26
H index
30
i10 index
9169
Citations
New York University (NYU) (50% share) | 26 H index 30 i10 index 9169 Citations RESEARCH PRODUCTION: 27 Articles 37 Papers 1 Chapters 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 Jeffrey Wurgler. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Journal of Financial Economics | 7 |
| Journal of Finance | 5 |
| The Review of Financial Studies | 3 |
| Financial Analysts Journal | 2 |
| Journal of Financial and Quantitative Analysis | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| NBER Working Papers / National Bureau of Economic Research, Inc | 25 |
| Yale School of Management Working Papers / Yale School of Management | 4 |
| Yale School of Management Working Papers / Yale School of Management | 3 |
| Year | Title of citing document | |
|---|---|---|
| 2025 | Factors That Influence Dividend Policy: Do Macroeconomic Factors Matter?. (2025). Agyenim-Boateng, Eric ; Doffour, Emmanuel Kwame ; Asamoah, Emmanuel Boye ; Anim, Isaac Kwadwo. In: Finance, Accounting and Business Analysis. RePEc:aan:journl:v:7:y:2025:i:1:p:120-133. Full description at Econpapers || Download paper | |
| 2025 | Multivariate Granger causality between financial markets: Evidence from US, Europe, Asia and Emerging market. (2025). Enow, Samuel Tabot. In: International Journal of Business Ecosystem & Strategy (2687-2293). RePEc:adi:ijbess:v:7:y:2025:i:2:p:270-275. Full description at Econpapers || Download paper | |
| 2025 | Market-Wide Predictable Price Pressure. (2025). Hartzmark, Samuel M ; Solomon, David H. In: American Economic Review. RePEc:aea:aecrev:v:115:y:2025:i:9:p:3171-3213. Full description at Econpapers || Download paper | |
| 2024 | Mental Models in Financial Markets: How Do Experts Reason About the Pricing of Climate Risk?. (2024). Zimmermann, Florian ; Bauer, Rob ; Smeets, Paul ; Godker, Katrin. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:319. Full description at Econpapers || Download paper | |
| 2024 | Análisis del impacto de las controversias por factores ASG en la valuación de acciones en el mercado mexicano.. (2024). Len, Martha Anglica ; Revilla, Anahi Montserrat ; Cern, Eric Osio. In: The Anahuac Journal. RePEc:amj:journl:v:24:y:2024:i:1:p:38-63. Full description at Econpapers || Download paper | |
| 2024 | ¿Impacta el sentimiento estadounidense de las tasas de interés en los fondos latinoamericanos negociados en bolsa (ETF)?. (2024). Herrera, Humberto Valencia. In: The Anahuac Journal. RePEc:amj:journl:v:24:y:2024:i:1:p:92-113. Full description at Econpapers || Download paper | |
| 2025 | Green versus Conventional Corporate Debt:From Issuances to Emissions. (2025). Williams, Tomas ; Schmukler, Sergio ; Raddatz, Claudio ; Cortina, Juan J. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:193. Full description at Econpapers || Download paper | |
| 2025 | Shifting Perspectives: An Updated Survey of Environmental and Natural Resource Economists. (2025). Whitehead, John ; Kosnik, Lea-Rachel ; Haab, Timothy C. In: Working Papers. RePEc:apl:wpaper:25-02. Full description at Econpapers || Download paper | |
| 2025 | Joint News, Attention Spillover,and Market Returns. (2022). Tao, Yubo ; Guo, LI. In: Papers. RePEc:arx:papers:1703.02715. Full description at Econpapers || Download paper | |
| 2024 | Robustifying Conditional Portfolio Decisions via Optimal Transport. (2024). Ye, Yinyu ; Nguyen, Viet Anh ; Blanchet, Jose ; Zhang, Fan ; Delage, Erick. In: Papers. RePEc:arx:papers:2103.16451. Full description at Econpapers || Download paper | |
| 2025 | Option Pricing with Time-Varying Volatility Risk Aversion. (2025). Hansen, Peter ; Tong, Chen. In: Papers. RePEc:arx:papers:2204.06943. Full description at Econpapers || Download paper | |
| 2024 | Social Media Emotions and IPO Returns. (2024). Vamossy, Domonkos F. In: Papers. RePEc:arx:papers:2306.12602. Full description at Econpapers || Download paper | |
| 2024 | Social Media Emotions and Market Behavior. (2024). Vamossy, Domonkos F. In: Papers. RePEc:arx:papers:2404.03792. Full description at Econpapers || Download paper | |
| 2024 | Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect. (2024). Chen, Muzi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2404.04335. Full description at Econpapers || Download paper | |
