20
H index
29
i10 index
2941
Citations
INSEAD | 20 H index 29 i10 index 2941 Citations RESEARCH PRODUCTION: 33 Articles 99 Papers 1 Books 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Bernard Dumas. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Journal of Finance | 10 |
| The Review of Financial Studies | 4 |
| European Economic Review | 3 |
| Journal of International Economics | 3 |
| Journal of Banking & Finance | 3 |
| Journal of International Money and Finance | 3 |
| American Economic Review | 2 |
| Year | Title of citing document | |
|---|---|---|
| 2025 | Optimal investment in an energy storage system. (2025). moretto, michele ; Fontini, Fulvio ; D'Alpaos, Chiara ; Castellini, Marta. In: FEEM Working Papers. RePEc:ags:feemwp:349431. Full description at Econpapers || Download paper | |
| 2025 | Self-Aware Transport of Economic Agents. (2024). Lyasoff, Andrew. In: Papers. RePEc:arx:papers:2303.12567. Full description at Econpapers || Download paper | |
| 2024 | The social value of overreaction to information. (2024). Bizzarri, Matteo ; D'Arienzo, Daniele. In: Papers. RePEc:arx:papers:2403.08532. Full description at Econpapers || Download paper | |
| 2024 | Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect. (2024). Chen, Muzi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2404.04335. Full description at Econpapers || Download paper | |
| 2024 | Continuous-time Equilibrium Returns in Markets with Price Impact and Transaction Costs. (2024). Anthropelos, Michail ; Stefanakis, Constantinos. In: Papers. RePEc:arx:papers:2405.14418. Full description at Econpapers || Download paper | |
| 2024 | AMA-LSTM: Pioneering Robust and Fair Financial Audio Analysis for Stock Volatility Prediction. (2024). Ji, Taoran ; Wang, Shengkun ; Zhang, Min ; Almutairi, Mariam ; He, Jianfeng ; Lu, Chang-Tien. In: Papers. RePEc:arx:papers:2407.18324. Full description at Econpapers || Download paper | |
| 2024 | Irreversible investment under weighted discounting: effects of decreasing impatience. (2024). Wei, Wei. In: Papers. RePEc:arx:papers:2409.01478. Full description at Econpapers || Download paper | |
| 2025 | On the Effect of Alpha Decay and Transaction Costs on the Multi-period Optimal Trading Strategy. (2025). Smith, Paul ; Ma, Chutian. In: Papers. RePEc:arx:papers:2502.04284. Full description at Econpapers || Download paper | |
| 2025 | Generative Market Equilibrium Models with Stable Adversarial Learning via Reinforcement. (2025). Zhang, Zhanhao ; Sun, Qiang ; Shi, Xiaofei ; Kratsios, Anastasis. In: Papers. RePEc:arx:papers:2504.04300. Full description at Econpapers || Download paper | |
| 2026 | Optimal Capital Structure for Life Insurance Companies Offering Surplus Participation. (2025). Stadje, Mitja ; Fiessinger, Felix. In: Papers. RePEc:arx:papers:2504.12851. Full description at Econpapers || Download paper | |
| 2026 | The disclosure of information about the range of asset value in market. (2025). Su, Jianhao ; Zhang, Yanliang. In: Papers. RePEc:arx:papers:2511.11405. Full description at Econpapers || Download paper | |
| 2026 | One Currency, Two Forward Prices: The Onshore-Offshore Renminbi Puzzle. (2026). Wang, Tan ; Tao, Xuan ; Luo, Peng ; Drapeau, Samuel. In: Papers. RePEc:arx:papers:2605.25392. Full description at Econpapers || Download paper | |
| 2025 | Money Talks: Transaction Costs, the Value of Convenience, and the Cross-Section of Safe Asset Returns. (2025). Nenov, Plamen ; Schneider, Fabienne ; Syrstad, Olav ; Juelsrud, Ragnar. In: Staff Working Papers. RePEc:bca:bocawp:25-34. Full description at Econpapers || Download paper | |
| 2025 | Foreign Eyes on Wall Street: Investor Attention and U.S. Stock Reactions. (2025). Talavera, Oleksandr ; Nikolsko-Rzhevskyy, Alex ; Fan, Rui. In: Discussion Papers. RePEc:bir:birmec:25-02. Full description at Econpapers || Download paper | |
| 2025 | Exchange Rate Effects on Firm Performance: A NICER Approach. (2025). Rungcharoenkitkul, Phurichai ; Nookhwun, Nuwat ; Pattararangrong, Jettawat. In: BIS Working Papers. RePEc:bis:biswps:1266. Full description at Econpapers || Download paper | |
