13
H index
14
i10 index
1168
Citations
Massachusetts Institute of Technology (MIT) | 13 H index 14 i10 index 1168 Citations RESEARCH PRODUCTION: 7 Articles 24 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Hui Chen. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
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| The Review of Financial Studies | 3 |
| Journal of Finance | 2 |
| Year | Title of citing document | |
|---|---|---|
| 2024 | Flooded credit markets: physical climate risk and small business lending. (2024). Rho, Caterina ; Fatica, Serena ; Barbaglia, Luca. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:186. Full description at Econpapers || Download paper | |
| 2025 | ChatGPT and Corporate Policies. (2025). Weber, Michael ; Yang, Baozhong ; Qian, Jialin ; Jha, Manish. In: Papers. RePEc:arx:papers:2409.17933. Full description at Econpapers || Download paper | |
| 2024 | Understanding the Excess Bond Premium. (2024). Yuan, Jun ; Hull, John ; Cheng, Ing-Haw ; Martineau, Charles ; Strela, Vasily ; Nozawa, Yoshio ; Wu, Yuntao ; Benson, Kevin. In: Papers. RePEc:arx:papers:2412.04063. 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 | Dynamic Asset Pricing with {\alpha}-MEU Model. (2025). He, Xuedong ; Fan, Jiacheng ; Wu, Ruocheng. In: Papers. RePEc:arx:papers:2507.04093. Full description at Econpapers || Download paper | |
| 2024 | Winners and Losers from Property Taxation. (2024). Karlman, Markus ; Balke, Kasper Kragh ; Kinnerud, Karin. In: Working Papers. RePEc:bbq:wpaper:0011. Full description at Econpapers || Download paper | |
| 2024 | Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhuang, Zixi ; Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199. Full description at Econpapers || Download paper | |
| 2024 | Bank ownership and firm performance. (2024). Chakraborty, Pavel. In: Economica. RePEc:bla:econom:v:91:y:2024:i:361:p:238-267. Full description at Econpapers || Download paper | |
| 2024 | A q$q$ Theory of Internal Capital Markets. (2024). Giroud, Xavier ; Dai, Min ; Wang, Neng ; Jiang, Wei. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:1147-1197. Full description at Econpapers || Download paper | |
| 2024 | Measuring “Dark Matter” in Asset Pricing Models. (2024). Dou, Winston ; Kogan, Leonid ; Chen, Hui. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:843-902. Full description at Econpapers || Download paper | |
| 2024 | Information Aggregation with Asymmetric Asset Payoffs. (2024). Hellwig, Christian ; Tsyvinski, Aleh ; Albagli, Elias. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2715-2758. Full description at Econpapers || Download paper | |
| 2024 | Does economic state matter for leverage adjustments? An India–China comparison. (2024). Singh, Shveta ; Kashiramka, Smita ; Bajaj, Yukti. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:2:p:492-518. Full description at Econpapers || Download paper | |
| 2024 | Geopolitical Risks and Their Impact on Global Macro-Financial Stability: Literature and Measurements. (2024). Ngo, Ngoc Anh ; Malovana, Simona ; Hodula, Martin ; Janku, Jan. In: Working Papers. RePEc:cnb:wpaper:2024/8. Full description at Econpapers || Download paper | |
| 2025 | Mortgage refinancing and the marginal propensity to consume. (2025). Zhang, Liang ; Pesce, Simone. In: Working Paper Series. RePEc:ecb:ecbwps:20253051. Full description at Econpapers || Download paper | |
| 2025 | Voluntary disclosures and climate change uncertainty: Evidence from CDS premiums. (2025). Imerman, Michael B ; Ye, Xiaoxia ; Zhao, Ran. In: Journal of Corporate Finance. RePEc:eee:corfin:v:94:y:2025:i:c:s0929119925000999. Full description at Econpapers || Download paper | |
| 2024 | Financial decisions involving credit default swaps over the business cycle. (2024). Yang, Zhaojun ; Gan, Liu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:161:y:2024:i:c:s0165188924000228. Full description at Econpapers || Download paper | |
| 2024 | On the sources of the aggregate risk premium: Risk aversion, bubbles or regime-switching?. (2024). Sola, Martin ; Kenc, Turalay ; Caravello, Tomas E ; Driffill, John. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924001118. Full description at Econpapers || Download paper | |
| 2025 | Entrepreneurship and leverage dynamics without commitment. (2025). Mu, Congming ; Feng, Chen ; Bai, Caiquan ; Zhao, Siqi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:171:y:2025:i:c:s0165188925000090. Full description at Econpapers || Download paper | |
