18
H index
19
i10 index
4187
Citations
University of North Carolina-Chapel-Hill | 18 H index 19 i10 index 4187 Citations RESEARCH PRODUCTION: 17 Articles 22 Papers 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 Christian Lundblad. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Journal of Financial Economics | 4 |
| Journal of Finance | 3 |
| The Review of Financial Studies | 2 |
| Journal of International Money and Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| NBER Working Papers / National Bureau of Economic Research, Inc | 13 |
| CEPR Discussion Papers / C.E.P.R. Discussion Papers | 3 |
| 2011 Meeting Papers / Society for Economic Dynamics | 2 |
| Year | Title of citing document | |
|---|---|---|
| 2024 | How does openness affect the growth of economies? The spotlight on different dimensions of the financial channel. (2024). Mara, Ibez Martn ; Leticia, Rojas Mara ; Mauro, Romero Stfani. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4758. Full description at Econpapers || Download paper | |
| 2024 | What Determines Equity Returns in Emerging Markets?. (2024). Foye, James. In: CAFE Working Papers. RePEc:akf:cafewp:29. Full description at Econpapers || Download paper | |
| 2025 | The behavior of stock market prices throughout the episodes of capital inflows. (2020). Sevil, Guven ; Baba, Boubekeur. In: Papers. RePEc:arx:papers:2008.13472. Full description at Econpapers || Download paper | |
| 2024 | Risk premium and rough volatility. (2024). Bonesini, Ofelia ; Jacquier, Antoine ; Muguruza, Aitor. In: Papers. RePEc:arx:papers:2403.11897. 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 | |
| 2025 | Liquidity Jump, Liquidity Diffusion, and Crypto Wash Trading. (2025). Zhou, Zhong-Guo ; Deng, QI. In: Papers. RePEc:arx:papers:2411.05803. Full description at Econpapers || Download paper | |
| 2024 | Inflation Expectations, U.S. Categorical Equity Market Uncertainty and Real Stock Returns – Evidence from Global Markets. (2024). Chiang, Thomas C. In: Financial Economics Letters. RePEc:bba:j00007:v:3:y:2024:i:4:p:13-35:d:373. Full description at Econpapers || Download paper | |
| 2024 | Fire Sales and Liquidity Requirements. (2024). Robatto, Roberto ; Cheng, Yuteng. In: Staff Working Papers. RePEc:bca:bocawp:24-18. Full description at Econpapers || Download paper | |
| 2024 | Geoeconomic fragmentation and firms financial performance. (2024). Gazzani, Andrea Giovanni ; Ferriani, Fabrizio ; D'Orazio, Alessandro. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_844_24. Full description at Econpapers || Download paper | |
| 2025 | The risk sensitivity of global liquidity flows: heterogeneity, evolution and drivers. (2025). Schiaffi, Stefano ; Gambacorta, Leonardo ; Avdjiev, Stefan ; Goldberg, Linda S. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_973_25. Full description at Econpapers || Download paper | |
| 2025 | Global risk aversion and the term premium gap in emerging market economies. (2025). Villa, Stefania ; Flaccadoro, Marco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1493_25. Full description at Econpapers || Download paper | |
| 2025 | Capital Inflow Shocks and Convenience Yields. (2025). ben Zeev, Nadav ; Nathan, Daniel ; Ben-Zeev, Noam. In: Working Papers. RePEc:bgu:wpaper:2503. Full description at Econpapers || Download paper | |
| 2024 | Fire sales of safe assets. (2024). Pinter, Gabor ; Siriwardane, Emil ; Walker, Danny. In: BIS Working Papers. RePEc:bis:biswps:1233. Full description at Econpapers || Download paper | |
| 2025 | The risk sensitivity of global liquidity flows: Heterogeneity, evolution and drivers. (2025). Schiaffi, Stefano ; Gambacorta, Leonardo ; Goldberg, Linda S ; Avdjiev, Stefan. In: BIS Working Papers. RePEc:bis:biswps:1262. Full description at Econpapers || Download paper | |
| 2025 | The Dual Challenge of Inflation and Unemployment: Assessing Policy Trade-Offs and Their Socio-Economic Impacts on Sierra Leone. (2025). Botlhale, Emanuel ; Harvey, Albert Harrison. In: International Journal of Research and Scientific Innovation. RePEc:bjc:journl:v:12:y:2025:i:10:p:2582-2626. Full description at Econpapers || Download paper | |
| 2024 | The capital market consequences of stock market liberalisation: Evidence from Mainland‐Hong Kong Stock Connect Programs in China. (2024). Gao, Fang ; Fu, Renhui ; Zhao, YI. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3275-3299. Full description at Econpapers || Download paper | |
