Mark Carhart : Citation Profile

3

H index

3

i10 index

6083

Citations

RESEARCH PRODUCTION:

4

Articles

1

Papers

RESEARCH ACTIVITY:

   25 years (1997 - 2022). See details.
   Cites by year: 243
   Journals where Mark Carhart has often published
   Relations with other researchers
   Recent citing documents: 572.    Total self citations: 2 (0.03 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pca244
   Updated: 2025-12-27    RAS profile: 2023-10-07    
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Relations with other researchers

Works with:

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

Is cited by:

Ruenzi, Stefan (29)

Zaremba, Adam (29)

wermers, russell (28)

MORANA, CLAUDIO (25)

Sialm, Clemens (23)

Gil-Bazo, Javier (21)

Scaillet, Olivier (20)

Stambaugh, Robert (20)

Pastor, Lubos (19)

Guidolin, Massimo (18)

faff, robert (17)

Cites to:

Shleifer, Andrei (4)

wermers, russell (3)

Titman, Sheridan (3)

Goetzmann, William (2)

Brown, Stephen (2)

Keim, Donald (2)

Ellison, Glenn (2)

Vishny, Robert (2)

Chevalier, Judith (2)

Grinblatt, Mark (2)

Thaler, Richard (1)

Main data

Where Mark Carhart has published?

Journals with more than one article published# docs
Journal of Finance2

Recent works citing Mark Carhart (2025 and 2024)

YearTitle of citing document
2025Effect of Esg Scores on Portfolio Performance: Evidence From Developing (E-7) Countries. (2025). Ankaya, Serkan ; Imek, Ouz. In: Journal of Finance Letters (Maliye ve Finans Yazıları). RePEc:acc:malfin:v:40:y:2025:i:123:p:35-63.

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2025The Alchemy of Multibagger Stocks: An empirical investigation of factors that drive outperformance in the stock market. (2025). Yartseva, Anna. In: CAFE Working Papers. RePEc:akf:cafewp:33.

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2025Common Idiosyncratic Quantile Risk. (2024). Baruník, Jozef ; Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267.

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2024The Elasticity of Quantitative Investment. (2024). Davis, Carter. In: Papers. RePEc:arx:papers:2303.14533.

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2025Online 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.

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2024Hierarchical DCC-HEAVY Model for High-Dimensional Covariance Matrices. (2024). Barigozzi, Matteo ; Dzuverovic, Emilija. In: Papers. RePEc:arx:papers:2305.08488.

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2025Latent Factor Analysis in Short Panels. (2024). Scaillet, Olivier ; Gagliardini, Patrick ; Fortin, Alain-Philippe. In: Papers. RePEc:arx:papers:2306.14004.

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2024On Unified Adaptive Portfolio Management. (2024). Hsieh, Chung-Han ; Li, Chi-Lin. In: Papers. RePEc:arx:papers:2307.03391.

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2024Asset and Factor Risk Budgeting: A Balanced Approach. (2024). Gu, Olivier ; Cetingoz, Adil Rengim. In: Papers. RePEc:arx:papers:2312.11132.

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2024Cyber risk and the cross-section of stock returns. (2024). Mar, Loic ; Celeny, Daniel. In: Papers. RePEc:arx:papers:2402.04775.

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2024Randomized Control in Performance Analysis and Empirical Asset Pricing. (2024). Fisikopoulos, Vissarion ; Tsigaridas, Elias ; Bachelard, Cyril ; Chalkis, Apostolos. In: Papers. RePEc:arx:papers:2403.00009.

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2024Social Media Emotions and Market Behavior. (2024). Vamossy, Domonkos F. In: Papers. RePEc:arx:papers:2404.03792.

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2024Factor risk measures. (2024). Liu, Peng ; Assa, Hirbod. In: Papers. RePEc:arx:papers:2404.08475.

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2024Ponzi Funds. (2024). van der Beck, Philippe ; Bouchaud, Jean-Philippe ; Villamaina, Dario. In: Papers. RePEc:arx:papers:2405.12768.

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2024Quantitative Investment Diversification Strategies via Various Risk Models. (2024). Chen, Xilin ; Panda, Prabhu Prasad ; Gharanchaei, Maysam Khodayari. In: Papers. RePEc:arx:papers:2407.01550.

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2025The Structure of Financial Equity Research Reports -- Identification of the Most Frequently Asked Questions in Financial Analyst Reports to Automate Equity Research Using Llama 3 and GPT-4. (2024). Handschuh, Siegfried ; Sporer, Jan ; Pop, Adria. In: Papers. RePEc:arx:papers:2407.18327.

