17
H index
18
i10 index
3945
Citations
University of North Carolina-Chapel-Hill | 17 H index 18 i10 index 3945 Citations RESEARCH PRODUCTION: 17 Articles 21 Papers RESEARCH ACTIVITY: 23 years (2000 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/plu185 |
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 |
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Journal of Financial Economics | 4 |
Journal of Finance | 3 |
Journal of International Money and Finance | 2 |
The Review of Financial Studies | 2 |
Working Papers Series with more than one paper published | # docs |
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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 | |
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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 | |
2023 | Dynamic Networks in Large Financial and Economic Systems. (2020). BarunÃÂk, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842. Full description at Econpapers || Download paper | |
2023 | A Look at Financial Dependencies by Means of Econophysics and Financial Economics. (2023). di Matteo, T ; Raddant, M. In: Papers. RePEc:arx:papers:2302.08208. Full description at Econpapers || Download paper | |
2023 | Government Guarantees and Banks Income Smoothing. (2023). , Felipe ; Merkley, Kenneth J ; Dantas, Manuela M. In: Papers. RePEc:arx:papers:2303.03661. Full description at Econpapers || Download paper | |
2023 | The Price of Empire: Unrest Location and Sovereign Risk in Tsarist Russia. (2023). Vaaler, Paul M ; Hartwell, Christopher A. In: Papers. RePEc:arx:papers:2309.06885. Full description at Econpapers || Download paper | |
2023 | Developers Leverage, Capital Market Financing, and Fire Sale Externalities Evidence from the Thai Condominium Market. (2023). Saengchote, Kanis. In: Papers. RePEc:arx:papers:2312.05013. Full description at Econpapers || Download paper | |
2024 | Risk premium and rough volatility. (2024). Muguruza, Aitor ; Jacquier, Antoine ; Bonesini, Ofelia. 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 | |
2023 | The Macroeconomic Effects of Portfolio Equity Inflows. (2023). Sander, Nick. In: Staff Working Papers. RePEc:bca:bocawp:23-31. Full description at Econpapers || Download paper | |
2024 | Geoeconomic fragmentation and firms financial performance. (2024). Ferriani, Fabrizio ; D'Orazio, Alessandro ; Gazzani, Andrea. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_844_24. Full description at Econpapers || Download paper | |
2023 | Flight to climatic safety: local natural disasters and global portfolio flows. (2023). Gazzani, Andrea ; Ferriani, Fabrizio ; Natoli, Filippo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1420_23. Full description at Econpapers || Download paper | |
2024 | Firm?level political risk and Shari’ah compliance: equity capital cost and payouts policy. (2021). Balli, Faruk ; de Bruin, Anne ; Ozerballi, Hatice ; Karimov, Jamshid. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4639-4667. Full description at Econpapers || Download paper | |
2023 | How is illiquidity priced in the Chinese stock market?. (2023). Shen, Zhiqi ; Jiang, Fuwei ; Wu, Kai ; Liu, Jun. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1285-1320. 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 | |
2023 | Microstructure and asset pricing: An insight on African frontier stock markets. (2023). Nchofoung, Tii ; Hikouatcha, Prince ; Tchoffo, Pierre Ghislain ; Bidias, Hans Patrick ; Njamen, Arsene Aurelien. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:944-987. 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). Paeleman, Ine ; Deloof, Marc. In: Economic History Review. RePEc:bla:ehsrev:v:77:y:2024:i:2:p:523-553. Full description at Econpapers || Download paper | |
2023 | Financial globalisation in ASEAN+3: Navigating the financial trilemma. (2023). Gopalan, Sasidaran ; Rajan, Ramkishen S ; Gupta, Bhavya. In: Global Policy. RePEc:bla:glopol:v:14:y:2023:i:3:p:464-476. Full description at Econpapers || Download paper | |
2023 | Average skewness in global equity markets. (2023). Kirli, Imra ; Gunaydin, Doruk A ; Demirtas, Ozgur K ; Atilgan, Yigit. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:245-271. Full description at Econpapers || Download paper | |