| 2024 | Degree of Irrationality: Sentiment and Implied Volatility Surface. (2024). Xie, Yan ; Weng, Jiahao. In: Papers. RePEc:arx:papers:2405.11730. Full description at Econpapers || Download paper | |
| 2024 | Credit Ratings: Heterogeneous Effect on Capital Structure. (2024). Spindler, Martin ; Wasserbacher, Helmut. In: Papers. RePEc:arx:papers:2406.18936. Full description at Econpapers || Download paper | |
| 2024 | Tuning into Climate Risks: Extracting Innovation from Television News for Clean Energy Firms. (2024). Ahmad, Wasim ; Shrimali, Suruchi ; Roy, Preeti ; Rahman, Mohammad Arshad. In: Papers. RePEc:arx:papers:2409.08701. Full description at Econpapers || Download paper | |
| 2024 | A Comparison between Financial and Gambling Markets. (2024). Popov, Valentin ; Donovan, Carl ; Liu, Haoyu. In: Papers. RePEc:arx:papers:2409.13528. Full description at Econpapers || Download paper | |
| 2024 | Investor Sentiment in Asset Pricing Models: A Review of Empirical Evidence. (2024). Lis, Szymon. In: Papers. RePEc:arx:papers:2411.13180. Full description at Econpapers || Download paper | |
| 2024 | Sentiment trading with large language models. (2024). Germano, Guido ; Kirtac, Kemal. In: Papers. RePEc:arx:papers:2412.19245. Full description at Econpapers || Download paper | |
| 2025 | ChatGPT and Deepseek: Can They Predict the Stock Market and Macroeconomy?. (2025). Zhu, WU ; Zhou, Guofu ; Tang, Guohao ; Chen, Jian. In: Papers. RePEc:arx:papers:2502.10008. Full description at Econpapers || Download paper | |
| 2025 | How Election Shocks Move Markets: Evidence from Sectoral Stock Prices. (2025). Amburgey, Aaron J. In: Papers. RePEc:arx:papers:2504.02731. Full description at Econpapers || Download paper | |
| 2025 | NewsNet-SDF: Stochastic Discount Factor Estimation with Pretrained Language Model News Embeddings via Adversarial Networks. (2025). Wang, Shunyao ; Cheng, Ming. In: Papers. RePEc:arx:papers:2505.06864. Full description at Econpapers || Download paper | |
| 2025 | How Does Monetary Policy Influence the U.S. Treasury Bond Yields, and What are the Implications for Portfolio Managers?. (2025). Zhu, Minnie ; Gong, Simon ; Liu, Yuhan. In: Papers. RePEc:arx:papers:2505.07226. Full description at Econpapers || Download paper | |
| 2025 | Heterogeneous Exposures to Systematic and Idiosyncratic Risk across Crypto Assets: A Divide-and-Conquer Approach. (2025). Sarafidis, Vasilis ; Fernandez Bariviera, Aurelio ; Aslanidis, Nektarios ; Kapetanios, George. In: Papers. RePEc:arx:papers:2506.21100. Full description at Econpapers || Download paper | |
| 2025 | Equity Markets Volatility, Regime Dependence and Economic Uncertainty: The Case of Pacific Basin. (2025). Raffiee, Kambiz ; Adrangi, Bahram ; Chatrath, Arjun ; Hatamerad, Saman. In: Papers. RePEc:arx:papers:2507.05552. Full description at Econpapers || Download paper | |
| 2025 | Kronos: A Foundation Model for the Language of Financial Markets. (2025). Li, Jian ; Zhang, Changshui ; Xu, Wei ; Zhao, Bohan ; Chen, Shuo ; Fu, Zongliang ; Shi, YU. In: Papers. RePEc:arx:papers:2508.02739. Full description at Econpapers || Download paper | |
| 2025 | Variable selection for minimum-variance portfolios. (2025). Moura, Guilherme V ; Torrent, Hudson S. In: Papers. RePEc:arx:papers:2508.14986. Full description at Econpapers || Download paper | |
| 2025 | Combined machine learning for stock selection strategy based on dynamic weighting methods. (2025). He, Zhiyang ; Cai, Lin ; Zhang, Caiya. In: Papers. RePEc:arx:papers:2508.18592. Full description at Econpapers || Download paper | |
| 2025 | Environmental Performance, Financial Constraint and Tax Avoidance Practices: Insights from FTSE All-Share Companies. (2025). Khrennikova, Polina ; Sastroredjo, Probowo Erawan ; Ausloos, Marcel. In: Papers. RePEc:arx:papers:2509.08450. Full description at Econpapers || Download paper | |
| 2025 | Sentiment Feedback in Equity Markets: Asymmetries, Retail Heterogeneity, and Structural Calibration. (2025). Sneller, Lucas Marques. In: Papers. RePEc:arx:papers:2509.11970. Full description at Econpapers || Download paper | |
| 2025 | Sentiment and Volatility in Financial Markets: A Review of BERT and GARCH Applications during Geopolitical Crises. (2025). Williamson, Cillian ; Mino, Domenica. In: Papers. RePEc:arx:papers:2510.16503. Full description at Econpapers || Download paper | |
