in Finance Working Papers. [Citation analysis] | paper | 1 |
1998 | Agency Costs, Risk Management, and Capital Structure. In: Research Program in Finance Working Papers. [Full Text][Citation analysis] | paper | 514 |
1981 | The Informational Role of Warranties and Private Disclosure about Product Quality: Comment. In: Journal of Law and Economics. [Full Text][Citation analysis] | article | 9 |
2001 | An EBIT-Based Model of Dynamic Capital Structure. In: The Journal of Business. [Full Text][Citation analysis] | article | 355 |
1971 | Optimal Forward Exchange Positions. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 1 |
1979 | Quacks, Lemons, and Licensing: A Theory of Minimum Quality Standards. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 293 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team