2023 | How Risky Are U.S. Corporate Assets?. (2023). Yaron, Amir ; Shaliastovich, Ivan ; Richard, Scott ; Davydiuk, Tetiana. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:141-208. Full description at Econpapers || Download paper | |
2023 | Personal taxes, cost of insurer equity capital, and the case of offshore hedge fund reinsurers. (2023). Niehaus, Greg. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:90:y:2023:i:2:p:249-281. Full description at Econpapers || Download paper | |
2023 | Reverse stress testing: Scenario design for macroprudential stress tests. (2023). Schaanning, Eric ; Baes, Michel. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:2:p:209-256. Full description at Econpapers || Download paper | |
2023 | How Wealthy are the Rich?. (2023). Milaković, Mishael ; Schulz, Jan. In: Review of Income and Wealth. RePEc:bla:revinw:v:69:y:2023:i:1:p:100-123. Full description at Econpapers || Download paper | |
2023 | Quest for the General Effect Size of Finance on Growth: A Large Meta-Analysis of Worldwide Studies. (2023). Kočenda, Evžen ; Iwasaki, Ichiro ; Kocenda, Even ; Koenda, Even. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10740. Full description at Econpapers || Download paper | |
2023 | Fighting Inflation More Effectively without Transferring Central Banks’ Profits to Banks. (2023). Ji, Yuemei ; de Grauwe, Paul. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10741. Full description at Econpapers || Download paper | |
2023 | Long-term Investors, Demand Shifts, and Yields. (2023). Jansen, Kristy. In: Working Papers. RePEc:dnb:dnbwpp:769. Full description at Econpapers || Download paper | |
2023 | Credit Ratings and Investments. (2023). Vlahu, Razvan ; Peia, Oana ; Bayona, Anna. In: Working Papers. RePEc:dnb:dnbwpp:776. Full description at Econpapers || Download paper | |
2023 | Revisiting the finance-growth nexus: Global evidence. (2023). Soedarmono, Wahyoe ; Razak, Abd Rahman. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00886. 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 | |
2023 | Climatic variability, remittances and household consumption volatility In developing countries. (2023). Kratou, Hajer ; Kinda, Romuald S. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00394. Full description at Econpapers || Download paper | |
2023 | Recent advances in the literature on capital flow management. (2023). Wesołowski, Grzegorz ; Theofilakou, Anastasia ; CEZAR, Rafael ; van den Hove, Floriane ; Eijking, Carlijn ; Scheubel, Beatrice ; Bruggemann, Axel ; Landi, Valerio Nispi ; Berganza, Juan Carlos ; Naef, Alain ; Beck, Roland ; Sanchez, Luis Molina ; Moder, Isabella ; Marsilli, Clement ; Kreitz, Lilian ; Alves, Joel Graa ; Fuentes, Alberto ; Wesoowski, Grzegorz ; Eller, Markus. In: Occasional Paper Series. RePEc:ecb:ecbops:2023317. Full description at Econpapers || Download paper | |
2023 | A novel high?frequency indicator of financial integration for monitoring the impact of COVID-19. (2023). Zito, Alessandro ; Mongelli, Francesco Paolo ; Kochanska, Urszula ; Borgioli, Stefano. In: Statistics Paper Series. RePEc:ecb:ecbsps:202343. Full description at Econpapers || Download paper | |
2024 | Spare tyres with a hole: investment funds under stress and credit to firms. (2024). Dacri, Costanza Rodriguez ; Rariga, Judit ; Nicoletti, Giulio. In: Working Paper Series. RePEc:ecb:ecbwps:20242917. Full description at Econpapers || Download paper | |
2023 | Investing in the Future: A Systematic Literature Review on Renewable Energy and its Impact on Financial Returns. (2023). Azam, Sardor ; Sharipova, Zebo ; Odilova, Shoirahon. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-34. Full description at Econpapers || Download paper | |
2023 | A literature review on extreme price movements with reversal. (2023). Steffen, Viktoria. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000205. Full description at Econpapers || Download paper | |
2023 | Genetic distance and stock market integration. (2023). Todea, Anita. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000412. Full description at Econpapers || Download paper | |
2023 | Financial reforms and capital accumulation in developing economies: New data and evidence. (2023). An, Zidong. In: China Economic Review. RePEc:eee:chieco:v:77:y:2023:i:c:s1043951x22001535. Full description at Econpapers || Download paper | |
