Pierluigi Balduzzi : Citation Profile

Boston College
Boston College

14

H index

20

i10 index

1622

Citations

RESEARCH PRODUCTION:

27

Articles

27

Papers

RESEARCH ACTIVITY:

   34 years (1990 - 2024). See details.
   Cites by year: 47
   Journals where Pierluigi Balduzzi has often published
   Relations with other researchers
   Recent citing documents: 73.    Total self citations: 15 (0.92 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba469
   Updated: 2026-01-17    RAS profile: 2024-08-12    
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Relations with other researchers

Works with:

Brancati, Emanuele (6)

Brianti, Marco (5)

Schiantarelli, Fabio (5)

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

Is cited by:

Campbell, John (22)

Guidolin, Massimo (19)

Mitchell, Olivia (16)

Vega, Clara (15)

Wright, Jonathan (14)

Thornton, Daniel (13)

GUPTA, RANGAN (13)

Bollerslev, Tim (12)

Neely, Christopher (11)

Smales, Lee (11)

Andersen, Torben (11)

Cites to:

Campbell, John (18)

Gorodnichenko, Yuriy (16)

Gilchrist, Simon (15)

Weber, Michael (14)

Link, Sebastian (14)

Coibion, Olivier (14)

Hansen, Lars (13)

bloom, nicholas (13)

Zakrajšek, Egon (12)

Gertler, Mark (11)

Melitz, Marc (10)

Main data

Where Pierluigi Balduzzi has published?

Journals with more than one article published# docs
Journal of Financial and Quantitative Analysis3
Journal of Monetary Economics3
Economics Letters3
Journal of Finance3
The Review of Asset Pricing Studies2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc4
IZA Discussion Papers / Institute of Labor Economics (IZA)3
Boston College Working Papers in Economics / Boston College Department of Economics3
FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta3

Recent works citing Pierluigi Balduzzi (2025 and 2024)

YearTitle of citing document
2025Deep Hedging with Options Using the Implied Volatility Surface. (2025). Fr'ed'eric Godin, ; Gauthier, Genevieve ; Franccois, Pascal. In: Papers. RePEc:arx:papers:2504.06208.

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2025Target-Date Funds: A State-of-the-Art Review with Policy Applications to Chiles Pension Reform. (2025). Larr, Omar ; Su, Fernando. In: Papers. RePEc:arx:papers:2504.17713.

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2025The Exploratory Multi-Asset Mean-Variance Portfolio Selection using Reinforcement Learning. (2025). Wu, Yuhan ; Li, YU ; Zhang, Shuhua. In: Papers. RePEc:arx:papers:2505.07537.

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2025Large Language Models and Futures Price Factors in China. (2025). Zhou, Heyang ; Cheng, Yuhan ; Liu, Yanchu. In: Papers. RePEc:arx:papers:2509.23609.

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2025Nonlinear Dynamics in Monetary Policy-Fueled Stock Market Bubbles. (2025). Magnani, Monia ; Guidolin, Massimo. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp25252.

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2025How Gender Diversity Affects Risk Profiles in Chinese Mergers and Acquisitions. (2025). Sghaier, Adnne. In: China Finance and Economic Review. RePEc:bpj:cferev:v:14:y:2025:i:2:p:87-107:n:1005.

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2025Firms’ Investment and Capacity Utilisation: The Role of Financial Constraints and Uncertainty. (2025). Treibich, Tania ; Savona, Maria ; Piccillo, Giulia ; Mohades, Siavash. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12108.

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2025Disaggregation Reverses the Risk-Free Rate Puzzle. (2025). Wilson, Matthew S. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2025:v:26:i:2:wilson.

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2024Sustainable risk preferences on asset allocation: a higher order optimal portfolio study. (2024). Esparcia, Carlos ; Diaz, Antonio ; Escribano, Ana. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000029.

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2024“Buy him some Tesla stocks for his baptism”: Gender differences among young savers. (2024). Hermansson, Cecilia ; Hauff, Jeanette Carlsson. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:44:y:2024:i:c:s2214635024001114.

