36
H index
49
i10 index
6996
Citations
Cornell University | 36 H index 49 i10 index 6996 Citations RESEARCH PRODUCTION: 47 Articles 49 Papers 1 Books 1 Chapters EDITOR: Books edited 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 G. Andrew Karolyi. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Working Paper Series / Ohio State University, Charles A. Dice Center for Research in Financial Economics | 22 |
NBER Working Papers / National Bureau of Economic Research, Inc | 13 |
Working Papers / Hong Kong Institute for Monetary Research | 2 |
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2024 | Large Global Volatility Matrix Analysis Based on Structural Information. (2023). Kim, Donggyu ; Choi, Sung Hoon. In: Papers. RePEc:arx:papers:2305.01464. 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 | On Joint Marginal Expected Shortfall and Associated Contribution Risk Measures. (2024). Zhang, Yiying ; Pu, Tong. In: Papers. RePEc:arx:papers:2405.07549. Full description at Econpapers || Download paper | |
2024 | Leveraging Large Language Models to Democratize Access to Costly Financial Datasets for Academic Research. (2024). Wang, Victor Xiaoqi. In: Papers. RePEc:arx:papers:2412.02065. Full description at Econpapers || Download paper | |
2025 | Assessment of Portfolio Credit Risk under Dynamic Default Correlation. (2025). Matveev, Aleksandr. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:1:p:129-142. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | Employer ratings in social media and firm performance: Evidence from an explainable machine learning approach. (2024). Ranta, Mikko ; Ylinen, Mika. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:247-276. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan ; Zhuang, Zixi. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | Cultural, trust, and transparency effects on the use of anchoring in mergers and acquisitions. (2024). Jayaraman, Narayanan ; Ferris, Stephen P ; Liao, Minyu. In: Journal of Financial Research. RePEc:bla:jfnres:v:47:y:2024:i:1:p:5-25. Full description at Econpapers || Download paper | |
2024 | . 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 deterrence effect of M&A regulatory enforcements. (2024). Roll, Richard ; Officer, Micah S ; Cousin, Jean-Gabriel ; de Bodt, Eric. In: Journal of Corporate Finance. RePEc:eee:corfin:v:85:y:2024:i:c:s092911992400021x. Full description at Econpapers || Download paper | |
2024 | Foreign investors, firm level productivity, and European economic integration. (2024). Phylaktis, Kate ; Onay, Ceylan ; Muradoglu, Gulnur ; Bailey, Warren. In: Journal of Corporate Finance. RePEc:eee:corfin:v:85:y:2024:i:c:s0929119924000269. Full description at Econpapers || Download paper | |
2024 | Global board reforms and corporate acquisition performance. (2024). Wu, Eliza ; To, Thomas ; Zhao, Diya. In: Journal of Corporate Finance. RePEc:eee:corfin:v:87:y:2024:i:c:s0929119924000798. Full description at Econpapers || Download paper | |
2024 | Dynamic industry uncertainty networks and the business cycle. (2024). faff, robert ; Baruník, Jozef ; Bevilacqua, Mattia. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923001999. Full description at Econpapers || Download paper | |
2024 | A contagion test with unspecified heteroscedastic errors. (2024). Peng, Liang ; Hsiao, Cody Yu-Ling ; Lo, Chia Chun ; Ko, Stanley Iat-Meng ; Aboagye, Ernest. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002105. Full description at Econpapers || Download paper | |
2024 | The determinants of systemic risk contagion. (2024). Erden, Lutfi ; Ozkan, Brahim ; Atasoy, Burak Sencer. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x. Full description at Econpapers || Download paper | |
2024 | Market segments and pricing of fine wines over their lifecycle. (2024). Masset, Philippe. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002724. Full description at Econpapers || Download paper | |
2024 | Does capital market liberalization increase corporate labor income share? Evidence from China. (2024). Meng, Mingyue ; Si, Deng-Kui ; Zhou, Fuyou ; Wang, Jiaming. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002761. Full description at Econpapers || Download paper | |
2024 | Institutional monitoring on corporate earnings: Evidence from U.S. Cross-listed Firms. (2024). Liu, Chang ; Kim, Hye Seok ; Chung, Chune Young. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001845. Full description at Econpapers || Download paper | |
2024 | Does liquidity connectedness affect stock price crash risk? Evidence from China. (2024). Ao, Xuan ; Yang, Xin ; Cao, Jie ; Huang, Chuangxia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001633. Full description at Econpapers || Download paper | |