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2024NeuralBeta: Estimating Beta Using Deep Learning. (2024). Liu, Yuxin ; Lin, Jimin ; Gopal, Achintya. In: Papers. RePEc:arx:papers:2408.01387.

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2024Disentangling the sources of cyber risk premia. (2024). Monnet, Nathan ; Mar, Loic. In: Papers. RePEc:arx:papers:2409.08728.

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2024Improving Estimation of Portfolio Risk Using New Statistical Factors. (2024). Tsay, Ruey ; Chen, Rong ; Guerard, John ; Liu, Xialu. In: Papers. RePEc:arx:papers:2409.17182.

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2025Isotropic Correlation Models for the Cross-Section of Equity Returns. (2025). Giller, Graham. In: Papers. RePEc:arx:papers:2411.08864.

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2024Unveiling True Talent: The Soccer Factor Model for Skill Evaluation. (2024). Andorra, Alexandre ; Gobel, Maximilian. In: Papers. RePEc:arx:papers:2412.05911.

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2025Reinforcement-Learning Portfolio Allocation with Dynamic Embedding of Market Information. (2025). Zheng, Zeyu ; Zhou, Chunyang ; Hua, Cheng. In: Papers. RePEc:arx:papers:2501.17992.

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2025MarketSenseAI 2.0: Enhancing Stock Analysis through LLM Agents. (2025). Karathanassis, Manos ; Soldatos, John ; Metaxas, Kostas ; Fatouros, George. In: Papers. RePEc:arx:papers:2502.00415.

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2025Generalized Factor Neural Network Model for High-dimensional Regression. (2025). Shestopaloff, Alexander Y ; Cucuringu, Mihai ; Guo, Zichuan. In: Papers. RePEc:arx:papers:2502.11310.

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2025Pursuing Top Growth with Novel Loss Function. (2025). Qiu, Haochen ; Guo, Ruoyu. In: Papers. RePEc:arx:papers:2502.17493.

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2025The Uncertainty of Machine Learning Predictions in Asset Pricing. (2025). Neuhierl, Andreas ; Ma, Xinjie ; Liao, Yuan ; Schilling, Linda. In: Papers. RePEc:arx:papers:2503.00549.

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2025Dynamic Factor Correlation Model. (2025). Tong, Chen ; Hansen, Peter Reinhard. In: Papers. RePEc:arx:papers:2503.01080.

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2025The Role of Deep Learning in Financial Asset Management: A Systematic Review. (2025). Reis, Pedro ; Serra, Ana Paula ; Gama, Joao. In: Papers. RePEc:arx:papers:2503.01591.

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2025N-player and mean field games among fund managers considering excess logarithmic returns. (2025). Guan, Guohui ; Liang, Zongxia ; Hu, Jiaqi. In: Papers. RePEc:arx:papers:2503.02722.

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2025Information Leakages in the Green Bond Market. (2025). Sheehan, Barry ; Gong, Jin ; Shannon, Darren. In: Papers. RePEc:arx:papers:2504.03311.

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2025DBOT: Artificial Intelligence for Systematic Long-Term Investing. (2025). Sedoc, Joao ; Dhar, Vasant. In: Papers. RePEc:arx:papers:2504.05639.

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2025Diffusion Factor Models: Generating High-Dimensional Returns with Factor Structure. (2025). Zhang, Ruixun ; Xu, Yumin ; Chen, Minshuo. In: Papers. RePEc:arx:papers:2504.06566.

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2025Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks. (2025). Lai, Shanyan. In: Papers. RePEc:arx:papers:2505.01921.

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2025NewsNet-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.

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2025The Role of Intangible Investment in Predicting Stock Returns: Six Decades of Evidence. (2025). Li, Lin. In: Papers. RePEc:arx:papers:2505.16336.

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2025Winners vs. Losers: Momentum-based Strategies with Intertemporal Choice for ESG Portfolios. (2025). Jha, Ayush ; Rachev, Svetlozar T ; Fabozzi, Frank J ; Jaffri, Ali ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:2505.24250.

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2025Supervised Similarity for Firm Linkages. (2025). Duchnowski, Paul ; di Matteo, Tiziana ; Cottrell, Sebastien ; Candelori, Luca ; Banner, Adrian ; Samson, Ryan ; Stever, Ryan ; Villani, Dario ; Pasquali, Stefano ; Musaelian, Kharen ; Marques, Jose ; Kirakosyan, Vahagn. In: Papers. RePEc:arx:papers:2506.19856.