| 2024 | Impact de lintégration financière régionale sur le commerce intra régional des produits manufacturés dans la zone CEDEAO. (2024). Issoufou, Abdoul Rachid. In: African Development Review. RePEc:bla:afrdev:v:36:y:2024:i:2:p:292-305. Full description at Econpapers || Download paper | |
| 2024 | Economic and financial integration, capital controls, and risk sharing. (2024). Donadelli, Michael ; Gufler, Ivan. In: Economica. RePEc:bla:econom:v:91:y:2024:i:364:p:1482-1520. Full description at Econpapers || Download paper | |
| 2024 | American financial hegemony, global capital cycles, and the macroeconomic growth environment. (2024). Winecoff, William K ; Ba, Heather. In: Economics and Politics. RePEc:bla:ecopol:v:36:y:2024:i:1:p:334-372. Full description at Econpapers || Download paper | |
| 2024 | International entrepreneurship without investor protection: Evidence from initial public offerings in Belgium before the First World War. (2024). Deloof, Marc ; Paeleman, Ine. In: Economic History Review. RePEc:bla:ehsrev:v:77:y:2024:i:2:p:523-553. Full description at Econpapers || Download paper | |
| 2024 | Asymmetric trading responses to credit rating announcements from issuer‐ versus investor‐paid rating agencies. (2024). Nguyen, Nhut H ; Molchanov, Alexander ; Do, Hung Xuan. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:51:y:2024:i:1-2:p:84-112. Full description at Econpapers || Download paper | |
| 2024 | Liquidation Value and Loan Pricing. (2024). Schepens, Glenn ; Barbiero, Francesca ; Sigaux, Jeandavid. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:95-128. Full description at Econpapers || Download paper | |
| 2024 | Family Control, Political Risk and Employment Security: A Cross‐National Study. (2024). de Massis, Alfredo ; Muozbulln, Fernando ; Wiseman, Robert M ; Miroshnychenko, Ivan ; Sanchezbueno, Maria J ; Gmezmeja, Luis R. In: Journal of Management Studies. RePEc:bla:jomstd:v:61:y:2024:i:6:p:2338-2372. Full description at Econpapers || Download paper | |
| 2024 | The nonlinear relationship between poverty and financial globalisation: A panel quantile regression approach. (2024). Singh, Sunny Kumar ; Sharma, Swati. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:2:p:664-708. Full description at Econpapers || Download paper | |
| 2024 | Whose asset sales matter?. (2024). Bidder, Rhys ; Silvestri, Laura ; Coen, Jamie ; Lepore, Caterina. In: Bank of England working papers. RePEc:boe:boeewp:1088. Full description at Econpapers || Download paper | |
| 2025 | Investors as a liquidity backstop in corporate bond markets. (2025). Foucault, Thierry ; Comerton-Forde, Carole ; Jurkatis, Simon. In: Bank of England working papers. RePEc:boe:boeewp:1126. Full description at Econpapers || Download paper | |
| 2025 | Exploratory Scenario Analysis Considering the Growing Presence of Domestic and Foreign Investment Funds. (2025). Nakamura, Fumitaka ; Maruyama, Toshitaka ; Konaka, Yuki. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp25e11. Full description at Econpapers || Download paper | |
| 2025 | The Innovation Long-Run Risk Component. (2025). Franceschini, Fabio. In: Working Papers. RePEc:bol:bodewp:wp1215. Full description at Econpapers || Download paper | |
| 2024 | Insurers Monitor Shocks to Collateral: Micro Evidence from Mortgage-backed Securities. (2024). Netto, Felipe ; Fetzer, Thiemo ; Saidi, Farzad ; Guin, Benjamin. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2024_590. Full description at Econpapers || Download paper | |
| 2024 | Dynamic Equity Slope. (2024). Colonnello, Stefano ; Marfe, Roberto ; Breugem, Matthijs ; Zucchi, Francesca. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:713. Full description at Econpapers || Download paper | |
| 2024 | Pension Liquidity Risk. (2024). Ranaldo, Angelo ; Duijm, Patty ; Klingler, Sven ; Jansen, Kristy. In: Working Papers. RePEc:dnb:dnbwpp:801. Full description at Econpapers || Download paper | |
| 2024 | Liquidity on Eurozone stock markets: A non-linear approach. (2024). Seyte, Franoise ; Souiki, Boumediene. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-01064. Full description at Econpapers || Download paper | |
| 2025 | Should 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. Full description at Econpapers || Download paper | |
