30
H index
33
i10 index
6552
Citations
University of Chicago | 30 H index 33 i10 index 6552 Citations RESEARCH PRODUCTION: 35 Articles 92 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 Lubos Pastor. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Finance | 13 |
Journal of Financial Economics | 9 |
Critical Finance Review | 3 |
Journal of Political Economy | 3 |
Review of Financial Studies | 2 |
Journal of Monetary Economics | 2 |
Working Papers Series with more than one paper published | # docs |
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NBER Working Papers / National Bureau of Economic Research, Inc | 34 |
CEPR Discussion Papers / C.E.P.R. Discussion Papers | 27 |
Working Papers / Becker Friedman Institute for Research In Economics | 3 |
Working and Discussion Papers / Research Department, National Bank of Slovakia | 2 |
Year | Title of citing document | |
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2022 | The Prior Adaptive Group Lasso and the Factor Zoo. (2022). Bertelsen, Kristoffer Pons. In: CREATES Research Papers. RePEc:aah:create:2022-05. Full description at Econpapers || Download paper | |
2022 | Reallocation of Mutual Fund Managers and Capital Raising Ability. (2022). Xu, Yue. In: CREATES Research Papers. RePEc:aah:create:2022-11. Full description at Econpapers || Download paper | |
2022 | Popular Personal Financial Advice versus the Professors. (2022). Choi, James J. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:36:y:2022:i:4:p:167-92. Full description at Econpapers || Download paper | |
2022 | Climate alpha and the global capital market. (2022). MARKANDYA, ANIL ; Kedaitiene, Angele ; Celovic, Aldin ; Brody, Michael ; Anda, Jon ; Golub, Alexander. In: FEEM Working Papers. RePEc:ags:feemwp:322792. Full description at Econpapers || Download paper | |
2023 | Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps. (2023). Ugolini, Andrea ; Ojea-Ferreiro, Javier ; Reboredo, Juan Carlos. In: FEEM Working Papers. RePEc:ags:feemwp:330720. Full description at Econpapers || Download paper | |
2022 | Anomalies and Recoveries in Agricultural Trade. (2022). Batarseh, Feras A ; Gopinath, Munisamy ; Khadka, Savin. In: Commissioned Papers. RePEc:ags:iatrcp:329520. Full description at Econpapers || Download paper | |
2022 | From a better understanding of the drivers of populism to a new political agenda. (2022). Gold, Robert. In: Working Papers. RePEc:agz:wpaper:2204. Full description at Econpapers || Download paper | |
2023 | ENSO Climate Patterns on Global Economic Conditions. (2023). Pourroy, Marc ; Ginn, William ; Dufrenot, Gilles. In: AMSE Working Papers. RePEc:aim:wpaimx:2308. Full description at Econpapers || Download paper | |
2022 | Reconciling TEV and VaR in Active Portfolio Management: A New Frontier. (2022). Riccetti, Luca ; Palomba, Giulio ; Nicolau, Mihaela ; Lucchetti, Riccardo (Jack). In: Working Papers. RePEc:anc:wpaper:461. Full description at Econpapers || Download paper | |
2022 | Robustifying Conditional Portfolio Decisions via Optimal Transport. (2021). Ye, Yinyu ; Delage, Erick ; Blanchet, Jose ; Zhang, Fan ; Nguyen, Viet Anh. In: Papers. RePEc:arx:papers:2103.16451. 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 | From Carbon-transition Premium to Carbon-transition Risk. (2021). Basu, Sankarshan ; Chakrabarty, Siddhartha P ; Nag, Suryadeepto. In: Papers. RePEc:arx:papers:2107.06518. 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 | |
2023 | Canonical Portfolios: Optimal Asset and Signal Combination. (2022). Tan, Vincent ; Zohren, Stefan ; Firoozye, Nick. In: Papers. RePEc:arx:papers:2202.10817. Full description at Econpapers || Download paper | |
2022 | Volatility Sensitive Bayesian Estimation of Portfolio VaR and CVaR. (2022). Thors, Erik ; Niklasson, Vilhelm ; Bodnar, Taras. In: Papers. RePEc:arx:papers:2205.01444. Full description at Econpapers || Download paper | |
2022 | Dissecting the dot-com bubble in the 1990s NASDAQ. (2022). Fan, Yuchao. In: Papers. RePEc:arx:papers:2206.14130. Full description at Econpapers || Download paper | |
2022 | The Impact of Retail Investors Sentiment on Conditional Volatility of Stocks and Bonds. (2022). Kedar-Levy, Haim ; Hadad, Elroi. In: Papers. RePEc:arx:papers:2208.01538. 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 | 150 Years of Return Predictability Around the World: A Holistic View. (2022). Bai, Yang. In: Papers. RePEc:arx:papers:2209.00121. 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 | Institutional ownership and liquidity commonality: evidence from Australia. (2022). Wu, Winston ; Elliott, Robert ; Bradrania, Reza. In: Papers. RePEc:arx:papers:2211.03287. Full description at Econpapers || Download paper | |