2024 | Foreign portfolio investments and voting bias in the Eurovision Song Contest. (2024). Giofre, Maela. In: Economics Letters. RePEc:eee:ecolet:v:243:y:2024:i:c:s0165176524003872. Full description at Econpapers || Download paper | |
2024 | The effects of monetary policy on macroeconomic risk. (2024). Gambetti, Luca ; Forni, Mario ; Maffei-Faccioli, Nicolo ; Sala, Luca. In: European Economic Review. RePEc:eee:eecrev:v:167:y:2024:i:c:s0014292124001181. Full description at Econpapers || Download paper | |
2024 | A new bivariate approach for modeling the interaction between stock volatility and interest rate: An application to S&P500 returns and options. (2024). Guizzardi, Andrea ; Dinnocenzo, Enzo ; Ballestra, Luca Vincenzo. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:3:p:1185-1194. Full description at Econpapers || Download paper | |
2024 | Global contagion of US COVID-19 panic news. (2024). Ho, Young ; Park, Dojoon ; Kang, Yong Joo. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000116. Full description at Econpapers || Download paper | |
2024 | Geopolitical risk and the cost of capital in emerging economies. (2024). el Ghoul, Sadok ; Carney, Richard W ; Guedhami, Omrane ; Wang, HE. In: Emerging Markets Review. RePEc:eee:ememar:v:61:y:2024:i:c:s156601412400044x. Full description at Econpapers || Download paper | |
2024 | Do mutual funds and ETFs affect the commonality in liquidity of corporate bonds?. (2024). Cotelioglu, Efe. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000550. Full description at Econpapers || Download paper | |
2024 | Big portfolio selection by graph-based conditional moments method. (2024). Zhu, Zhoufan ; Zhang, Ningning. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000689. Full description at Econpapers || Download paper | |
2024 | Firm productivity in the Energy-electricity sector over the last two decades with crisis: The role of cross-listing. (2024). Balli, Hatice ; Dang, Tam Hoang-Nhat ; Nguyen, Hannah. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000173. Full description at Econpapers || Download paper | |
2024 | Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EU. (2024). Hamori, Shigeyuki ; Shang, Jin. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001816. Full description at Econpapers || Download paper | |
2024 | Are clean energy markets hedges for stock markets? A tail quantile connectedness regression. (2024). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; Al-Kharusi, Sami ; Ziadat, Salem Adel. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004651. Full description at Econpapers || Download paper | |
2024 | When attention to climate change matters: The impact of climate risk disclosure on firm market value. (2024). Pisello, Anna Laura ; Colladon, Andrea Fronzetti ; Vestrelli, Roberto. In: Energy Policy. RePEc:eee:enepol:v:185:y:2024:i:c:s0301421523005232. Full description at Econpapers || Download paper | |
2024 | Factor models for Chinese A-shares. (2024). Swinkels, Laurens ; Jansen, Maarten ; Hanauer, Matthias X ; Zhou, Weili. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300491x. Full description at Econpapers || Download paper | |
2024 | The effect of lead institutional investors on investment and capital structure of young firms: Evidence from Indian IPOs. (2024). Ramanna, Vishwanatha Saragur ; Singhal, Ankit ; Sharma, Aarti. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005124. Full description at Econpapers || Download paper | |
2024 | Zoom in on momentum. (2024). Kim, Junyong. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001492. Full description at Econpapers || Download paper | |
2024 | Aligning empirical evidence on ESG with ancient conservative traditions. (2024). Wang, Yizhen ; Liu, Desheng ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002163. Full description at Econpapers || Download paper | |
2024 | Contagion and linkages across international currencies. (2024). Tuteja, Divya ; Bhatia, Shipra. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002333. Full description at Econpapers || Download paper | |
2024 | Retail traders and co-movement: Evidence from Robinhood trading activity. (2024). faff, robert ; Oliver, Barry ; Haghighi, Afshin. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003636. Full description at Econpapers || Download paper | |
2024 | What drives stock returns across countries? Insights from machine learning models. (2024). Zaremba, Adam ; Cakici, Nusret. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005015. Full description at Econpapers || Download paper | |