| 2024 | Spare tyres with a hole: investment funds under stress and credit to firms. (2024). Rariga, Judit ; Nicoletti, Giulio ; Dacri, Costanza Rodriguez. In: Working Paper Series. RePEc:ecb:ecbwps:20242917. Full description at Econpapers || Download paper | |
| 2025 | Investment funds and euro disaster risk. (2025). Kaufmann, Christoph ; Georgiadis, Georgios ; Longaric, Pablo Anaya ; Cera, Katharina. In: Working Paper Series. RePEc:ecb:ecbwps:20253029. Full description at Econpapers || Download paper | |
| 2024 | Managerial ability and cost of equity capital. (2024). Jang, Soomi ; Kim, Hyungtae ; Choi, Heeick. In: Advances in accounting. RePEc:eee:advacc:v:65:y:2024:i:c:s0882611023000408. Full description at Econpapers || Download paper | |
| 2025 | Drivers of the credited interest rate on universal life insurance: Evidence from the Chinese insurance sector. (2025). Rui, Xinyu ; Zeng, Lehang ; Jiang, Shi-Jie. In: Journal of Asian Economics. RePEc:eee:asieco:v:100:y:2025:i:c:s1049007825001459. Full description at Econpapers || Download paper | |
| 2025 | The impact of robot adoption on firm’s OFDI: Evidence from China. (2025). Fang, Chao ; Wu, Peng ; Ma, Shuzhong. In: Journal of Asian Economics. RePEc:eee:asieco:v:97:y:2025:i:c:s1049007825000259. Full description at Econpapers || Download paper | |
| 2025 | Institutional quality and macrofinancial resilience in Asia. (2025). Beirne, John ; Panthi, Pradeep. In: Journal of Asian Economics. RePEc:eee:asieco:v:99:y:2025:i:c:s1049007825000818. Full description at Econpapers || Download paper | |
| 2024 | Exporting corporate social responsibility: Evidence from foreign bank entry. (2024). Zheng, Xiaojia ; Shen, Yanyan. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:5:s0890838923000835. Full description at Econpapers || Download paper | |
| 2025 | The 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. Full description at Econpapers || Download paper | |
| 2025 | How geopolitical tensions affect China’s systemic financial risk contagion. (2025). Zhou, Yingxue ; Wang, DA ; Nie, Zhengyi. In: China Economic Review. RePEc:eee:chieco:v:90:y:2025:i:c:s1043951x25000240. Full description at Econpapers || Download paper | |
| 2024 | The effect of capital inflows on the imports of capital goods in developing countries. (2024). Mirzaei, Ali ; Gaibulloev, Khusrav ; Fidrmuc, Jan ; Moore, Tomoe. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s0929119923001803. Full description at Econpapers || Download paper | |
| 2024 | Insider 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. Full description at Econpapers || Download paper | |
| 2025 | The information advantage of industry common owners and its spillover effect on stock price crash risk. (2025). Li, Qingyuan ; Ni, Xiaoran ; Yeung, Eric P ; Yin, David. In: Journal of Corporate Finance. RePEc:eee:corfin:v:92:y:2025:i:c:s092911992500032x. Full description at Econpapers || Download paper | |
| 2025 | Corporate taxes and corporate social responsibility. (2025). Chang, Xin ; Jin, Yaling ; Yang, Endong ; Zhang, Wenrui. In: Journal of Corporate Finance. RePEc:eee:corfin:v:94:y:2025:i:c:s092911992500077x. Full description at Econpapers || Download paper | |
| 2024 | Risks and risk premia in the US Treasury market. (2024). Sarno, Lucio ; Li, Junye ; Zinna, Gabriele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s016518892300194x. Full description at Econpapers || Download paper | |
| 2024 | International portfolio rebalancing and fiscal policy spillovers. (2024). Alpanda, Sami ; Kabaca, Serdar ; Aysun, Uluc. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001179. Full description at Econpapers || Download paper | |
| 2025 | Bond market opening under trade conflict: The role of foreign investors in pricing. (2025). Li, Yipeng ; Julaiti, Jiansuer ; Wang, Nanxuan ; Tian, Guangning. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:636-652. Full description at Econpapers || Download paper | |
| 2024 | Understanding and predicting monetary policy framework choice in developing countries. (2024). Sullivan, Megan. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001391. 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 | |
| 2025 | Global financial risk and uncovered interest parity premia in Central and Eastern Europe. (2025). Janus, Jakub. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000732. Full description at Econpapers || Download paper | |
