19
H index
21
i10 index
2358
Citations
Northwestern University | 19 H index 21 i10 index 2358 Citations RESEARCH PRODUCTION: 24 Articles 16 Papers 1 Books 2 Chapters RESEARCH ACTIVITY: 39 years (1985 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pko2 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Robert Korajczyk. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Financial Economics | 4 |
The Review of Financial Studies | 4 |
Journal of Financial and Quantitative Analysis | 3 |
Journal of Finance | 2 |
The Journal of Business | 2 |
Working Papers Series with more than one paper published | # docs |
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Research Program in Finance Working Papers / University of California at Berkeley | 4 |
NBER Working Papers / National Bureau of Economic Research, Inc | 3 |
Economics Department Working Paper Series / Department of Economics, National University of Ireland - Maynooth | 2 |
Year | Title of citing document | |
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2023 | Optimal Portfolio Using Factor Graphical Lasso. (2020). Seregina, Ekaterina ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2011.00435. Full description at Econpapers || Download paper | |
2023 | Sparse multivariate modeling for stock returns predictability. (2022). Bernardi, Mauro ; Bianco, Nicolas ; Bianchi, Daniele. In: Papers. RePEc:arx:papers:2202.12644. Full description at Econpapers || Download paper | |
2023 | Static Replication of Impermanent Loss for Concentrated Liquidity Provision in Decentralised Markets. (2022). Zong, Hua ; Deng, Jun. In: Papers. RePEc:arx:papers:2205.12043. Full description at Econpapers || Download paper | |
2023 | Common Idiosyncratic Quantile Risk. (2022). Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267. Full description at Econpapers || Download paper | |
2024 | Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828. Full description at Econpapers || Download paper | |
2023 | Estimation of Characteristics-based Quantile Factor Models. (2023). Gonzalo, Jesus ; Pan, Haozi ; Dolado, Juan Jose ; Chen, Liang. In: Papers. RePEc:arx:papers:2304.13206. Full description at Econpapers || Download paper | |
2024 | High-frequency Anticipatory Trading and Its Influences: Small Informed Trader vs. Front-runner. (2023). Cheng, Xue ; Xu, Ziyi. In: Papers. RePEc:arx:papers:2304.13985. Full description at Econpapers || Download paper | |
2024 | Latent Factor Analysis in Short Panels. (2023). Scaillet, Olivier ; Gagliardini, Patrick ; Fortin, Alain-Philippe. In: Papers. RePEc:arx:papers:2306.14004. Full description at Econpapers || Download paper | |
2024 | Asymptotic equivalence of Principal Component and Quasi Maximum Likelihood estimators in Large Approximate Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2307.09864. Full description at Econpapers || Download paper | |
2024 | Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278. Full description at Econpapers || Download paper | |
2023 | Economic Forecasts Using Many Noises. (2023). Neuhierl, Andreas ; Liao, Yuan ; Shi, Zhentao ; Ma, Xinjie. In: Papers. RePEc:arx:papers:2312.05593. Full description at Econpapers || Download paper | |
2024 | From Factor Models to Deep Learning: Machine Learning in Reshaping Empirical Asset Pricing. (2024). Wang, Guiling ; Uddin, Ajim ; Gu, Jingyi ; Goswami, Bhaskar ; Ye, Junyi. In: Papers. RePEc:arx:papers:2403.06779. Full description at Econpapers || Download paper | |
2024 | Mean Field Game of High-Frequency Anticipatory Trading. (2024). Xu, Ziyi ; Wang, Meng ; Cheng, Xue. In: Papers. RePEc:arx:papers:2404.18200. Full description at Econpapers || Download paper | |
2023 | Disentangling Sentiment from Cyclicality in Firm Capital Structure. (2023). Lambe, Brendan J ; Almaghyereh, Aktham I ; O'Sullivan, Jennifer A ; Alzoubi, Haitham A. In: Abacus. RePEc:bla:abacus:v:59:y:2023:i:2:p:570-605. Full description at Econpapers || Download paper | |
2023 | Local social environment and the speed of leverage adjustment. (2023). Lu, Chun ; Li, Tongxia. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:1919-1952. Full description at Econpapers || Download paper | |
2023 | High?frequency trading: Definition, implications, and controversies. (2022). Hsu, Weihuei ; Young, Martin R ; Zaharudin, Khairul Zharif. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:1:p:75-107. Full description at Econpapers || Download paper | |