| 2025 | Liquidity allocation and endogenous aggregate risks. (2025). Zhou, Ge. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:173:y:2025:i:c:s0165188925000144. Full description at Econpapers || Download paper | |
| 2025 | The impact of bank interest rate deregulations on firm exports: Evidence from China. (2025). Sun, Guangya ; Guo, Jing. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:1460-1475. Full description at Econpapers || Download paper | |
| 2025 | Bond market opening under trade conflict: The role of foreign investors in pricing. (2025). Li, Yipeng ; Julaiti, Jiansuer ; Wang, Nanxuan ; Tian, Guangning. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:636-652. Full description at Econpapers || Download paper | |
| 2024 | Collateral policy of the central bank and corporate financing costs: Evidence from China. (2024). Han, Zhixuan ; Wang, Ran ; Cheng, Miao ; Liu, Huan ; Wu, Hongli ; Geng, Guangjie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001651. Full description at Econpapers || Download paper | |
| 2024 | Agency conflicts, financial constraints, and dynamic q-theory. (2024). Zhao, Siqi ; Shi, Bangru. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s016517652300527x. Full description at Econpapers || Download paper | |
| 2024 | Long-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. Full description at Econpapers || Download paper | |
| 2025 | CEO neuroticism and corporate cash holdings: Evidence from CEOs’ tweets. (2025). Lin, Chih-Yung ; Bui, Dien Giau ; Lu, Chien-Lin ; Chou, Robin K. In: Journal of Empirical Finance. RePEc:eee:empfin:v:80:y:2025:i:c:s0927539824001002. Full description at Econpapers || Download paper | |
| 2025 | Bear factor and hedge fund performance. (2025). Ho, Thang ; Kagkadis, Anastasios ; Wang, George. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000337. Full description at Econpapers || Download paper | |
| 2024 | Network infrastructure and corporate environmental performance: Empirical evidence from “Broadband China”. (2024). Wang, Xiaodong ; He, Wenjian ; Miao, Miao. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324001014. Full description at Econpapers || Download paper | |
| 2025 | Perceived corporate individualism culture and corporate bond issuing costs. (2025). Su, YU. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002789. Full description at Econpapers || Download paper | |
| 2025 | Climate change exposure and short-termism: Evidence from net trade credit. (2025). Adhikari, Hari P ; More, Deepak G ; Sah, Nilesh B. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002807. Full description at Econpapers || Download paper | |
| 2024 | Fintech development and corporate credit risk: Evidence from an emerging market. (2024). Wu, Xiaomeng ; Zhou, Peng ; Mo, Lingyu ; Tan, Changchun. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000164. Full description at Econpapers || Download paper | |
| 2024 | Convertible bond maturity and debt overhang. (2024). Xia, Xin ; Xu, Wenyang ; Gan, Liu ; Zhang, Hai. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003429. Full description at Econpapers || Download paper | |
| 2024 | Optimal investment and capital structure under Knightian uncertainty. (2024). Wu, Yaoyao ; Hu, Fan. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003831. Full description at Econpapers || Download paper | |
| 2024 | Unraveling ESG Ambiguity, Price Reaction, and Trading Volume. (2024). Jin, Yurong ; Yan, Qianhui. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000023. Full description at Econpapers || Download paper | |
| 2024 | Option pricing under market makers inventory risk: A case study of China. (2024). Deng, Zhijian ; Yao, Yuhang. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324006469. Full description at Econpapers || Download paper | |
| 2024 | Volatility feedback and dealership position: Evidence from the CDS Index, Corporate Bonds, and Government Bonds. (2024). Chen, Steven Shu-Hsiu. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012054. Full description at Econpapers || Download paper | |
| 2025 | A note on ambiguity, network adoption and crypto pricing. (2025). Shen, Zhuyi ; Wang, Shibo ; Yang, Jinqiang ; Zhao, Siqi. In: Finance Research Letters. RePEc:eee:finlet:v:82:y:2025:i:c:s1544612325007597. Full description at Econpapers || Download paper | |