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2025NGAT: A Node-level Graph Attention Network for Long-term Stock Prediction. (2025). Potì, Valerio ; Dong, Ruihai ; Zhao, Mingchuan ; Niu, Yingjie. In: Papers. RePEc:arx:papers:2507.02018.

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2025F&O Expiry vs. First-Day SIPs: A 22-Year Analysis of Timing Advantages in Indias Nifty 50. (2025). Gavhale, Siddharth. In: Papers. RePEc:arx:papers:2507.04859.

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2025Time-Varying Factor-Augmented Models for Volatility Forecasting. (2025). Chen, Elynn ; Mo, Junyi ; Li, Jiayu ; Zhang, Duo. In: Papers. RePEc:arx:papers:2508.01880.

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2025Is attention truly all we need? An empirical study of asset pricing in pretrained RNN sparse and global attention models. (2025). Lai, Shanyan. In: Papers. RePEc:arx:papers:2508.19006.

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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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2025Evaluating Investment Performance: The p-index and Empirical Efficient Frontier. (2025). Li, Jing ; Guo, Bowei ; Xie, Xinqi ; Chang, Kuo-Ping. In: Papers. RePEc:arx:papers:2510.11074.

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2025Learning to Manage Investment Portfolios beyond Simple Utility Functions. (2025). Farmer, Doyne J ; Calinescu, Anisoara ; Mahfouz, Mahmoud ; Scholl, Maarten P. In: Papers. RePEc:arx:papers:2510.26165.

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2025ChatGPT in Systematic Investing -- Enhancing Risk-Adjusted Returns with LLMs. (2025). Zarattini, Carlo ; Barbon, Andrea ; Anic, Nikolas ; Seiz, Ralf. In: Papers. RePEc:arx:papers:2510.26228.

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2025How Smart is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs. (2025). Guidolin, Massimo ; Andronoudis, Dimos ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp25241.

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2024Geographic shareholder dispersion and mutual fund flow risk. (2024). Gil-Bazo, Javier ; Santioni, Raffaele ; Kempf, Alexander. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1461_24.

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2024Geographic Shareholder Dispersion and Mutual Fund Flow Risk. (2024). Gil-Bazo, Javier ; Santioni, Raffaele. In: Working Papers. RePEc:bge:wpaper:1440.

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2025ETFs as a disciplinary device. (2025). Yegen, Eyub ; Todorov, Karamfil ; Chau, Yuet. In: BIS Working Papers. RePEc:bis:biswps:1261.

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2025Central bank and media sentiment on central bank digital currency: an international perspective. (2025). Hofmann, Boris ; Tang, Xiaorui ; Zhu, Feng. In: BIS Working Papers. RePEc:bis:biswps:1279.

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2024The Regulators Dilemma: Impact of Short-Selling Bans on Tail Risk in Equity Markets. (2024). Kipriyanov, Aleksey. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:3:p:70-91.

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2024Crisis Capital: Private Placements During COVID‐19. (2024). Foley, Sean ; Svec, Jiri ; Bi, Edward ; Aspris, Angelo. In: Abacus. RePEc:bla:abacus:v:60:y:2024:i:3:p:607-626.

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2024The Valuation of Loss Firms: A Stock Market Perspective. (2024). Siedhoff, Susanne ; Mohrschladt, Hannes. In: Abacus. RePEc:bla:abacus:v:60:y:2024:i:4:p:752-776.

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2024New bottle or new label? Distinguishing impact investing from responsible and ethical investing. (2024). Dordi, Truzaar ; Geobey, Sean ; Stephens, Phoebe ; Weber, Olaf. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:309-330.

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2024Higher‐order moments and asset pricing in the Australian stock market. (2024). Ahadzie, Richard Mawulawoe ; Jeyasreedharan, Nagaratnam. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:75-128.

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2024The flow‐performance puzzle: Insights from passive and active ETFs. (2024). Yousefi, Hamed ; Najand, Mohammad ; Sun, Licheng. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3623-3656.

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2024An examination of the characteristics versus covariance debate for contemporary asset‐pricing models: Australian evidence. (2024). Gray, Philip ; Limkriangkrai, Manapon ; Xu, Wenyuan. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3781-3802.

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2024New blockholder and investor limited attention: Evidence from private acquisitions. (2024). Zhang, Athena Wei ; Ma, Qingzhong ; Huang, Emily Jian ; Akbulut, Mehmet E. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:4393-4427.