2023 | Who Owns What? A Factor Model for Direct Stockholding. (2023). Ramadorai, Tarun ; Campbell, John ; Ranish, Benjamin ; Balasubramaniam, Vimal. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1545-1591. Full description at Econpapers || Download paper | |
2023 | The role of bank lenders in firm leverage adjustments. (2023). Chen, Kai ; Zhu, Feifei ; Gao, Wenlian. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:63-97. Full description at Econpapers || Download paper | |
2023 | HFTs and Dealer Banks: Liquidity and Price Discovery in FX Trading. (2023). Ranaldo, Angelo ; Huang, Wenqian ; Yu, Shihao ; O'Neill, Peter. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2348. Full description at Econpapers || Download paper | |
2023 | Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/364359. Full description at Econpapers || Download paper | |
2023 | Algorithmic trading and block ownership initiation: An information perspective. (2023). Zhu, Yushu ; Zheng, Jiayi. In: The British Accounting Review. RePEc:eee:bracre:v:55:y:2023:i:4:s0890838922000828. Full description at Econpapers || Download paper | |
2023 | Innovation Success and Capital Structure. (2023). Rajaiya, Harshit. In: Journal of Corporate Finance. RePEc:eee:corfin:v:79:y:2023:i:c:s0929119922001882. 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 | |
2024 | Uncertainty shocks, equity financing, and business cycle amplifications. (2024). Park, Jongho. In: Journal of Corporate Finance. RePEc:eee:corfin:v:85:y:2024:i:c:s0929119924000233. Full description at Econpapers || Download paper | |
2023 | Nonparametric tests for market timing ability using daily mutual fund returns. (2023). Peng, Liang ; Liu, Xiaohui ; Jiang, Lei ; Ding, Jing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:150:y:2023:i:c:s0165188923000416. Full description at Econpapers || Download paper | |
2023 | Machine learning goes global: Cross-sectional return predictability in international stock markets. (2023). Zaremba, Adam ; Metko, Daniel ; Fieberg, Christian ; Cakici, Nusret. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:155:y:2023:i:c:s0165188923001318. Full description at Econpapers || Download paper | |
2024 | Financial decisions involving credit default swaps over the business cycle. (2024). Yang, Zhaojun ; Gan, Liu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:161:y:2024:i:c:s0165188924000228. Full description at Econpapers || Download paper | |
2024 | Cross-cryptocurrency return predictability. (2024). Wang, YU ; Tu, Jun ; Sang, BO ; Guo, LI. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000551. Full description at Econpapers || Download paper | |
2023 | Socially conscious investment funds and home country institutions. (2023). Smimou, K ; Hoover, Gary A. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:395-417. Full description at Econpapers || Download paper | |
2023 | Regulations, politics, and firm green innovation. (2023). Sheng, Yan ; Xu, Jian. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:13-32. Full description at Econpapers || Download paper | |
2023 | The asymmetric dynamics of stock–bond liquidity correlation in China: The role of macro-financial determinants. (2023). Pan, Beier. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001074. Full description at Econpapers || Download paper | |
2023 | Portfolio liquidation with delayed information. (2023). Wong, Hoi Ying ; Chiu, Mei Choi ; Yan, Tingjin. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002109. Full description at Econpapers || Download paper | |
2023 | Reinforcing the effects of corruption and financial constraints on firm performance: Normal versus crisis period in developing economies. (2023). Sharma, Chandan ; Priya, Pragati. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002754. Full description at Econpapers || Download paper | |
2023 | Which stock price component drives the Amihud illiquidity premium?. (2023). Kim, Yongsik. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s106294082200211x. Full description at Econpapers || Download paper | |
2023 | Cyclical capital structure decisions. (2023). Uribe, Jorge ; Plana-Erta, Dolors ; Llobet-Dalmases, Joan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000402. Full description at Econpapers || Download paper | |
2023 | Canonical correlation-based model selection for the multilevel factors. (2023). Shin, Yongcheol ; Lin, Rui ; Choi, IN. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:22-44. Full description at Econpapers || Download paper | |
