26
H index
34
i10 index
3160
Citations
Stanford University | 26 H index 34 i10 index 3160 Citations RESEARCH PRODUCTION: 38 Articles 72 Papers 2 Chapters EDITOR: RESEARCH ACTIVITY: 16 years (2008 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/phe657 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Zhiguo He. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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The Review of Financial Studies | 10 |
Journal of Financial Economics | 6 |
Journal of Finance | 5 |
American Economic Review | 4 |
The Review of Asset Pricing Studies | 3 |
Econometrica | 2 |
Year | Title of citing document | |
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2023 | What Drives Credit Spreads of Oil Companies? Evidence from the Upstream, Integrated and Downstream Industries. (2023). Ha, Quan Tran ; Yihong, Simon Cottrell. In: The Energy Journal. RePEc:aen:journl:ej44-5-delpachitra. Full description at Econpapers || Download paper | |
2023 | The Internationalization of Chinas Equity Markets. (2023). Schmukler, Sergio ; Xiao, Jasmine ; Martinez, Maria Soledad ; Cortina, Juan J. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:182. Full description at Econpapers || Download paper | |
2023 | Decentralization illusion in DeFi: Evidence from MakerDAO. (2022). Sermpinis, Georgios ; Stasinakis, Charalampos ; Sun, Xiaotong. In: Papers. RePEc:arx:papers:2203.16612. Full description at Econpapers || Download paper | |
2024 | Necessity of Rational Asset Price Bubbles in Two-Sector Growth Economies. (2022). Jinnai, Ryo ; Toda, Alexis Akira ; Hirano, Tomohiro. In: Papers. RePEc:arx:papers:2211.13100. Full description at Econpapers || Download paper | |
2023 | On Blockchain We Cooperate: An Evolutionary Game Perspective. (2022). Tian, Xinyu ; Zhang, Luyao. In: Papers. RePEc:arx:papers:2212.05357. Full description at Econpapers || Download paper | |
2023 | Bitcoin Does Not Hedge Inflation. (2023). Pinchuk, Mykola. In: Papers. RePEc:arx:papers:2301.10117. Full description at Econpapers || Download paper | |
2023 | A Framework of Transaction Packaging in High-throughput Blockchains. (2023). Chen, XI ; Qi, Qian ; Lu, Yuxuan. In: Papers. RePEc:arx:papers:2301.10944. Full description at Econpapers || Download paper | |
2023 | The financial health of a company and the risk of its default: Back to the future. (2023). Fabrizi, Eugenio ; Dainelli, Francesco ; Bet, Gianmarco. In: Papers. RePEc:arx:papers:2302.10140. Full description at Econpapers || Download paper | |
2023 | Implicit Nickell Bias in Panel Local Projection. (2023). Shi, Zhentao ; Sheng, Liugang ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2302.13455. Full description at Econpapers || Download paper | |
2023 | Artificial Intelligence and Dual Contract. (2023). Qi, Qian ; Fu, Wuming. In: Papers. RePEc:arx:papers:2303.12350. Full description at Econpapers || Download paper | |
2023 | Deep Learning for Solving and Estimating Dynamic Macro-Finance Models. (2023). Gu, Zhouzhou ; Jiao, Anran ; Qiao, Edward ; Fan, Benjamin ; Lu, LU ; Li, Wenhao. In: Papers. RePEc:arx:papers:2305.09783. Full description at Econpapers || Download paper | |
2023 | Trading and wealth evolution in the Proof of Stake protocol. (2023). Tang, Wenpin. In: Papers. RePEc:arx:papers:2308.01803. Full description at Econpapers || Download paper | |
2023 | Zero Cost Majority Attacks on Permissionless Blockchains. (2023). Halaburda, Hanna ; Gans, Joshua S. In: Papers. RePEc:arx:papers:2308.06568. Full description at Econpapers || Download paper | |
2023 | Intermediary Market Power and Capital Constraints. (2023). Allen, Jason ; Wittwer, Milena. In: Staff Working Papers. RePEc:bca:bocawp:23-51. Full description at Econpapers || Download paper | |
2023 | Investigating the determinants of corporate bond credit spreads in the euro area. (2023). Mirante, Pasquale ; Letta, Simone. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:misp_036_23. Full description at Econpapers || Download paper | |
2023 | Currency risk premiums redux?. (2023). Sarno, Lucio ; Nucera, Federico C ; Zinna, Gabriele. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1415_23. Full description at Econpapers || Download paper | |
2023 | Decomposing the monetary policy multiplier. (2023). Jord, Oscar ; Venditti, Fabrizio ; Alessandri, Piergiorgio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1422_23. Full description at Econpapers || Download paper | |
