8
H index
8
i10 index
2253
Citations
University of Chicago | 8 H index 8 i10 index 2253 Citations RESEARCH PRODUCTION: 6 Articles 8 Papers RESEARCH ACTIVITY: 8 years (2005 - 2013). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pfr54 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Andrea Frazzini. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Finance | 3 |
Working Papers Series with more than one paper published | # docs |
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NBER Working Papers / National Bureau of Economic Research, Inc | 8 |
Year | Title of citing document | |
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2023 | Information Transmission between Banks and the Market for Corporate Control. (2023). Saidi, Farzad ; Pala, Melissa ; Fecht, Falko ; Bittner, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:250. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Sparse multivariate modeling for stock returns predictability. (2022). Bernardi, Mauro ; Bianco, Nicolas ; Bianchi, Daniele. In: Papers. RePEc:arx:papers:2202.12644. Full description at Econpapers || Download paper | |
2023 | Multiparty Democracy in Decentralized Autonomous Organization (DAO): Evidence from MakerDAO. (2022). Sermpinis, Georgios ; Stasinakis, Charalampos ; Chen, XI ; Sun, Xiaotong. In: Papers. RePEc:arx:papers:2210.11203. Full description at Econpapers || Download paper | |
2024 | Peer-reviewed theory does not help predict the cross-section of stock returns. (2022). Zimmermann, Tom ; Lopez-Lira, Alejandro ; Chen, Andrew Y. In: Papers. RePEc:arx:papers:2212.10317. Full description at Econpapers || Download paper | |
2023 | Customer Momentum. (2023). Pinchuk, Mykola. In: Papers. RePEc:arx:papers:2301.11394. Full description at Econpapers || Download paper | |
2023 | A Look at Financial Dependencies by Means of Econophysics and Financial Economics. (2023). di Matteo, T ; Raddant, M. In: Papers. RePEc:arx:papers:2302.08208. Full description at Econpapers || Download paper | |
2023 | Efficient Estimation in Extreme Value Regression Models of Hedge Fund Tail Risks. (2023). Usseglio-Carleve, Antoine ; Kratz, Marie ; Hambuckers, Julien. In: Papers. RePEc:arx:papers:2304.06950. Full description at Econpapers || Download paper | |
2023 | Network Momentum across Asset Classes. (2023). Zohren, Stefan ; Dong, Xiaowen ; Roberts, Stephen ; Pu, Xingyue. In: Papers. RePEc:arx:papers:2308.11294. Full description at Econpapers || Download paper | |
2023 | Learning to Learn Financial Networks for Optimising Momentum Strategies. (2023). Dong, Xiaowen ; Roberts, Stephen ; Zohren, Stefan ; Pu, Xingyue. In: Papers. RePEc:arx:papers:2308.12212. Full description at Econpapers || Download paper | |
2024 | Digital Payments in Firm Networks: Theory of Adoption and Quantum Algorithm. (2024). Palmer, Samuel ; Priazhkina, Sofia ; Skavysh, Vladimir ; Mugel, Samuel ; Orus, Roman ; Martin-Ramiro, Pablo. In: Staff Working Papers. RePEc:bca:bocawp:24-17. Full description at Econpapers || Download paper | |
2023 | Volume dynamics around FOMC announcements. (2023). Zhu, Sonya. In: BIS Working Papers. RePEc:bis:biswps:1079. Full description at Econpapers || Download paper | |
2023 | Crypto carry. (2023). Schrimpf, Andreas ; Todorov, Karamfil ; Schmeling, Maik. In: BIS Working Papers. RePEc:bis:biswps:1087. Full description at Econpapers || Download paper | |
2024 | Supply chain concentration and cost of capital. (2024). Wei, Chao ; Upson, James E. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:607-634. Full description at Econpapers || Download paper | |
2023 | Climate change and corporate cash holdings: Global evidence. (2023). Rao, Ramesh P ; Aram, Mohsen ; Masum, Abdullahal ; Javadi, Siamak. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:2:p:253-295. Full description at Econpapers || Download paper | |
2023 | ESG news spillovers across the value chain. (2023). Coqueret, Guillaume ; le Tran, VU. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:4:p:677-710. Full description at Econpapers || Download paper | |
2023 | Investor attention and the use of leverage. (2023). Peltomaki, Jarkko ; Davydov, Denis. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:2:p:287-313. Full description at Econpapers || Download paper | |