2023 | Information criteria for latent factor models: A study on factor pervasiveness and adaptivity. (2023). Tang, Cheng Yong ; Chen, YU ; Guo, Xiao. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:237-250. Full description at Econpapers || Download paper | |
2023 | Overlapping momentum portfolios. (2023). Remesal, Alvaro ; de Jesus, Miguel ; Blanco, Ivan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:1-22. Full description at Econpapers || Download paper | |
2023 | US cross-listing and domestic high-frequency trading: Evidence from Canadian stocks. (2023). Pascual, Roberto ; Indriawan, Ivan ; Frijns, Bart ; Dodd, Olga. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:301-320. Full description at Econpapers || Download paper | |
2023 | Customer–supplier relationships and non-linear financial policy response. (2023). Zhao, Longkai ; Wong, Kacheng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:180-205. Full description at Econpapers || Download paper | |
2023 | From dusk till dawn (and vice versa): Overnight-versus-daytime reversals and feedback trading. (2023). Karaa, Rabaa ; Kallinterakis, Vasileios. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003933. Full description at Econpapers || Download paper | |
2023 | A latent factor model for the Chinese stock market. (2023). Jiang, Fuwei ; Leong, Wen Jun ; Ma, Tian. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000716. Full description at Econpapers || Download paper | |
2023 | The puzzle of household wealth preservation and corporate innovation. (2023). Wang, Jiawei ; Liu, Jiemei ; Huang, Xiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s105752192300409x. 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 | Herding towards carbon neutrality: The role of investor attention. (2024). Zhu, Zhaobo ; Shen, Dehua ; Shi, Guiqiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005653. Full description at Econpapers || Download paper | |
2024 | Stock liquidity effect on leverage: The role of debt security, financial constraint, and risk around the global financial crisis and Covid-19 pandemic. (2024). Zhao, Ruoyun ; Armanious, Amir. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000255. Full description at Econpapers || Download paper | |
2024 | Non-standard errors in the cryptocurrency world. (2024). Zaremba, Adam ; Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383. Full description at Econpapers || Download paper | |
2024 | Data breach disclosures and stock price crash risk: Evidence from data breach notification laws. (2024). Silveri, Sabatino ; Phan, Hieu V ; Cao, Hung. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000966. Full description at Econpapers || Download paper | |
2023 | Firm-level political risk and external financing choices. (2023). Kim, Hyung Tae ; Choi, Heeick ; Jang, Soomi. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323007092. Full description at Econpapers || Download paper | |
2023 | Business environment and corporate financing decisions: From the perspective of dynamic adjustment of capital structure. (2023). Lin, Yuyang ; Chen, Zehao ; Pan, Jingrui. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323008334. Full description at Econpapers || Download paper | |
2024 | Macroeconomic impact and stock returns vulnerability by size, solvency, and financial distress. (2024). Baek, Seungho ; Glambosky, Mina. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010905. Full description at Econpapers || Download paper | |
2023 | Transaction costs, frequent trading, and stock prices. (2023). Isaenko, Sergey. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418122000647. Full description at Econpapers || Download paper | |
2023 | Banning dark pools: Venue selection and investor trading costs. (2023). Suntheim, Felix ; Oneill, Peter ; Hoffmann, Peter ; Gozluklu, Arie ; Neumeier, Christian. In: Journal of Financial Markets. RePEc:eee:finmar:v:65:y:2023:i:c:s1386418123000290. Full description at Econpapers || Download paper | |
2024 | Business seasonality and stock liquidity. (2024). Shang, Chenguang ; Marks, Joseph M. In: Journal of Financial Markets. RePEc:eee:finmar:v:67:y:2024:i:c:s1386418123000678. Full description at Econpapers || Download paper | |
2024 | Does better liquidity for large orders attract institutional investors and analysts? Evidence from the Tick Size Pilot Program. (2024). Zhou, Jiayu ; Lin, Tse-Chun ; Deng, Mengdie. In: Journal of Financial Markets. RePEc:eee:finmar:v:67:y:2024:i:c:s138641812300068x. Full description at Econpapers || Download paper | |