2022 | Liquidity Costs, Idiosyncratic Volatility and Expected Stock Returns. (2022). Satchell, Stephen ; Peat, Maurice ; Bradrania, Reza M. In: Papers. RePEc:arx:papers:2211.04695. Full description at Econpapers || Download paper | |
2023 | Optimal investment under partial observations and robust VaR-type constraint. (2022). Chen, AN ; Bauerle, Nicole. In: Papers. RePEc:arx:papers:2212.04394. Full description at Econpapers || Download paper | |
2023 | Decarbonization of financial markets: a mean-field game approach. (2023). Tankov, Peter ; Lavigne, Pierre. In: Papers. RePEc:arx:papers:2301.09163. Full description at Econpapers || Download paper | |
2023 | NFT Bubbles. (2023). Ranaldo, Angelo ; Barbon, Andrea. In: Papers. RePEc:arx:papers:2303.06051. Full description at Econpapers || Download paper | |
2023 | Efficient Estimation in Extreme Value Regression Models of Hedge Fund Tail Risks. (2023). Usseglio-Carleve, Antoine ; Kratz, Marie ; Hambuckers, Julien. In: Papers. RePEc:arx:papers:2304.06950. Full description at Econpapers || Download paper | |
2023 | Liquidity Premium, Liquidity-Adjusted Return and Volatility, and a Unified Modern Portfolio Theory: illustrated with Crypto Assets. (2023). Deng, QI. In: Papers. RePEc:arx:papers:2306.15807. Full description at Econpapers || Download paper | |
2023 | Portfolio Selection via Topological Data Analysis. (2023). Zaytsev, Alexey ; Makhneva, Elizaveta ; Kuznetsov, Kristian ; Sokerin, Petr. In: Papers. RePEc:arx:papers:2308.07944. Full description at Econpapers || Download paper | |
2023 | Common Firm-level Investor Fears: Evidence from Equity Options. (2023). Baruník, Jozef ; Ellington, Michael ; Bevilacqua, Mattia. In: Papers. RePEc:arx:papers:2309.03968. Full description at Econpapers || Download paper | |
2023 | Strong vs. Stable: The Impact of ESG Ratings Momentum and their Volatility on the Cost of Equity Capital. (2023). Guidolin, Massimo ; Magnani, Monia ; Berk, Ian. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23202. Full description at Econpapers || Download paper | |
2023 | Time-Varying Risk Aversion and International Stock Returns. (2023). Guidolin, Massimo ; Cabrera, Gabriel ; Hansen, Erwin. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23203. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2022 | Issuing bonds during the Covid-19 pandemic: is there an ESG premium?. (2022). Ferriani, Fabrizio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1392_22. Full description at Econpapers || Download paper | |
2023 | Quantitative easing, accounting and prudential frameworks, and bank lending. (2023). Robatto, Roberto ; Ramcharan, Rodney ; Orame, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1412_23. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2022 | Tweeting for Money: Social Media and Mutual Fund Flows. (2022). Imbet, Juan F ; Gil-Bazo, Javier. In: Working Papers. RePEc:bge:wpaper:1366. Full description at Econpapers || Download paper | |
2022 | Information governance in sustainable finance. (2022). Packer, Frank ; Aramonte, Sirio. In: BIS Papers. RePEc:bis:bisbps:132. Full description at Econpapers || Download paper | |
2022 | Exorbitant privilege? Quantitative easing and the bond market subsidy of prospective fallen angels. (2022). Spigt, Renee ; Eisert, Tim ; Crosignani, Matteo ; Niladri, Ryan ; Acharya, Viral V. In: BIS Working Papers. RePEc:bis:biswps:1002. Full description at Econpapers || Download paper | |
2022 | Deconstructing ESG scores: how to invest with your own criteria. (2022). Jondeau, Eric ; Jegarasasingam, Anandakumar ; Elsenhuber, Ulrike ; Ehlers, Torsten. In: BIS Working Papers. RePEc:bis:biswps:1008. Full description at Econpapers || Download paper | |
2022 | Beating the Average: Equity Premium Variations, Uncertainty, and Liquidity. (2022). Wagner, Niklas ; Kinateder, Harald ; Batten, Jonathan A. In: Abacus. RePEc:bla:abacus:v:58:y:2022:i:3:p:567-588. Full description at Econpapers || Download paper | |
2023 | Corporate Innovation and Disclosure Strategy. (2023). You, Jiaxing ; Ying, Sammy Xiaoyan ; Wu, Huiying ; Zhang, Zheyuan. In: Abacus. RePEc:bla:abacus:v:59:y:2023:i:1:p:76-133. 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 | Positive tone and initial coin offering. (2022). Chen, Zishan ; Zhang, Dunli ; Aerts, Walter. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:2:p:2237-2266. Full description at Econpapers || Download paper | |