2023 | Subsidizing business entry in competitive credit markets. (2023). Paciello, Luigi ; Michelacci, Claudio ; Cuciniello, Vincenzo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1424_23. Full description at Econpapers || Download paper | |
2023 | Mobile payments and interoperability: Insights from the academic literature. (2023). Rhodes, Andrew ; Gomes, Renato ; Bouvard, Matthieu ; Bianchi, Milo ; Shreeti, Vatsala. In: BIS Working Papers. RePEc:bis:biswps:1092. Full description at Econpapers || Download paper | |
2023 | Money market funds and the pricing of near-money assets. (2023). Doerr, Sebastian ; Malamud, Semyon ; Eren, Sebastian Egemen. In: BIS Working Papers. RePEc:bis:biswps:1096. Full description at Econpapers || Download paper | |
2023 | Absolute blockchain strength? Evidence from the ABS market in China. (2023). SHIM, ILHYOCK ; Zheng, Yanfeng ; Liu, Jing. In: BIS Working Papers. RePEc:bis:biswps:1116. Full description at Econpapers || Download paper | |
2023 | The cumulant risk premium. (2023). Todorov, Karamfil. In: BIS Working Papers. RePEc:bis:biswps:1128. Full description at Econpapers || Download paper | |
2023 | Dealer capacity and US Treasury market functionality. (2023). Van Tassel, Peter ; Fleming, Michael ; Shachar, OR ; Nelson, Claire ; Keane, Frank ; Duffie, Darrell. In: BIS Working Papers. RePEc:bis:biswps:1138. Full description at Econpapers || Download paper | |
2023 | Dollar and government bond liquidity: evidence from Korea. (2023). Lee, Jieun. In: BIS Working Papers. RePEc:bis:biswps:1145. Full description at Econpapers || Download paper | |
2023 | Customers stock price crash risk and suppliers investment inefficiency: Evidence from China. (2023). Wang, Chenyu ; Wu, Weixing. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:5:p:5069-5092. Full description at Econpapers || Download paper | |
2023 | CEO incentive compensation and stock price momentum. (2023). Yan, Shu ; Li, Xingjian ; Feng, Hongrui ; Huang, Yanhuang ; Wang, Jian. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:975-1028. Full description at Econpapers || Download paper | |
2023 | Impact of share pledging by controlling shareholders on firm value in the context of Chinas tightened regulatory reforms. (2023). Alexiou, Constantinos ; Su, Zili. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s2:p:2847-2874. Full description at Econpapers || Download paper | |
2023 | Asset pricing with a financial sector. (2023). Xu, Chenjie ; Li, Kai. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:1:p:67-95. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Financial development and the effect of cross?border bank flows on house prices. (2023). Hyde, Stuart ; Cho, Sungjun ; Romero, Nestor. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:1:p:39-63. Full description at Econpapers || Download paper | |
2023 | Disruption and Credit Markets. (2023). Becker, Bo ; Ivashina, Victoria. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:105-139. Full description at Econpapers || Download paper | |
2023 | Decentralization through Tokenization. (2023). Xiong, Wei ; Sockin, Michael. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:247-299. Full description at Econpapers || Download paper | |
2023 | Beyond Basis Basics: Liquidity Demand and Deviations from the Law of One Price. (2023). Vasudevan, Kaushik ; Moskowitz, Tobias J ; Hazelkorn, Todd M. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:301-345. Full description at Econpapers || Download paper | |
2023 | Small Business Equity Returns: Empirical Evidence from the Business Credit Card Securitization Market. (2023). Longstaff, Francis A ; Fleckenstein, Matthias. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:389-425. Full description at Econpapers || Download paper | |
2023 | Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models. (2023). Julliard, Christian ; Huang, Jiantao ; Bryzgalova, Svetlana. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:487-557. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Pricing Currency Risks. (2023). Chernov, Mikhail ; Lochstoer, Lars ; Dahlquist, Magnus. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:2:p:693-730. Full description at Econpapers || Download paper | |
2023 | A Model of Systemic Bank Runs. (2023). Liu, Xuewen. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:2:p:731-793. Full description at Econpapers || Download paper | |
2023 | CLO Performance. (2023). Schwert, Michael ; Roberts, Michael R ; Cordell, Larry. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1235-1278. Full description at Econpapers || Download paper | |
