G. Andrew Karolyi : Citation Profile

Cornell University

36

H index

49

i10 index

7197

Citations

RESEARCH PRODUCTION:

47

Articles

50

Papers

1

Books

1

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   34 years (1991 - 2025). See details.
   Cites by year: 211
   Journals where G. Andrew Karolyi has often published
   Relations with other researchers
   Recent citing documents: 334.    Total self citations: 42 (0.58 %)

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   Permalink: http://citec.repec.org/pka329
   Updated: 2026-01-17    RAS profile: 2023-03-10    
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Relations with other researchers

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:

Schmukler, Sergio (71)

Stulz, René (67)

Claessens, Stijn (39)

Warnock, Francis (34)

Leuz, Christian (34)

Bartram, Söhnke (29)

Levine, Ross (29)

HASAN, IFTEKHAR (29)

O'Connor, Thomas (28)

ESQUEDA, OMAR (26)

Demirguc-Kunt, Asli (25)

Cites to:

Shleifer, Andrei (99)

Stulz, René (84)

Lopez-de-Silanes, Florencio (61)

La Porta, Rafael (49)

Vishny, Robert (28)

Bekaert, Geert (27)

Harvey, Campbell (27)

Campbell, John (19)

French, Kenneth (18)

Weisbach, Michael (17)

Fama, Eugene (16)

Main data

Where G. Andrew Karolyi has published?

Journals with more than one article published# docs
Journal of Financial Economics9
Journal of Finance6
Pacific-Basin Finance Journal5
The Review of Financial Studies4
Journal of Empirical Finance3
Journal of Financial and Quantitative Analysis3
Journal of Corporate Finance2
Review of Finance2
Journal of Applied Corporate Finance2

Working Papers Series with more than one paper published# docs
Working Paper Series / Ohio State University, Charles A. Dice Center for Research in Financial Economics22
NBER Working Papers / National Bureau of Economic Research, Inc14
Working Papers / Hong Kong Institute for Monetary Research2

Recent works citing G. Andrew Karolyi (2025 and 2024)

YearTitle of citing document
2024Large Global Volatility Matrix Analysis Based on Observation Structural Information. (2024). Kim, Donggyu ; Choi, Sung Hoon. In: Papers. RePEc:arx:papers:2305.01464.

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2024Navigating Market Turbulence: Insights from Causal Network Contagion Value at Risk. (2024). Cook, Samantha ; Rigana, Katerina ; Wit, Ernst C. In: Papers. RePEc:arx:papers:2402.06032.

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2024Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect. (2024). Chen, Muzi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2404.04335.

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2024On Joint Marginal Expected Shortfall and Associated Contribution Risk Measures. (2024). Zhang, Yiying ; Pu, Tong. In: Papers. RePEc:arx:papers:2405.07549.

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2024Credit Spreads Term Structure: Stochastic Modeling with CIR++ Intensity. (2024). ben Alaya, Mohamed ; Sarr, Djibril ; Kebaier, Ahmed. In: Papers. RePEc:arx:papers:2409.09179.

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2024Feedback strategies in the market with uncertainties. (2024). Issah, Mustapha Nyenye. In: Papers. RePEc:arx:papers:2410.16203.

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2025Bitcoin and Shadow Exchange Rates. (2024). Kantorovitch, Ilja ; Niu, Yanan. In: Papers. RePEc:arx:papers:2410.22443.

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2025Leveraging Large Language Models to Democratize Access to Costly Financial Datasets for Academic Research. (2024). Wang, Victor Xiaoqi. In: Papers. RePEc:arx:papers:2412.02065.

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2025Gatheral double stochastic volatility model with Skorokhod reflection. (2025). Pilipenko, Andrey ; Mishura, Yuliya ; Ralchenko, Kostiantyn. In: Papers. RePEc:arx:papers:2505.09184.

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2025Convergence in probability of numerical solutions of a highly non-linear delayed stochastic interest rate model. (2025). Coffie, Emmanuel. In: Papers. RePEc:arx:papers:2510.04092.