| 2025 | The price impact of tweets: A high‐frequency study. (2025). Yang, NI ; Indriawan, Ivan ; Fernandezperez, Adrian. In: The Financial Review. RePEc:bla:finrev:v:60:y:2025:i:1:p:147-171. Full description at Econpapers || Download paper | |
| 2024 | Interest Rate Skewness and Biased Beliefs. (2024). Chernov, Mikhail ; Bauer, Michael. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:173-217. Full description at Econpapers || Download paper | |
| 2024 | Fiscal Policy and the Balance Sheet of the Private Sector. (2024). von Thadden, Ernst-Ludwig ; Rochet, Jean ; Gersbach, Hans. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2024_544. Full description at Econpapers || Download paper | |
| 2025 | The Power of Faith: Effects of an Imam-led Information Campaign on Labor Supply and Social Interactions. (2025). Federico, Salvatore ; Modena, Andrea ; Regis, Luca. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_622. Full description at Econpapers || Download paper | |
| 2025 | The Equilibrium Effects of Mortality Risk. (2025). Regis, Luca ; Modena, Andrea ; Rizzini, Giorgio. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_709. Full description at Econpapers || Download paper | |
| 2024 | Optimal Fees and Equilibrium in Crypto Markets. (2024). luciano, elisa. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:722. Full description at Econpapers || Download paper | |
| 2025 | Coordinating Bank Dividend and Capital Regulation. (2025). Regis, Luca ; Modena, Andrea ; Federico, Salvatore. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:746. Full description at Econpapers || Download paper | |
| 2025 | Green Intermediary Asset Pricing. (2025). Sauzet, Maxime. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11944. Full description at Econpapers || Download paper | |
| 2025 | The home bias and the local bias: A survey. (2025). Schiereck, Dirk ; Scherer, David ; Gaar, Eduard. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:154118. Full description at Econpapers || Download paper | |
| 2024 | Dynamic carbon emission management. (2024). Bustamante, Maria Cecilia ; Zucchi, Francesca. In: Working Paper Series. RePEc:ecb:ecbwps:20242885. Full description at Econpapers || Download paper | |
| 2024 | Is home bias biased? New evidence from the investment fund sector. (2024). Wedow, Michael ; Vivar, Luis Molestina ; Lambert, Claudia. In: Working Paper Series. RePEc:ecb:ecbwps:20242924. Full description at Econpapers || Download paper | |
| 2024 | The geography of capital allocation in the euro area. (2024). Maggiori, Matteo ; Lewis, Angus ; Schreger, Jesse ; Coppola, Antonio ; Schmitz, Martin ; Beck, Roland. In: Working Paper Series. RePEc:ecb:ecbwps:20243007. Full description at Econpapers || Download paper | |
| 2026 | Does policy uncertainty affect firms exchange rate exposure? Evidence from China11We are grateful for the insightful comments of Iftekhar Hasan, Iikka Korhonen, Zhitao Lin and Yaqi Wang for their valuable suggestions. We are also grateful for the excellent comments from participants at seminars at Bank of Finland, Jinan University, Capital University of Economics and Business, Wuhan University, and Central University of Finance and Economics, as well as the EFMA 2023 Annual Conference (Cardiff). This research is supported by the National Natural Science Foundation of China (72473146, 72101267), the Fundamental Research Funds for the Central Universities, the Research Funds of Renmin University of China (24XNN005). All remaining errors are ours.. (2026). He, Qing ; Zhang, CE ; Liang, Bailin. In: China Economic Review. RePEc:eee:chieco:v:95:y:2026:i:c:s1043951x25002573. Full description at Econpapers || Download paper | |
| 2026 | Resonance and dispersion mechanisms of tail risks in energy markets based on explainable machine learning: A time-varying network perspective. (2026). Zong, Hui ; Zheng, Chengli ; Huang, BO. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:203:y:2026:i:c:s096007792501625x. Full description at Econpapers || Download paper | |