2023 | Economic policy uncertainty and fund flow performance sensitivity: Evidence from New Zealand. (2023). Demirer, Riza ; Hegde, Prasad ; Badshah, Ihsan ; Ali, Sara. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:3:p:666-679. Full description at Econpapers || Download paper | |
2023 | Information sharing between mutual funds and auditors. (2023). Yue, Heng ; Xu, Yanping ; Rao, Pingui ; Hope, Olekristian. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:50:y:2023:i:1-2:p:152-197. Full description at Econpapers || Download paper | |
2023 | The effect of option listing on financing decisions. (2023). King, Taohsien Dolly ; Park, Min C ; Hong, Eunpyo. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:50:y:2023:i:3-4:p:858-891. Full description at Econpapers || Download paper | |
2023 | Relational foundations of an unequal consumer credit market: Symbiotic ties between banks and payday lenders. (2023). Bea, Megan Doherty. In: Journal of Consumer Affairs. RePEc:bla:jconsa:v:57:y:2023:i:1:p:320-345. Full description at Econpapers || Download paper | |
2023 | Customers’ managerial expectations and suppliers’ asymmetric cost management. (2023). Hu, Nan ; Cavusoglu, Hasan ; Liang, Peng. In: Production and Operations Management. RePEc:bla:popmgt:v:32:y:2023:i:6:p:1975-1993. Full description at Econpapers || Download paper | |
2023 | Social embeddedness and supply chains: Doing business with friends versus making friends in business. (2023). Zhang, YU ; Wu, Jing ; Jiang, Han ; Hu, Yichuan ; Ding, Haoyuan. In: Production and Operations Management. RePEc:bla:popmgt:v:32:y:2023:i:7:p:2154-2172. Full description at Econpapers || Download paper | |
2023 | Mispricing in inflation markets. (2023). Pinter, Gabor ; Barria, Rodrigo. In: Bank of England working papers. RePEc:boe:boeewp:1034. Full description at Econpapers || Download paper | |
2023 | Drivers of Flows-Performance Sensitivity in Mutual Funds. (2023). Ben-Ze, Noam. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2023.06. Full description at Econpapers || Download paper | |
2023 | Asymmetric volatility spillover between crude oil and other asset markets. (2023). Mazouz, Khelifa ; Guan, BO ; Xu, Yongdeng. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/27. Full description at Econpapers || Download paper | |
2023 | Where Is the Carbon Premium? Global Performance of Green and Brown Stocks. (2023). Wilms, Ole ; Rudebusch, Glenn D ; Huber, Daniel ; Bauer, Michael D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10246. Full description at Econpapers || Download paper | |
2023 | Disposed to Be Overconfident. (2023). Smeets, Paul ; Odean, Terrance ; Godker, Katrin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10357. Full description at Econpapers || Download paper | |
2024 | Privileged information access, analyst consensus building, and stock return volatility: Evidence from the JOBS Act. (2024). Wang, Isabel Yanyan ; Kimbrough, Michael D ; Jin, Shunyao. In: Advances in accounting. RePEc:eee:advacc:v:64:y:2024:i:c:s0882611023000883. Full description at Econpapers || Download paper | |
2023 | Investor sentiment in the tourism stock market. (2023). Kou, Iokteng Esther ; Wu, Chih-Hung ; Peng, Kang-Lin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022000624. Full description at Econpapers || Download paper | |
2023 | A bibliometric analysis of the disposition effect: Origins and future research avenues. (2023). Vicente, Luis ; Ortiz, Cristina ; Gutierrez-Nieto, Begoa. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s221463502200096x. Full description at Econpapers || Download paper | |
2023 | The beta anomaly and the quality effect in international stock markets. (2023). Wu, Winston ; Veron, Jose Francisco ; Bradrania, Reza. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000229. Full description at Econpapers || Download paper | |
2023 | Is institutional herding efficient? Evidence from an investment efficiency and informational network perspective. (2023). Li, Shouwei ; Lu, Shuai. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000424. Full description at Econpapers || Download paper | |