2023 | The world cup in football and the US IPO market. (2023). Shekhar, Chander ; Lv, Jin Roc ; Fjesme, Sturla Lyngnes. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000597. 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 | |
2023 | Interest rate changes and the cross-section of global equity returns. (2023). Long, Huaigang ; Bianchi, Robert J ; Cakici, Nusret ; Zaremba, Adam. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188923000027. Full description at Econpapers || Download paper | |
2024 | Risks and risk premia in the US Treasury market. (2024). Sarno, Lucio ; Zinna, Gabriele ; Li, Junye. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s016518892300194x. 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 | 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 | Idiosyncratic risk and cross-section of stock returns in emerging European markets. (2023). Wojtowicz, Tomasz ; Czapkiewicz, Anna ; Zaremba, Adam. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001347. Full description at Econpapers || Download paper | |
2023 | Exploring the determinants of Fintech Credit: A comprehensive analysis. (2023). Liu, Xueqin ; Xue, Xupeng ; Kyaw, Khine ; Hou, Siyuan ; Wang, Xiaoting. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002341. Full description at Econpapers || Download paper | |
2023 | No place like home: Home bias and flight-to-quality in Group of Seven countries. (2023). Nagy, Balint-Zsolt ; Socaciu, Erzsebet-Mirjam ; Benedek, Botond. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003619. Full description at Econpapers || Download paper | |
2023 | Risk-return tradeoff and serial correlation in the Chinese stock market: A bailout-driven crash feedback hypothesis. (2023). Yang, Yiwen ; Yao, Jing. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003644. Full description at Econpapers || Download paper | |
2024 | Downside liquidity risk premium: From the perspective of higher moment. (2024). Jin, Xiu ; Hou, Yuting. 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 | |
2023 | Financial integration and international risk spillovers. (2023). Lee, Dongwon. In: Economics Letters. RePEc:eee:ecolet:v:225:y:2023:i:c:s0165176523000745. Full description at Econpapers || Download paper | |
2023 | The impact of economic policy uncertainty on stock prices. (2023). Ginn, William. In: Economics Letters. RePEc:eee:ecolet:v:233:y:2023:i:c:s0165176523004585. Full description at Econpapers || Download paper | |
2023 | Robust inference with stochastic local unit root regressors in predictive regressions. (2023). Phillips, Peter ; Liu, Yanbo. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:563-591. Full description at Econpapers || Download paper | |
2023 | Business-cycle consumption risk and asset prices. (2023). Tamoni, Andrea ; Bandi, Federico M. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407623001410. Full description at Econpapers || Download paper | |
2024 | Systematic staleness. (2024). Reno, Roberto ; Pirino, Davide ; Bandi, Federico M. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002385. Full description at Econpapers || Download paper | |
2023 | Financial globalization and technological innovation: International evidence. (2023). Chang, Chun-Ping ; Wang, Quan-Jing ; Feng, Gen-Fu ; Zheng, Mingbo. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:1:s0939362522001108. Full description at Econpapers || Download paper | |
2023 | Emerging equity markets in a globalized world. (2023). Bekaert, Geert ; Mondino, Tomas ; Harvey, Campbell R. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000390. Full description at Econpapers || Download paper | |
2024 | Global contagion of US COVID-19 panic news. (2024). Ho, Young ; Park, Dojoon ; Kang, Yong Joo. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000116. Full description at Econpapers || Download paper | |
2023 | Global political risk and international stock returns. (2023). Zenios, Stavros A ; Pagliardi, Giovanni ; Gala, Vito D. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:78-102. Full description at Econpapers || Download paper | |
2024 | Carbon dioxide and asset pricing: Evidence from international stock markets. (2024). Lu, Andrea ; Liu, Jinyu ; Chen, Zhuo ; Tao, Libin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001287. Full description at Econpapers || Download paper | |