| 2024 | How does currency risk impact firms? New evidence from bank loan contracts. (2024). Bergbrant, Mikael C ; Hunter, Delroy M ; Francis, Bill B. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s092911992400004x. Full description at Econpapers || Download paper | |
| 2024 | Nominal exchange rates and heterogeneous beliefs. (2024). Lu, Lei ; Jiao, Feng ; Croitoru, Benjamin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924000964. Full description at Econpapers || Download paper | |
| 2025 | Optimal investment-withdrawal strategy for variable annuities under a performance fee structure. (2025). Feng, Runhuan ; Hin, Kenneth Tsz ; Jing, Xiaochen. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:170:y:2025:i:c:s0165188924001957. Full description at Econpapers || Download paper | |
| 2024 | Financial, institutional, and macroeconomic determinants of cross-country portfolio equity flows: The case of developed countries. (2024). Alves, José ; Afonso, Antonio ; Jackson, Karen ; Beck, Krzysztof. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002591. Full description at Econpapers || Download paper | |
| 2025 | Liquidity premium and the shape of transaction costs. (2025). Isaenko, Sergey. In: Economic Modelling. RePEc:eee:ecmode:v:152:y:2025:i:c:s0264999325002640. Full description at Econpapers || Download paper | |
| 2024 | The role of investor sentiment and market belief in forecasting V-shaped disposition effect: Evidence from a Bayesian learning process with DSSW model. (2024). Gider, Zeynullah ; Hassan, Kabir M ; Bataineh, Hassan ; Bouteska, Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000081. Full description at Econpapers || Download paper | |
| 2024 | Heterogeneous beliefs with information processing capacity constraints and asset pricing in a monetary economy. (2024). Wang, Hailong ; Hu, Duni. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000688. Full description at Econpapers || Download paper | |
| 2025 | The role of international and domestic investors in international market information spillover effects: Evidence from interconnected multilayer networks. (2025). Li, Songsong ; Sercu, Piet ; Xu, Nan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001056. Full description at Econpapers || Download paper | |
| 2025 | Institutional opening of capital market and stock price Bubble: Evidence from China. (2025). Ping, Xuerui ; Zhang, Shaojun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001299. Full description at Econpapers || Download paper | |
| 2025 | Heterogeneous beliefs with information processing constraints and asset pricing in presence of non-tradable goods. (2025). Wang, Hailong ; Hu, Duni. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001603. Full description at Econpapers || Download paper | |
| 2024 | Robust dynamic trading with realization utility. (2024). Zhou, Lei ; Zhang, Jinping ; Zou, Zhentao. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004440. Full description at Econpapers || Download paper | |
| 2024 | Beliefs and the equity home bias. (2024). Zong, Jichuan ; Jiao, Peiran ; Zhu, Xinxin. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004671. Full description at Econpapers || Download paper | |
| 2024 | Benefiting from the frightened herd: Dynamic asset allocation amid panic sentiment. (2024). Shi, Yongdong ; Wu, Fenglin ; Dong, Zibing ; Li, Yanshuang ; Xiong, Xiong. In: Economics Letters. RePEc:eee:ecolet:v:245:y:2024:i:c:s0165176524005366. Full description at Econpapers || Download paper | |
| 2025 | The effects of tax cuts and financing subsidies on environmentally and financially constrained firms. (2025). Chen, Tuyue ; Mu, Congming ; Tang, Shengzhuo. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176525000060. Full description at Econpapers || Download paper | |
| 2025 | The AH premium: A tale of “siamese twin” stocks. (2025). Zhang, Tongbin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000210. Full description at Econpapers || Download paper | |
| 2024 | Climate policy uncertainty, clean energy and energy metals: A quantile time-frequency spillover study. (2024). Chang, Yuan ; Qiao, Sen ; Dang, Yi Jing. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006273. Full description at Econpapers || Download paper | |