2023 | Frenzied buyers and sophisticated sellers: How short sellers trade individual investors’ most purchased stocks. (2023). Outlaw, Dominique. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s221463502300045x. Full description at Econpapers || Download paper | |
2023 | CEO-director ties and board gender diversity: US evidence. (2023). Nguyen, Lan Anh ; Khedmati, Mehdi ; Luong, Hoa ; Shams, Syed ; Ovi, Nafisa Zabeen ; Nigmonov, Asror. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:40:y:2023:i:c:s2214635023000758. Full description at Econpapers || Download paper | |
2024 | Customer concentration and shareholder litigation risk: Evidence from a quasi-natural experiment. (2024). Lee, Sangmook ; Jiraporn, Pornsit ; Chatjuthamard, Pattanaporn ; Wongsinhirun, Nopparat. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s221463502300076x. Full description at Econpapers || Download paper | |
2023 | Why Muddy the Water? Short selling and the disclosure of proprietary information. (2023). You, Jiaxing ; Lin, Hui ; Jiang, Haiyan ; Wu, Xiting. In: The British Accounting Review. RePEc:eee:bracre:v:55:y:2023:i:4:s0890838923000379. Full description at Econpapers || Download paper | |
2024 | Pattern-detection in the global automotive industry: A manufacturer-supplier-product network analysis. (2024). Squartini, Tiziano ; Cimini, Giulio ; Zaccaria, Andrea ; Fessina, Massimiliano. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:181:y:2024:i:c:s0960077924001814. Full description at Econpapers || Download paper | |
2024 | Board monitoring, director connections, and credit quality?. (2020). Sandvik, Jason. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s092911992030170x. Full description at Econpapers || Download paper | |
2023 | Wage gap and stock returns: Do investors dislike pay inequality?. (2023). Zhu, Yuhao ; Montone, Maurizio ; Dittmann, Ingolf. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001651. Full description at Econpapers || Download paper | |
2023 | Relationship-based debt financing of Chinese private sector firms: The role of social connections to banks versus political connections. (2023). Ding, Haoyuan ; Kim, Kenneth A ; Hu, Yichuan ; Xie, MI. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s092911992200178x. Full description at Econpapers || Download paper | |
2023 | The effect of social connections on capital structure in supplier-customer relationships11We are grateful for the helpful comments from Jason Damm, Abhi Ganguly, Scott Hsu, Ankit Kalda, Wayne Lee, Pau. (2023). Salikhova, Tatiana ; Jandik, Tomas. In: Journal of Corporate Finance. RePEc:eee:corfin:v:79:y:2023:i:c:s0929119923000019. Full description at Econpapers || Download paper | |
2023 | Tone emphasis and insider trading. (2023). Ma, Hui ; Jin, Qinglu ; Cheng, Lin. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000688. Full description at Econpapers || Download paper | |
2023 | CEO network centrality and bank risk: Evidence from US Bank holding companies. (2023). Jin, Pengcheng ; Jiang, Yuxiang ; Fan, Yaoyao ; Mai, Yong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:83:y:2023:i:c:s0929119923001505. Full description at Econpapers || Download paper | |
2024 | Informed options trading before FDA drug advisory meetings. (2024). Golec, Joseph ; Borochin, Paul ; Wu, Zekun. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s092911992300144x. Full description at Econpapers || Download paper | |
2024 | Overlapping institutional ownership along the supply chain and earnings management of supplier firms. (2024). Kim, Jeong-Bon ; Han, Jianlei ; Gao, Lei ; Pan, Zheyao. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s0929119923001694. Full description at Econpapers || Download paper | |
2024 | Business 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. Full description at Econpapers || Download paper | |
2024 | Geographic proximity and trade credit: Evidence from a quasi-natural experiment. (2024). Liu, LI ; Xiong, Jiacai ; Ouyang, Caiyue ; Yao, Jun. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s0929119923001840. Full description at Econpapers || Download paper | |
2024 | Director networks and firm value. (2024). Linn, Scott C ; Mahmudi, Hamed ; Black, Jeffrey R ; Bakke, Tor-Erik. In: Journal of Corporate Finance. RePEc:eee:corfin:v:85:y:2024:i:c:s0929119924000075. Full description at Econpapers || Download paper | |
