4
H index
3
i10 index
179
Citations
Banco de México | 4 H index 3 i10 index 179 Citations RESEARCH PRODUCTION: 5 Articles 6 Papers RESEARCH ACTIVITY: 23 years (2000 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pba296 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Santiago Bazdresch. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Working Papers / Banco de Mxico | 2 |
MPRA Paper / University Library of Munich, Germany | 2 |
Year | Title of citing document |
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2023 | A Unified Framework for Fast Large-Scale Portfolio Optimization. (2023). Safikhani, Abolfazl ; Polak, Pawel ; Shah, Ronakdilip ; Deng, Weichuan. In: Papers. RePEc:arx:papers:2303.12751. Full description at Econpapers || Download paper |
2023 | Online Ensemble of Models for Optimal Predictive Performance with Applications to Sector Rotation Strategy. (2023). Polak, Pawel ; Miao, Jiaju. In: Papers. RePEc:arx:papers:2304.09947. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Exchange Rate (MIS-) Alignment: An Application of the Behavioural Equilibrium Exchange Rate (beer) Approach to Zimbabwe (1990-2018). (2023). Mugwira, Vincent ; Pasara, Michael Takudzwa. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-05-15. Full description at Econpapers || Download paper |
2023 | Employee sentiment and stock returns. (2023). Zhou, Guofu ; Yao, Jiaquan ; Tang, Guohao ; Chen, Jian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:149:y:2023:i:c:s0165188923000428. Full description at Econpapers || Download paper |
2023 | Technology spillover, corporate investment, and stock returns. (2023). Wang, Yanzhi ; Hsu, Yen-Ju. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:238-250. Full description at Econpapers || Download paper |
2023 | Unemployment beta and the cross-section of stock returns: Evidence from Australia. (2023). Huynh, Nhan. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000388. Full description at Econpapers || Download paper |
2023 | Sentiment and covariance characteristics. (2023). le Tran, VU. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000492. Full description at Econpapers || Download paper |
2023 | Dynamic liquidity management with asymmetric adjustment costs. (2023). Mu, Congming ; Jiang, Jinglu ; Yuan, Liuchuang ; Chen, Tuyue. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323007134. Full description at Econpapers || Download paper |
2024 | Macroeconomic impact and stock returns vulnerability by size, solvency, and financial distress. (2024). Baek, Seungho ; Glambosky, Mina. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010905. Full description at Econpapers || Download paper |
2023 | Job postings and aggregate stock returns. (2023). Odoherty, Michael S ; Kothari, Pratik. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000022. Full description at Econpapers || Download paper |
2023 | Human capital quality and stock returns. (2023). Kang, Jangkoo ; Bae, Jaewan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:152:y:2023:i:c:s037842662300081x. Full description at Econpapers || Download paper |
2023 | Micro uncertainty and asset prices. (2023). Kind, Thilo ; Herskovic, Bernard ; Kung, Howard. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:1:p:27-51. Full description at Econpapers || Download paper |
2023 | Local labor market and the cross section of stock returns. (2023). Zheng, Hao ; Qiao, Zheng ; Ge, Yao. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:138:y:2023:i:c:s0261560623001262. Full description at Econpapers || Download paper |
2023 | Learning and the capital age premium. (2023). Xu, Chenjie ; Tsou, Chi-Yang ; Li, Kai. In: Journal of Monetary Economics. RePEc:eee:moneco:v:136:y:2023:i:c:p:76-90. Full description at Econpapers || Download paper |
2024 | Parameter learning in production economies. (2024). Kozhan, Roman ; Babiak, Mykola. In: Journal of Monetary Economics. RePEc:eee:moneco:v:144:y:2024:i:c:s0304393224000084. Full description at Econpapers || Download paper |
2023 | Momentum in machine learning: Evidence from the Taiwan stock market. (2023). Lin, Chih-Yung ; Kong, De-Rong ; Bui, Dien Giau. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002494. Full description at Econpapers || Download paper |