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2025Short-rate models with stochastic discontinuities: a PDE approach. (2025). De Donno, Marzia ; Sanfelici, Simona ; Guardasoni, Chiara ; Calvia, Alessandro. In: Papers. RePEc:arx:papers:2510.04289.

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2025Banking complexity in the global economy. (2025). Romanini, Giacomo ; Minetti, Raoul ; Ziv, Oren. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1485_25.

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2025Evaluation of State Corporations’ Implementation of Corporate Governance Guidelines in Kenya. (2025). Owalo, Eliud. In: International Journal of Leadership and Governance. RePEc:bdu:ojijlg:v:5:y:2025:i:3:p:1-34:id:3378.

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2025Assessment 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.

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2024Negative Externalities of Regulation: Identity‐relevant Information in Mandatory Short‐selling Disclosures. (2024). Madelaine, Alexandre. In: Abacus. RePEc:bla:abacus:v:60:y:2024:i:4:p:892-934.

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2024Employer 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.

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2024Transitory and permanent shock transmissions between real estate investment trusts and other assets: Evidence from time‐frequency decomposition and machine learning. (2024). Wang, Jinghua ; Ngene, Geoffrey M. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:539-573.

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2024Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhuang, Zixi ; Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199.

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2024Does geographic or market proximity matter? Evidence from institutional investor monitoring on earnings attributes in US cross‐listed stocks. (2024). Kang, Sanggyu ; Chung, Chune Young ; Fard, Amirhossein. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:443-469.

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2024Determinants of commodity market liquidity. (2024). Onur, Esen ; Jain, Pankaj K ; Kayhan, Ayla. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:1:p:9-30.

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2024Dissecting the Long‐Term Performance of the Chinese Stock Market. (2024). Zhu, Julie Lei ; Shan, Chenyu ; Qian, Jun ; Allen, Franklin. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:993-1054.

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2024Cultural, 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.

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2024The Impact of Credit Market Development on Auditor Choice: Evidence from Banking Deregulation. (2024). Zhou, Yibin ; Zhu, Xindong ; de Franco, Gus ; Guan, Yuyan. In: Journal of Accounting Research. RePEc:bla:joares:v:62:y:2024:i:2:p:589-634.

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2024Log‐density gradient covariance and automatic metric tensors for Riemann manifold Monte Carlo methods. (2024). Kleppe, Tore Selland. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:51:y:2024:i:3:p:1206-1229.

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2025REVIEW OF RESEARCH ON DETERMINANTS OF STOCK PROFITABILITY: A BIBLIOMETRIC ANALYSIS. (2025). Moutinho, Victor ; Almeida, Lus ; Ferreira, Vasco. In: Studies in Business and Economics. RePEc:blg:journl:v:20:y:2025:i:2:p:113-136.

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2025CALENDAR EFFECTS IN IRAQ STOCK EXCHANGE SECTOR RETURNS. (2025). Faez, Hasan Mohammed. In: Revista Economica. RePEc:blg:reveco:v:77:y:2025:i:2:p:7-34.

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2024Preferences for dividends and stock returns around the world. (2024). XIE, Jing ; Zhong, Yuxiang ; Hameed, Allaudeen. In: Working Papers. RePEc:boa:wpaper:202405.

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2025Why Do Banks Have So Much Debt In Tax Havens?. (2025). Garlanda-Longueville, Lorenzo ; Ramirez, Kevin Parra. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-43.

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2024Identification of matrix-valued factor models. (2024). Cheung, Ying Lun. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00461.

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2025Should we mind the gap? An assessment of the benefits of equity markets and policy implications for Europe’s capital markets union. (2025). Lambert, Claudia ; Gori, Sofia ; van Overbeek, Fons ; Schuster, Wagner Eduardo ; Bninghausen, Benjamin ; Gati, Zakaria ; Evrard, Johanne ; Legran, Daniel. In: Occasional Paper Series. RePEc:ecb:ecbops:2025373.

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2024Is 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.