2022 | Property price dynamics and asymmetric effects of economic policy uncertainty: New evidence from the Australian capital cities. (2022). Dimovski, William ; Ali, Huson Joher ; Wadud, Ikm Mokhtarul. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:4:p:4359-4380. 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 | Institutional ownership and liquidity commonality: evidence from Australia. (2022). Wu, Winston ; Elliott, Robert ; Bradrania, Reza. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1231-1272. Full description at Econpapers || Download paper | |
2022 | Global equity fund performance adjusted for equity and currency factors. (2022). Warren, Geoffrey J ; Schmidt, Camille H ; Harman, Graham ; Gallagher, David R. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1535-1565. Full description at Econpapers || Download paper | |
2023 | Fixed investment or financial assets investment: Evidence from political uncertainty in China. (2023). Guo, Liang ; Jiang, Fan ; Yao, Chengxue. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:427-450. Full description at Econpapers || Download paper | |
2023 | Toxic chemical releases and idiosyncratic return volatility: A prospect theory perspective. (2023). Zaman, Rashid ; Nadeem, Muhammad ; Bahadar, Stephen. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2109-2143. Full description at Econpapers || Download paper | |
2023 | Litigating crashes? Insights from security class actions. (2023). Jin, QI ; Ni, Xiaoran ; Zhang, Huilin. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:3:p:2935-2963. Full description at Econpapers || Download paper | |
2023 | Do risk exposures explain accounting anomalies? A new testing method. (2023). Peng, Zihang. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:3:p:2965-2983. 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 | Corporate green innovation and stock liquidity in China. (2023). Jiang, Kangqi ; Xiao, YU ; Chen, Zhongfei. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1381-1415. Full description at Econpapers || Download paper | |
2023 | Exchange?traded fund ownership and underlying stock mispricing. (2023). Gould, John ; May, Lewis ; Yang, Joey W. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1417-1445. Full description at Econpapers || Download paper | |
2023 | Economic policy uncertainty, corporate investment decisions and stock price crash risk: Evidence from China. (2023). Zhou, Jun ; Zhao, Yang ; Lu, Shiyu ; Jing, Zhongbo. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1477-1502. 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 | |
2022 | Aid for Trade is more effective when the trading environment is more predictable. (2022). Gnangnon, Sena Kimm. In: Economic Affairs. RePEc:bla:ecaffa:v:42:y:2022:i:3:p:453-476. Full description at Econpapers || Download paper | |
2022 | Investment Strategies and Corporate Behaviour with Socially Responsible Investors: A Theory of Active Ownership. (2022). Pouget, Sebastien ; Gollier, Christian. In: Economica. RePEc:bla:econom:v:89:y:2022:i:356:p:997-1023. Full description at Econpapers || Download paper | |
2022 | Bringing Credibility Back to Macroeconomic Policy Frameworks. (2022). Yahyaei, Hamid ; ANTHONY, STEPHEN . In: Economic Papers. RePEc:bla:econpa:v:41:y:2022:i:3:p:276-295. Full description at Econpapers || Download paper | |
2022 | The interest premium for left government: Regression?discontinuity estimates. (2022). Hays, Jude C ; Ornstein, Joseph T ; Franzese, Robert J. In: Economics and Politics. RePEc:bla:ecopol:v:34:y:2022:i:3:p:429-443. Full description at Econpapers || Download paper | |
2022 | The influence of learning and bargaining on CEO–chair duality: Evidence from firms that pass the baton. (2022). Ryan, Harley E ; Nanda, Vikram ; Jayaraman, Narayanan. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:1:p:297-350. Full description at Econpapers || Download paper | |
2022 | Investor learning and mutual fund flows. (2022). Yan, Hong ; Wei, Kelsey D ; Huang, Jennifer. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:3:p:739-765. Full description at Econpapers || Download paper | |
2022 | Should hedge funds deviate from the benchmark?. (2022). Voukelatos, Nikolaos ; Panopoulou, Ekaterini. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:3:p:767-795. Full description at Econpapers || Download paper | |
2023 | Macroeconomic fundamentals and cryptocurrency prices: A common trend approach. (2023). Rodriguez, Ivan ; Zhang, Qianying ; Jiang, Xiaoquan. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:1:p:181-198. Full description at Econpapers || Download paper | |
2023 | Biodiversity finance: A call for research into financing nature. (2023). la Puente, John Tobinde ; Karolyi, Andrew G. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:2:p:231-251. Full description at Econpapers || Download paper | |