2023 | Integrating Factor Models. (2023). Voigt, Stefan ; Metzker, Lior ; Cheng, SI ; Avramov, Doron. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1593-1646. Full description at Econpapers || Download paper | |
2023 | Trading and liquidity in the catastrophe bond market. (2023). Hibbeln, Martin ; Herrmann, Markus. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:90:y:2023:i:2:p:283-328. Full description at Econpapers || Download paper | |
2023 | Market Volatility, Monetary Policy and the Term Premium. (2023). Zampolli, Fabrizio ; Mohanty, Madhusudan ; Mallick, Sushanta ; Kumar, Abhishek. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:208-237. Full description at Econpapers || Download paper | |
2023 | The impact of financial shocks on the forecast distribution of output and inflation. (2023). Sala, Luca ; Maffei-Faccioli, Nicolo ; Gambetti, Luca ; Forni, Mario. In: Working Paper. RePEc:bno:worpap:2023_3. Full description at Econpapers || Download paper | |
2023 | The demand for long-term mortgage contracts and the role of collateral. (2023). Liu, LU. In: Bank of England working papers. RePEc:boe:boeewp:1009. Full description at Econpapers || Download paper | |
2023 | Climate policies, macroprudential regulation, and the welfare cost of business cycles. (2023). Diluiso, Francesca ; Carli, Marco ; Annicchiarico, Barbara. In: Bank of England working papers. RePEc:boe:boeewp:1036. Full description at Econpapers || Download paper | |
2023 | The liquidity state-dependence of monetary policy transmission. (2023). Wijnandts, Jean-Charles ; Pinter, Gabor ; Guimaraes, Rodrigo. In: Bank of England working papers. RePEc:boe:boeewp:1045. Full description at Econpapers || Download paper | |
2023 | Bank Resolution, Deposit Insurance, and Fragility. (2023). Guennewig, Maxi ; Georgiadis-Harris, Alkis. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2023_477. Full description at Econpapers || Download paper | |
2023 | “Crime and Punishment”? How Banks Anticipate and Propagate Global Financial Sanctions. (2023). Ongena, Steven ; Pestova, Anna ; Mamonov, Mikhail. In: CERGE-EI Working Papers. RePEc:cer:papers:wp753. Full description at Econpapers || Download paper | |
2023 | The Financial Channel of the Exchange Rate and Global Trade. (2023). Schmidt-Eisenlohr, Tim ; Ma, Sai. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10495. Full description at Econpapers || Download paper | |
2023 | A multi-agent incomplete equilibrium model and its applications to reinsurance pricing and life-cycle investment (Forthcoming in Insurance: Mathematics and Economics). (2023). Saito, Taiga ; Kizaki, Keisuke ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf576. Full description at Econpapers || Download paper | |
2023 | Dash for Dollars. (2023). Czech, Robert ; Eguren-Martin, Fernando ; Cesa-Bianchi, Ambrogio. In: Discussion Papers. RePEc:cfm:wpaper:2314. Full description at Econpapers || Download paper | |
2023 | A Review of Funding and Financing Models for Infrastructure Corridor Megaprojects, and Implications for the Canadian Northern Corridor. (2023). Teymouri, Ahmad ; Large, David. In: SPP Research Papers. RePEc:clh:resear:v:16:y:2023:i:13. Full description at Econpapers || Download paper | |
2023 | Dollar Trinity and the Global Financial Cycle. (2023). Müller, Gernot ; Georgiadis, Georgios ; Schumann, Ben. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2058. Full description at Econpapers || Download paper | |
2023 | Long-term Investors, Demand Shifts, and Yields. (2023). Jansen, Kristy. In: Working Papers. RePEc:dnb:dnbwpp:769. Full description at Econpapers || Download paper | |
2023 | Credit Ratings and Investments. (2023). Vlahu, Razvan ; Peia, Oana ; Bayona, Anna. In: Working Papers. RePEc:dnb:dnbwpp:776. Full description at Econpapers || Download paper | |
2023 | The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2023). Signoretti, Federico ; Nikolov, Kalin ; Ambrocio, Gene ; Heider, Florian ; Jovanovic, Mario ; Lewis, Vivien ; Miettinen, Pavo ; Policy, Monetary ; Bonatti, Guido ; Prieto, Esteban ; Redak, Vanessa ; Altavilla, Carlo ; Geiger, Felix ; Chalamandaris, Dimitrios ; Fourel, Valere ; Jan, Jansen David ; Kok, Christoffer ; Mazelis, Falk ; Balfoussia, Hiona ; Licak, Marek ; Patriek, Matic ; Pogulis, Armands ; Adolf, Petra ; Garabedian, Garo ; Cassar, Alan ; Weigert, Benjamin ; Fahr, Stephan ; Ioannidis, Michael ; Vlassopoulos, Thomas ; Maddaloni, Angela ; Klein, Melanie ; Papageorghiou, Maria ; Galati, Gabriele ; Fernandez, Luis ; Busch, Ulrike ; Valderrama, Maria ; Bussiere, Mat | |