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2025Investor sentiment and dynamic connectedness in European markets: insights from the covid-19 and Russia-Ukraine conflict. (2025). Santon, Alessandro ; Harasheh, Murad ; Bouteska, Ahmed ; Buchetti, Bruno. In: Working Paper Series. RePEc:ecb:ecbwps:20253050.

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2025Environmental justice, ethical transformation: Environmental courts and corporate ESG performance. (2025). Cui, Huan-Yu ; Cao, Yue-Qun. In: Journal of Asian Economics. RePEc:eee:asieco:v:100:y:2025:i:c:s1049007825001113.

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2024Salience theory, investor sentiment, and commonality in sentiment: Evidence from the Chinese stock market. (2024). Hu, Zhijun ; Sun, Ping-Wen. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000492.

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2024Cross-border regulatory cooperation and cash holdings: Evidence from US-listed foreign firms. (2024). Mi, Lin ; He, Wen ; Chang, Yuyuan. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:6:s0890838924002130.

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2025The impact of loosening regulatory requirements on firm innovation: Evidence from SEC rule 12h-6. (2025). Wang, Kun Tracy ; Zhu, Nathan Zhenghang. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:3:s0890838924001987.

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2025Analysis of threshold Ornstein–Uhlenbeck process with piecewise linear drift and piecewise constant diffusion. (2025). Sun, Zhuowei ; Zhang, Dingwen. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:199:y:2025:i:p2:s0960077925006721.

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2024The 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.

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2024Foreign investors, firm level productivity, and European economic integration. (2024). Phylaktis, Kate ; Bailey, Warren ; Muradoglu, Gulnur ; Onay, Ceylan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:85:y:2024:i:c:s0929119924000269.

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2024Indirect effects of trading restrictions. (2024). Tang, Yizhou ; Wang, Shujing ; Zhong, Ninghua ; Yan, Hongjun. In: Journal of Corporate Finance. RePEc:eee:corfin:v:86:y:2024:i:c:s0929119924000427.

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2024It takes two to tango: Spousal risk preferences and CEO risk-taking behavior. (2024). Yang, Lizhengbo ; Antoniou, Constantinos ; Cuculiza, Carina ; Kumar, Alok. In: Journal of Corporate Finance. RePEc:eee:corfin:v:86:y:2024:i:c:s0929119924000464.

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2024Global 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.

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2024Pre-IPO hype by affiliated analysts: Motives and consequences. (2024). Liao, Jingchi ; Shao, Xinjian ; Qian, Yiming. In: Journal of Corporate Finance. RePEc:eee:corfin:v:89:y:2024:i:c:s092911992400110x.

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2024Insider pledging: Its information content and forced sale. (2024). Hu, Shing-Yang ; Chen, Hung-Kun. In: Journal of Corporate Finance. RePEc:eee:corfin:v:89:y:2024:i:c:s0929119924001172.

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2024Anti-collusion leniency legislations and IPO activity: Worldwide evidence. (2024). Zolotoy, Leon ; Goyal, Abhinav ; Duong, Huu Nhan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:89:y:2024:i:c:s0929119924001536.

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2025Foreign ownership and board cultural diversity. (2025). Frijns, Bart ; Sekerci, Naciye ; Ravid, Abraham S ; el Moujahid, Oussama. In: Journal of Corporate Finance. RePEc:eee:corfin:v:92:y:2025:i:c:s0929119925000215.

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2025Dispersed ownership and asset pricing: An unpriced premium associated with free float. (2025). Goergen, Marc ; Hearn, Bruce ; Filatotchev, Igor. In: Journal of Corporate Finance. RePEc:eee:corfin:v:92:y:2025:i:c:s0929119925000318.

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2025Drawing up the bill: Are ESG ratings related to stock returns around the world?. (2025). van Dijk, Mathijs ; Krger, Philipp ; Alves, Rmulo. In: Journal of Corporate Finance. RePEc:eee:corfin:v:93:y:2025:i:c:s0929119925000367.

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2025CEO cultural heritage and corporate social responsibility. (2025). Sarker, Md Showaib ; Elnahas, Ahmed. In: Journal of Corporate Finance. RePEc:eee:corfin:v:94:y:2025:i:c:s0929119925001257.