| 2025 | Words Matter: Forecasting Economic Downside Risks with Corporate Textual Data. (2025). Isler, Cansu. In: Papers. RePEc:arx:papers:2511.04935. Full description at Econpapers || Download paper | |
| 2025 | GIFfluence: A Visual Approach to Investor Sentiment and the Stock Market. (2025). Hirshleifer, David ; Teoh, Siew Hong ; Wu, Shijia ; Gu, Ming. In: Papers. RePEc:arx:papers:2512.20027. Full description at Econpapers || Download paper | |
| 2025 | Salary Matching and Pay Cut Reduction for Job Seekers with Loss Aversion. (2025). Chu, Ross. In: Papers. RePEc:arx:papers:2512.22818. Full description at Econpapers || Download paper | |
| 2025 | A Test of Lookahead Bias in LLM Forecasts. (2025). Gao, Zhenyu ; Yan, Yutong ; Jiang, Wenxi. In: Papers. RePEc:arx:papers:2512.23847. Full description at Econpapers || Download paper | |
| 2026 | Dynamic Risk in the U.S. Banking System: An Analysis of Sentiment, Policy Shocks, and Spillover Effects. (2026). Huang, Jun ; Roan, Jinshyang ; Ortiz, Jaime ; Wang, Haibo ; Alidaee, Bahram ; Sua, Lutfu S. In: Papers. RePEc:arx:papers:2601.01783. Full description at Econpapers || Download paper | |
| 2026 | Demystifying the trend of the healthcare index: Is historical price a key driver?. (2026). Chakraborty, Tanujit ; Ghosh, Subhasis ; Gupta, Samrat ; Sadhukhan, Payel. In: Papers. RePEc:arx:papers:2601.14062. Full description at Econpapers || Download paper | |
| 2026 | An Explainable Market Integrity Monitoring System with Multi-Source Attention Signals and Transparent Scoring. (2026). Neela, Sandeep. In: Papers. RePEc:arx:papers:2601.15304. Full description at Econpapers || Download paper | |
| 2026 | Regret-Driven Portfolios: LLM-Guided Smart Clustering for Optimal Allocation. (2026). Jaleel, Hassan ; Abro, Muhammad. In: Papers. RePEc:arx:papers:2601.17021. Full description at Econpapers || Download paper | |
| 2026 | Deep g-Pricing for CSI 300 Index Options with Volatility Trajectories and Market Sentiment. (2026). Shi, Yufeng ; Sun, Hexiang ; Tang, Zheng ; Zhang, Yilun. In: Papers. RePEc:arx:papers:2601.18804. Full description at Econpapers || Download paper | |
| 2026 | Do Whitepaper Claims Predict Market Behavior? Evidence from Cryptocurrency Factor Analysis. (2026). Farzulla, Murad. In: Papers. RePEc:arx:papers:2601.20336. Full description at Econpapers || Download paper | |
| 2026 | Stochastic Discount Factors with Cross-Asset Spillovers. (2026). He, Xin ; Avramov, Doron. In: Papers. RePEc:arx:papers:2602.20856. Full description at Econpapers || Download paper | |
| 2026 | Beyond Polarity: Multi-Dimensional LLM Sentiment Signals for WTI Crude Oil Futures Return Prediction. (2026). Wang, Yiqing ; Geng, Kerui ; Liu, Dou ; Ma, Ding ; Dai, Dehao. In: Papers. RePEc:arx:papers:2603.11408. Full description at Econpapers || Download paper | |
| 2025 | Nonlinear Dynamics in Monetary Policy-Fueled Stock Market Bubbles. (2025). Magnani, Monia ; Guidolin, Massimo. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp25252. Full description at Econpapers || Download paper | |
| 2024 | Evaluating Capital Structure Dynamics During Financial Crises: Insights from Shariah Compliant Companies Using Python Pandas. (2024). Mohd, Nor Khadijah ; Yildiz, Birol. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:10:p:2608-2619. Full description at Econpapers || Download paper | |
| 2024 | Financing Decisions and Financial Stability: Moderating Effect of Firm Size of Listed Industrial Goods Firms in Nigeria. (2024). Ogbuigwe, Michael ; Aluya, Samson ; John, Edidiong Justine. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:8:p:3384-3401. Full description at Econpapers || Download paper | |
| 2025 | Board Characteristics and Firm Value: Evidence from Listed Firms in Nigeria. (2025). Onmonya, Lucky Otsoge ; Akinwumi, Akinlolu Adekunle. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:issue-6:p:1432-1449. Full description at Econpapers || Download paper | |
| 2025 | Mediating Role of Capital Structure Between Determinants of Capital Structure and Firm Value: A Path Analysis Using Econometrics Model. (2025). , Dayaratne. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:issue-6:p:5604-5616. Full description at Econpapers || Download paper | |