2024 | The macro driving factors of co-movement of RMB with other currencies in FX markets. (2024). Dai, Yixin ; Teng, Fengfan ; Zhou, Jindie ; Xu, Xiangyun ; Yu, Cong. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005131. Full description at Econpapers || Download paper | |
2024 | Does corporate culture shape “Tone at the Top”? Evidence from earnings calls. (2024). Jones, Edward ; Puwanenthiren, Premkanth ; Dang, Man ; Le, Thuy Dung ; Bui, Nguyen. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s154461232301070x. Full description at Econpapers || Download paper | |
2024 | Stock price synchronicity and market liquidity: The role of funding liquidity. (2024). Yu, Jinyoung ; Webb, Robert I ; Ryu, Doojin. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000813. Full description at Econpapers || Download paper | |
2024 | Commonality in volatility among green, brown, and sustainable energy indices. (2024). Sensoy, Ahmet ; Palma, Alessia ; Rahman, Molla Ramizur ; Banerjee, Ameet Kumar. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004148. Full description at Econpapers || Download paper | |
2024 | Geopolitical risk and the dynamics of REITs returns. (2024). Desfleurs, Aurelie ; Coen, Alain. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004677. Full description at Econpapers || Download paper | |
2024 | The effect of ex ante litigation risk on corporate fraud: Evidence from securities class action act in Korea. (2024). Shin, Hojong ; Kim, Yong Hyuck ; Gam, Yong Kyu ; Choi, Seungho. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004756. Full description at Econpapers || Download paper | |
2024 | Information acquisition, market professional and discretionary liquidity trading. (2024). Yang, Qingshan ; Liu, Hong ; Ma, YU. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324010699. Full description at Econpapers || Download paper | |
2024 | A bibliometric review of Market Microstructure literature: Current status, development, and future directions. (2024). Thomas, Sony ; Chalissery, Meera Davi ; Krishnan, Anand. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011164. Full description at Econpapers || Download paper | |
2024 | The volatility-liquidity dynamics of single-stock ETFs. (2024). Li, Chen ; Nguyen, Vinh Huy ; Zhao, LE. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324011929. Full description at Econpapers || Download paper | |
2024 | Intraday variation in cross-sectional stock comovement and impact of index-based strategies. (2024). Shen, Yiwen ; Shi, Meiqi. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418124000120. Full description at Econpapers || Download paper | |
2024 | Extreme illiquidity and cross-sectional corporate bond returns. (2024). Wu, DI ; Wang, Junbo ; Chen, XI. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418124000132. Full description at Econpapers || Download paper | |
2024 | Green-adjusted share prices: A comparison between standard investors and investors with green preferences. (2024). Tunaru, Radu ; Quaye, Enoch. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308924000998. Full description at Econpapers || Download paper | |
2024 | Information asymmetry in non-US stocks: The compounding and mitigating effects of tax havens and corruption. (2024). Kim, Jang-Chul ; Fatemi, Darius. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001230. Full description at Econpapers || Download paper | |
2024 | The battle of factors. (2024). Attig, Najah ; Assoe, Kodjovi ; Sy, Oumar. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000760. Full description at Econpapers || Download paper | |
2024 | Formal institutions and cross-border mergers and acquisitions: A systematic literature review and research agenda. (2024). Kumar, Vikas ; Popli, Manish ; Ahsan, Faisal Mohammad. In: International Business Review. RePEc:eee:iburev:v:33:y:2024:i:5:s0969593124000532. Full description at Econpapers || Download paper | |
2024 | You can’t always get what you want (where you want it): Cross-border effects of the US money market fund reform. (2024). Paludkiewicz, Karol ; Greppmair, Stefan ; Fricke, Daniel. In: Journal of International Economics. RePEc:eee:inecon:v:147:y:2024:i:c:s0022199623001320. Full description at Econpapers || Download paper | |
2024 | Political uncertainty and macro-financial dynamics in the BRICS. (2024). JAWADI, Fredj ; Pondie, Thierry M. In: International Economics. RePEc:eee:inteco:v:179:y:2024:i:c:s2110701724000465. Full description at Econpapers || Download paper | |
2024 | Changes in shares outstanding and country stock returns around the world. (2024). Zaremba, Adam ; Chiah, Mardy ; Long, Huaigang ; Umar, Zaghum. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001518. Full description at Econpapers || Download paper | |