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2025A goodness-of-fit test for functional time series with applications to Ornstein-Uhlenbeck processes. (2025). Lpez-Prez, A ; Lvarez-Libana, J ; Gonzlez-Manteiga, W ; Febrero-Bande, M. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:203:y:2025:i:c:s0167947324001762.

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2024Dynamic 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.

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2024A contagion test with unspecified heteroscedastic errors. (2024). Ko, Stanley Iat-Meng ; Peng, Liang ; Aboagye, Ernest ; Hsiao, Cody Yu-Ling ; Lo, Chia Chun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002105.

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2024Gamma positioning and market quality. (2024). Verschoor, Willem ; Pieterse-Bloem, Mary ; Buis, Boyd. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:164:y:2024:i:c:s0165188924000721.

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2024The determinants of systemic risk contagion. (2024). Atasoy, Burak ; Erden, Lutfi ; Ozkan, Brahim. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x.

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2024Market 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.

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2024Does 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.

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2025Localized risk factors: Performance differentials between state-level and US factor models. (2025). Sckade, Florian ; Dierkes, Maik ; Budras, Oliver. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000628.

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2024Institutional monitoring on corporate earnings: Evidence from U.S. Cross-listed Firms. (2024). Kim, Hye Seok ; Chung, Chune Young ; Liu, Chang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001845.

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2024Foreign ownership and M&A activity: Evidence from China. (2024). Ye, Xiaofen ; Zhang, Qun ; Liu, Hao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001049.

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2024Does 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.

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2025Re-examining China and the u.s.’s respective green bond markets in extreme conditions: Evidence from quantile connectedness. (2025). Wang, Mei-Chih ; Chang, Tsangyao ; Jiang, Peiyun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002110.

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2025Examining the transmission of credit and liquidity risks: A network analysis for EMU sovereign debt markets. (2025). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gmez-Puig, Marta ; Fernandez-Perez, Adrin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000476.

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2025Common risk factors in REIT Returns: New insights. (2025). Con, Alain ; Guardiola, Philippe. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000877.

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2024Foreign 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.

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2025Liquidity in the euro area sovereign bond market during the “dash for cash” driven by the COVID-19 crisis. (2025). Xia, Fan Dora ; Papavassiliou, Vassilios. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176524006359.

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2025A large confirmatory dynamic factor model for stock market returns in different time zones. (2025). Wu, Jianbin ; Tang, Haihan ; Linton, Oliver B. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000259.

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2024Capital outflow restrictions and dollar drainage. (2024). Aysun, Uluc ; Small, Oronde ; Clarke, Karlia. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:2:s0939362523001152.

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2025The impact of Russia’s Geopolitical Risk on stock markets’ high-moment risk. (2025). Azimli, Asil ; Kalmaz, Demet Beton. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:1:s0939362524000645.

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2024The 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.

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2024A new bivariate approach for modeling the interaction between stock volatility and interest rate: An application to S&P500 returns and options. (2024). Guizzardi, Andrea ; Ballestra, Luca Vincenzo ; Dinnocenzo, Enzo. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:3:p:1185-1194.

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2024Global contagion of US COVID-19 panic news. (2024). Ho, Young ; Kang, Yong Joo ; Park, Dojoon. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000116.

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2024Geopolitical 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.

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2024Global and local information efficiency: An examination of samuelsons dictum. (2024). Xiao, Yaqing ; Zhang, Jinfan ; Yan, Hongjun. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000355.

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2024Do 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.

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2024Big 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.

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2024Stock price synchronicity and stock liquidity: International evidence. (2024). Pham, Thu Phuong ; Dang, Tung ; Brockman, Paul. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000756.

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2025On the performance of volatility-managed equity factors — International and further evidence. (2025). Schwarz, Patrick. In: Journal of Empirical Finance. RePEc:eee:empfin:v:80:y:2025:i:c:s092753982400094x.

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2025Geographical proximity, cultural familiarity and financial information production. (2025). Hao, Han ; Liu, Chun ; Pang, Shunzhi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:80:y:2025:i:c:s0927539824001105.