| 2026 | Environmental score and bond pricing: it better be good, it better be green. (2026). Zaghini, Andrea ; Pianeselli, Daniele ; Fornari, Fabio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_1002_26. Full description at Econpapers || Download paper | |
| 2024 | From Public to Internal Capital Markets: The Effects of Affiliated IPOs on Group Firms. (2024). Scalia, Antonio ; Narizzano, Simone ; Zaccaria, Luana ; Savino, Francesco. In: Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems). RePEc:bdi:wpmisp:mip_049_24. Full description at Econpapers || Download paper | |
| 2024 | The green sin: how exchange rate volatility and financial openness affect green premia. (2024). Zaghini, Andrea ; Moro, Alessandro. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1447_24. Full description at Econpapers || Download paper | |
| 2024 | Unconventionally green. (2024). Zaghini, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1453_24. Full description at Econpapers || Download paper | |
| 2025 | Cui prodest? The heterogeneous impact of green bonds on companies ESG score. (2025). Zaghini, Andrea ; Moro, Alessandro. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1499_25. Full description at Econpapers || Download paper | |
| 2025 | Pricing of Green Bonds: Greenium Dynamics and the Role of Retail Investors. (2025). Pietsch, Allegra ; Salakhova, Dilyara. In: Working papers. RePEc:bfr:banfra:1010. Full description at Econpapers || Download paper | |
| 2024 | Should Central Banks Care About Text Mining? A Literature Review. (2024). Meunier, Baptiste ; bricongne, jean-charles ; Caldeira, Raquel. In: Working papers. RePEc:bfr:banfra:950. Full description at Econpapers || Download paper | |
| 2024 | PEnvironmental Preferences and Sector Valuations. (2024). Stalla-Bourdillon, Arthur ; Jourde, Tristan. In: Working papers. RePEc:bfr:banfra:964. Full description at Econpapers || Download paper | |
| 2025 | Beyond Fundamentals: How Investor Overconfidence Shapes Firm Valuation in India. (2025). Kumari, Jyoti. In: International Journal of Finance. RePEc:bhx:ojtijf:v:10:y:2025:i:6:p:12-35:id:3041. Full description at Econpapers || Download paper | |
| 2025 | The global drivers of private credit. (2025). Pinter, Gabor ; Avalos, Fernando ; Doerr, Sebastian. In: BIS Quarterly Review. RePEc:bis:bisqtr:2503b. Full description at Econpapers || Download paper | |
| 2025 | Determinants of Capital Structure of Business Enterprises: A Study of Roban Stores in Southern Nigeria. (2025). Emeter, Okechukwu P ; Ufondu, Adaora O ; Eneh, Nnajiofor C. In: International Journal of Research and Scientific Innovation. RePEc:bjc:journl:v:12:y:2025:i:5:p:367-379. Full description at Econpapers || Download paper | |
| 2024 | Institutional investor horizons, ownership structure and investment efficiency in China. (2024). Wang, Zhihao ; Liao, Kezhi. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:739-782. Full description at Econpapers || Download paper | |
| 2024 | Climate risk exposure and debt concentration: Evidence from Chinese listed companies. (2024). Gong, XU ; Qu, Wenzhou ; Xu, Wenshuai ; Song, Wuqi. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3361-3386. Full description at Econpapers || Download paper | |
| 2024 | Fair values in extreme markets. (2024). Song, Xiaofei. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3443-3467. Full description at Econpapers || Download paper | |
| 2024 | The impact of air pollution on cost of debt: Evidence from corporate bond markets. (2024). Cao, Youdan ; Hu, Xiaolu ; Zhong, Angel ; Wang, Wenlan. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3495-3533. Full description at Econpapers || Download paper | |
| 2024 | Does image sentiment of major public emergency affect the stock market performance? New insight from deep learning techniques. (2024). Liu, Yun ; Huang, Dengshi ; Zhou, Jianan ; Wang, Sirui. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:4447-4472. Full description at Econpapers || Download paper | |
| 2024 | An empirical analysis of corporate sustainability bonds. (2024). Mathew, Sudha ; Sivaprasad, Sheeja. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:4:p:3299-3316. Full description at Econpapers || Download paper | |
| 2024 | Biodiversity management and stock price crash risk. (2024). Lopatta, Kerstin ; Buchholz, Daniel ; Rudolf, Anna R ; Bassen, Alexander. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:5:p:4788-4805. Full description at Econpapers || Download paper | |