| 2024 | Downside liquidity risk premium: From the perspective of higher moment. (2024). Hou, Yuting ; Jin, Xiu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001547. Full description at Econpapers || Download paper | |
| 2024 | Global supply chain disruptions and financial conditions. (2024). Ginn, William. In: Economics Letters. RePEc:eee:ecolet:v:239:y:2024:i:c:s0165176524002222. Full description at Econpapers || Download paper | |
| 2024 | Systematic staleness. (2024). Reno, Roberto ; Bandi, Federico M ; Pirino, Davide. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002385. Full description at Econpapers || Download paper | |
| 2024 | Measuring tail risk. (2024). Prokopczuk, Marcel ; Dierkes, Maik ; Hollstein, Fabian ; Wursig, Christoph Matthias. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s0304407624001155. Full description at Econpapers || Download paper | |
| 2024 | Capital 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. Full description at Econpapers || Download paper | |
| 2024 | Does stock market liberalization increase company TFP? Evidence from the Shanghai-Shenzhen-Hong Kong stock connect program in China. (2024). Cheng, Zhonghua ; Zhu, Yeman. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:3:s0939362524000621. Full description at Econpapers || Download paper | |
| 2025 | Hedging political risk in international portfolios. (2025). Pagliardi, Giovanni ; Lotfi, Somayyeh ; Zenios, Stavros A ; Paparoditis, Efstathios. In: European Journal of Operational Research. RePEc:eee:ejores:v:322:y:2025:i:2:p:629-646. Full description at Econpapers || Download paper | |
| 2025 | Predictive distributions and the market return: The role of market illiquidity. (2025). Ellington, Michael ; Kalli, Maria. In: European Journal of Operational Research. RePEc:eee:ejores:v:323:y:2025:i:1:p:309-322. Full description at Econpapers || Download paper | |
| 2024 | Global 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. 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 | International financial integration and financial stress of emerging market economies: The role of institutional quality. (2024). Yeap, Xiu Wei ; Tan, Sook-Rei ; Li, Changtai. In: Emerging Markets Review. RePEc:eee:ememar:v:63:y:2024:i:c:s1566014124001092. Full description at Econpapers || Download paper | |
| 2025 | Commodity dependence: Providing information on emerging market CDS spreads when economic indicators are absent. (2025). Zyildirim, Sheyla ; Ordu-Akkaya, Beyza Mina. In: Emerging Markets Review. RePEc:eee:ememar:v:67:y:2025:i:c:s1566014125000482. Full description at Econpapers || Download paper | |
| 2024 | Carbon dioxide and asset pricing: Evidence from international stock markets. (2024). Chen, Zhuo ; Tao, Libin ; Liu, Jinyu ; Lu, Andrea. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001287. Full description at Econpapers || Download paper | |
| 2024 | The risk–return tradeoff among equity factors. (2024). Barroso, Pedro ; Maio, Paulo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000537. Full description at Econpapers || Download paper | |
| 2024 | Is firm-level political risk priced in the corporate bond market?. (2024). Piljak, Vanja ; Ceballos, Luis ; Swinkels, Laurens. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000963. Full description at Econpapers || Download paper | |
| 2025 | Creating value through corporate social responsibility: The role of foreign institutional investors in Chinese listed firms. (2025). Yang, Tina ; Li, Yunhe ; Liu, YU ; Miletkov, Mihail. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s092753982500043x. Full description at Econpapers || Download paper | |
| 2025 | Unlocking efficiency: How capital market liberalization shapes firm productivity. (2025). Deng, Nan ; Zhou, Lu Jolly ; Li, Chenchen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000465. Full description at Econpapers || Download paper | |
| 2025 | Energy poverty and financial development: Evidence from developing countries. (2025). Donou-Adonsou, Ficawoyi ; Basnet, Hem ; Mathey, Samuel. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325003871. Full description at Econpapers || Download paper | |
| 2025 | Regret 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. Full description at Econpapers || Download paper | |