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2025The rise of venture capital and IPO quality. (2025). Nain, Amrita ; Ying, Jie ; Arthur, Joseph. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000350.

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2024Firm 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.

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2024Quantile 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.

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2024Are 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.

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2025Metals of the future in a world in crisis: Geopolitical disruptions and the cleantech metal industry. (2025). Hsu, Kuang-Chung ; Pham, Linh. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007126.

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2024When attention to climate change matters: The impact of climate risk disclosure on firm market value. (2024). Vestrelli, Roberto ; Pisello, Anna Laura ; Colladon, Andrea Fronzetti. In: Energy Policy. RePEc:eee:enepol:v:185:y:2024:i:c:s0301421523005232.

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2025Hedging geopolitical risks with diverse commodities. (2025). Parnes, Dror. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925002169.

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2025Regret in global equity markets. (2025). Demirtas, Ozgur K ; Atilgan, Yigit ; Gunaydin, Doruk A ; Tosun, Aynur Dilan. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002856.

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2025How does social media shape stock liquidity? The role of investor online communication networks. (2025). Cao, Jie ; Zou, Zhongyang ; Xiong, Xiong ; Yang, Xin. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925003230.

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2025Modeling bimodal stock price dynamics by a parsimonious diffusion process. (2025). Wang, Shixuan ; Liu, Zhenya ; Ling, Shiqing ; Zhan, Yaosong. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004545.

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2024Factor models for Chinese A-shares. (2024). Swinkels, Laurens ; Zhou, Weili ; Hanauer, Matthias X ; Jansen, Maarten. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300491x.

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2024The 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.

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2024Zoom in on momentum. (2024). Kim, Jun Yong. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001492.

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2024Aligning empirical evidence on ESG with ancient conservative traditions. (2024). Wang, Yizhen ; Li, Mingsheng ; Goodell, John W ; Liu, Desheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002163.

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2024Contagion 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.

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2024Firm leverage and employee pay: The moderating role of CEO leadership style. (2024). John, Kose ; Choi, Jongmoo Jay ; Gill, Balbinder Singh. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924003144.

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2024Retail 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.

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2024What 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.

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2024The 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.

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2025EPU spillovers and exchange rate volatility. (2025). He, Zhongzhi ; Gong, Yuting ; Xue, Wenjun. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007567.

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2025How do ESG firms invest?. (2025). Braun, Matias ; Raddatz, Claudio ; Marcet, Francisco. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007956.

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2024Does corporate culture shape “Tone at the Top”? Evidence from earnings calls. (2024). Le, Thuy Dung ; Puwanenthiren, Premkanth ; Bui, Nguyen ; Dang, Man ; Jones, Edward. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s154461232301070x.

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2024Stock price synchronicity and market liquidity: The role of funding liquidity. (2024). Webb, Robert I ; Yu, Jinyoung ; Ryu, Doojin. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000813.

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More than 100 citations found, this list is not complete...

G. Andrew Karolyi has edited the books:

YearTitleTypeCited

Works by G. Andrew Karolyi:

YearTitleTypeCited
2003International Real Estate Returns: A Multifactor, Multicountry Approach In: ERES.
[Full Text][Citation analysis]		paper55
2003International Real Estate Returns: A Multifactor, Multicountry Approach.(2003) In: Real Estate Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 55		article
1995A 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]		article269
2011The Ultimate Irrelevance Proposition in Finance? In: The Financial Review.
[Full Text][Citation analysis]		article6
1998SOURCING EQUITY INTERNATIONALLY WITH DEPOSITARY RECEIPT OFFERINGS: TWO EXCEPTIONS THAT PROVE THE RULE In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article1
2004DOES INTERNATIONAL FINANCIAL CONTAGION REALLY EXIST? In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article16
1992 An Empirical Comparison of Alternative Models of the Short-Term Interest Rate. In: Journal of Finance.
[Full Text][Citation analysis]		article685
1996 Why Do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements. In: Journal of Finance.
[Full Text][Citation analysis]		article446
2007Multimarket Trading and Liquidity: Theory and Evidence In: Journal of Finance.
[Full Text][Citation analysis]		article61
2009Private Benefits of Control, Ownership, and the Cross‐listing Decision In: Journal of Finance.
[Full Text][Citation analysis]		article158
2005Private 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: 158		paper
2005Private Benefits of Control, Ownership, and the Cross-Listing Decision.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 158		paper
2005Private 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: 158		paper
2010Why Do Foreign Firms Leave U.S. Equity Markets? In: Journal of Finance.
[Full Text][Citation analysis]		article57
2009Why Do Foreign Firms Leave U.S. Equity Markets?.(2009) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 57		paper
2008Why Do Foreign Firms Leave U.S. Equity Markets?.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 57		paper
2015Regulatory Arbitrage and Cross‐Border Bank Acquisitions In: Journal of Finance.
[Full Text][Citation analysis]		article76
2009Discussion of A Lobbying Approach to Evaluating the Sarbanes‐Oxley Act of 2002 In: Journal of Accounting Research.
[Full Text][Citation analysis]		article5
2008Discussion 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
1993A Bayesian Approach to Modeling Stock Return Volatility for Option Valuation In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article22
2000The Long-Run Performance of Global Equity Offerings In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article81
2009Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article39
2007Information, 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: 39		paper
2004Understanding Electricity Price Volatility within and across Markets In: Working Paper Series.
[Full Text][Citation analysis]		paper26
2004The World of Cross-Listings and Cross-Listings of the World: Challenging Conventional Wisdom In: Working Paper Series.
[Full Text][Citation analysis]		paper216
2006The 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: 216		article
2004Why Do Countries Matter So Much for Corporate Governance? In: Working Paper Series.
[Full Text][Citation analysis]		paper512
2007Why 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: 512		article
2004Why Do Countries Matter So Much for Corporate Governance?.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 512		paper
2004The Economic Consequences of Increased Disclosure:Evidence from International Cross-Listings In: Working Paper Series.
[Full Text][Citation analysis]		paper169
2006The 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: 169		article
2004Multi-market Trading and Arbitrage In: Working Paper Series.
[Full Text][Citation analysis]		paper116
2010Multi-market trading and arbitrage.(2010) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 116		article
2005Terrorism and the Stock Market In: Working Paper Series.
[Full Text][Citation analysis]		paper12
2004The Impact of the Introduction of the Euro on Foreign Exchange Rate Risk Exposures In: Working Paper Series.
[Full Text][Citation analysis]		paper68
2006The 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
2002The 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
2005Indirect Robust Estimation of the Short-term Interest Rate Process In: Working Paper Series.
[Full Text][Citation analysis]		paper19
2007Indirect 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
2005Indirect 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
2007Indirect robust estimation of the short-term interest rate process.(2007) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2006Price and Volatility Transmission across Borders In: Working Paper Series.
[Full Text][Citation analysis]		paper50
2006The Consequences of Terrorism for Financial Markets: What Do We Know? In: Working Paper Series.
[Full Text][Citation analysis]		paper33
2006What Factors Drive Global Stock Returns? In: Working Paper Series.
[Full Text][Citation analysis]		paper258
2011What Factors Drive Global Stock Returns?.(2011) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 258		article
2007An Assessment of Terrorism-Related Investing Strategies In: Working Paper Series.
[Full Text][Citation analysis]		paper1
2007Common Patterns in Commonality in Returns, Liquidity, and Turnover around the World In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2007Has New York Become Less Competitive in Global Markets? Evaluating Foreign Listing Choices over Time In: Working Paper Series.
[Full Text][Citation analysis]		paper27
2007Has 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: 27		paper
2008Why 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]		paper3