| 2024 | The nexus between national and regional reporting of economic news: Evidence from the United Kingdom and Scotland. (2024). Rambaccussing, Dooruj ; Kwiatkowski, Andrzej. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:371-393. Full description at Econpapers || Download paper | |
| 2024 | Reassessing climate disclosure demands: An examination of stakeholder perspectives beyond institutional investors. (2024). Kuvvet, Emre. In: Economic Affairs. RePEc:bla:ecaffa:v:44:y:2024:i:1:p:95-117. Full description at Econpapers || Download paper | |
| 2024 | What drives closed‐end fund discounts? Evidence from COVID‐19. (2024). Ma, Liang. In: Financial Management. RePEc:bla:finmgt:v:53:y:2024:i:1:p:119-143. Full description at Econpapers || Download paper | |
| 2024 | Share repurchases and managerial reference points. (2024). Clarke, Nicholas ; Norris, Dylan ; Schrowang, Andrew. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:1:p:57-87. Full description at Econpapers || Download paper | |
| 2024 | Sentiment and the cross‐section of expected stock returns. (2024). Lin, Nanying ; Lu, Lei ; Jacoby, Gady ; Liao, Chi. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:2:p:459-485. Full description at Econpapers || Download paper | |
| 2024 | Stock market and the psychological health of investors. (2024). Fan, Maoyong ; Liu, Chang. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:3:p:561-587. Full description at Econpapers || Download paper | |
| 2024 | CEO overcaution and capital structure choices. (2024). Brooks, Chris ; Rocciolo, Francesco ; Gheno, Andrea. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:3:p:719-743. Full description at Econpapers || Download paper | |
| 2024 | The price of the slow lane: Traffic congestion and stock block trading premium. (2024). Qian, Xianhang ; Cao, Tingqiu ; Zhang, LE. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:30-52. Full description at Econpapers || Download paper | |
| 2024 | The persistence and consequences of share repurchases. (2024). Suh, Jungwon ; Kim, Hyunseok ; Guedhami, Omrane ; el Ghoul, Sadok. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:51:y:2024:i:1-2:p:431-472. Full description at Econpapers || Download paper | |
| 2024 | Behavioral finance: Evolution from the classical theory and remarks. (2024). Agudelo, Alberto Antonio. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:452-475. Full description at Econpapers || Download paper | |
| 2024 | A 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. Full description at Econpapers || Download paper | |
| 2024 | Non‐Fungible Tokens (NFTs): A Review of Pricing Determinants, Applications and Opportunities. (2024). Kräussl, Roman ; Krussl, Roman ; Tugnetti, Alessandro. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:555-574. Full description at Econpapers || Download paper | |
| 2024 | Financial stability, stranded assets and the low‐carbon transition – A critical review of the theoretical and applied literatures. (2024). Daumas, Louis. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:601-716. Full description at Econpapers || Download paper | |
| 2024 | Dissecting the Long‐Term Performance of the Chinese Stock Market. (2024). Zhu, Julie Lei ; Shan, Chenyu ; Qian, Jun ; Allen, Franklin. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:993-1054. Full description at Econpapers || Download paper | |
| 2024 | Putting the Price in Asset Pricing. (2024). Polk, Christopher ; Cho, Thummim. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:3943-3984. Full description at Econpapers || Download paper | |
| 2024 | Cultural, trust, and transparency effects on the use of anchoring in mergers and acquisitions. (2024). Jayaraman, Narayanan ; Ferris, Stephen P ; Liao, Minyu. In: Journal of Financial Research. RePEc:bla:jfnres:v:47:y:2024:i:1:p:5-25. Full description at Econpapers || Download paper | |
| 2024 | Insurers climate change risk management quality and natural disasters. (2024). Weiss, Gregor ; Scharner, Philipp ; Fritzsch, Simon ; Berrystlzle, Thomas R. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:91:y:2024:i:2:p:263-298. Full description at Econpapers || Download paper | |