2023 | Climate risk perceptions and demand for flood insurance. (2023). Venugopal, Buvaneshwaran ; Ratnadiwakara, Dimuthu. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:2:p:297-331. Full description at Econpapers || Download paper | |
2022 | The cross?sectional return predictability of employment growth: A liquidity risk explanation. (2022). Luo, DI ; Liu, Weimin ; Zhao, Huainan ; Park, Seyoung. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:1:p:155-178. Full description at Econpapers || Download paper | |
2022 | A reexamination of factor momentum: How strong is it?. (2022). Liu, Jiadong ; Liao, Ming ; Fan, Minyou. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:3:p:585-615. Full description at Econpapers || Download paper | |
2023 | Effect of high?frequency trading on mutual fund performance. (2023). Singal, Vijay ; Qin, Nan. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:2:p:369-394. Full description at Econpapers || Download paper | |
2023 | Are polluters shunned? A study on the institutional ownership and returns of polluter stocks. (2023). Berkman, Henk ; Tirodkar, Mihir. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:513-537. Full description at Econpapers || Download paper | |
2023 | Understanding the transmission of crash risk between cryptocurrency and equity markets. (2023). Corbet, Shaen ; Liu, Zhifeng ; Toan, Luu Duc ; Goodell, John W ; Dai, Pengfei. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:539-573. Full description at Econpapers || Download paper | |
2023 | Political connections of Chinese fund management companies and fund performance. (2023). Zhao, Yunfei ; Kryzanowski, Lawrence ; He, Chao. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:597-627. Full description at Econpapers || Download paper | |
2022 | Can technical indicators predict the Chinese equity risk premium?. (2022). Glabadanidis, Paskalis ; Sun, Mingwei. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:1:p:114-142. 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 | COVID?19 and ESG preferences: Corporate bonds versus equities. (2022). Singh, Amanjot. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:2:p:298-307. Full description at Econpapers || Download paper | |
2022 | The COVID?19 risk in the Chinese option market. (2022). Zhang, Jin E ; Gehricke, Sebastian A ; Ruan, Xinfeng ; Li, Jianhui. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:2:p:346-355. Full description at Econpapers || Download paper | |
2022 | Does monetary policy uncertainty command a risk premium in the Chinese stock market?. (2022). Liu, Wenzhen ; Tan, Jing ; Lin, Lei. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:3:p:433-452. Full description at Econpapers || Download paper | |
2022 | Financial crises, banking regulations, and corporate financing patterns around the world. (2022). Oztekin, Ozde ; Gungoraydinoglu, Ali. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:3:p:506-539. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Economic policy uncertainty and fund flow performance sensitivity: Evidence from New Zealand. (2023). Demirer, Riza ; Hegde, Prasad ; Badshah, Ihsan ; Ali, Sara. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:3:p:666-679. Full description at Econpapers || Download paper | |
2022 | Organization capital effect in stock returns—The role of R&D. (2022). Lin, Chubin ; Chan, Konan ; Wang, Yanzhi. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:7-8:p:1237-1263. Full description at Econpapers || Download paper | |
2022 | How uncertainty in industry policy affects corporate investment in China. (2022). Xu, Chaoyang ; Yang, Jie ; Deloof, Marc. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:7-8:p:1289-1313. Full description at Econpapers || Download paper | |
2022 | Quantitative easing and economic growth in Japan: A meta?analysis. (2022). Sequeira, Tiago ; Lopes, Alexandra ; Martins, Luis Filipe ; Linhares, Pedro ; Ferreiralopes, Alexandra. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:1:p:235-268. Full description at Econpapers || Download paper | |
2022 | Liquidity measurement: A comparative review of the literature with a focus on high frequency. (2022). Ekinci, Cumhur ; Guloglu, Zeynep Cobandag. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:1:p:41-74. Full description at Econpapers || Download paper | |
2022 | Behavioral finance and the architecture of the asset management industry. (2022). Verlaine, Michel. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:5:p:1454-1476. Full description at Econpapers || Download paper | |