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2025The asymmetric relationship between state media tone and the Chinese bond market during COVID-19: Evidence from a nonlinear ARDL model. (2025). Chen, Keyuan ; Jiang, Yanhui ; Hong, Yun ; Yu, LI ; Deng, Chao. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000292.

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2025The effectiveness of female chief financial officers in managing working capital: Evidence from US-listed firms. (2025). Tarkom, Augustine ; Nochebuena-Evans, Leiza ; Wang, Haibo. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:47:y:2025:i:c:s2214635025000590.

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2025Reprint of: Mimicking crypto portfolios in sustainable investment. (2025). Zheng, Xinwei ; Xu, KE ; Yu, Mengxia. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:1:s0890838925000150.

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2025US monetary policy spillovers, maturity mismatch and Chinese corporate financing premium. (2025). Mei, Dongzhou ; Wang, Jiaxin ; Zhang, MI. In: China Economic Review. RePEc:eee:chieco:v:93:y:2025:i:c:s1043951x25001385.

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2024Risks and risk premia in the US Treasury market. (2024). Sarno, Lucio ; Li, Junye ; Zinna, Gabriele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s016518892300194x.

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2024Clustering effects and evolution of the global major 10-year government bond market structure: A network perspective. (2024). Zhuang, Yangyang ; Tang, Pan ; Peng, Hongjuan ; Zhang, Ditian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001870.

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2025Reaction of the U.S. Treasury market to economic news when intrapersonal uncertainty and interpersonal disagreement are high. (2025). Ozocak, Onem. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002821.

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2024Markovian analysis of U.S. Treasury volatility: Asymmetric responses to macroeconomic announcements. (2024). Pasini, Simona ; Guarniero, Pieralberto ; Gigante, Gimede. In: Economics Letters. RePEc:eee:ecolet:v:239:y:2024:i:c:s0165176524002064.

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2024The Wikipedia effect: Analyzing investor attention for strategic investment decisions. (2024). Pyun, Chaehyun. In: Economics Letters. RePEc:eee:ecolet:v:241:y:2024:i:c:s0165176524003203.

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2025Populism’s original sin: Short-term populist penalties and uncertainty traps. (2025). Woo-Mora, Guillermo L. In: European Economic Review. RePEc:eee:eecrev:v:172:y:2025:i:c:s0014292124002460.

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2024Long-term dynamic asset allocation under asymmetric risk preferences. (2024). Kallinterakis, Vasileios ; Kontosakos, Vasileios E ; Hwang, Soosung ; Pantelous, Athanasios A. In: European Journal of Operational Research. RePEc:eee:ejores:v:312:y:2024:i:2:p:765-782.

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2024Macroeconomic news, senior officials speeches, and emerging currency markets: An intraday analysis of price jump reaction. (2024). ben Omrane, Walid ; Ayadi, Mohamed A ; Das, Deepan Kumar. In: Emerging Markets Review. RePEc:eee:ememar:v:60:y:2024:i:c:s1566014124000426.

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2024Aggregate portfolio choice. (2024). Inkmann, Joachim. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s092753982400029x.

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2024Sustainable energy practices and cryptocurrency market behavior. (2024). Saadi, Samir ; ben Omrane, Walid ; Savaser, Tanseli. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006455.

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2025Foreign exchange markets, climate risks and contextual news: An intraday analysis. (2025). ben Omrane, Walid ; Panah, Pari Gholi ; Ayadi, Mohamed A. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001905.

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2025What triggers intraday price jumps and co-jumps in gold?. (2025). Sobti, Neharika. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004673.

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2024CEOs knowledge integration， entrepreneurship, and corporate innovation: Evidence for China. (2024). Sun, Yulan ; Rao, Yanchao ; Qian, Xiyue ; Zhu, Xiuli. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004799.