| 2026 | Energy market volatility prediction: Does climate risk matter?. (2026). Tang, Yusui ; Guo, Yangli ; Cao, Jiawei. In: International Review of Financial Analysis. RePEc:eee:finana:v:109:y:2026:i:c:s1057521925008130. Full description at Econpapers || Download paper | |
| 2026 | An equilibrium asset pricing model with heterogeneous beliefs about climate risks. (2026). Wang, Hailong ; Hu, Duni. In: International Review of Financial Analysis. RePEc:eee:finana:v:109:y:2026:i:c:s105752192500849x. Full description at Econpapers || Download paper | |
| 2024 | The effect of regime-switching transaction costs and cash dividends on liquidity premia. (2024). Kim, Taeyoon ; Chae, Jiwon ; Jang, Bong-Gyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001182. Full description at Econpapers || Download paper | |
| 2024 | Spillover between investor sentiment and volatility: The role of social media. (2024). Indriawan, Ivan ; Fernandez-Perez, Adrian ; Yang, NI. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005751. Full description at Econpapers || Download paper | |
| 2024 | Some stylized facts about bitcoin halving. (2024). Lashkaripour, Mohammadhossein. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012273. Full description at Econpapers || Download paper | |
| 2026 | Non-home biased individuals’ investment choices: the role of the birthplace of investors. (2026). Barbieri, Laura ; Lippi, Andrea. In: Finance Research Letters. RePEc:eee:finlet:v:87:y:2026:i:c:s1544612325022676. Full description at Econpapers || Download paper | |
| 2025 | Bank of Japan’s ETF purchase program and equity risk premium: A CAPM interpretation. (2025). Shino, Junnosuke ; Katagiri, Mitsuru ; Takahashi, Koji. In: Journal of Financial Markets. RePEc:eee:finmar:v:73:y:2025:i:c:s1386418125000011. Full description at Econpapers || Download paper | |
| 2024 | Relative performance evaluation in spillover networks. (2024). Sun, Yang ; Zhao, Wei. In: Games and Economic Behavior. RePEc:eee:gamebe:v:145:y:2024:i:c:p:285-311. Full description at Econpapers || Download paper | |
| 2024 | A state-dependent international CAPM for partially integrated markets: Using local and US risk factors. (2024). Tajaddini, Reza ; Hematizadeh, Roksana. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000954. Full description at Econpapers || Download paper | |
| 2026 | Measuring financial integration in GCC stock markets: Dynamics, risk premia, and the path to enhanced cooperation. (2026). Guillaumin, Cyriac ; Boubakri, Salem. In: International Economics. RePEc:eee:inteco:v:185:y:2026:i:c:s2110701725000903. Full description at Econpapers || Download paper | |
| 2025 | Diversification and firm risk: New evidence on exchange rate exposure. (2025). Ho, Taek ; Bae, Sung C ; Liu, Chenyang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000484. Full description at Econpapers || Download paper | |
| 2025 | An intertemporal international asset pricing model: Theory and evidence. (2025). Jacoby, Gady ; Liao, Rose C ; Wang, Yan ; Wu, Zhenyu. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:102:y:2025:i:c:s1042443125000526. Full description at Econpapers || Download paper | |
| 2024 | International trade network and stock market connectedness: Evidence from eleven major economies. (2024). Mishra, Tapas ; Raju, V L ; Patra, Ramakanta ; You, Kefei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000052. Full description at Econpapers || Download paper | |
| 2025 | Foreign exchange liberalization and exchange rate exposure: Firm-level evidence of the Japanese Automobile Industry. (2025). Nishikawa, Teru ; Sato, Kiyotaka. In: Japan and the World Economy. RePEc:eee:japwor:v:75:y:2025:i:c:s0922142525000167. Full description at Econpapers || Download paper | |
| 2024 | Nonlinearities and a pecking order in cross-border investment. (2024). Sarkissian, Sergei ; Holland, Sara B ; Schill, Michael J ; Warnock, Francis E. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:166:y:2024:i:c:s037842662400164x. Full description at Econpapers || Download paper | |