2023 | Using machine learning to measure financial risk in China. (2023). Ricci, Martino ; Azqueta-Gavaldon, Andres ; Apostolou, Apostolos ; Al-Haschimi, Alexander. In: Working Paper Series. RePEc:ecb:ecbwps:20232767. Full description at Econpapers || Download paper | |
2023 | Monetary policy and local industry structure. (2023). Steininger, Lea ; Popov, Alexander. In: Working Paper Series. RePEc:ecb:ecbwps:20232778. Full description at Econpapers || Download paper | |
2023 | Do non-banks need access to the lender of last resort? Evidence from fund runs. (2023). Hoerova, Marie ; Breckenfelder, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20232805. Full description at Econpapers || Download paper | |
2023 | Measuring systemic financial stress and its risks for growth. (2023). Kremer, Manfred ; Chavleishvili, Sulkhan. In: Working Paper Series. RePEc:ecb:ecbwps:20232842. Full description at Econpapers || Download paper | |
2023 | Fund fragility: the role of investor base. (2023). Breckenfelder, Johannes ; Allaire, Nolwenn ; Hoerova, Marie. In: Working Paper Series. RePEc:ecb:ecbwps:20232874. Full description at Econpapers || Download paper | |
2023 | Regional financial technology and shadow banking activities of non-financial firms: Evidence from China. (2023). Que, Jiangjing ; Zhang, Qiuyue ; Qin, Xiuting. In: Journal of Asian Economics. RePEc:eee:asieco:v:86:y:2023:i:c:s104900782300026x. Full description at Econpapers || Download paper | |
2023 | Oil price uncertainty and the cost of debt: Evidence from the Chinese bond market. (2023). Zhang, Mingxin ; Wu, XI ; Jiang, Yan ; Gan, Tian. In: Journal of Asian Economics. RePEc:eee:asieco:v:87:y:2023:i:c:s104900782300057x. Full description at Econpapers || Download paper | |
2023 | Chinas monetary policy surprises and corporate real investment. (2023). Zhang, Chengsi ; Tang, Huoqing ; Lu, Dong. In: China Economic Review. RePEc:eee:chieco:v:77:y:2023:i:c:s1043951x22001511. Full description at Econpapers || Download paper | |
2023 | Local guarantees and SOE bond pricing in China. (2023). Wu, Sharon Xiaohui ; Wang, Yabin. In: China Economic Review. RePEc:eee:chieco:v:78:y:2023:i:c:s1043951x23000056. Full description at Econpapers || Download paper | |
2023 | Corporate diversification, investment efficiency and the business cycle11This work is supported by Shenzhen Humanities & Social Sciences Key Research Bases.. (2023). Wang, Yolanda Yulong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119923000020. Full description at Econpapers || Download paper | |
2023 | The rise of decentralized cryptocurrency exchanges: Evaluating the role of airdrops and governance tokens. (2023). Makridis, Christos ; Bohme, Rainer ; Sridhar, Kiran ; Frowis, Michael. In: Journal of Corporate Finance. RePEc:eee:corfin:v:79:y:2023:i:c:s092911992300007x. Full description at Econpapers || Download paper | |
2023 | Private firms financial constraints and share pledging by controlling shareholders of publicly listed firms: Evidence from China. (2023). Tang, Song ; Ke, Bin ; Guo, Kai. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000421. Full description at Econpapers || Download paper | |
2023 | What went wrong? The Puerto Rican debt crisis, the “Treasury Put,” and the failure of market discipline. (2023). Chirinko, Bob. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000585. Full description at Econpapers || Download paper | |
2023 | Firms’ rollover risk, capital structure and unequal exposure to aggregate shocks. (2023). Varghese, Richard ; Haque, Sharjil. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000652. Full description at Econpapers || Download paper | |
2023 | Optimal stress tests and liquidation cost. (2023). Gu, Jiadong. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002718. Full description at Econpapers || Download paper | |
2023 | Occasionally binding liquidity constraints and macroeconomic dynamics. (2023). Werner, Maximilian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:150:y:2023:i:c:s0165188923000155. Full description at Econpapers || Download paper | |
2023 | Time-varying impacts of monetary policy uncertainty on Chinas housing market. (2023). Yang, Haisheng ; Li, Jie ; Lu, Yunzhi. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003182. Full description at Econpapers || Download paper | |
2023 | The shortage of safe assets and Chinas housing boom. (2023). Mei, Dongzhou ; Luo, Yuwei. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003637. Full description at Econpapers || Download paper | |