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2024Sustainable finance disclosure regulation insights: Unveiling socially responsible funds performance during COVID‐19 pandemic and Russia–Ukraine war. (2024). Rimo, Giuseppe ; Gentile, Vincenzo ; Cosma, Simona ; Cucurachi, Paolo. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:4:p:3242-3257.

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2024Mutual fund performance and manager assets: The negative effect of outside holdings. (2024). Evans, Richard ; Lipson, Marc ; Gilbazo, Javier. In: Financial Management. RePEc:bla:finmgt:v:53:y:2024:i:1:p:3-29.

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2024Sentiment 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.

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2024Why do managers announce the intention to sell large assets?. (2024). Shazia, Farhan ; Schlingemann, Frederik P ; Ghazizadeh, Pouyan ; de Jong, Abe. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:4:p:641-668.

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2024The evolution of corporate twitter usage. (2024). Riordan, Ryan ; Naughton, James P ; al Guindy, Mohamed. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:51:y:2024:i:3-4:p:819-845.

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2024Asset Pricing and Machine Learning: A critical review. (2024). Bagnara, Matteo. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:27-56.

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2024Leverage Is a Double‐Edged Sword. (2024). Tang, Ke ; Wang, Jingyuan ; Yang, Xuewei ; Subrahmanyam, Avanidhar. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:1579-1634.

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2024Is Long‐Run Risk Really Priced? Revisiting Liu and Matthies (2022). (2024). Maio, Paulo. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2885-2900.

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2024Bonds versus Equities: Information for Investment. (2024). Chang, Huifeng ; Eisfeldt, Andrea L ; D'Avernas, Adrien. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:3893-3941.

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2024Equity Term Structures without Dividend Strips Data. (2024). Kozak, Serhiy ; Kelly, Bryan ; Giglio, Stefano. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:4143-4196.

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2024Capital gain overhang and risk–return trade‐off: An international study. (2024). Zheng, Dazhi ; Li, Huimin. In: Journal of Financial Research. RePEc:bla:jfnres:v:47:y:2024:i:1:p:211-242.

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2024Wrong Kind of Transparency? Mutual Funds’ Higher Reporting Frequency, Window Dressing, and Performance. (2024). Zhang, Zilong ; Yeung, Eric P ; Xin, Xiangang. In: Journal of Accounting Research. RePEc:bla:joares:v:62:y:2024:i:2:p:737-781.

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2024Stock-Picking by Mutual Funds: Evidence from Trading in Family-Controlled Firms. (2024). XIE, Jing. In: Working Papers. RePEc:boa:wpaper:202411.

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2024How Do Mutual Fund Management Fee Changes Impact Mutual Fund Flows. (2024). Mugerman, Yevgeny ; Steinberg, Nadav. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2024.12.

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2025Dual 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.

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2025Dual Industry Effects and Cross-Stock Predictability. (2025). Linton, O B ; Ge, S ; Avramov, D. In: Janeway Institute Working Papers. RePEc:cam:camjip:2506.

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2024Do Replications Receive Fewer Citations? A Counterfactual Approach. (2024). Reed, W. ; Logchies, Thomas ; Coup, Tom. In: Working Papers in Economics. RePEc:cbt:econwp:24/18.

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2024Eurozone Economic Integration: Historical Developments and New Challenges Ahead. (2024). MORANA, CLAUDIO ; Bagliano, Fabio. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:729.

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2025On the shoulders of giants: financial spillovers in innovation networks. (2025). Tagade, Abhijit ; Aghdasi, Bijan. In: CEP Discussion Papers. RePEc:cep:cepdps:dp2117.

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2025Using Large Language Models for Financial Advice. (2025). Meiler, Maximilian ; Hornuf, Lars ; Fieberg, Christian ; Streich, David J. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11666.

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2025Making GenAI Smarter: Evidence from a Portfolio Allocation Experiment. (2025). Tllich, Niklas ; Streich, David J ; Hornuf, Lars. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11862.

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2024A New Equity Investment Strategy with Artificial Intelligence, Multi Factors, and Technical Indicators. (2024). Mita, Daiya ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf588.

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2024Portfolio management with big data. (2024). Sentana, Enrique ; Pearanda, Francisco. In: Working Papers. RePEc:cmf:wpaper:wp2024_2411.

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2025A New Four-factor Model for the Chinese Stock Market. (2025). Zhang, Haitao ; Tang, Chao ; Cao, Jianhui ; Xiong, Heping. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2025:v:26:i:2:xiongtangcaozhang.