| 2025 | The impact of interest rate liberalization on loan pricing efficiency: Theory and evidence. (2025). Liu, Jianxiong ; Chen, Wen. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002947. Full description at Econpapers || Download paper | |
| 2024 | Political risks, excess and carry trade returns in global markets. (2024). Blenman, Lloyd P ; Kesse, Kwabena. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004222. Full description at Econpapers || Download paper | |
| 2024 | Financial market integration: A complex and controversial journey. (2024). Donadelli, Michael ; Gufler, I ; Paradiso, A. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000322. Full description at Econpapers || Download paper | |
| 2024 | Benefits and costs: The impact of capital control on growth-at-risk in China. (2024). Zhou, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000930. Full description at Econpapers || Download paper | |
| 2024 | Volatility connectedness on the central European forex markets. (2024). Kočenda, Evžen ; Albrecht, Peter ; Koenda, Even. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400111x. Full description at Econpapers || Download paper | |
| 2024 | Options illiquidity in an over-the-counter market. (2024). Ahn, Jungkyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002357. Full description at Econpapers || Download paper | |
| 2024 | The impact of COVID-19 on global financial markets: A multiscale volatility spillover analysis. (2024). Hong, Yongmiao ; Cheng, Zishu ; Wei, Yunjie ; Wang, Shouyang ; Cui, Ruhong ; Li, Mingchen. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003867. Full description at Econpapers || Download paper | |
| 2024 | Does financial market liberalization promote corporate radical innovation? Evidence from China. (2024). Li, Xiao-Lin ; Si, Deng-Kui. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004320. Full description at Econpapers || Download paper | |
| 2024 | Stock price spillovers from foreign institutional investor divestment: Evidence from BlackRocks closure of the China Flexible Equity Fund. (2024). Pan, Changchun ; Song, Yuhang ; Jin, Long. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006264. Full description at Econpapers || Download paper | |
| 2024 | FX resilience around the world: Fighting volatile cross-border capital flows. (2024). Liu, Estelle Xue ; Chen, Louisa. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006859. Full description at Econpapers || Download paper | |
| 2025 | Systemic risk from overlapping portfolios: A multi-objective optimization framework. (2025). Maringer, Dietmar ; Sulas, Alessandro ; Paterlini, Sandra. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007269. Full description at Econpapers || Download paper | |
| 2025 | Price effects of asset forced sales during massive pension funds withdrawals. (2025). Hansen, Erwin ; Daz, Juan D. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924008019. Full description at Econpapers || Download paper | |
| 2024 | Mandatory CSR disclosure and stock liquidity: Evidence from Chinese listed firms. (2024). Ling, Yishu ; Lu, YE ; Xue, Shuyu ; Wu, Huilin. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011893. Full description at Econpapers || Download paper | |
| 2024 | Capital market openness and bank credit risk: Evidence from listed commercial banks. (2024). Guo, Jialin ; Wu, Desheng. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s154461232400312x. Full description at Econpapers || Download paper | |
| 2025 | The disappearing turn-of-month effect. (2025). Han, Yufeng ; Tian, Shirley. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s1544612324014909. Full description at Econpapers || Download paper | |
| 2025 | Does financial openness mitigate carbon emissions? Evidence from a cross-country study. (2025). Zhang, Ying ; Xian, Yushi ; Fu, Dahai ; Fang, Xiaobo. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s1544612325001400. Full description at Econpapers || Download paper | |
| 2025 | Including A-shares in the MSCI index and enterprises’ Total factor productivity—impact on Chinas micro-enterprises. (2025). Hu, Xiaoyang ; Cai, Wenhao ; Li, Daode ; Yang, Yunxiang. In: Finance Research Letters. RePEc:eee:finlet:v:76:y:2025:i:c:s1544612325001898. Full description at Econpapers || Download paper | |