2024 | Does national culture influence malfeasance in banks around the world?. (2024). Conlon, Thomas ; Huan, Xing ; Muckley, Cal B. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001567. Full description at Econpapers || Download paper | |
2024 | New insights into liquidity resiliency. (2024). Papavassiliou, Vassilios ; Boubaker, Sabri ; Osullivan, Conall ; Wafula, Ronald Wekesa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001609. Full description at Econpapers || Download paper | |
2024 | Default dependence in the insurance and banking sectors: A copula approach. (2024). Zhao, Yang ; Yan, Cheng ; Kim, Minjoo ; Zhang, Xuan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001798. Full description at Econpapers || Download paper | |
2024 | ESG investing in good and bad times: An international study. (2024). Bilgin, Mehmet Huseyin ; Zaremba, Adam ; Cakici, Nusret ; Chiah, Mardy ; Long, Huaigang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001841. Full description at Econpapers || Download paper | |
2024 | Liquidity dynamics between virtual and equity markets. (2024). Huang, Sherena S. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001853. Full description at Econpapers || Download paper | |
2024 | ESG performance and investment efficiency: The impact of information asymmetry. (2024). Demir, Ender ; Danisman, Gamze Ozturk ; Bilyay-Erdogan, Seda. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001877. Full description at Econpapers || Download paper | |
2024 | International crash risk premium. (2024). Chen, Steven Shu-Hsiu. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:94:y:2024:i:c:s1042443124000805. Full description at Econpapers || Download paper | |
2024 | One crash, too many: Global uncertainty, sentiment factors and cryptocurrency market. (2024). Johan, Sofia ; Lawal, Rodiat ; Sakariyahu, Rilwan ; Adigun, Rasheed ; Paterson, Audrey. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:94:y:2024:i:c:s1042443124000945. Full description at Econpapers || Download paper | |
2024 | Information distance: Conceptual development and empirical tests of a novel measure of cross-national distance. (2024). Puck, Jonas ; Lindner, Thomas. In: Journal of International Management. RePEc:eee:intman:v:30:y:2024:i:2:s1075425323000844. Full description at Econpapers || Download paper | |
2024 | Analyst recommendations and mispricing across the globe. (2024). Mller, Sebastian ; Azevedo, Vitor. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:169:y:2024:i:c:s0378426624002103. Full description at Econpapers || Download paper | |
2024 | Regulating board gender diversity in Europe: The influence of cultural, governmental, and women’s institutions. (2024). Terjesen, Siri ; Gomez-Anson, Silvia ; Martinez-Garcia, Irma. In: Journal of Business Research. RePEc:eee:jbrese:v:182:y:2024:i:c:s0148296324002868. Full description at Econpapers || Download paper | |
2024 | The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots. (2024). Duong, Kiet Tuan ; Dai, Yun-Shi ; Zhou, Wei-Xing. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:217:y:2024:i:c:p:91-111. Full description at Econpapers || Download paper | |
2024 | The timing of voluntary delisting. (2024). Tunaru, Radu ; el Kalak, Izidin ; Colak, Gonul ; Azevedo, Alcino. In: Journal of Financial Economics. RePEc:eee:jfinec:v:155:y:2024:i:c:s0304405x24000552. Full description at Econpapers || Download paper | |
2024 | Accruals quality and efficient investing: Cross-country evidence. (2024). Anagnostopoulou, Seraina. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:57:y:2024:i:c:s1061951824000600. Full description at Econpapers || Download paper | |
2024 | Price diffusion across international private commercial real estate markets. (2024). Lizieri, Colin ; van Dijk, Dorinth ; Zhu, Bing. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001778. Full description at Econpapers || Download paper | |
2024 | Foreign institutional ownership and Cross-Listing. (2024). Tsang, Albert ; Kong, Xiangting ; Yan, Shuo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001808. Full description at Econpapers || Download paper | |
2024 | Corporate acquisitions and firm-level uncertainty: Domestic versus cross-border deals. (2024). Girma, Sourafel ; Bai, YE ; Riao, Alejandro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001894. Full description at Econpapers || Download paper | |