2022 | Stock Market and No?Dividend Stocks. (2022). Basak, Suleyman ; Atmaz, Adem. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:545-599. Full description at Econpapers || Download paper | |
2022 | Skill, Scale, and Value Creation in the Mutual Fund Industry. (2022). Scaillet, Olivier ; Gagliardini, Patrick ; Barras, Laurent. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:601-638. Full description at Econpapers || Download paper | |
2022 | Anomalies and the Expected Market Return. (2022). Rapach, David E ; Li, Yan ; Dong, XI ; Zhou, Guofu. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:639-681. Full description at Econpapers || Download paper | |
2022 | Common Risk Factors in Cryptocurrency. (2022). Wu, XI ; Tsyvinski, Aleh ; Liu, Yukun. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:1133-1177. Full description at Econpapers || Download paper | |
2022 | Do Equity Markets Care about Income Inequality? Evidence from Pay Ratio Disclosure. (2022). Wang, Tracy Yue ; Siegel, Stephan ; Pikulina, Elena S ; Pan, Yihui. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:1371-1411. Full description at Econpapers || Download paper | |
2022 | Late to Recessions: Stocks and the Business Cycle. (2022). Gomezcram, Roberto. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:923-966. Full description at Econpapers || Download paper | |
2022 | Are Analyst Short?Term Trade Ideas Valuable?. (2022). Liu, XI ; Gokkaya, Sinan ; Birru, Justin ; Stulz, Rene M. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:3:p:1829-1875. Full description at Econpapers || Download paper | |
2022 | Factor Momentum and the Momentum Factor. (2022). Linnainmaa, Juhani T ; Ehsani, Sina. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:3:p:1877-1919. Full description at Econpapers || Download paper | |
2022 | The Cost of Capital for Banks: Evidence from Analyst Earnings Forecasts. (2022). Gyntelberg, Jacob ; Thimsen, Christoffer ; Dicknielsen, Jens. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:5:p:2577-2611. Full description at Econpapers || Download paper | |
2022 | Belief Disagreement and Portfolio Choice. (2022). Parker, Jonathan ; Simester, Duncan ; Schoar, Antoinette ; Meeuwis, Maarten. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:6:p:3191-3247. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2009 | Technological Revolutions and Stock Prices In: American Economic Review. [Full Text][Citation analysis] | article | 171 |
2005 | Technological Revolutions and Stock Prices.(2005) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 171 | paper | |
2005 | Technological Revolutions and Stock Prices.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 171 | paper | |
2009 | Learning in Financial Markets In: Annual Review of Financial Economics. [Full Text][Citation analysis] | article | 120 |
2009 | Learning in Financial Markets.(2009) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 120 | paper | |
2009 | Learning in Financial Markets.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 120 | paper | |
2020 | Fifty Shades of QE: Conflicts of Interest in Economic Research In: Working Papers. [Full Text][Citation analysis] | paper | 19 |
2020 | Fifty Shades of QE: Conflicts of Interest in Economic Research.(2020) In: Working and Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
2021 | Fifty shades of QE: Conflicts of interest in economic research.(2021) In: IMFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
2020 | Sustainable Investing in Equilibrium In: Working Papers. [Full Text][Citation analysis] | paper | 176 |
2019 | Sustainable Investing in Equilibrium.(2019) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 176 | paper | |
2021 | Sustainable investing in equilibrium.(2021) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 176 | article | |
2019 | Sustainable Investing in Equilibrium.(2019) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 176 | paper | |
2020 | Mutual Fund Performance and Flows During the COVID-19 Crisis In: Working Papers. [Full Text][Citation analysis] | paper | 51 |
2020 | Mutual Fund Performance and Flows During the COVID-19 Crisis.(2020) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | paper | |
2020 | Mutual Fund Performance and Flows During the COVID-19 Crisis.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | paper | |
Mutual Fund Performance and Flows during the COVID-19 Crisis.() In: The Review of Asset Pricing Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | article | ||
1999 | Costs of Equity Capital and Model Mispricing In: Journal of Finance. [Full Text][Citation analysis] | article | 66 |