2023 | Testing factor models when asset bubbles occur: A time-varying perspective. (2023). Li, Yanglin ; Yu, LU. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001232. Full description at Econpapers || Download paper | |
2023 | Do tax incentives decelerate corporate financialization? Evidence from the VAT reform in China. (2023). Shen, Guangjun ; Li, Xing. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001694. Full description at Econpapers || Download paper | |
2023 | How does fintech affect bank risk? A perspective based on financialized transfer of government implicit debt risk. (2023). Sun, Ruiyi ; Song, Zilong ; Gu, Qiankun ; Huang, Xiang ; Wang, Jiaxin. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003103. Full description at Econpapers || Download paper | |
2023 | No place like home: Home bias and flight-to-quality in Group of Seven countries. (2023). Nagy, Balint-Zsolt ; Socaciu, Erzsebet-Mirjam ; Benedek, Botond. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003619. Full description at Econpapers || Download paper | |
2023 | Coin concentration of Proof-of-Stake blockchains. (2023). Yang, Ruomei ; Irresberger, Felix. In: Economics Letters. RePEc:eee:ecolet:v:229:y:2023:i:c:s0165176523002446. Full description at Econpapers || Download paper | |
2023 | Debt financing and maintenance expenditure: Theory and evidence on government-operated toll roads in China. (2023). SHEN, Zhiyang ; Zhou, Ziqi ; Song, Malin ; Yu, Jie ; Chen, Jiandong. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:1:s093936252200111x. Full description at Econpapers || Download paper | |
2023 | Corporate debt maturity and investment over the business cycle. (2023). Poeschl, Johannes. In: European Economic Review. RePEc:eee:eecrev:v:152:y:2023:i:c:s0014292122002288. Full description at Econpapers || Download paper | |
2023 | Euro area sovereign bond risk premia before and during the Covid-19 pandemic. (2023). Schwaab, Bernd ; Corradin, Stefano. In: European Economic Review. RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000314. Full description at Econpapers || Download paper | |
2023 | The macroeconomic effects of uncertainty and risk aversion shocks. (2023). Berthold, Brendan. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000715. Full description at Econpapers || Download paper | |
2023 | Models for government intervention during a pandemic. (2023). Tanrisever, Fehmi ; Shahmanzari, Masoud ; Eryarsoy, Enes. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:1:p:69-83. Full description at Econpapers || Download paper | |
2023 | Margin trading and spillover effects: Evidence from the Chinese stock markets. (2023). Ye, Qing ; Zhou, Shengjie. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014123000109. Full description at Econpapers || Download paper | |
2023 | Leverage made at home: Investors margin loan usage and firm leverage. (2023). Niu, Zilong ; Liu, Chunbo. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000158. Full description at Econpapers || Download paper | |
2023 | Price convergence between credit default swap and put option: New evidence. (2023). Poon, Ser-Huang ; Lin, Ming-Tsung ; Kolokolova, Olga ; Chan, Ka Kei. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:188-213. Full description at Econpapers || Download paper | |
2023 | Burned by leverage? Flows and fragility in bond mutual funds. (2023). Wedow, Michael ; Weistroffer, Christian ; Vivar, Luis Molestina. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:354-380. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Journal | |
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The Review of Asset Pricing Studies |
Year | Title | Type | Cited |
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Year | Title | Type | Cited |
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2012 | Debt Financing in Asset Markets In: American Economic Review. [Full Text][Citation analysis] | article | 7 |
2012 | Debt Financing in Asset Markets.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2013 | Intermediary Asset Pricing In: American Economic Review. [Full Text][Citation analysis] | article | 518 |
2008 | Intermediary Asset Pricing.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 518 | paper | |
2010 | Intermediary Asset Pricing.(2010) In: 2010 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 518 | paper | |
2016 | What Makes US Government Bonds Safe Assets? In: American Economic Review. [Full Text][Citation analysis] | article | 22 |