| 2025 | Investment opportunities and labor mobility: Evidence from Europe. (2025). Peterburgsky, Stanley. In: Finance Research Letters. RePEc:eee:finlet:v:82:y:2025:i:c:s1544612325008293. Full description at Econpapers || Download paper | |
| 2024 | Extreme illiquidity and cross-sectional corporate bond returns. (2024). Chen, XI ; Wang, Junbo ; Wu, DI. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418124000132. Full description at Econpapers || Download paper | |
| 2025 | Bigger pie, bigger slice: liquidity, value gain, and underpricing in IPOs. (2025). Li, Lily Yuanzhi ; Guo, Yang ; Zhong, Hongda. In: Journal of Financial Markets. RePEc:eee:finmar:v:72:y:2025:i:c:s1386418124000673. Full description at Econpapers || Download paper | |
| 2025 | Institutional granular impact is benign on asset sales and price efficiency. (2025). Qiao, Xiao ; Baronyan, Sayad ; Feng, Guanhao ; Fan, Yinghua. In: Journal of Financial Markets. RePEc:eee:finmar:v:75:y:2025:i:c:s1386418125000278. Full description at Econpapers || Download paper | |
| 2024 | External wealth of nations and systemic risk. (2024). Ongena, Steven ; Andrieș, Alin Marius ; Sprincean, Nicu ; Chiper, Alexandra Maria. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s157230892300092x. Full description at Econpapers || Download paper | |
| 2024 | Modelling fire sale contagion across banks and non-banks. (2024). Ferrara, Gerardo ; Caccioli, Fabio ; Ramadiah, Amanah. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000160. Full description at Econpapers || Download paper | |
| 2024 | Shock amplification in an interconnected financial system of banks and investment funds. (2024). Del Vecchio, Leonardo ; Covi, Giovanni ; Gourdel, Regis ; Kaoudis, Georgios ; Fiedor, Pawel ; Fukker, Gabor ; Tente, Natalia ; Salakhova, Dilyara ; Kaijser, Michiel ; Hilberg, Bjorn ; Gehrend, Max ; Schilte, Aurore ; Montagna, Mattia ; Grassi, Alberto ; Sydow, Matthias ; Deipenbrock, Marija ; Mingarelli, Luca ; Piquard, Thibaut. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000196. Full description at Econpapers || Download paper | |
| 2025 | Stock liquidity and corporate climate performance: evidence from China. (2025). Muchenje, Linda Tinofirei. In: Journal of Financial Stability. RePEc:eee:finsta:v:77:y:2025:i:c:s157230892500018x. Full description at Econpapers || Download paper | |
| 2025 | Bank diversity and financial contagion. (2025). Zazzaro, Alberto ; Caiazzo, Emmanuel. In: Journal of Financial Stability. RePEc:eee:finsta:v:77:y:2025:i:c:s157230892500021x. Full description at Econpapers || Download paper | |
| 2025 | Rise of NBFIs and the global structural change in the transmission of market shocks. (2025). Hogen, Yoshihiko ; Shinozaki, Yuji ; Kasai, Yoshiyasu. In: Journal of Financial Stability. RePEc:eee:finsta:v:79:y:2025:i:c:s1572308925000488. Full description at Econpapers || Download paper | |
| 2024 | Heterogeneity of foreign investors and Knightian uncertainty: Evidence from the Chinese capital market. (2024). Meng, Yongqiang ; Wang, Yang ; Li, Yang ; Xiong, Xiong. In: Global Finance Journal. RePEc:eee:glofin:v:61:y:2024:i:c:s1044028324000541. Full description at Econpapers || Download paper | |
| 2024 | Linkages between financial and macroeconomic indicators in emerging markets and developing economies. (2024). Michaelides, Michael ; Liang, Zhongwen ; Loungani, Prakash ; Biswas, Rita. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000796. Full description at Econpapers || Download paper | |
| 2024 | Tail risk network analysis of Asian banks. (2024). Powell, Robert ; Bannigidadmath, Deepa ; Pham, Thach N. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000899. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2005 | Consumption, Dividends, and the Cross Section of Equity Returns In: Journal of Finance. [Full Text][Citation analysis] | article | 216 |
| 2007 | Global Growth Opportunities and Market Integration In: Journal of Finance. [Full Text][Citation analysis] | article | 185 |
| 2004 | Global Growth Opportunities and Market Integration.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 185 | paper | |
| 2012 | Asset Fire Sales and Purchases and the International Transmission of Funding Shocks In: Journal of Finance. [Full Text][Citation analysis] | article | 240 |
| 2003 | Equity Market Liberalization in Emerging Markets In: Journal of Financial Research. [Full Text][Citation analysis] | article | 134 |