| 2024 | Asymmetric dependency among US national financial conditions and clean energy markets. (2024). Ahmed, Abdullahi D ; Abedin, Mohammad Zoynul ; Zeng, Hongjun ; Wu, Ran. In: Global Finance Journal. RePEc:eee:glofin:v:63:y:2024:i:c:s1044028324001182. Full description at Econpapers || Download paper | |
| 2025 | The impact of corporate diversification on liquidity management: Evidence from lines of credit. (2025). Atanasova, Christina ; Willeboordse, Frederick H. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000290. Full description at Econpapers || Download paper | |
| 2025 | Downside belief disagreements and financial instability: Evidence from risk factor disclosures in U.S. financial institutions’ 10-K filings. (2025). Zhu, Xiaoqian ; Li, Jianping. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443125000083. Full description at Econpapers || Download paper | |
| 2025 | Contract contingencies and uncertainty: Evidence from product market contracts. (2025). Hui, Kai Wai ; Oh, Jun ; She, Guoman ; Yeung, Eric P. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:79:y:2025:i:2:s0165410124000739. Full description at Econpapers || Download paper | |
| 2024 | The tax shield increases the interest rate. (2024). Fischer, Marcel ; Jensen, Bjarne Astrup. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000165. Full description at Econpapers || Download paper | |
| 2024 | Optimal investor life cycle decisions with time-inconsistent preferences. (2024). Chen, Shumin ; Yao, Haixiang ; Luo, Dan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000359. Full description at Econpapers || Download paper | |
| 2024 | The green corporate bond issuance premium. (2024). Caramichael, John ; Rapp, Andreas C. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000463. Full description at Econpapers || Download paper | |
| 2024 | Pure risk, agency conflict, and hedging. (2024). Zheng, Wenyuan ; Li, Bingqing ; Chen, LU. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002085. Full description at Econpapers || Download paper | |
| 2025 | Modeling and pricing credit risk with a focus on recovery risk. (2025). Liu, Haibo ; Tang, Qihe. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002310. Full description at Econpapers || Download paper | |
| 2025 | Economic policy uncertainty and corporate bond liquidity. (2025). Das, Nirmol ; Leal, Diego ; Black, Jeffrey R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002541. Full description at Econpapers || Download paper | |
| 2025 | Uncertainty and cross-sectional stock returns: Evidence from China. (2025). Fei, Tianlun ; Deschamps, Bruno ; Liu, Xiaoquan ; Jiang, Ying. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002887. Full description at Econpapers || Download paper | |
| 2025 | The real side of black swans: Tail risk and corporate investment. (2025). Yang, Liuyong ; Yuan, Jun ; Xu, QI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:176:y:2025:i:c:s0378426625000883. Full description at Econpapers || Download paper | |
| 2024 | Irreversible investment under predictable growth: Why land stays vacant when housing demand is booming. (2024). Lange, Rutger-Jan ; Teulings, Coen N. In: Journal of Economic Theory. RePEc:eee:jetheo:v:215:y:2024:i:c:s0022053123001722. Full description at Econpapers || Download paper | |
| 2024 | Risk aversion with nothing to lose. (2024). Pegoraro, Stefano. In: Journal of Economic Theory. RePEc:eee:jetheo:v:221:y:2024:i:c:s002205312400108x. Full description at Econpapers || Download paper | |
| 2024 | Understanding uncertainty shocks and the role of black swans. (2024). Veldkamp, Laura ; Orlik, Anna. In: Journal of Economic Theory. RePEc:eee:jetheo:v:222:y:2024:i:c:s002205312400111x. Full description at Econpapers || Download paper | |
| 2024 | The use of asset growth in empirical asset pricing models. (2024). Gulen, Huseyin ; COOPER, MICHAEL ; Ion, Mihai. In: Journal of Financial Economics. RePEc:eee:jfinec:v:151:y:2024:i:c:s0304405x23001861. Full description at Econpapers || Download paper | |
| 2024 | Delayed crises and slow recoveries. (2024). Yang, Zhongchao ; Liu, Xuewen ; Wang, Pengfei. In: Journal of Financial Economics. RePEc:eee:jfinec:v:152:y:2024:i:c:s0304405x23001976. Full description at Econpapers || Download paper | |