2024 | Director self-dealing: Evidence from compensation peer groups. (2024). Pham, Duong T ; Gatchev, Vladimir A ; Frye, Melissa B. In: Journal of Corporate Finance. RePEc:eee:corfin:v:85:y:2024:i:c:s0929119924000221. Full description at Econpapers || Download paper | |
2023 | Interest rate changes and the cross-section of global equity returns. (2023). Long, Huaigang ; Bianchi, Robert J ; Cakici, Nusret ; Zaremba, Adam. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188923000027. Full description at Econpapers || Download paper | |
2023 | Trade competitiveness and the aggregate returns in global stock markets. (2023). Umar, Zaghum ; Zaremba, Adam ; Long, Huaigang ; Chiah, Mardy. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:148:y:2023:i:c:s0165188923000246. Full description at Econpapers || Download paper | |
2023 | Information linkages in a financial market with imperfect competition. (2023). Yang, Yaqing ; Lou, Youcheng. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:150:y:2023:i:c:s0165188923000490. Full description at Econpapers || Download paper | |
2023 | Social contagion and the survival of diverse investment styles. (2023). Hirshleifer, David ; Zhang, Ruixun ; Lo, Andrew W. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001173. Full description at Econpapers || Download paper | |
2024 | Cross-cryptocurrency return predictability. (2024). Wang, YU ; Tu, Jun ; Sang, BO ; Guo, LI. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000551. Full description at Econpapers || Download paper | |
2023 | Information and optimal trading strategies with dark pools. (2023). Manzano, Carolina ; Dumitrescu, Ariadna ; Bayona, Anna. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001888. Full description at Econpapers || Download paper | |
2023 | Stock index direction forecasting using an explainable eXtreme Gradient Boosting and investor sentiments. (2023). Su, Zhihao ; Zhu, Yingke ; Huang, Xiaoru ; Deng, Shangkun ; Shimada, Tatsuro ; Fu, Zhe. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001838. Full description at Econpapers || Download paper | |
2023 | How does inter-industry spillover improve the performance of volatility forecasting?. (2023). Zhu, Xingting ; Xiao, Wen ; Liu, Bin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000013. Full description at Econpapers || Download paper | |
2023 | Information asymmetry, sentiment interactions, and asset price. (2023). Zhang, Weiguo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000438. Full description at Econpapers || Download paper | |
2024 | Does pension fund ownership reduce market manipulation? Evidence from China. (2024). Ur, Faheem ; Ma, Xiang ; Zhu, Xingting ; Liu, Bin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001249. Full description at Econpapers || Download paper | |
2024 | Effect of sectoral holdings on the flow-performance sensitivity of mutual funds. (2024). Yadav, Vijay ; Covachev, Svetoslav. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001377. 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). Bataineh, Hassan ; Gider, Zeynullah ; Hassan, Kabir M ; 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). Hu, Duni ; Wang, Hailong. 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 | |
2024 | Can real-time investor sentiment help predict the high-frequency stock returns? Evidence from a mixed-frequency-rolling decomposition forecasting method. (2024). Chen, Ying ; Tang, Zhenpeng ; Cai, YI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s106294082400072x. Full description at Econpapers || Download paper | |
2023 | Does broadband internet infrastructure mitigate firm-level economic policy uncertainty? Evidence from the Broadband China Pilot Policy. (2023). Hu, Pan ; Yan, Zhengwei ; Gong, Bairong ; Wang, Liang. In: Economics Letters. RePEc:eee:ecolet:v:232:y:2023:i:c:s0165176523003506. Full description at Econpapers || Download paper | |
2023 | News-implied linkages and local dependency in the equity market. (2023). Linton, Oliver ; Ge, Shuyi. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:779-815. Full description at Econpapers || Download paper | |