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2024Chief executive officer marital status and corporate credit ratings. (2024). Wu, Zhiting ; Gao, Yang ; Cai, Xiangshang ; Yuan, Jiayi. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s105752192400317x.

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2024How do the gold intra-day returns and volatility react to monetary policy shocks?. (2024). Hussain, Syed Mujahid ; Virk, Nader ; Awartani, Basel. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004186.

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2024Market volatility and the trend factor. (2024). Xiong, Zhitao ; Xu, Weike ; Sun, Minxing ; Gu, Ming. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324006251.

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2025Does mobile payment adoption increase household portfolio diversification? Evidence from China. (2025). Qiu, Weisong. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s1544612325001758.

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2025Not just the news: Higher moments of macroeconomic variables and sovereign bond returns. (2025). Wang, Zijun ; Wald, John K ; Li, Yulin. In: Global Finance Journal. RePEc:eee:glofin:v:66:y:2025:i:c:s1044028325000407.

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2024Dollar and government bond liquidity: Evidence from Korea. (2024). Lee, Ji Eun. In: Journal of International Economics. RePEc:eee:inecon:v:152:y:2024:i:c:s0022199624001193.

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2024Forecasting the equity premium with frequency-decomposed technical indicators. (2024). Stein, Tobias. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:6-28.

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2025Predicting the equity premium around the globe: Comprehensive evidence from a large sample. (2025). Tharann, Bjrn ; Simen, Chardin Wese ; Hollstein, Fabian ; Prokopczuk, Marcel. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:208-228.

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2024The effect of bank recapitalization policy on credit allocation, investment, and productivity: Evidence from a banking crisis in Japan. (2024). Suzuki, Michio ; Sawada, Yasuyuki ; Kasahara, Hiroyuki. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002303.

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2024Gender difference in overconfidence and household financial literacy. (2024). Nguyen, Thanh D ; Lawrence, Edward R ; Wick, Benedikt. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:166:y:2024:i:c:s0378426624001547.

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2024The gender gap in the first deal: Equity split among founding teams. (2024). Takahashi, Hidenori ; Kato, Masatoshi ; Honjo, Yuji. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624001869.

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2024Robo advisors and access to wealth management. (2024). Sokolinski, Stanislav ; Reher, Michael. In: Journal of Financial Economics. RePEc:eee:jfinec:v:155:y:2024:i:c:s0304405x24000527.

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2024Do personal taxes affect investment decisions and stock returns?. (2024). Kontoghiorghes, Alexander P. In: Journal of Financial Economics. RePEc:eee:jfinec:v:162:y:2024:i:c:s0304405x24001508.

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2025Main Street’s Pain, Wall Street’s Gain. (2025). You, Yang ; Xu, Nancy R. In: Journal of Financial Economics. RePEc:eee:jfinec:v:168:y:2025:i:c:s0304405x25000455.

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2024Nominal exchange rates and net foreign assets dynamics: The stabilization role of valuation effects. (2024). Eugeni, Sara. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:141:y:2024:i:c:s0261560624000056.

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2024International exposure and the transmission of financial shocks: Evidence from China. (2024). Zhang, Penglong ; Hu, Yushan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001682.

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2025Rethinking the delayed overshooting puzzle: An examination through present value framework. (2025). Yun, Jaeho. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:153:y:2025:i:c:s0261560625000361.

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2024Have the causal effects between equities, oil prices, and monetary policy changed over time?. (2024). Olson, Eric ; Kurov, Alexander ; Wolfe, Marketa Halova. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000655.

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2024Retirement savings behaviours and COVID-19: Evidence from Thailand. (2024). Lhaopadchan, Suntharee ; Treepongkaruna, Sirimon ; Gerrans, Paul. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001008.

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2024What drives jumps in the secured Overnight Financing Rate? Evidence from the arbitrage-free Nelson–Siegel model with jump diffusion. (2024). Yeh, Zong-Wei ; Lin, Shih-Kuei ; He, Jie-Cao ; Fang, Dong-Jie. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001434.