| 2003 | Equity market liberalization in emerging markets.(2003) In: Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 134 | article | |
| 2006 | Liquidity and Expected Returns: Lessons from Emerging Markets In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 474 |
| 2005 | Liquidity and Expected Returns: Lessons From Emerging Markets.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 474 | paper | |
| 2007 | Liquidity and Expected Returns: Lessons from Emerging Markets.(2007) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 474 | article | |
| 2009 | Asset fire sales and purchases and the international transmission of financial shocks In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 19 |
| 2010 | What Segments Equity Markets? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 252 |
| 2010 | What Segments Equity Markets?.(2010) In: NBP Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 252 | paper | |
| 2009 | What Segments Equity Markets?.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 252 | paper | |
| 2011 | What Segments Equity Markets?.(2011) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 252 | article | |
| 2001 | Emerging equity markets and economic development In: Journal of Development Economics. [Full Text][Citation analysis] | article | 242 |
| 2000 | Emerging Equity Markets and Economic Development.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 242 | paper | |
| 2002 | Market efficiency, asset returns, and the size of the risk premium in global equity markets In: Journal of Econometrics. [Full Text][Citation analysis] | article | 42 |
| 2011 | Regulatory pressure and fire sales in the corporate bond market In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 264 |
| 2013 | The European Union, the Euro, and equity market integration In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 87 |
| 2010 | The European Union, the Euro, and Equity Market Integration.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 87 | paper | |
| 2011 | The European Union, the Euro, and Equity Market Integration.(2011) In: 2011 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 87 | paper | |
| 2005 | Does financial liberalization spur growth? In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 1192 |
| 2001 | Does Financial Liberalization Spur Growth?.(2001) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1192 | paper | |
| 2007 | The risk return tradeoff in the long run: 1836-2003 In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 156 |
| 2006 | Growth volatility and financial liberalization In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 320 |
| 2004 | Growth Volatility and Financial Liberalization.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 320 | paper | |
| 2013 | How do foreign investors impact domestic economic activity? Evidence from India and China In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 3 |
| 2011 | Financial Openness and Productivity In: World Development. [Full Text][Citation analysis] | article | 158 |
| 2009 | Financial Openness and Productivity.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 158 | paper | |
| 2020 | Capital Flows in Risky Times: Risk-On / Risk-Off and Emerging Market Tail Risk In: Research Working Paper. [Full Text][Citation analysis] | paper | 20 |
| 2020 | Capital Flows in Risky Times: Risk-on/Risk-off and Emerging Market Tail Risk.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
| In: . [Full Text][Citation analysis] | paper | 8 | |
| 2014 | Political Risk Spreads In: NBER Working Papers. [Full Text][Citation analysis] | paper | 101 |
| 2014 | Political risk spreads.(2014) In: Journal of International Business Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 101 | article | |
| 2017 | Taper Tantrums: QE, its Aftermath and Emerging Market Capital Flows In: NBER Working Papers. [Full Text][Citation analysis] | paper | 52 |
| 2022 | Global Fund Flows and Emerging Market Tail Risk In: NBER Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2023 | Risk-On Risk-Off: A Multifaceted Approach to Measuring Global Investor Risk Aversion In: NBER Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2009 | Liquidity and Financial Intermediation In: 2009 Meeting Papers. [Citation analysis] | paper | 0 |
| 2011 | Endogenous Liquidity Supply In: 2011 Meeting Papers. [Citation analysis] | paper | 7 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team