1998 | Costs of Equity Capital and Model Mispricing.(1998) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has another version. Agregated cites: 66 | paper | |
1998 | Costs of Equity Capital and Model Mispricing.(1998) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has another version. Agregated cites: 66 | paper | |
1998 | Costs of Equity Capital and Model Mispricing.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 66 | paper | |
2000 | Portfolio Selection and Asset Pricing Models In: Journal of Finance. [Full Text][Citation analysis] | article | 165 |
Portfolio Selection and Asset Pricing Models.() In: CRSP working papers. [Citation analysis] This paper has another version. Agregated cites: 165 | paper | ||
Portfolio Selection and Asset Pricing Models..() In: CRSP working papers. [Citation analysis] This paper has another version. Agregated cites: 165 | paper | ||
2001 | The Equity Premium and Structural Breaks In: Journal of Finance. [Full Text][Citation analysis] | article | 146 |
2000 | The Equity Premium and Structural Breaks.(2000) In: Rodney L. White Center for Financial Research Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 146 | paper | |
1998 | The Equity Premium and Structural Breaks..(1998) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has another version. Agregated cites: 146 | paper | |
2000 | The Equity Premium and Structural Breaks.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 146 | paper | |
2000 | The Equity Premium and Structural Breaks.(2000) In: CRSP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 146 | paper | |
2003 | Stock Valuation and Learning about Profitability In: Journal of Finance. [Full Text][Citation analysis] | article | 293 |
2002 | Stock Valuation and Learning about Profitability.(2002) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 293 | paper | |
2002 | Stock Valuation and Learning about Profitability.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 293 | paper | |
2005 | Judging Fund Managers by the Company They Keep In: Journal of Finance. [Full Text][Citation analysis] | article | 92 |
2003 | Judging Fund Managers by the Company They Keep.(2003) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 92 | paper | |
2002 | Judging Fund Managers by the Company They Keep.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 92 | paper | |
2005 | Rational IPO Waves In: Journal of Finance. [Full Text][Citation analysis] | article | 113 |
2008 | Estimating the Intertemporal Risk–Return Tradeoff Using the Implied Cost of Capital In: Journal of Finance. [Full Text][Citation analysis] | article | 161 |
2006 | Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital.(2006) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 161 | paper | |
2006 | Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 161 | paper | |
2009 | Predictive Systems: Living with Imperfect Predictors In: Journal of Finance. [Full Text][Citation analysis] | article | 138 |
2007 | Predictive Systems: Living with Imperfect Predictors.(2007) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 138 | paper | |
2007 | Predictive Systems: Living with Imperfect Predictors.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 138 | paper | |
2008 | Predictive Systems: Living with Imperfect Predictors.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 138 | paper | |
2012 | Are Stocks Really Less Volatile in the Long Run? In: Journal of Finance. [Full Text][Citation analysis] | article | 84 |
2009 | Are Stocks Really Less Volatile in the Long Run?.(2009) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 84 | paper | |
2009 | Are Stocks Really Less Volatile in the Long Run?.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 84 | paper | |
2012 | Uncertainty about Government Policy and Stock Prices In: Journal of Finance. [Full Text][Citation analysis] | article | 741 |
2010 | Uncertainty about Government Policy and Stock Prices.(2010) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 741 | paper | |
2010 | Uncertainty about Government Policy and Stock Prices.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 741 | paper | |
2011 | Uncertainty about Government Policy and Stock Prices.(2011) In: 2011 Meeting Papers. [Citation analysis] This paper has another version. Agregated cites: 741 | paper | |
2016 | The Price of Political Uncertainty: Theory and Evidence from the Option Market In: Journal of Finance. [Full Text][Citation analysis] | article | 277 |
2014 | The Price of Political Uncertainty: Theory and Evidence from the Option Market.(2014) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 277 | paper | |