| 2024 | Ambiguity and private investors’ behavior after forced fund liquidations. (2024). Meyer, Steffen ; Uhr, Charline. In: Journal of Financial Economics. RePEc:eee:jfinec:v:156:y:2024:i:c:s0304405x24000722. Full description at Econpapers || Download paper | |
| 2024 | Financial constraints, cash flow timing patterns, and asset prices. (2024). Li, Kai ; Zhang, Xiao ; Hu, Weiping. In: Journal of Financial Economics. RePEc:eee:jfinec:v:157:y:2024:i:c:s0304405x24000783. Full description at Econpapers || Download paper | |
| 2024 | Estimating and testing investment-based asset pricing models. (2024). Salomao, Juliana ; Deng, Yao ; Belo, Frederico. In: Journal of Financial Economics. RePEc:eee:jfinec:v:162:y:2024:i:c:s0304405x24001685. Full description at Econpapers || Download paper | |
| 2025 | Gig labor: Trading safety nets for steering wheels. (2025). Nickerson, Jordan ; Kalda, Ankit ; Hamdi, Naser ; Fos, Vyacheslav. In: Journal of Financial Economics. RePEc:eee:jfinec:v:163:y:2025:i:c:s0304405x2400179x. Full description at Econpapers || Download paper | |
| 2025 | Conditional risk and the pricing kernel. (2025). Sichert, Tobias ; Schreindorfer, David. In: Journal of Financial Economics. RePEc:eee:jfinec:v:171:y:2025:i:c:s0304405x2500114x. Full description at Econpapers || Download paper | |
| 2025 | In the same boat: Climate risk and hidden debt in the supply chain. (2025). Dong, Hanmin ; Wang, Yueyang ; Liu, Yishuang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:153:y:2025:i:c:s0261560625000348. Full description at Econpapers || Download paper | |
| 2025 | Is disagreement beneficial for market efficiency? Evidence from ESG ratings. (2025). Yin, Libo ; Zhu, Xiaoye ; Su, Zhi ; Guo, Hongliang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:154:y:2025:i:c:s0261560625000579. Full description at Econpapers || Download paper | |
| 2025 | Bond market stimulus: Firm-level evidence. (2025). Darmouni, Olivier ; Siani, Kerry Y. In: Journal of Monetary Economics. RePEc:eee:moneco:v:151:y:2025:i:c:s0304393224001818. Full description at Econpapers || Download paper | |
| 2025 | Time-varying risk aversion and capital Structure: An overlooked effect. (2025). Grau-Vera, David ; Rubio, Gonzalo ; Sogorb-Mira, Francisco. In: International Review of Economics & Finance. RePEc:eee:reveco:v:102:y:2025:i:c:s1059056025004290. Full description at Econpapers || Download paper | |
| 2025 | Systemic risk spillovers of nonfinancial firms: Does bank liquidity hoarding matter? Evidence from China. (2025). Li, Xiru ; Zhang, Yufei ; Zhu, BO. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025006768. Full description at Econpapers || Download paper | |
| 2024 | Overextrapolation of disaster probabilities and asset pricing in a production economy. (2024). Zhao, Siqi ; Peng, Juan ; Gao, Han ; Lin, Chunpeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:845-854. Full description at Econpapers || Download paper | |
| 2024 | Transmission of liquidity and credit risks in the Chinese bond market: Analysis based on joint modeling of multiple yield curves. (2024). Hong, Zhiwu ; Lin, Mucai ; Su, GE. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:597-615. Full description at Econpapers || Download paper | |
| 2024 | Economic policy uncertainty and volatility of corporate bond credit spread: Evidence from China and the United States. (2024). Zhao, Yang ; Zhang, Rongjia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:827-841. Full description at Econpapers || Download paper | |
| 2024 | Investment timing and implied option value for risk-aversion entrepreneurs under macroeconomic risk. (2024). Tan, Yingxian ; Luo, Pengfei ; Yuan, Jun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004556. Full description at Econpapers || Download paper | |
| 2024 | Institutional investors’ site visits and firms’ financial distress. (2024). Yue, Sishi ; Cao, Jiawei ; Dong, Dayong. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002763. Full description at Econpapers || Download paper | |
| 2024 | Are private investors overcompensated in infrastructure projects?. (2024). In, Soh Young ; Ronikonmaki, Niko-Matti ; Lepech, Michael ; Wikstrom, Kim ; Spohr, Jonas. In: Transport Policy. RePEc:eee:trapol:v:152:y:2024:i:c:p:1-8. Full description at Econpapers || Download paper | |