2024 | Analyst distance and credit rating consistency. (2024). Loffler, Gunter ; Guettler, Andre ; Altdorfer, Marc. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000421. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2003 | International Real Estate Returns: A Multifactor, Multicountry Approach In: ERES. [Full Text][Citation analysis] | paper | 53 |
2003 | International Real Estate Returns: A Multifactor, Multicountry Approach.(2003) In: Real Estate Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | article | |
1995 | A Multivariate GARCH Model of International Transmissions of Stock Returns and Volatility: The Case of the United States and Canada. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 262 |
2011 | The Ultimate Irrelevance Proposition in Finance? In: The Financial Review. [Full Text][Citation analysis] | article | 6 |
1998 | SOURCING EQUITY INTERNATIONALLY WITH DEPOSITARY RECEIPT OFFERINGS: TWO EXCEPTIONS THAT PROVE THE RULE In: Journal of Applied Corporate Finance. [Full Text][Citation analysis] | article | 1 |
2004 | DOES INTERNATIONAL FINANCIAL CONTAGION REALLY EXIST? In: Journal of Applied Corporate Finance. [Full Text][Citation analysis] | article | 15 |
1992 | An Empirical Comparison of Alternative Models of the Short-Term Interest Rate. In: Journal of Finance. [Full Text][Citation analysis] | article | 672 |
1996 | Why Do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements. In: Journal of Finance. [Full Text][Citation analysis] | article | 439 |
2007 | Multimarket Trading and Liquidity: Theory and Evidence In: Journal of Finance. [Full Text][Citation analysis] | article | 58 |
2009 | Private Benefits of Control, Ownership, and the Cross‐listing Decision In: Journal of Finance. [Full Text][Citation analysis] | article | 151 |
2005 | Private Benefits of Control, Ownership, and the Cross-Listing Decision.(2005) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 151 | paper | |
2005 | Private Benefits of Control, Ownership, and the Cross-Listing Decision.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 151 | paper | |
2005 | Private Benefits of Control, Ownership, and the Cross-Listing Decision.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 151 | paper | |
2010 | Why Do Foreign Firms Leave U.S. Equity Markets? In: Journal of Finance. [Full Text][Citation analysis] | article | 56 |
2009 | Why Do Foreign Firms Leave U.S. Equity Markets?.(2009) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 56 | paper | |
2008 | Why Do Foreign Firms Leave U.S. Equity Markets?.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 56 | paper | |
2015 | Regulatory Arbitrage and Cross‐Border Bank Acquisitions In: Journal of Finance. [Full Text][Citation analysis] | article | 68 |
2009 | Discussion of A Lobbying Approach to Evaluating the Sarbanes‐Oxley Act of 2002 In: Journal of Accounting Research. [Full Text][Citation analysis] | article | 5 |
2008 | Discussion of A Lobbying Approach to Evaluating the Sarbanes-Oxley Act of 2002.(2008) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
1993 | A Bayesian Approach to Modeling Stock Return Volatility for Option Valuation In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 22 |
2000 | The Long-Run Performance of Global Equity Offerings In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 81 |
2009 | Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 38 |
2007 | Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks.(2007) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | paper | |
2004 | Understanding Electricity Price Volatility within and across Markets In: Working Paper Series. [Full Text][Citation analysis] | paper | 26 |
2004 | The World of Cross-Listings and Cross-Listings of the World: Challenging Conventional Wisdom In: Working Paper Series. [Full Text][Citation analysis] | paper | 213 |
2006 | The World of Cross-Listings and Cross-Listings of the World: Challenging Conventional Wisdom.(2006) In: Review of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 213 | article | |
2004 | Why Do Countries Matter So Much for Corporate Governance? In: Working Paper Series. [Full Text][Citation analysis] | paper | 491 |
2007 | Why do countries matter so much for corporate governance?.(2007) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 491 | article | |
2004 | Why Do Countries Matter So Much for Corporate Governance?.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 491 | paper | |
2004 | The Economic Consequences of Increased Disclosure:Evidence from International Cross-Listings In: Working Paper Series. [Full Text][Citation analysis] | paper | 165 |
2006 | The economic consequences of increased disclosure: Evidence from international cross-listings.(2006) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 165 | article | |