| 2025 | Quality of political information and return predictability: Evidence from investor sentiment and risk aversion. (2025). Wei, Xiaopeng ; Biakowski, Jdrzej. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:177:y:2025:i:c:s0378426625000895. Full description at Econpapers || Download paper | |
| 2025 | Seeing is believing: Tourism and foreign equity investments. (2025). Cuculiza, Carina ; Yang, Lizhengbo ; Antoniou, Constantinos ; Kumar, Alok. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:178:y:2025:i:c:s0378426625001189. Full description at Econpapers || Download paper | |
| 2024 | Are macroeconomic indices fools gold?. (2024). Nakata, Hiroyuki ; Motolese, Maurizio. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:217:y:2024:i:c:p:240-260. Full description at Econpapers || Download paper | |
| 2026 | The equilibrium effects of mortality risk. (2026). Regis, Luca ; Rizzini, Giorgio ; Modena, Andrea. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:243:y:2026:i:c:s0167268126000508. Full description at Econpapers || Download paper | |
| 2025 | General equilibrium with unhedgeable fundamentals and heterogeneous agents. (2025). Weber, Marko Hans ; Guasoni, Paolo. In: Journal of Economic Theory. RePEc:eee:jetheo:v:224:y:2025:i:c:s0022053125000249. Full description at Econpapers || Download paper | |
| 2025 | Investor demand, firm investment, and capital misallocation. (2025). Tian, Xu ; Kargar, Mahyar ; Wu, Yufeng ; Choi, Jaewon. In: Journal of Financial Economics. RePEc:eee:jfinec:v:168:y:2025:i:c:s0304405x25000479. Full description at Econpapers || Download paper | |
| 2026 | Demand disagreement. (2026). Illeditsch, Philipp ; Heyerdahl-Larsen, Christian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:175:y:2026:i:c:s0304405x25001990. Full description at Econpapers || Download paper | |
| 2025 | The value of renegotiation frictions: Evidence from commercial real estate. (2025). Kurtzman, Robert ; Glancy, David ; Loewenstein, Lara. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:62:y:2025:i:c:s1042957325000129. Full description at Econpapers || Download paper | |
| 2024 | RMB exchange rate volatility and the cross-section of Chinese A-share returns. (2024). Ding, Wenjie ; Qiao, Tongshuai ; Han, Liyan ; Li, Donghui. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000111. Full description at Econpapers || Download paper | |
| 2024 | RMB internationalization and exchange rate exposure of Chinese listed firms. (2024). He, Qing ; Liu, Junyi ; Liang, Bailin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:145:y:2024:i:c:s0261560624000858. Full description at Econpapers || Download paper | |
| 2024 | Cross-country variation in economic preferences and the asset composition of international investment positions. (2024). Kuziemska-Pawlak, Kamila ; Nieminen, Mika. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:146:y:2024:i:c:s0261560624001177. Full description at Econpapers || Download paper | |
| 2025 | Does investor attention drive cryptocurrency markets? Insights from network connectedness and portfolio applications. (2025). Wang, Ming-Hui ; Wu, Feng-Lin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:157:y:2025:i:c:s0261560625001263. Full description at Econpapers || Download paper | |
| 2026 | The risk and reward of investing. (2026). Swinkels, Laurens ; Doeswijk, Ronald. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:160:y:2026:i:c:s0261560625001883. Full description at Econpapers || Download paper | |
| 2026 | Liquidity, sentiment, and global spillover across financial markets. (2026). Bei, Zeyun ; Zhou, Yinggang ; Cui, Liyuan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:161:y:2026:i:c:s0261560625002293. Full description at Econpapers || Download paper | |
| 2024 | Unveiling the impact of income taxes on inequality in a HACT model. (2024). Parro, Francisco. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:79:y:2024:i:c:s0164070423000812. Full description at Econpapers || Download paper | |