2016 | What Makes US Government Bonds Safe Assets?.(2016) In: Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
2016 | What Makes US Government Bonds Safe Assets?.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
2019 | A Model of Safe Asset Determination In: American Economic Review. [Full Text][Citation analysis] | article | 62 |
2016 | A Model of Safe Asset Determination.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 62 | paper | |
2019 | A Macroeconomic Framework for Quantifying Systemic Risk In: American Economic Journal: Macroeconomics. [Full Text][Citation analysis] | article | 175 |
2015 | A Macroeconomic Framework for Quantifying Systemic Risk.(2015) In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 175 | paper | |
2015 | A Macroeconomic Framework for Quantifying Systemic Risk.(2015) In: Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 175 | paper | |
2012 | A macroeconomic framework for quantifying systemic risk.(2012) In: Working Paper Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 175 | paper | |
2014 | A Macroeconomic Framework for Quantifying Systemic Risk.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 175 | paper | |
2013 | A Macroeconomic Framework for Quantifying Systemic Risk.(2013) In: 2013 Meeting Papers. [Citation analysis] This paper has nother version. Agregated cites: 175 | paper | |
2023 | The Stock Connect to China In: AEA Papers and Proceedings. [Full Text][Citation analysis] | article | 0 |
2023 | The Stock Connect to China.(2023) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2018 | Intermediary Asset Pricing and the Financial Crisis In: Annual Review of Financial Economics. [Full Text][Citation analysis] | article | 37 |
2018 | Intermediary Asset Pricing and the Financial Crisis.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | paper | |
2020 | Valuation of Long-Term Property Rights under Political Uncertainty In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | Open Banking: Credit Market Competition When Borrowers Own the Data In: Working Papers. [Full Text][Citation analysis] | paper | 20 |
2020 | Open Banking: Credit Market Competition When Borrowers Own the Data.(2020) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2022 | Open Banking: Credit Market Competition When Borrowers Own the Data.(2022) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2023 | Open banking: Credit market competition when borrowers own the data.(2023) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | article | |
2020 | Open Banking: Credit Market Competition When Borrowers Own the Data.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2020 | Treasury Inconvenience Yields during the COVID-19 Crisis In: Working Papers. [Full Text][Citation analysis] | paper | 70 |
2022 | Treasury inconvenience yields during the COVID-19 crisis.(2022) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 70 | article | |
2020 | Treasury Inconvenience Yields during the COVID-19 Crisis.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 70 | paper | |
2012 | Rollover Risk and Credit Risk In: Journal of Finance. [Full Text][Citation analysis] | article | 202 |
2010 | Rollover Risk and Credit Risk.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 202 | paper | |
2010 | Rollover Risk and Credit Risk.(2010) In: 2010 Meeting Papers. [Citation analysis] This paper has nother version. Agregated cites: 202 | paper | |
2012 | Dynamic Agency and the q Theory of Investment In: Journal of Finance. [Full Text][Citation analysis] | article | 160 |
2008 | Dynamic agency and the q theory of investment.(2008) In: 2008 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 160 | paper | |
2014 | A Theory of Debt Maturity: The Long and Short of Debt Overhang In: Journal of Finance. [Full Text][Citation analysis] | article | 128 |
2012 | A Theory of Debt Maturity: The Long and Short of Debt Overhang.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 128 | paper | |
2016 | Information Acquisition in Rumor?Based Bank Runs In: Journal of Finance. [Full Text][Citation analysis] | article | 31 |
2012 | Information Acquisition in Rumor Based Bank Runs.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
2012 | Information Acquisition in Rumor-Based Bank Runs.(2012) In: 2012 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
2021 | Leverage Dynamics without Commitment In: Journal of Finance. [Full Text][Citation analysis] | article | 35 |