2004 | Multi-market Trading and Arbitrage In: Working Paper Series. [Full Text][Citation analysis] | paper | 115 |
2010 | Multi-market trading and arbitrage.(2010) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 115 | article | |
2005 | Terrorism and the Stock Market In: Working Paper Series. [Full Text][Citation analysis] | paper | 12 |
2004 | The Impact of the Introduction of the Euro on Foreign Exchange Rate Risk Exposures In: Working Paper Series. [Full Text][Citation analysis] | paper | 68 |
2006 | The impact of the introduction of the Euro on foreign exchange rate risk exposures.(2006) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 68 | article | |
2002 | The Impact of the Introduction of the Euro on Foreign Exchange Rate Risk Exposures.(2002) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 68 | paper | |
2005 | Indirect Robust Estimation of the Short-term Interest Rate Process In: Working Paper Series. [Full Text][Citation analysis] | paper | 19 |
2007 | Indirect robust estimation of the short-term interest rate process.(2007) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | article | |
2005 | Indirect Robust Estimation of the Short-term interest Rate Process.(2005) In: FAME Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
2007 | Indirect robust estimation of the short-term interest rate process.(2007) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
2006 | Price and Volatility Transmission across Borders In: Working Paper Series. [Full Text][Citation analysis] | paper | 49 |
2006 | The Consequences of Terrorism for Financial Markets: What Do We Know? In: Working Paper Series. [Full Text][Citation analysis] | paper | 30 |
2006 | What Factors Drive Global Stock Returns? In: Working Paper Series. [Full Text][Citation analysis] | paper | 248 |
2011 | What Factors Drive Global Stock Returns?.(2011) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 248 | article | |
2007 | An Assessment of Terrorism-Related Investing Strategies In: Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2007 | Common Patterns in Commonality in Returns, Liquidity, and Turnover around the World In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2007 | Has New York Become Less Competitive in Global Markets? Evaluating Foreign Listing Choices over Time In: Working Paper Series. [Full Text][Citation analysis] | paper | 25 |
2007 | Has New York Become Less Competitive in Global Markets? Evaluating Foreign Listing Choices Over Time.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
2008 | Why Do Foreign Firms Leave U.S. Equity Markets? An Analysis of Deregistrations under SEC Exchange Act Rule 12h-6 In: Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2011 | The U.S. Left Behind: The Rise of IPO Activity around the World In: Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
2011 | The U.S. Left Behind: The Rise of IPO Activity Around the World.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2012 | Financial Globalization and the Rise of IPOs outside the U.S. In: Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2015 | The U.S. Listing Gap In: Working Paper Series. [Full Text][Citation analysis] | paper | 51 |
2015 | The U.S. listing gap.(2015) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 51 | paper | |
2016 | The gravity of culture for finance In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 105 |
2003 | DaimlerChrysler AG, the first truly global share In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 14 |
2012 | Corporate governance, agency problems and international cross-listings: A defense of the bonding hypothesis In: Emerging Markets Review. [Full Text][Citation analysis] | article | 64 |
2004 | Momentum strategies: some bootstrap tests In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 17 |
2003 | Are financial assets priced locally or globally? In: Handbook of the Economics of Finance. [Full Text][Citation analysis] | chapter | 368 |
2002 | Are Financial Assets Priced Locally or Globally?.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 368 | paper | |
1998 | Multimarket trading and liquidity: a transaction data analysis of Canada-US interlistings In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 108 |
2012 | Understanding commonality in liquidity around the world In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 320 |
2013 | The U.S. left behind? Financial globalization and the rise of IPOs outside the U.S. In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 62 |
1992 | Global financial markets and the risk premium on U.S. equity In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 158 |