| 2024 | Implementing Real Options Valuation under Macroeconomic Risk and Normally Distributed Cash Flows. (2024). Kenc, Turalay ; Instefjord, Norvald. In: International Econometric Review (IER). RePEc:erh:journl:v:16:y:2024:i:1:p:50-67. Full description at Econpapers || Download paper | |
| 2024 | Dynastic Home Equity. (2022). Kudlyak, Marianna ; Benetton, Matteo ; Mondragon, John. In: Working Paper Series. RePEc:fip:fedfwp:94494. Full description at Econpapers || Download paper | |
| 2025 | Beliefs, Aggregate Risk, and the U.S. Housing Boom. (2022). Jacobson, Margaret. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2022-61. Full description at Econpapers || Download paper | |
| 2024 | Payout Restrictions and Bank Risk-Shifting. (2024). Fringuellotti, Fulvia ; Kroen, Thomas. In: Staff Reports. RePEc:fip:fednsr:98924. Full description at Econpapers || Download paper | |
| 2024 | The Impact of Firm Risk and the COVID-19 Crisis on Working Capital Management Strategies: Evidence from a Market Affected by Economic Uncertainty. (2024). Sayrani, Mohammad ; Sheikh, Mohammad Javad ; Tarighi, Hossein ; Zimon, Grzegorz. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:4:p:72-:d:1380276. Full description at Econpapers || Download paper | |
| 2025 | Can Information Shape Macroeconomic Disaster Risk Perception and Stimulate Investment? An Experiment with Experts and Laypersons. (2025). Gandré, Pauline ; Cornand, Camille ; Corgnet, Brice. In: Working Papers. RePEc:gat:wpaper:2515. Full description at Econpapers || Download paper | |
| 2024 | Return Predictability, Expectations, and Investment: Experimental Evidence. (2024). Andries, Marianne ; Pouget, Sebastien ; Bianchi, Milo ; Huynh, Karen. In: Post-Print. RePEc:hal:journl:hal-04680777. Full description at Econpapers || Download paper | |
| 2024 | Information aggregation with asymmetric asset payoffs. (2024). Hellwig, Christian ; Tsyvinski, Aleh ; Albagli, Elias. In: Post-Print. RePEc:hal:journl:hal-04867329. Full description at Econpapers || Download paper | |
| 2025 | The Distribution of Household Debt in the United States, 1950-2022. (2025). Steins, Ulrike I ; Schularick, Moritz ; Kuhn, Moritz ; Bartscher, Alina K. In: Post-Print. RePEc:hal:journl:hal-05448445. Full description at Econpapers || Download paper | |
| 2024 | Valuing Corporate Securities When the Firm’s Assets are Illiquid. (2024). Fakhfakh, Tarek ; Ben-Ameur, Hatem ; Roch, Alexandre. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:2:d:10.1007_s10614-022-10352-5. Full description at Econpapers || Download paper | |
| 2025 | Corporate full-scale hedging and pricing of high-risk growth investment option. (2025). Triki, Ons ; Abid, Fathi. In: Review of Derivatives Research. RePEc:kap:revdev:v:28:y:2025:i:3:d:10.1007_s11147-025-09218-3. Full description at Econpapers || Download paper | |
| 2024 | Cash flow sensitivity of cash: when should we use it to measure financial constraints?. (2024). He, YE ; Zhang, Xiao ; Hu, Weiping. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:2:d:10.1007_s11156-023-01219-3. Full description at Econpapers || Download paper | |
| 2025 | Nonlinear structural estimation of corporate bond liquidity. (2025). Zhou, Xinyue ; Gonzalez, Diego Leal ; Stanhouse, Bryan ; Stock, Duane. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:2:d:10.1007_s11156-024-01323-y. Full description at Econpapers || Download paper | |
| 2025 | Equity financing during the Covid-19 economic downturn. (2025). Panetsidou, Styliani ; Synapis, Angelos. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:3:d:10.1007_s11156-024-01335-8. Full description at Econpapers || Download paper | |
| 2025 | Dynamic investment in new technology and risk management. (2025). Liu, Xinle ; Luo, Pengfei. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:65:y:2025:i:2:d:10.1007_s11156-024-01361-6. Full description at Econpapers || Download paper | |
| 2024 | On why women-owned businesses take more time to secure microloans. (2024). Shevchenko, Anton ; Levesque, Moren ; Calic, Goran. In: Small Business Economics. RePEc:kap:sbusec:v:63:y:2024:i:3:d:10.1007_s11187-023-00851-6. Full description at Econpapers || Download paper | |
| 2024 | Water stress and industrial firm productivity: Evidence from China. (2024). Smyth, Russell ; Zhang, Quanda ; Yao, Yao ; Yu, Xiaojun. In: Monash Economics Working Papers. RePEc:mos:moswps:2024-20. Full description at Econpapers || Download paper | |