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2024Factor investing and asset allocation strategies: a comparison of factor versus sector optimization. (2024). Wolff, Dominik ; Taushanov, Georgi ; Bessler, Wolfgang. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:149873.

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2025Cost mitigation of factor investing in emerging equity markets. (2025). Stankov, Kay ; Schiereck, Dirk ; Flgel, Volker. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:156140.

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2025Predictability of Korean mutual fund performance. (2025). Vidal-Garca, Javier ; Trinidad-Segovia, Juan E ; Gonzlez, Laura Molero. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00447.

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2024Nonparametric analysis of financial portfolio performance. (2024). De Rock, Bram ; Cherchye, Laurens ; Saelens, Dieter. In: Working Papers ECARES. RePEc:eca:wpaper:2013/374531.

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2024Independent analyst research: Does it matter who pays?. (2024). Buslepp, William L ; Casey, Ryan J ; Huston, Ryan G. In: Advances in accounting. RePEc:eee:advacc:v:66:y:2024:i:c:s0882611023000597.

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2024Firm-specific climate risk and market valuation. (2024). berkman, henk ; Soderstrom, Naomi ; Jona, Jonathan. In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:112:y:2024:i:c:s0361368224000072.

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2024Lottery demand, weather and the cross-section of stock returns. (2024). Gao, YA ; Bradrania, Reza. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s221463502400025x.

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2024Stock market reactions under the shadow of the COVID-19 pandemic: Evidence from China. (2024). Zhou, Yujun ; Long, Huaigang ; Zaremba, Adam. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000388.

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2024Investor heterogeneity and anchoring-induced momentum. (2024). Kongahawatte, Sampath ; Onishchenko, Olena ; Zhao, Jing ; Kuruppuarachchi, Duminda. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000418.

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2024Salience theory, investor sentiment, and commonality in sentiment: Evidence from the Chinese stock market. (2024). Hu, Zhijun ; Sun, Ping-Wen. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000492.

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2024Managerial sentiment and employment. (2024). Montone, Maurizio ; Zhu, Yuhao. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:43:y:2024:i:c:s2214635024000765.

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2024Google search and cross-section of cryptocurrency returns and trading activities. (2024). Vo, Duc Hong ; Hoang, Lai. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:44:y:2024:i:c:s2214635024001060.

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2024Does cross-border investment improve mutual fund performance? Evidence from China. (2024). Wang, Zhibin ; Zhao, Xueqing ; Han, Han. In: China Economic Review. RePEc:eee:chieco:v:86:y:2024:i:c:s1043951x24000750.

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2024Informed options trading before FDA drug advisory meetings. (2024). Wu, Zekun ; Borochin, Paul ; Golec, Joseph. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s092911992300144x.

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2024Business aspects in focus, investor underreaction and return predictability. (2024). Jin, Zuben. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s0929119923001748.

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2024Political uncertainty and institutional herding. (2024). Montone, Maurizio ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos. In: Journal of Corporate Finance. RePEc:eee:corfin:v:88:y:2024:i:c:s0929119924000890.

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2024The value impact of climate and non-climate environmental shareholder proposals. (2024). berkman, henk ; Shemesh, Joshua ; Lodge, Joshua ; Jona, Jonathan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:89:y:2024:i:c:s0929119924001159.

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2024Corruption and insider trading. (2024). Liu, Siming ; Kyriacou, Kyriacos ; Mase, Bryan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:89:y:2024:i:c:s0929119924001160.

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2024Insider pledging: Its information content and forced sale. (2024). Hu, Shing-Yang ; Chen, Hung-Kun. In: Journal of Corporate Finance. RePEc:eee:corfin:v:89:y:2024:i:c:s0929119924001172.

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More than 100 citations found, this list is not complete...

Works by Mark Carhart:

YearTitleTypeCited
1997 On Persistence in Mutual Fund Performance. In: Journal of Finance.
[Full Text][Citation analysis]		article5919
2002Leaning for the Tape: Evidence of Gaming Behavior in Equity Mutual Funds In: Journal of Finance.
[Full Text][Citation analysis]		article81
1999Mutual Fund Returns and Market Microstructure. In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]		paper1
2002Mutual Fund Survivorship In: The Review of Financial Studies.
[Citation analysis]		article79
2022Measuring comprehensive carbon prices of national climate policies In: Climate Policy.
[Full Text][Citation analysis]		article3

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