2016 | Leverage Dynamics without Commitment.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | paper | |
2010 | Financing Speculative Booms In: Levine's Working Paper Archive. [Full Text][Citation analysis] | paper | 2 |
2015 | A Model of the Reserve Asset In: Research Papers. [Full Text][Citation analysis] | paper | 11 |
2023 | Investing in Lending Technology: IT Spending in Banking In: Research Papers. [Full Text][Citation analysis] | paper | 1 |
2022 | Investing in Lending Technology: IT Spending in Banking.(2022) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2023 | What Gets Measured Gets Managed: Investment and the Cost of Capital In: Research Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | What Gets Measured Gets Managed: Investment and the Cost of Capital.(2022) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2023 | An Economic Model of Consensus on Distributed Ledgers In: Research Papers. [Full Text][Citation analysis] | paper | 5 |
2021 | An Economic Model of Consensus on Distributed Ledgers.(2021) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2023 | Information-Based Pricing in Specialized Lending In: Research Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Information-Based Pricing in Specialized Lending.(2024) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2024 | Tech-Driven Intermediation in the Originate-to-Distribute Model In: Research Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Tech-Driven Intermediation in the Originate-to-Distribute Model.(2024) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2011 | A model of dynamic compensation and capital structure In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 40 |
2013 | Delegated asset management, investment mandates, and capital immobility In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 17 |
2008 | Delegated Asset Management, Investment Mandates, and Capital Immobility.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2017 | Intermediary asset pricing: New evidence from many asset classes In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 237 |
2016 | Intermediary Asset Pricing: New Evidence from Many Asset Classes.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 237 | paper | |
2020 | The financing of local government in China: Stimulus loan wanes and shadow banking waxes In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 139 |
2017 | The Financing of Local Government in China: Stimulus Loan Wanes and Shadow Banking Waxes.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 139 | paper | |
2021 | Margin trading and leverage management In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 6 |
2016 | Inefficient investment waves In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 34 |
2012 | Inefficient Investment Waves.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
2016 | Inefficient Investment Waves.(2016) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | article | |
2016 | Optimal Long-Term Contracting with Learning In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 29 |
2017 | Optimal Long-Term Contracting with Learning.(2017) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | article | |
2012 | Optimal Long-term Contracting with Learning.(2012) In: 2012 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
2013 | Uncertainty, risk, and incentives: theory and evidence In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 13 |
2014 | Uncertainty, Risk, and Incentives: Theory and Evidence.(2014) In: Management Science. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
2016 | Debt and Creative Destruction: Why Could Subsidizing Corporate Debt Be Optimal? In: Management Science. [Full Text][Citation analysis] | article | 8 |
2012 | Debt and Creative Destruction: Why Could Subsidizing Corporate Debt be Optimal?.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2008 | A Model of Capital and Crises In: NBER Working Papers. [Full Text][Citation analysis] | paper | 207 |
2009 | A Model of Capital and Crises.(2009) In: 2009 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 207 | paper | |
2009 | Dynamic Debt Runs In: NBER Working Papers. [Full Text][Citation analysis] | paper | 150 |
2012 | Dynamic Debt Runs.(2012) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 150 | article | |
2011 | Dynamic Debt Runs.(2011) In: 2011 Meeting Papers. [Citation analysis] This paper has nother version. Agregated cites: 150 | paper | |
2010 | Balance Sheet Adjustments in the 2008 Crisis In: NBER Working Papers. [Full Text][Citation analysis] | paper | 86 |