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2024Out-of-sample equity premium predictability: An EMD-denoising based model. (2024). Mei, Yuhe ; Li, Haohua ; Chen, Zhuo ; Hao, Xianfeng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24002889.

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2024Gender difference in equity portfolio diversification. (2024). Westerholm, Joakim P ; Wu, Zheng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24003214.

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2025Post-compulsory education of children and household asset allocation. (2025). He, Zehui ; Lu, Xiaomeng ; Luo, Ronghua ; Li, Yaling. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:89:y:2025:i:c:s0927538x24003457.

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2025CEO gender and M&As: New evidence from China. (2025). Lin, Chu-Bin ; Zhao, Ping-Yu ; Chu, Li-Hong ; Chen, Yi-Wen. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x25000137.

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2025Increased risk-taking by lifecycle funds. (2025). Wong, Ching Hin ; Mao, Mike Qinghao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:92:y:2025:i:c:s0927538x25001532.

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2024Beyond borders: Assessing the influence of Geopolitical tensions on sovereign risk dynamics. (2024). Alves, José ; Afonso, Antonio ; Monteiro, Sofia. In: European Journal of Political Economy. RePEc:eee:poleco:v:83:y:2024:i:c:s0176268024000521.

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2025Exploring volatility reactions in cryptocurrency markets using intraday macroeconomic news analysis. (2025). Savaser, Tanseli ; ben Omrane, Walid ; Sebai, Saber ; Saadi, Samir ; Dabbou, Halim. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025006720.

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2024The asymmetric relationships between the Bitcoin futures’ return, volatility, and trading volume. (2024). Kao, Yu-Sheng ; Ku, Yu-Cheng ; Zhao, Kai ; Chuang, Hwei-Lin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:524-542.

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2024Life-cycle risk-taking with personal disaster risk. (2024). Nicodano, Giovanna ; Bagliano, Fabio ; Fugazza, Carolina. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:378-396.

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2024Economic activity and suicides: Causal evidence from macroeconomic shocks in England and Wales. (2024). Mishra, Tapas ; Morgan, Sara ; Lepori, Gabriele M ; Assarian, Borna A. In: Social Science & Medicine. RePEc:eee:socmed:v:342:y:2024:i:c:s027795362300895x.

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2025How does public transport development contribute to carbon emission reduction?. (2025). Zhang, Chunqin ; Yao, DI ; Li, Jinpei ; Huang, Yixuan. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:191:y:2025:i:c:s0965856424003756.

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2025Higher-order Moment Inequality Restrictions for SVARs. (2025). Melosi, Leonardo ; ferroni, filippo ; Andrade, Philippe. In: Working Papers. RePEc:fip:fedbwp:99752.

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2024Linear Factor Models and the Estimation of Expected Returns. (2024). Werker, Bas ; Sarisoy, Cisil. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-14.

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2024Quantitative Portfolio Management: Review and Outlook. (2024). Yew, Rand Kwong ; Senescall, Michael. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:18:p:2897-:d:1479653.

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2025Does Education Improve Financial Outcomes? Evidence from Stock Market and Retirement Accounts in Türkiye. (2025). Aydemir, Abdurrahman ; Ersan, Yasar. In: IZA Discussion Papers. RePEc:iza:izadps:dp17927.

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2025Financial knowledge acquisition and trading behavior: empirical evidence from an online information tool. (2025). Broihanne, Marie-Hlne ; Bellofatto, Anthony ; Dhondt, Catherine. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:39:y:2025:i:1:d:10.1007_s11408-024-00459-0.

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2024An affine model for short rates when monetary policy is path dependent. (2024). Al-Zoubi, Haitham A. In: Review of Derivatives Research. RePEc:kap:revdev:v:27:y:2024:i:2:d:10.1007_s11147-024-09202-3.

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2025US equity announcement risk premia. (2025). Kukacka, Jiri ; Petrasek, Lukas. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:65:y:2025:i:1:d:10.1007_s11156-024-01372-3.