| 2024 | Directional Stock Price Forecasting Based on Quantitative Value Investing Principles for Loss Averted Bogle-Head Investing using Various Machine Learning Algorithms. (2024). Moitra, Agnij. In: OSF Preprints. RePEc:osf:osfxxx:y3mr6. Full description at Econpapers || Download paper | |
| 2024 | Directional Stock Price Forecasting Based on Quantitative Value Investing Principles for Loss Averted Bogle-Head Investing using Various Machine Learning Algorithms. (2024). Moitra, Agnij. In: OSF Preprints. RePEc:osf:osfxxx:y3mr6_v1. Full description at Econpapers || Download paper | |
| 2024 | Contingent Claims and Hedging of Credit Risk with Equity Options. (2024). Salvador, Enrique ; Avino, Davide E. In: The Review of Asset Pricing Studies. RePEc:oup:rasset:v:14:y:2024:i:2:p:310-348.. Full description at Econpapers || Download paper | |
| 2024 | Transition climate risks and corporate risky asset holdings: evidence from US firms. (2024). Apergis, Nicholas. In: Economics and Business Letters. RePEc:ove:journl:aid:21321. Full description at Econpapers || Download paper | |
| 2024 | Financial and Macroeconomic Uncertainties and Real Estate Markets. (2024). Uribe, Jorge ; Sanin Restrepo, Sebastian ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose ; Sanin-Restrepo, Sebastian. In: Eastern Economic Journal. RePEc:pal:easeco:v:50:y:2024:i:1:d:10.1057_s41302-023-00263-0. Full description at Econpapers || Download paper | |
| 2024 | Coordinating in Financial Crises. (2024). Machado, Caio. In: Review of Economic Dynamics. RePEc:red:issued:23-96. Full description at Econpapers || Download paper | |
| 2025 | The Distribution of Household Debt in the United States, 1950-2022. (2025). Schularick, Moritz ; Kuhn, Moritz ; Steins, Ulrike ; Bartscher, Alina. In: Review of Economic Dynamics. RePEc:red:issued:24-152. Full description at Econpapers || Download paper | |
| 2024 | Liquidity shocks and pension fund performance: Evidence from early access. (2024). Zhong, Zhuo ; Kim, Min Soo ; Brugler, James. In: Australian Journal of Management. RePEc:sae:ausman:v:49:y:2024:i:2:p:170-191. Full description at Econpapers || Download paper | |
| 2024 | From volatility to stability: understanding the role of macroeconomic factors in sovereign CDS spreads. (2024). Alqaralleh, Huthaifa Sameeh. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:3:d:10.1007_s40822-024-00274-y. Full description at Econpapers || Download paper | |
| 2025 | Ambiguity Aversion, Portfolio Choice, and Life Expectancy. (2025). Shi, Chenchuan ; MacAulay, Alistair. In: School of Economics Discussion Papers. RePEc:sur:surrec:0425. Full description at Econpapers || Download paper | |
| 2025 | Monetary policy transmission and household indebtedness in Australia. (2025). Javed, Naveed ; Groshenny, Nicolas ; Batsukh, Khuderchuluun. In: TEPP Working Paper. RePEc:tep:teppwp:wp25-02. Full description at Econpapers || Download paper | |
| 2024 | Return Predictability, Expectations, and Investment: Experimental Evidence. (2024). Bianchi, Milo ; Andries, Marianne ; Pouget, Sebastien ; Huynh, Karen. In: TSE Working Papers. RePEc:tse:wpaper:129666. Full description at Econpapers || Download paper | |
| 2024 | The Impact of Credit Risk Mispricing on Mortgage Lending during the Subprime Boom. (2024). Kahn, James A ; Kay, Benjamin S. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:5:p:1021-1052. Full description at Econpapers || Download paper | |
| 2025 | How Do Mortgage Rate Resets Affect Consumer Spending and Debt Repayment? Evidence from Canadian Consumers. (2025). Zhou, Xiaoqing ; Kartashova, Katya. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:57:y:2025:i:5:p:1167-1210. Full description at Econpapers || Download paper | |
| 2025 | The effects of monetary policy through housing and mortgage choices on aggregate demand. (2025). Kinnerud, Karin. In: Quantitative Economics. RePEc:wly:quante:v:16:y:2025:i:2:p:659-703. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2010 | Affine Disagreement and Asset Pricing In: American Economic Review. [Full Text][Citation analysis] | article | 8 |
| 2012 | Systematic Risk, Debt Maturity and the Term Structure of Credit Spreads In: Staff Working Papers. [Full Text][Citation analysis] | paper | 50 |
| 2012 | Systematic Risk, Debt Maturity, and the Term Structure of Credit Spreads.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 50 | paper | |