| 2024 | Informed traders, beauty contest and stock price volatility: Evidence from laboratory markets. (2024). Tanigawa, Yasuhiko ; Saijo, Tatsuyoshi ; Kusakawa, Takao ; Hirota, Shinichi. In: Pacific Economic Review. RePEc:bla:pacecr:v:29:y:2024:i:3:p:354-396. Full description at Econpapers || Download paper | |
| 2024 | ESG Investing and Stock Return Comovements. (2024). XIE, Jing ; Kacperczyk, Marcin ; Peng, Lin. In: Working Papers. RePEc:boa:wpaper:202403. Full description at Econpapers || Download paper | |
| 2024 | Market Feedback Effect on CEO Pay: Evidence from Peers’ Say-on-Pay Voting Failures. (2024). XIE, Jing ; HASAN, IFTEKHAR ; Tang, Feng ; Agnes, C S. In: Working Papers. RePEc:boa:wpaper:202408. Full description at Econpapers || Download paper | |
| 2024 | Stock-Picking by Mutual Funds: Evidence from Trading in Family-Controlled Firms. (2024). XIE, Jing. In: Working Papers. RePEc:boa:wpaper:202411. Full description at Econpapers || Download paper | |
| 2025 | Convertible Bonds and Firm Value: Evidence from China and Beyond. (2025). XIE, Jing ; Zhong, Yuxiang ; Que, Tingting ; Li, PO. In: Working Papers. RePEc:boa:wpaper:202522. Full description at Econpapers || Download paper | |
| 2024 | Moderation or indulgence? Effects of bank distribution restrictions during stress. (2024). Baruník, Jozef ; Katsoulis, Petros ; Barunik, Jozef ; Acosta-Smith, Jonathan ; Gerba, Eddie. In: Bank of England working papers. RePEc:boe:boeewp:1053. Full description at Econpapers || Download paper | |
| 2024 | Mental Models in Financial Markets: How Do Experts Reason About the Pricing of Climate Change?. (2024). Zimmermann, Florian ; Bauer, Rob ; Smeets, Paul ; Godker, Katrin. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2024_569. Full description at Econpapers || Download paper | |
| 2025 | Financial Constraints and the Micro Origins of Aggregate Equity Shocks in Capital Markets. (2025). König, Tobias ; Knig, Tobias. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_675. Full description at Econpapers || Download paper | |
| 2025 | From Tweets to Trades: The Dynamic Dance of Investor Sentiment, Attention, and News Sentiment in ESG Stocks. (2025). Kok, Loang Ooi. In: China Finance and Economic Review. RePEc:bpj:cferev:v:14:y:2025:i:1:p:70-91:n:1004. Full description at Econpapers || Download paper | |
| 2025 | Does the Establishment of Shanghai Pilot Free Trade Zone Promote Yangtze River Delta’s Economic Development?. (2025). Hamir, Basah Norliza ; Xinhong, Liu. In: China Finance and Economic Review. RePEc:bpj:cferev:v:14:y:2025:i:1:p:92-112:n:1005. Full description at Econpapers || Download paper | |
| 2024 | Natural Disasters, Investor Attention, and Non-Fundamental Green Asset Demand. (2024). Balles, Patrick ; Misev, Marina A. In: Working papers. RePEc:bsl:wpaper:2024/07. Full description at Econpapers || Download paper | |
| 2024 | Climate Policy and Sovereign Debt: The Impact of Transition Scenarios on Sovereign Creditworthiness. (2024). Mohaddes, Kamiar ; Klusak, P ; Agarwala, M ; Burke, M. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2470. Full description at Econpapers || Download paper | |
| 2025 | Dual Industry Effects and Cross-Stock Predictability. (2025). Li, S ; Ge, S ; Avramov, D ; Linton, O B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2512. Full description at Econpapers || Download paper | |
| 2024 | Climate Policy and Sovereign Debt: The Impact of Transition Scenarios on Sovereign Creditworthiness. (2024). Mohaddes, Kamiar ; Klusak, P ; Agarwala, M ; Burke, M. In: Janeway Institute Working Papers. RePEc:cam:camjip:2430. Full description at Econpapers || Download paper | |
| 2025 | Dual Industry Effects and Cross-Stock Predictability. (2025). Linton, O B ; Ge, S ; Avramov, D. In: Janeway Institute Working Papers. RePEc:cam:camjip:2506. Full description at Econpapers || Download paper | |
| 2025 | Star-struck; Monetary Policy and the Neutral Rate. (2025). Garabedian, Garo. In: Research Technical Papers. RePEc:cbi:wpaper:4/rt/25. Full description at Econpapers || Download paper | |
| 2025 | Heterogeneous Institutional Investor Response to Firm Environmental Regulatory Risk. (2025). Zhang, Yuyang ; Ma, Linxiang ; Lu, Chunxiao. In: Working Papers in Economics. RePEc:cbt:econwp:25/14. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2015 | Do Strict Capital Requirements Raise the Cost of Capital? Bank Regulation, Capital Structure, and the Low-Risk Anomaly In: American Economic Review. [Full Text][Citation analysis] | article | 138 |