2012 | Endogenous Liquidity and Defaultable Bonds In: NBER Working Papers. [Full Text][Citation analysis] | paper | 103 |
2012 | Endogenous liquidity and defaultable bonds.(2012) In: 2012 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 103 | paper | |
2014 | Endogenous Liquidity and Defaultable Bonds.(2014) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 103 | article | |
2014 | Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle In: NBER Working Papers. [Full Text][Citation analysis] | paper | 46 |
2018 | Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle.(2018) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | article | |
2016 | Dynamic Debt Maturity In: NBER Working Papers. [Full Text][Citation analysis] | paper | 29 |
2016 | Dynamic Debt Maturity.(2016) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | article | |
2018 | Blockchain Disruption and Smart Contracts In: NBER Working Papers. [Full Text][Citation analysis] | paper | 196 |
2019 | Blockchain Disruption and Smart Contracts.(2019) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 196 | article | |
2018 | Leverage-Induced Fire Sales and Stock Market Crashes In: NBER Working Papers. [Full Text][Citation analysis] | paper | 26 |
2019 | Chinese Bond Market and Interbank Market In: NBER Working Papers. [Full Text][Citation analysis] | paper | 22 |
2019 | Decentralized Mining in Centralized Pools In: NBER Working Papers. [Full Text][Citation analysis] | paper | 53 |
2021 | Decentralized Mining in Centralized Pools.(2021) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | article | |
2019 | Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress In: NBER Working Papers. [Full Text][Citation analysis] | paper | 9 |
2022 | Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress.(2022) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
2019 | Pledgeability and Asset Prices: Evidence from the Chinese Corporate Bond Markets In: NBER Working Papers. [Full Text][Citation analysis] | paper | 14 |
2020 | Valuing Long-Term Property Rights with Anticipated Political Regime Shifts In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Sovereign Debt Ratchets and Welfare Destruction In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
2023 | Sovereign Debt Ratchets and Welfare Destruction.(2023) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2022 | Intermediation via Credit Chains In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Share Pledging in China: Funding Listed Firms or Funding Entrepreneurship? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 6 |
2022 | Agency MBS as Safe Assets In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
2022 | Chinas Financial System and Economy: A Review In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
2022 | Zoning for Profits: How Public Finance Shapes Land Supply in China In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
2023 | Limits of Arbitrage and Primary Risk-Taking in Derivative Securities In: The Review of Asset Pricing Studies. [Full Text][Citation analysis] | article | 0 |
2023 | Which Factors for Corporate Bond Returns? In: The Review of Asset Pricing Studies. [Full Text][Citation analysis] | article | 0 |
2023 | Never a Dull Moment: Entropy Risk in Commodity Markets In: The Review of Asset Pricing Studies. [Full Text][Citation analysis] | article | 0 |
2022 | Introduction: Special Issue on China I In: Review of Finance. [Full Text][Citation analysis] | article | 1 |
2009 | The Sale of Multiple Assets with Private Information In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 9 |
2009 | Optimal Executive Compensation when Firm Size Follows Geometric Brownian Motion In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 52 |
2012 | Dynamic Compensation Contracts with Private Savings In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 31 |
2010 | Balance Sheet Adjustments during the 2008 Crisis In: IMF Economic Review. [Full Text][Citation analysis] | article | 95 |
2018 | The Financing of Local Government in the People’s Republic of China: Stimulus Loan Wanes and Shadow Banking Waxes In: ADBI Working Papers. [Full Text][Citation analysis] | paper | 7 |
2021 | Economic Effects of Lockdown in China In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 3 |
2021 | Dealing With a Liquidity Crisis: Economic and Financial Policies in China During the Coronavirus Outbreak In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
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