| 2010 | Macroeconomic Conditions and the Puzzles of Credit Spreads and Capital Structure In: Journal of Finance. [Full Text][Citation analysis] | article | 278 |
| 2010 | Macroeconomic Conditions and the Puzzles of Credit Spreads and Capital Structure.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 278 | paper | |
| 2011 | A Unified Theory of Tobins q, Corporate Investment, Financing, and Risk Management In: Journal of Finance. [Full Text][Citation analysis] | article | 233 |
| 2009 | A Unified Theory of Tobins q, Corporate Investment, Financing, and Risk Management.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 233 | paper | |
| 2010 | A unified theory of Tobins q, corporate investment, financing, and risk management.(2010) In: 2010 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 233 | paper | |
| 2009 | Dynamic Asset Allocation with Ambiguous Return Predictability In: Boston University - Department of Economics - The Institute for Economic Development Working Papers Series. [Full Text][Citation analysis] | paper | 60 |
| 2001 | Dynamic Asset Allocation with Ambiguous Return Predictability.(2001) In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] This paper has nother version. Agregated cites: 60 | paper | |
| 2014 | Dynamic Asset Allocation with Ambiguous Return Predictability.(2014) In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 60 | article | |
| 2009 | Entrepreneurial Finance and Non-diversifiable Risk In: Boston University - Department of Economics - The Institute for Economic Development Working Papers Series. [Full Text][Citation analysis] | paper | 73 |
| 2001 | Entrepreneurial Finance and Non-diversifiable Risk.(2001) In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] This paper has nother version. Agregated cites: 73 | paper | |
| 2009 | Entrepreneurial Finance and Non-diversifiable Risk.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 73 | paper | |
| 2010 | Entrepreneurial Finance and Nondiversifiable Risk.(2010) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 73 | article | |
| Rational Overreaction and Underreaction in Fixed Income and Equity Markets - The Role of Time-Varying Timing Premium In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 1 | |
| 2010 | Rare Disasters and Risk Sharing with Heterogeneous Beliefs In: NBER Working Papers. [Full Text][Citation analysis] | paper | 69 |
| 2012 | Rare Disasters and Risk Sharing with Heterogeneous Beliefs.(2012) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 69 | article | |
| 2011 | Market Timing, Investment, and Risk Management In: NBER Working Papers. [Full Text][Citation analysis] | paper | 161 |
| 2011 | Generalized Transform Analysis of Affine Processes and Applications in Finance In: NBER Working Papers. [Full Text][Citation analysis] | paper | 33 |
| 2012 | Generalized Transform Analysis of Affine Processes and Applications in Finance.(2012) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | article | |
| 2013 | Houses as ATMs? Mortgage Refinancing and Macroeconomic Uncertainty In: NBER Working Papers. [Full Text][Citation analysis] | paper | 78 |
| 2011 | Houses as ATMs? Mortgage Refinancing and Macroeconomic Uncertainty.(2011) In: 2011 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 78 | paper | |
| 2014 | Debt, Taxes, and Liquidity In: NBER Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 2014 | Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle In: NBER Working Papers. [Full Text][Citation analysis] | paper | 58 |
| 2019 | Demand for Crash Insurance, Intermediary Constraints, and Risk Premia in Financial Markets In: NBER Working Papers. [Full Text][Citation analysis] | paper | 18 |
| 2019 | Measuring “Dark Matter” in Asset Pricing Models In: NBER Working Papers. [Full Text][Citation analysis] | paper | 13 |
| 2019 | Pledgeability and Asset Prices: Evidence from the Chinese Corporate Bond Markets In: NBER Working Papers. [Full Text][Citation analysis] | paper | 19 |
| 2023 | Feedback and Contagion through Distressed Competition In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2026 | Teaching Economics to the Machines In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Asset Pricing with Uncertainty About the Long Run In: 2008 Meeting Papers. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team