2023 | The Attribution Matrix and the joint use of Finite Change Sensitivity Index and Residual Income for value-based performance measurement. (2023). Magni, Carlo Alberto ; Marchioni, Andrea ; Baschieri, Davide. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:2:p:872-892. Full description at Econpapers || Download paper | |
2023 | Machine learning and the cross-section of emerging market stock returns. (2023). Kalsbach, Tobias ; Hanauer, Matthias X. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000274. Full description at Econpapers || Download paper | |
2024 | Retail fund flows and performance: Insights from supervisory data. (2024). Hodula, Martin ; Bajzik, Josef ; Szabo, Milan. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000062. Full description at Econpapers || Download paper | |
2023 | CEO networks and the labor market for directors. (2023). Low, Angie ; Fahlenbrach, Rudiger ; Kim, Hyemin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:1-21. Full description at Econpapers || Download paper | |
2023 | Capital mobility and the long-run return–risk trade-offs of industry portfolios. (2023). Yao, Tong ; Xu, Xin ; Chen, Jia. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:123-143. Full description at Econpapers || Download paper | |
2023 | Overlapping momentum portfolios. (2023). Remesal, Alvaro ; de Jesus, Miguel ; Blanco, Ivan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:1-22. Full description at Econpapers || Download paper | |
2023 | Disagreement, speculation, and the idiosyncratic volatility. (2023). Jiang, Ying ; Pan, Jiening ; Wu, KE ; Wang, Jianqiu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:232-250. Full description at Econpapers || Download paper | |
2023 | Disseminating information across connected firms — Analyst site visits can help. (2023). Yin, Chengxi ; Xiao, Xinrong ; Wang, Rundong ; Cao, Zhengyu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:510-531. Full description at Econpapers || Download paper | |
2023 | Global political risk and international stock returns. (2023). Zenios, Stavros A ; Pagliardi, Giovanni ; Gala, Vito D. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:78-102. Full description at Econpapers || Download paper | |
2023 | Customer–supplier relationships and non-linear financial policy response. (2023). Zhao, Longkai ; Wong, Kacheng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:180-205. Full description at Econpapers || Download paper | |
2023 | The role of human capital: Evidence from corporate innovation. (2023). Tian, Xuan ; Mao, Yifei ; Liu, Tong. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823001020. Full description at Econpapers || Download paper | |
2024 | Expensive anomalies. (2024). Seyhun, Nejat H ; Ray, Sugata ; Anginer, Deniz ; Xu, Luqi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s092753982300107x. Full description at Econpapers || Download paper | |
2024 | Asymmetric volatility spillover between crude oil and other asset markets. (2024). Xu, Yongdeng ; Mazouz, Khelifa ; Guan, BO. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000136. Full description at Econpapers || Download paper | |
2023 | Peer performance and the asymmetric timeliness of earnings recognition. (2023). Qiao, LU ; Li, Suyang ; Ma, Yechi ; Fu, Zheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003775. Full description at Econpapers || Download paper | |
2023 | A novel downside beta and expected stock returns. (2023). Liu, Jinjing. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004057. Full description at Econpapers || Download paper | |
2023 | Sentiment and covariance characteristics. (2023). le Tran, VU. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000492. Full description at Econpapers || Download paper | |
2023 | Liquidity Dry-ups in equity markets. (2023). Wang, Xiaoqiong ; Li, Chengcheng ; Kim, Donghyun. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000522. Full description at Econpapers || Download paper | |
2023 | Betting against beta with intraday and overnight signals. (2023). Insana, Alessandra. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000583. Full description at Econpapers || Download paper | |