2024 | Limits of arbitrage and their impact on market efficiency: Evidence from China. (2024). Khan, Ali ; Haboub, Ahmad ; Chen, Jian. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001114. Full description at Econpapers || Download paper | |
2023 | Judgment day: Algorithmic trading around the Swiss franc cap removal. (2023). Breedon, Francis ; Vause, Nicholas ; Ranaldo, Angelo ; Chen, Louisa. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001453. Full description at Econpapers || Download paper | |
2023 | Liquidity risk, return performance, and tracking error: Synthetic vs. Physical ETFs. (2023). Seok, Sangik ; Cho, Hoon ; Kim, Jinhwan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001531. 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 | Firm-level political risk and equity issuance. (2024). Hasan, Shehub Bin ; Kabir, Muhammad ; Haque, Anamul ; Rahman, Dewan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000106. Full description at Econpapers || Download paper | |
2024 | Family firm, financial constraint, and environmental preparedness: An international study. (2024). Wang, Yuan ; Haider, Zulfiquer. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000453. Full description at Econpapers || Download paper | |
2023 | Static and dynamic models for multivariate distribution forecasts: Proper scoring rule tests of factor-quantile versus multivariate GARCH models. (2023). Meng, Xiaochun ; Han, Yang ; Alexander, Carol. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1078-1096. Full description at Econpapers || Download paper | |
2023 | Harry Markowitz: An appreciation. (2023). Guerard, John. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1496-1501. Full description at Econpapers || Download paper | |
2023 | COVID-19 and market structure dynamics. (2023). Woods, Donovan ; Cox, Justin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426621003137. Full description at Econpapers || Download paper | |
2023 | Intraday momentum in the VIX futures market. (2023). Yang, Jimmy J ; Weng, Pei-Shih ; Tsai, Wei-Che ; Huang, Hong-Gia. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622003260. Full description at Econpapers || Download paper | |
2023 | Canonical portfolios: Optimal asset and signal combination. (2023). Firoozye, Nikan ; Zohren, Stefan ; Tan, Vincent. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001577. Full description at Econpapers || Download paper | |
2023 | Financial expert CEOs: CEO׳s work experience and firm׳s financial policies. (2014). Custodio, Claudia ; Metzger, Daniel. In: Journal of Financial Economics. RePEc:eee:jfinec:v:114:y:2014:i:1:p:125-154. Full description at Econpapers || Download paper | |
2023 | What are the events that shake our world? Measuring and hedging global COVOL. (2023). Campos-Martins, Susana ; Engle, Robert F. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:1:p:221-242. Full description at Econpapers || Download paper | |
2023 | Dynamic asset (mis)pricing: Build-up versus resolution anomalies. (2023). OPP, CHRISTIAN ; Tamoni, Andrea ; Boons, Martijn ; van Binsbergen, Jules H. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:2:p:406-431. Full description at Econpapers || Download paper | |
2023 | Heterogeneous liquidity providers and night-minus-day return predictability. (2023). Qin, Zhongling ; Malliaris, Steven ; Lu, Zhongjin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:148:y:2023:i:3:p:175-200. Full description at Econpapers || Download paper | |
2023 | What matters in a characteristic?. (2023). Langlois, Hugues. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:1:p:52-72. Full description at Econpapers || Download paper | |
2023 | Fire sale risk and expected stock returns. (2023). Kim, Min S ; Aragon, George O. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:3:p:578-609. Full description at Econpapers || Download paper | |
2023 | Which factor model? A systematic return covariation perspective. (2023). Tsvetanov, Daniel ; Symeonidis, Lazaros ; Bu, Ziwen ; Ahmed, Shamim. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:136:y:2023:i:c:s0261560623000669. Full description at Econpapers || Download paper | |
2024 | What difference do new factor models make in portfolio allocation?. (2024). Jiang, Fuwei ; Huang, Dashan ; Fabozzi, Frank J ; Wang, Jiexun. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001985. Full description at Econpapers || Download paper | |