| 2007 | Investor Sentiment in the Stock Market In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 1473 |
| 2007 | Investor Sentiment in the Stock Market.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1473 | paper | |
| 2022 | The Pricing and Ownership of US Green Bonds In: Annual Review of Financial Economics. [Full Text][Citation analysis] | article | 87 |
| 2007 | The Effect of Dividends on Consumption In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 65 |
| 2006 | The Effect of Dividends on Consumption.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 65 | paper | |
| 2000 | The Equity Share in New Issues and Aggregate Stock Returns In: Journal of Finance. [Full Text][Citation analysis] | article | 363 |
| 2009 | The Equity Share in New Issues and Aggregate Stock Returns.(2009) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 363 | paper | |
| 2009 | The Equity Share in New Issues and Aggregate Stock Returns.(2009) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 363 | paper | |
| 2002 | Market Timing and Capital Structure In: Journal of Finance. [Full Text][Citation analysis] | article | 1157 |
| 2001 | Market Timing and Capital Structure.(2001) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1157 | paper | |
| 2006 | Investor Sentiment and the Cross‐Section of Stock Returns In: Journal of Finance. [Full Text][Citation analysis] | article | 1984 |
| 2004 | Investor Sentiment and the Cross-Section of Stock Returns.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1984 | paper | |
| 2006 | Predicting Returns with Managerial Decision Variables: Is There a Small‐Sample Bias? In: Journal of Finance. [Full Text][Citation analysis] | article | 30 |
| 2009 | Catering through Nominal Share Prices In: Journal of Finance. [Full Text][Citation analysis] | article | 82 |
| 2008 | Catering Through Nominal Share Prices.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 82 | paper | |
| 2021 | What Do You Think about Climate Finance? In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 248 |
| 2021 | What Do You Think About Climate Finance?.(2021) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 248 | paper | |
| 2010 | Can Mutual Fund Managers Pick Stocks? Evidence from Their Trades Prior to Earnings Announcements In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 93 |
| 2004 | Can Mutual Fund Managers Pick Stocks? Evidence from the Trades Prior to Earnings Announcements.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 93 | paper | |
| 2020 | Leverage and the Beta Anomaly In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 7 |
| 2013 | Behavioral Corporate Finance: An Updated Survey In: Handbook of the Economics of Finance. [Full Text][Citation analysis] | chapter | 117 |
| 2011 | Behavioral Corporate Finance: An Updated Survey.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 117 | paper | |
| 2012 | Global, local, and contagious investor sentiment In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 456 |
| 2009 | Global, local, and contagious investor sentiment.(2009) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 456 | paper | |
| 2012 | The effect of reference point prices on mergers and acquisitions In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 142 |
| 2026 | Policy uncertainty reduces green innovation In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 0 |
| 2000 | Financial markets and the allocation of capital In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 931 |
| 2001 | Financial Markets And The Allocation Of Capital.(2001) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 931 | paper | |
| 2001 | Financial Markets And The Allocation Of Capital.(2001) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 931 | paper | |
| 2003 | The maturity of debt issues and predictable variation in bond returns In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 110 |
| 2004 | Appearing and disappearing dividends: The link to catering incentives In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 147 |