2023 | Resurrecting the market factor: A case of data mining across international markets. (2023). Truong, Helen ; Huang, Ronghong ; Hoang, Khoa. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002548. Full description at Econpapers || Download paper |
2024 | Labor leverage and firm risk: Evidence from Korea. (2024). Kim, Yongjun ; Cho, Wonho. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x23002895. Full description at Econpapers || Download paper |
2024 | Asset pricing implications of firms profit sharing. (2024). Kang, Jangkoo ; Bae, Jaewan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000246. Full description at Econpapers || Download paper |
2023 | Workplace Automation and Corporate Liquidity Policy. (2023). Wang, Jessie Jiaxu. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-23. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2024 | The scorching temperatures shock effect on firms’ performance: a global perspective. (2024). Huang, Chai Liang ; Sugianto, Lai Ferry. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:4:d:10.1007_s11156-024-01247-7. Full description at Econpapers || Download paper |
2023 | Product Market Competition, Labor Mobility, and the Cross-Section of Stock Returns. (2023). Chen, Hui ; Ye, Xiaoxia ; Bu, Ziwen ; Ahmed, Shamim. In: The Review of Asset Pricing Studies. RePEc:oup:rasset:v:13:y:2023:i:3:p:440-480.. Full description at Econpapers || Download paper |
2023 | Trading on Talent: Human Capital and Firm Performance*. (2023). Hodson, James ; Fedyk, Anastassia. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:5:p:1659-1698.. Full description at Econpapers || Download paper |
2023 | Is hiring fast a good sign? The informativeness of job vacancy duration for future firm profitability. (2023). Li, Laura Yue ; Chen, Ciao-Wei. In: Review of Accounting Studies. RePEc:spr:reaccs:v:28:y:2023:i:3:d:10.1007_s11142-023-09797-2. Full description at Econpapers || Download paper |
2023 | All losses are not alike: Real versus accounting-driven reported losses. (2023). Lev, Baruch ; Gu, Feng ; Zhu, Chenqi. In: Review of Accounting Studies. RePEc:spr:reaccs:v:28:y:2023:i:3:d:10.1007_s11142-023-09799-0. Full description at Econpapers || Download paper |
2023 | Flexible Contracts as Business Cycle Stabilizers. (2023). Carreo, Jose Gabo. In: Discussion Paper. RePEc:tiu:tiucen:23d8d475-43ac-4924-bb8e-675453d4bf83. Full description at Econpapers || Download paper |
2024 | Profitability, Value, and Stock Returns in Productionâ€Based Asset Pricing without Frictions. (2017). Balvers, Ronald ; Huang, Dayong ; Gu, LI. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:49:y:2017:i:7:p:1621-1651. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2018 | Finance and Employment Formalization: Evidence from Mexicos ENIGH, 2000-2016 In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | The Influence of Central Banks Projections and Economic Narrative on Professional Forecasters Expectations: Evidence from Mexico In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2012 | Labor Hiring, Investment, and Stock Return Predictability in the Cross Section In: Working Paper Series. [Full Text][Citation analysis] | paper | 132 |
2014 | Labor Hiring, Investment, and Stock Return Predictability in the Cross Section.(2014) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 132 | article | |
2013 | The role of non-convex costs in firms investment and financial dynamics In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 6 |
2005 | Regime switching models for the Mexican peso In: Journal of International Economics. [Full Text][Citation analysis] | article | 13 |
2000 | La inflación moderada y la inestabilidad del proceso inflacionario In: El Trimestre Económico. [Citation analysis] | article | 0 |
2018 | Estimating and Testing Dynamic Corporate Finance Models In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 26 |
2011 | Product differentiation and systematic risk: theory and empirical evidence In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
2011 | Empirical policy functions as benchmarks for evaluation of dynamic capital structure models In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2018 | How Does the Economy Respond to a Depreciation? Evidence in the Dynamics of Profit Margins, Company Values and Retail Prices of Mexican Public Corporations, 2010-2017. In: 2018 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
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