1992 | Global Financial Markets and the Risk Premium on U.S. Equity.(1992) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 158 | paper | |
1998 | Another look at the role of the industrial structure of markets for international diversification strategies In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 201 |
1996 | Another Look at the Role of the Industrial Structure of Markets for International Diversification Strategies.(1996) In: Research in Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 201 | paper | |
2004 | Why are foreign firms listed in the U.S. worth more? In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 625 |
2001 | Why are Foreign Firms Listed in the U.S. Worth More?.(2001) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 625 | paper | |
2009 | Has New York become less competitive than London in global markets? Evaluating foreign listing choices over time In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 121 |
2002 | Did the Asian financial crisis scare foreign investors out of Japan? In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 89 |
2002 | A retrospective evaluation of the Pacific-Basin Finance Journal: 1993-2002 In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 0 |
1994 | Good news, bad news and international spillovers of stock return volatility between Japan and the U.S. In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 89 |
1995 | Good news, band news and international spilovers of stock return volatility between Japan and the U.S..(1995) In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 89 | article | |
2000 | Preface In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 0 |
2009 | A (partial) resolution of the Chinese discount puzzle In: Journal of Financial Economic Policy. [Full Text][Citation analysis] | article | 8 |
2010 | What is Different about Government-Controlled Acquirers in Cross-Border Acquisitions? In: Working Papers. [Full Text][Citation analysis] | paper | 14 |
2001 | A new approach to measuring financial contagion In: Proceedings. [Citation analysis] | paper | 691 |
2000 | A New Approach to Measuring Financial Contagion.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 691 | paper | |
2003 | A New Approach to Measuring Financial Contagion.(2003) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 691 | article | |
2016 | The Coming Wave: Where Do Emerging Market Investors Put Their Money? In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2015 | The Coming Wave: Where Do Emerging Market Investors Put Their Money?.(2015) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2015 | The Coming Wave: Where Do Emerging Market Investors Put Their Money?.(2015) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2013 | The Coming Wave In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
1992 | Predicting Risk: Some New Generalizations In: Management Science. [Full Text][Citation analysis] | article | 21 |
1998 | The Variation of Economic Risk Premiums in Real Estate Returns. In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 63 |
2018 | Eclipse of the Public Corporation or Eclipse of the Public Markets? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 17 |
2020 | The US Equity Valuation Premium, Globalization, and Climate Change Risks In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
2016 | Home Bias, an Academic Puzzle In: Review of Finance. [Full Text][Citation analysis] | article | 41 |
2016 | The Cross-Section of Expected Returns: Where We Stand Today In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 0 |
1991 | Intraday Volatility in the Stock Index and Stock Index Futures Markets. In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 166 |
2015 | Cracking the Emerging Markets Enigma In: OUP Catalogue. [Citation analysis] | book | 31 |
1993 | International Listings of Stocks: The Case of Canada and the U.S. In: Journal of International Business Studies. [Full Text][Citation analysis] | article | 82 |
2004 | The Role of American Depositary Receipts in the Development of Emerging Equity Markets In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 37 |
1995 | Why do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements using ADRS In: Research in Financial Economics. [Full Text][Citation analysis] | paper | 3 |
1996 | Adjusted Forward Rates as Predictors of Future Spot Rates In: Research in Financial Economics. [Full Text][Citation analysis] | paper | 6 |
1996 | The Effects of Market Segmentation and Illiquidity on Asset Prices: Evidence from Foreign Stocks Listing in the US In: Research in Financial Economics. [Full Text][Citation analysis] | paper | 9 |
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