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2024Performance dispersion among target date funds. (2024). Pavlova, Ivelina ; Hibbert, Ann Marie. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:4:d:10.1057_s41260-024-00349-0.

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2024What drives the investment intentions of emerging economy millennials? Examining the effect of financial advertisement with the PLS-SEM. (2024). Kalia, Prateek ; Dogra, Pallavi ; Kaushal, Arun. In: Journal of Financial Services Marketing. RePEc:pal:jofsma:v:29:y:2024:i:2:d:10.1057_s41264-022-00202-8.

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2025Expected return, realized return and asset pricing tests. (2025). Elton, Edwin J. In: Annals of Operations Research. RePEc:spr:annopr:v:346:y:2025:i:1:d:10.1007_s10479-024-06246-4.

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2024The Impact of the Social Mood on the Italian Sovereign Debt Market: A Twitter Perspective. (2024). Carnazza, Giovanni. In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:10:y:2024:i:1:d:10.1007_s40797-022-00217-z.

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2025Your gender identity is who you are: Female chief executive officers and corporate debt structure. (2025). Zeng, Yeqin ; Yan, Cheng ; Zhu, QI ; Huang, Yuxuan. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:1:p:426-454.

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2025Do Price Jumps Matter in Volatility Forecasts of US Treasury Futures?. (2025). Zhang, Xueer ; Chiu, Chienliang ; Hung, Juicheng. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:4:p:326-342.

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2025Board Cultural Diversity and Nonperforming Loans: What Role Does Boardroom Gender Diversity Play?. (2025). Boussaada, Rim ; Hakimi, Abdelaziz ; Karmani, Majdi. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:46:y:2025:i:2:p:965-979.

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2024Higher-Order Moment Inequality Restrictions for SVARs. (2024). ferroni, filippo ; Andrade, Philippe ; Melosi, Leonardo. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1537.

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Works by Pierluigi Balduzzi:

YearTitleTypeCited
2003Portfolio Choice and Trading in a Large 401(k) Plan In: American Economic Review.
[Full Text][Citation analysis]		article278
2008Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-Beta Models In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article32
2005Mimicking portfolios, economic risk premia, and tests of multi-beta models.(2005) In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
1995 Asset Price Dynamics and Infrequent Feedback Trades. In: Journal of Finance.
[Full Text][Citation analysis]		article13
1997 Risk Premia and Variance Bounds. In: Journal of Finance.
[Full Text][Citation analysis]		article21
2000Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior In: Journal of Finance.
[Full Text][Citation analysis]		article68
1998Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior.(1998) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]
This paper has nother version. Agregated cites: 68		paper
2022Credit Constraints anf Firms Decisions: Evidence from the COVID-19 Outbreak Italian Firms’ Expectations and Plans In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper11
2016Financial Markets, Banks Cost of Funding, and Firms Decisions: Lessons from Two Crises In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper43
2015Financial Markets, Banks Cost of Funding, and Firms Decisions: Lessons from Two Crises.(2015) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43		paper
2018Financial markets, banks’ cost of funding, and firms’ decisions: Lessons from two crises.(2018) In: Journal of Financial Intermediation.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43		article
2013Financial Markets, Banks Cost of Funding, and Firms Decisions: Lessons from Two Crises.(2013) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43		paper
2014Financial Markets, BanksÕ Cost of Funding, and FirmsÕ Decisions: Lessons from Two Crises.(2014) In: Working Papers CASMEF.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43		paper
2020Populism, Political Risk and the Economy: Lessons from Italy In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper12
2020Populism, Political Risk and the Economy: Lessons from Italy.(2020) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
1993Non-linearities in Asset Prices and Infrequent Noise Trading In: CEPR Financial Markets Paper.
[Citation analysis]		paper0
1992Nonlinearities in Asset Prices and Infrequent Noise Trading..(1992) In: Princeton, Department of Economics - Financial Research Center.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
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1996Economic News and the Yield Curve: Evidence From the U.S. Treasury Market In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
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