2023 | Social unrest and corporate behaviour during the Arab Spring period. (2023). Ghosh, Saibal. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000014. Full description at Econpapers || Download paper | |
2024 | Exploring crisis-driven return spillovers in APEC stock markets: A frequency dynamics analysis. (2024). Sidhu, Arpit ; Bajaj, Parminder Kaur ; Kumari, Vineeta ; Kakran, Shubham. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494923000543. Full description at Econpapers || Download paper | |
2024 | Electricity shortfalls and financial leverage of listed firms in Pakistan. (2024). Al-Faryan, Mamdouh Abdulaziz Sa ; Rasool, Yasir ; Naveed, Hafiz Muhammad ; Haris, Muhammad ; Akhtar, Muhammad. In: Utilities Policy. RePEc:eee:juipol:v:87:y:2024:i:c:s0957178724000122. Full description at Econpapers || Download paper | |
2023 | Institutional ownership and momentum in the Chinese A-share market. (2023). Wang, Peng ; Xiong, Tao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000860. Full description at Econpapers || Download paper | |
2023 | High-frequency traders’ evolving role as market makers. (2023). Roy, Prince ; Banerjee, Anirban. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x2300255x. Full description at Econpapers || Download paper | |
2023 | An intraday analysis of block orders on the Taiwan Stock Exchange. (2023). Wu, Yi-Hsien ; Hung, Pi-Hsia ; Lien, Donald. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:133-147. Full description at Econpapers || Download paper | |
2023 | Trading strategies and the frequency of time-series. (2023). Isaenko, Sergey. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:267-283. Full description at Econpapers || Download paper | |
2024 | Tug of war with noise traders? Evidence from the G7 stock markets. (2024). Luczak, Adalbert ; Keiber, Karl Ludwig ; Hajiyev, Aghamehman. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:234-243. Full description at Econpapers || Download paper | |
2024 | On the conditional performance of the IVOL anomaly. (2024). Pan, Jiening ; Wu, KE ; Wang, Jianqiu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:337-350. Full description at Econpapers || Download paper | |
2024 | Do financing constraints affect the financial integrity of firms?. (2024). Houcine, Asma ; Marashdeh, Hazem ; Mertzanis, Charilaos. In: International Review of Economics & Finance. RePEc:eee:reveco:v:90:y:2024:i:c:p:220-240. Full description at Econpapers || Download paper | |
2023 | Time-varying fund manager skills of socially responsible investing (SRI) funds in developed and emerging markets. (2023). Jitmaneeroj, Boonlert. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s027553192300003x. Full description at Econpapers || Download paper | |
2024 | Local stock liquidity and local factors: Fresh evidence from US firms across states. (2024). Apergis, Nicholas ; Dastidar, Sayantan Ghosh. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002386. Full description at Econpapers || Download paper | |
2024 | Liquidity risk and expected returns in China’s stock market: A multidimensional liquidity approach. (2024). , Keith ; Qin, Zhenjiang ; Yu, BO ; Dong, Liang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000394. Full description at Econpapers || Download paper | |
2024 | Commonality in liquidity and corporate default risk - Evidence from China. (2024). Zan, Bingyan ; Li, Jintian ; He, Feng ; Fu, Yumei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000734. Full description at Econpapers || Download paper | |
2023 | Impact of Paris Agreement on financing strategy: Evidence from global FPSO industry. (2023). Shubita, Moade ; Chowdhury, Anup ; Lee, Lillian. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:188:y:2023:i:c:s0040162522007879. Full description at Econpapers || Download paper | |
2023 | The Effects of Volatility on Liquidity in the Treasury Market. (2023). Sokolinskiy, Oleg ; Meldrum, Andrew C. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-28. Full description at Econpapers || Download paper | |
2023 | Semiparametric Estimation of a Characteristic-Based Factor Model of Stock Returns. (2000). LINTON, OLIVER ; Connor, Gregory. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp346. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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