| 2024 | Exchange rate dynamics and consumption of traded goods. (2024). Chaban, Maxym. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:80:y:2024:i:c:s016407042400017x. Full description at Econpapers || Download paper | |
| 2024 | The social value of overreaction to information. (2024). Bizzarri, Matteo ; Darienzo, Daniele. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:115:y:2024:i:c:s0304406824001277. Full description at Econpapers || Download paper | |
| 2025 | How to build and solve continuous-time heterogeneous agents models in asset pricing? The martingale approach and the finite difference method. (2025). Gil, Hamilton Galindo. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:116:y:2025:i:c:s0304406824001381. Full description at Econpapers || Download paper | |
| 2025 | Pareto efficiency and financial fairness under limited expected loss constraint. (2025). Nguyen, Thai ; Wa, Tak. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:117:y:2025:i:c:s0304406825000138. Full description at Econpapers || Download paper | |
| 2024 | Mapping fear in financial markets: Insights from dynamic networks and centrality measures. (2024). Mohnot, Rajesh ; Arfaoui, Nadia ; Naeem, Muhammad Abubakr ; Senthilkumar, Arunachalam. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001197. Full description at Econpapers || Download paper | |
| 2024 | Salience, psychological anchors, and stock return predictability. (2024). Lin, Mei-Chen. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24002956. Full description at Econpapers || Download paper | |
| 2025 | The impact of calendar provisioning on bank strategies. (2025). moretto, michele ; Parigi, Bruno M. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025002977. Full description at Econpapers || Download paper | |
| 2024 | Heterogeneous beliefs with preference interdependence and asset pricing. (2024). Wang, Hailong ; Hu, Duni. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:1-37. Full description at Econpapers || Download paper | |
| 2025 | Optimal investment in an energy storage system. (2025). moretto, michele ; D'Alpaos, Chiara ; Fontini, Fulvio ; Castellini, Marta. In: Working Papers. RePEc:fem:femwpa:2025.06. Full description at Econpapers || Download paper | |
| 2025 | Does Investor Sentiment Influence South African ETF Flows During Different Market Conditions?. (2025). Ferreira-Schenk, Sune ; Shenjere, Paidamoyo Aurleen ; Moodley, Fabian. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:1:p:10-:d:1561416. Full description at Econpapers || Download paper | |
| 2025 | On the nexus between currency risk and hedging across different time scales: Evidence from Healthcare firms in Malaysia . (2025). Wahab, Hishamuddin Abdul. In: GATR Journals. RePEc:gtr:gatrjs:jfbr230. Full description at Econpapers || Download paper | |
| 2026 | On the strategic value of risk management. (2012). Rochet, Jean ; Léautier, Thomas-Olivier. In: IDEI Working Papers. RePEc:ide:wpaper:26124. Full description at Econpapers || Download paper | |
| 2026 | On the strategic value of risk management. (2013). Rochet, Jean ; Léautier, Thomas-Olivier. In: IDEI Working Papers. RePEc:ide:wpaper:27642. Full description at Econpapers || Download paper | |
| 2026 | Free Cash-Flow, Issuance Costs and Stock Price Volatility. (2008). villeneuve, stephane ; Rochet, Jean ; Mariotti, Thomas ; Décamps, Jean-Paul. In: IDEI Working Papers. RePEc:ide:wpaper:7179. Full description at Econpapers || Download paper | |
| 2024 | Nontraded Sector Growth Risks and Economic Sizes in International Asset Pricing. (2024). , Thuy-Duong ; Tran, Ngoc-Khanh. In: Management Science. RePEc:inm:ormnsc:v:70:y:2024:i:12:p:8448-8463. Full description at Econpapers || Download paper | |
| 2024 | The Endowment Model and Modern Portfolio Theory. (2024). Dimmock, Stephen ; Wang, Neng ; Yang, Jinqiang. In: Management Science. RePEc:inm:ormnsc:v:70:y:2024:i:3:p:1554-1579. Full description at Econpapers || Download paper | |
| 2024 | Digesting FOREXS: Information Transmission Across Asset Classes and Return Predictability. (2024). Da, Zhi ; Zurita, Virgilio ; Bae, Joon Woo. In: Management Science. RePEc:inm:ormnsc:v:70:y:2024:i:3:p:1943-1969. Full description at Econpapers || Download paper | |