2011The U.S. Left Behind: The Rise of IPO Activity around the World In: Working Paper Series.
[Full Text][Citation analysis]		paper6
2011The 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
2012Financial Globalization and the Rise of IPOs outside the U.S. In: Working Paper Series.
[Full Text][Citation analysis]		paper2
2015The U.S. Listing Gap In: Working Paper Series.
[Full Text][Citation analysis]		paper54
2015The U.S. listing gap.(2015) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 54		paper
2016The gravity of culture for finance In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article120
2003DaimlerChrysler AG, the first truly global share In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article14
2012Corporate governance, agency problems and international cross-listings: A defense of the bonding hypothesis In: Emerging Markets Review.
[Full Text][Citation analysis]		article67
2004Momentum strategies: some bootstrap tests In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article17
2003Are financial assets priced locally or globally? In: Handbook of the Economics of Finance.
[Full Text][Citation analysis]		chapter372
2002Are Financial Assets Priced Locally or Globally?.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 372		paper
1998Multimarket trading and liquidity: a transaction data analysis of Canada-US interlistings In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article112
2012Understanding commonality in liquidity around the world In: Journal of Financial Economics.
[Full Text][Citation analysis]		article345
2013The U.S. left behind? Financial globalization and the rise of IPOs outside the U.S. In: Journal of Financial Economics.
[Full Text][Citation analysis]		article65
1992Global financial markets and the risk premium on U.S. equity In: Journal of Financial Economics.
[Full Text][Citation analysis]		article158
1992Global 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
1998Another look at the role of the industrial structure of markets for international diversification strategies In: Journal of Financial Economics.
[Full Text][Citation analysis]		article204
1996Another 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: 204		paper
2004Why are foreign firms listed in the U.S. worth more? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article641
2001Why 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: 641		paper
2009Has 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]		article126
2002Did the Asian financial crisis scare foreign investors out of Japan? In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article90
2002A retrospective evaluation of the Pacific-Basin Finance Journal: 1993-2002 In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article0
1994Good 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]		article91
1995Good 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: 91		article
2000Preface In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article0
2009A (partial) resolution of the Chinese discount puzzle In: Journal of Financial Economic Policy.
[Full Text][Citation analysis]		article8
2010What is Different about Government-Controlled Acquirers in Cross-Border Acquisitions? In: Working Papers.
[Full Text][Citation analysis]		paper14
2001A new approach to measuring financial contagion In: Proceedings.
[Citation analysis]		paper699
2000A New Approach to Measuring Financial Contagion.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 699		paper
2003A New Approach to Measuring Financial Contagion.(2003) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 699		article
2016The Coming Wave: Where Do Emerging Market Investors Put Their Money? In: Working Papers.
[Full Text][Citation analysis]		paper3
2015The 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
2015The 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
2013The Coming Wave In: Working Papers.
[Full Text][Citation analysis]		paper2
1992Predicting Risk: Some New Generalizations In: Management Science.
[Full Text][Citation analysis]		article21
1998The Variation of Economic Risk Premiums in Real Estate Returns. In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article66
2018Eclipse of the Public Corporation or Eclipse of the Public Markets? In: NBER Working Papers.
[Full Text][Citation analysis]		paper18
2020The US Equity Valuation Premium, Globalization, and Climate Change Risks In: NBER Working Papers.
[Full Text][Citation analysis]		paper4
2025Are there too Few Publicly Listed Firms in the US? In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2016Home Bias, an Academic Puzzle In: Review of Finance.
[Full Text][Citation analysis]		article45
2016The Cross-Section of Expected Returns: Where We Stand Today In: The Review of Financial Studies.
[Full Text][Citation analysis]		article0
1991Intraday Volatility in the Stock Index and Stock Index Futures Markets. In: The Review of Financial Studies.
[Full Text][Citation analysis]		article167
2015Cracking the Emerging Markets Enigma In: OUP Catalogue.
[Citation analysis]		book34
1993International Listings of Stocks: The Case of Canada and the U.S. In: Journal of International Business Studies.
[Full Text][Citation analysis]		article82
2004The Role of American Depositary Receipts in the Development of Emerging Equity Markets In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article38
1995Why do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements using ADRS In: Research in Financial Economics.
[Full Text][Citation analysis]		paper3
1996Adjusted Forward Rates as Predictors of Future Spot Rates In: Research in Financial Economics.
[Full Text][Citation analysis]		paper7
1996The 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]		paper9

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team