2014 | The Price of Political Uncertainty: Theory and Evidence from the Option Market.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 277 | paper | |
2017 | Do Funds Make More When They Trade More? In: Journal of Finance. [Full Text][Citation analysis] | article | 39 |
2014 | Do Funds Make More When They Trade More?.(2014) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | paper | |
2014 | Do Funds Make More When They Trade More?.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | paper | |
2021 | Inequality Aversion, Populism, and the Backlash against Globalization In: Journal of Finance. [Full Text][Citation analysis] | article | 52 |
2018 | Inequality Aversion, Populism, and the Backlash Against Globalization.(2018) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
2018 | Inequality Aversion, Populism, and the Backlash Against Globalization.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
2015 | Income Inequality and Asset Prices under Redistributive Taxation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
2016 | Income inequality and asset prices under redistributive taxation.(2016) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
2015 | Income Inequality and Asset Prices under Redistributive Taxation.(2015) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2017 | Political Cycles and Stock Returns In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 48 |
2017 | Political Cycles and Stock Returns.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
2020 | Political Cycles and Stock Returns.(2020) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | article | |
2017 | Portfolio Liquidity and Diversification: Theory and Evidence In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2017 | Fund Tradeoffs In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Fund tradeoffs.(2020) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2017 | Fund Tradeoffs.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2018 | The Capital Markets Union: Key Challenges In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2019 | Liquidity Risk After 20 Years In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
2019 | Liquidity Risk After 20 Years.(2019) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2019 | Liquidity Risk After 20 Years.(2019) In: Critical Finance Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
2020 | Fifty Shades of QE: Conflicts of Interest in Economic Research In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 36 |
2021 | Fifty shades of QE: comparing findings of central bankers and academics.(2021) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 36 | paper | |
2021 | Fifty shades of QE: Comparing findings of central bankers and academics.(2021) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 36 | article | |
2020 | Fifty Shades of QE: Comparing Findings of Central Bankers and Academics.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 36 | paper | |
2002 | Liquidity Risk and Expected Stock Returns In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1842 |
2001 | Liquidity Risk and Expected Stock Returns.(2001) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1842 | paper | |
2003 | Liquidity Risk and Expected Stock Returns.(2003) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1842 | article | |
Liquidity Risk and Expected Stock Returns.() In: CRSP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1842 | paper | ||
2003 | Stock Prices and IPO Waves In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
2003 | Stock Prices and IPO Waves.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2004 | Was There A Nasdaq Bubble in the Late 1990s? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 183 |
2006 | Was there a Nasdaq bubble in the late 1990s?.(2006) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 183 | article | |
2004 | Was There a Nasdaq Bubble in the Late 1990s?.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 183 | paper | |
2005 | Was There a Nasdaq Bubble in the Late 1990s?.(2005) In: 2005 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 183 | paper | |
2007 | Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 42 |
2006 | Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
2009 | Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability.(2009) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | article | |
2010 | On the Size of the Active Management Industry In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 72 |
2010 | On the Size of the Active Management Industry.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 72 | paper | |