| 2024 | Contrarians, Extrapolators, and Stock Market Momentum and Reversal. (2024). Gulen, Huseyin ; Cassella, Stefano ; Ruan, Fangcheng ; Atmaz, Adem. In: Management Science. RePEc:inm:ormnsc:v:70:y:2024:i:9:p:5949-5984. Full description at Econpapers || Download paper | |
| 2025 | Stock-Bond Return Dynamics and the Expected Country Stock Returns. (2025). Pyun, Sungjune. In: Management Science. RePEc:inm:ormnsc:v:71:y:2025:i:12:p:10603-10623. Full description at Econpapers || Download paper | |
| 2025 | Risk Management with Variable Capital Utilization and Time-Varying Collateral Capacity. (2025). Lu, Zhongjin ; Vij, Siddharth ; Chen, Guojun. In: Management Science. RePEc:inm:ormnsc:v:71:y:2025:i:2:p:1803-1823. Full description at Econpapers || Download paper | |
| 2025 | Resolving Tensions Between Heterogeneous Investors in a Startup. (2025). Chen, Shiqi ; Lambrecht, Bart M. In: Management Science. RePEc:inm:ormnsc:v:71:y:2025:i:3:p:2678-2695. Full description at Econpapers || Download paper | |
| 2025 | Stock Market Ownership Transitions. (2025). Michaelides, Alexander ; Zhang, Yuxin ; Bonaparte, Yosef ; Korniotis, George M ; Kumar, Alok. In: Management Science. RePEc:inm:ormnsc:v:71:y:2025:i:6:p:4977-5000. Full description at Econpapers || Download paper | |
| 2025 | Technical Note–Dynamic Duopolistic Competition with Sticky Prices. (2025). Heston, Steven L ; Hu, BO. In: Operations Research. RePEc:inm:oropre:v:73:y:2025:i:5:p:2627-2635. Full description at Econpapers || Download paper | |
| 2026 | Dynamic Portfolio Allocation Under Market Incompleteness and Wealth Effects. (2026). Scaillet, Olivier ; Jiang, Yueting ; Shen, Yiwen. In: Operations Research. RePEc:inm:oropre:v:74:y:2026:i:1:p:93-117. Full description at Econpapers || Download paper | |
| 2024 | Tobin Tax, Carry Trade, and the Exchange Rate Dynamics. (2024). Li, Xiaoping ; Zhou, Chunyang. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:4:d:10.1007_s10614-023-10377-4. Full description at Econpapers || Download paper | |
| 2025 | Testing PPP hypothesis under considerations of nonlinear and asymmetric adjustments: new international evidence. (2025). Hsieh, Chun-Kuei ; Chen, Shyh-Wei ; Xie, Zixiong. In: Empirica. RePEc:kap:empiri:v:52:y:2025:i:1:d:10.1007_s10663-024-09628-w. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
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| 1990 | Monetary Contracting Between Central Banks and the Design of SustainableExchange-Rate Zones.(1990) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 1990 | MONETARY CONTRACTING BETWEEN CENTRAL BANKS AND THE DESIGN OF SUSTAINABLE EXCHANGE-RATE ZONES..(1990) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
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| 1993 | Realignment Risk and Currency Option Pricing in Target Zones.(1993) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
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| 1995 | Siegels paradox and the pricing of currency options In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 11 |
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| 1993 | Siegels paradox and the pricing of currency options.(1993) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 1995 | Comment on Exchange rate shocks, currency options and the Siegel paradox by Indrajit Bardhan In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 2 |
| 1988 | Two-Person Dynamic Equilibrium: Trading in the Capital Market In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 1 |
| 1986 | Two-Person Dynamic Equilibrium: Trading in the Capital Market.(1986) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 1988 | Two-Person Dynamic Equilibrium: Trading in the Capital Market.(1988) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 1986 | Two-Person Dynamic Equilibrium: Trading in the Capital Market.(1986) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 1988 | Pricing Physical Assets Internationally In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 2 |
| 1988 | Pricing Physical Assets Internationally.(1988) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