| 2003 | Appearing and Disappearing Dividends: The Link to Catering Incentives.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 147 | paper | |
| 2005 | Comovement In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 49 |
| 2002 | Comovement.(2002) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
| 2005 | Comovement.(2005) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
| 2002 | Comovement.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
| 2002 | Comment on: Investor psychology in capital markets In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 0 |
| 2002 | When Does the Market Matter? Stock Prices and the Investsment of Equity-Dependent Firms In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] | paper | 594 |
| 2002 | When Does the Market Matter? Stock Prices and the Investment of Equity-Dependent Firms.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 594 | paper | |
| 2003 | When Does the Market Matter? Stock Prices and the Investment of Equity-Dependent Firms.(2003) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 594 | article | |
| 2004 | The Stock Market and Investment: Evidence from FDI Flows In: NBER Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2004 | Pseudo Market Timing and Predictive Regressions In: NBER Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2004 | Behavioral Corporate Finance: A Survey In: NBER Working Papers. [Full Text][Citation analysis] | paper | 67 |
| 2009 | A Reference Point Theory of Mergers and Acquisitions In: NBER Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2010 | On the Economic Consequences of Index-Linked Investing In: NBER Working Papers. [Full Text][Citation analysis] | paper | 13 |
| 2012 | Dividends as Reference Points: A Behavioral Signaling Approach In: NBER Working Papers. [Full Text][Citation analysis] | paper | 53 |
| 2016 | Dividends as Reference Points: A Behavioral Signaling Approach.(2016) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | article | |
| 2013 | Do Strict Capital Requirements Raise the Cost of Capital? Banking Regulation and the Low Risk Anomaly In: NBER Working Papers. [Full Text][Citation analysis] | paper | 24 |
| 2016 | The Risk Anomaly Tradeoff of Leverage In: NBER Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2017 | Investing in the Presence of Massive Flows: The Case of MSCI Country Reclassifications In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Investing in the Presence of Massive Flows: The Case of MSCI Country Reclassifications.(2018) In: Financial Analysts Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2018 | Financing the Response to Climate Change: The Pricing and Ownership of U.S. Green Bonds In: NBER Working Papers. [Full Text][Citation analysis] | paper | 197 |
| 2022 | Stock Market Stimulus In: NBER Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2023 | Stock Market Stimulus.(2023) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2023 | Policy Uncertainty Reduces Green Investment In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Green Bonds: New Label, Same Projects In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2025 | The Research Behavior of Individual Investors In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | A Catering Theory of Dividends In: NBER Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2012 | Comovement and Predictability Relationships Between Bonds and the Cross-section of Stocks In: The Review of Asset Pricing Studies. [Full Text][Citation analysis] | article | 58 |
| 2009 | Multinationals as Arbitrageurs: The Effect of Stock Market Valuations on Foreign Direct Investment In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 89 |
| 2011 | Benchmarks as Limits to Arbitrage: Understanding the Low-Volatility Anomaly In: Financial Analysts Journal. [Full Text][Citation analysis] | article | 26 |
| 2002 | Does Arbitrage Flatten Demand Curves for Stocks? In: The Journal of Business. [Full Text][Citation analysis] | article | 324 |
| 2001 | Does Arbitrage Flatten Demand Curves for Stocks?.(2001) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 324 | paper | |
| 2001 | Does Arbitrage Flatten Demand Curves for Stocks?.(2001) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 324 | paper |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated March, 14 2025. Contact: CitEc Team