2012 | On the Size of the Active Management Industry.(2012) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 72 | article | |
2011 | Political Uncertainty and Risk Premia In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 702 |
2013 | Political uncertainty and risk premia.(2013) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 702 | article | |
2011 | Political Uncertainty and Risk Premia.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 702 | paper | |
2014 | Scale and Skill in Active Management In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 154 |
2015 | Scale and skill in active management.(2015) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 154 | article | |
2014 | Scale and Skill in Active Management.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 154 | paper | |
2022 | Dissecting green returns In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 62 |
2021 | Dissecting Green Returns.(2021) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 62 | paper | |
2000 | Comparing asset pricing models: an investment perspective In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 175 |
1999 | Comparing Asset Pricing Models: An Investment Perspective.(1999) In: Rodney L. White Center for Financial Research Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 175 | paper | |
1999 | Comparing Asset Pricing Models: An Investment Perspective.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 175 | paper | |
1999 | Comparing Asset Pricing Models: An Investment Perspective.(1999) In: CRSP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 175 | paper | |
2002 | Mutual fund performance and seemingly unrelated assets In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 136 |
Mutual Fund Performance and Seemingly Unrelated Assets.â€.() In: CRSP working papers. [Citation analysis] This paper has another version. Agregated cites: 136 | paper | ||
2002 | Investing in equity mutual funds In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 81 |
Investing in Equity Mutual Funds.() In: CRSP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 81 | paper | ||
1997 | Costs of Equity from Factor-Based Models In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 0 |
1997 | Costs of Equity from Factor-Based Models (Revised 4-98).(1997) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2000 | Evaluating and Investing in Equity Mutual Funds In: Rodney L. White Center for Financial Research Working Papers. [Full Text][Citation analysis] | paper | 1 |
2000 | Evaluating and Investing in Equity Mutual Funds.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
Evaluating and Investing in Equity Mutual Funds.() In: CRSP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | ||
1999 | Asset Princing Models: Implications for Expected Returns and Portfolio Selection. In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 78 |
1998 | Asset Pricing Models: Implications for Expected Returns and Portfolio Selection..(1998) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has another version. Agregated cites: 78 | paper | |
1999 | Asset Pricing Models: Implications for Expected Returns and Portfolio Selection.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 78 | paper | |
2000 | Asset Pricing Models: Implications for Expected Returns and Portfolio Selection..(2000) In: Review of Financial Studies. [Citation analysis] This paper has another version. Agregated cites: 78 | article | |
Asset Pricing Models: Implications for Expected Returns and Portfolio Selection.() In: CRSP working papers. [Citation analysis] This paper has another version. Agregated cites: 78 | paper | ||
Asset Pricing Models: Implications for Expected Returns and Portfolio Selection..() In: CRSP working papers. [Citation analysis] This paper has another version. Agregated cites: 78 | paper | ||
2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 2 |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2022 | Steering a Ship in Illiquid Waters: Active Management of Passive Funds In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Green Tilts In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Uncertainty and Valuations: A Comment In: Critical Finance Review. [Full Text][Citation analysis] | article | 1 |
2022 | Diseconomies of Scale in Active Management: Robust Evidence In: Critical Finance Review. [Full Text][Citation analysis] | article | 0 |
2023 | Fifty Shades of QE: Robust Evidence In: Working and Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
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