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| 1994 | How Far Apart Can Two Riskless Interest Rates (One Moves, the Other One Does Not) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 2 |
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| 1989 | Pricing Physical Assets Internationally: A Non Linear Heteroskedastic Process for Equilibrium Real Exchange Rates In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 6 |
| 1989 | Pricing Physical Assets Internationnaly: A Non linear Heteroskedastic Process for Equilibrium Real Exchange Rates.(1989) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 1989 | An Exact Solution to the Portfolio Choice Problem Under Transactions Costs (Reprint 019) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 2 |
| 1988 | Super Contact and Related Optimality Conditions: A Supplement to Avinash Dixits: A Simplified Exposition of Some Results Concerning Regulated Brownian Motion (Reprint 020) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 1 |
| 1988 | Perishable Investment and Hysteresis in Capital Formation In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 7 |
| 1989 | Perishable Investment and Hysteresis in Capital Formation.(1989) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 1989 | Perishable Investment and Hysteresis in Capital Formation.(1989) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 1992 | Partial-Equilibrium vs General-Equilibrium Models of International Capital Market Equilibrium. In: Weiss Center Working Papers. [Citation analysis] | paper | 0 |
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| 1992 | Currency option pricing in credible target zones.(1992) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 1993 | Currency Option Pricing in Credible Target Zones.(1993) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
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| 1974 | Optimal domestic acquisitions In: Working Papers. [Citation analysis] | paper | 0 |
| 1976 | The equilibrium relationship between simultaneous spot and futures commodities prices In: Working Papers. [Citation analysis] | paper | 0 |
| 1976 | A theory of forward market intervention In: Working Papers. [Citation analysis] | paper | 0 |
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| 1993 | Partial- Vs. General-Equilibrium Models of the International Capital Market.(1993) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 1992 | The world price of exchange rate risk In: Working Papers. [Citation analysis] | paper | 7 |
| 1990 | An exact solution to the portfolio choice problem under transactions costs In: Working Papers. [Citation analysis] | paper | 2 |
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| 1985 | The stochastic Ramsey problem and stock prices In: Working Papers. [Citation analysis] | paper | 0 |
| 2017 | The Economics of Continuous-Time Finance In: MIT Press Books. [Citation analysis] | book | 9 |
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| 1994 | A Test of the International CAPM Using Business Cycles Indicators as Instrumental Variables.(1994) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
| 1989 | Super Contact and Related Optimality Conditions: A Supplement to AvinashDixits:A Simplified Exposition of Some Results Concerning Regulated Brownian. In: NBER Technical Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2021 | The Debt Capacity of a Government In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1991 | Target Zones Big and Small In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 1999 | Global Diversification, Growth and Welfare with Imperfectly Integrated Markets for Goods In: NBER Working Papers. [Full Text][Citation analysis] | paper | 23 |
| 2001 | Global Diversification, Growth, and Welfare with Imperfectly Integrated Markets for Goods..(2001) In: The Review of Financial Studies. [Citation analysis] This paper has nother version. Agregated cites: 23 | article | |
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CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated June, 12 2026. Contact: CitEc Team