2023 | A latent factor model for the Chinese stock market. (2023). Jiang, Fuwei ; Leong, Wen Jun ; Ma, Tian. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000716. Full description at Econpapers || Download paper | |
2023 | Distance produces the fear of loss: Customer geographic proximity and corporate cash holdings. (2023). Dai, Yunhao ; Chen, Yaxin ; Wu, Yiqi ; Wang, LI. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000881. Full description at Econpapers || Download paper | |
2023 | The spillover effect of customers financial risk on suppliers conservative reporting: Evidence from China. (2023). Bai, Haichen ; Yang, GE ; Sun, Zeyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000923. Full description at Econpapers || Download paper | |
2023 | Fund flows and performance: New evidence from retail and institutional SRI mutual funds. (2023). Zhao, Yuan ; Klinkowska, Olga. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001126. Full description at Econpapers || Download paper | |
2023 | Economic policy uncertainty, investor attention and post-earnings announcement drift. (2023). Ge, Shilong ; Chai, Yiwei ; Ao, Zhu ; Du, Xiuli. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s105752192300131x. Full description at Econpapers || Download paper | |
2023 | Investor response to Morningstars ratings, category information, and alpha in the Japanese mutual fund market. (2023). Kitamura, Tomoki ; Omori, Kozo. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002740. Full description at Econpapers || Download paper | |
2023 | Information interaction among institutional investors and stock price crash risk based on multiplex networks. (2023). Xiong, Xiong ; Zhang, Yongjie ; Zhou, Zhong-Qiang ; Li, Jie. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s105752192300296x. Full description at Econpapers || Download paper | |
2023 | Trade credit provision and stock price crash risk. (2023). Huang, Wei ; Goodell, John W ; Wang, Meng ; Jiang, Ying. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004246. Full description at Econpapers || Download paper | |
2024 | Shareholder nomination of independent directors: Evidence from China. (2024). Zhang, Yuyu ; Jia, Yingdan ; Yang, Haiyan. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005264. Full description at Econpapers || Download paper | |
2024 | Mutual fund cliques, fund flow-performance sensitivity, and stock price crash risk. (2024). Cao, Chang ; Wang, Jingda ; Liu, Xiaotong. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005483. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2006 | The Disposition Effect and Underreaction to News In: Journal of Finance. [Full Text][Citation analysis] | article | 263 |
2008 | Economic Links and Predictable Returns In: Journal of Finance. [Full Text][Citation analysis] | article | 375 |
2010 | Sell-Side School Ties In: Journal of Finance. [Full Text][Citation analysis] | article | 186 |
2008 | Sell Side School Ties.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 186 | paper | |
2008 | Dumb money: Mutual fund flows and the cross-section of stock returns In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 295 |
2005 | Dumb Money: Mutual Fund Flows and the Cross-Section of Stock Returns.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 295 | paper | |
2012 | Hiring Cheerleaders: Board Appointments of Independent Directors In: Management Science. [Full Text][Citation analysis] | article | 66 |
2008 | Hiring Cheerleaders: Board Appointments of Independent Directors.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | paper | |
2007 | The Earnings Announcement Premium and Trading Volume In: NBER Working Papers. [Full Text][Citation analysis] | paper | 72 |
2007 | The Small World of Investing: Board Connections and Mutual Fund Returns In: NBER Working Papers. [Full Text][Citation analysis] | paper | 459 |
2008 | The Small World of Investing: Board Connections and Mutual Fund Returns.(2008) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 459 | article | |
2010 | Betting Against Beta In: NBER Working Papers. [Full Text][Citation analysis] | paper | 529 |
2012 | Embedded Leverage In: NBER Working Papers. [Full Text][Citation analysis] | paper | 7 |
2013 | Buffetts Alpha In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
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