2023 | Analyzing the influence of geopolitical risks on European power prices using a multiresolution causal neural network. (2023). ben Jabeur, Sami ; Saadaoui, Foued. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002918. Full description at Econpapers || Download paper | |
2023 | Sustainability and sovereign credit risk. (2023). Lonarski, Igor ; Vanpee, Rosanne ; Anand, Arsh. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000108. Full description at Econpapers || Download paper | |
2023 | Long-term adjusted volatility: Powerful capability in forecasting stock market returns. (2023). Li, Yan ; Liu, Jing ; Qiu, Rui. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000467. Full description at Econpapers || Download paper | |
2023 | Liquidity Dry-ups in equity markets. (2023). Wang, Xiaoqiong ; Li, Chengcheng ; Kim, Donghyun. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000522. Full description at Econpapers || Download paper | |
2023 | Nonlinear market liquidity: An empirical examination. (2023). Uribe, Jorge ; Chuliá, Helena ; Mosquera-Lopez, Stephania ; Chulia, Helena. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000480. Full description at Econpapers || Download paper | |
2023 | Who are the vectors of contagion? Evidence from emerging markets. (2023). Munera, Daimer J ; Agudelo, Diego A. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001151. Full description at Econpapers || Download paper | |
2023 | Geopolitical risk and corporate payout policy. (2023). Yuan, Jiayi ; Huang, Jin ; Gao, Yang ; Adra, Samer. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001291. Full description at Econpapers || Download paper | |
2023 | Financial openness and firm exports: Evidence from Foreign-owned Banks in China. (2023). Pu, Yun ; Xiao, Ziheng ; Lyu, Chaofeng. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001308. Full description at Econpapers || Download paper | |
2023 | Possibility versus feasibility: International portfolio diversification under financial liberalization. (2023). Yao, Shujie ; Wan, Hong ; Chen, Yiqing. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001680. Full description at Econpapers || Download paper | |
2023 | Non-banks contagion and the uneven mitigation of climate risk. (2023). Sydow, Matthias ; Gourdel, Regis. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002557. Full description at Econpapers || Download paper | |
2023 | Foreign investment and information quality – A quasi-experiment from China. (2023). Liao, Yunxiang ; Zhang, Liguang ; Hu, Ning ; Wang, Yunchen. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003125. Full description at Econpapers || Download paper | |
2023 | Exchange rate co-movements and corporate foreign exchange exposures: A study on RMB. (2023). Yu, Jishuang ; Wang, Wenqing ; He, Qing. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003472. Full description at Econpapers || Download paper | |
2023 | Capital liberalization, growth and moral hazard: Lessons from the global financial crisis. (2023). Sugozu, Ibrahim Halil ; Yasar, Sema ; Verberi, Can. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004179. 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). Paradiso, A ; Gufler, I ; Donadelli, M. 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 ; Koenda, Even ; Albrecht, Peter. 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 | |
2023 | Stock liquidity and firm-level political risk. (2023). Yaghoubi, Mona ; Das, Kuntal K. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005967. Full description at Econpapers || Download paper | |
2023 | Capital market opening and corporate environmental performance: Empirical evidence from China. (2023). Lu, Tong ; Fu, Wenqiang ; Zhang, Rongwu. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007632. Full description at Econpapers || Download paper | |
2023 | Financial market opening and corporate tax avoidance: Evidence from staggered quasi-natural experiments. (2023). Ni, Xiaoran ; Li, Xiao ; Huang, Jianqiao ; Chen, Yunsen. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001435. Full description at Econpapers || Download paper | |
2023 | Stock market liberalization and earnings management: Evidence from the China–Hong Kong Stock Connects. (2023). Wang, Min ; Chen, Guang. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323007894. Full description at Econpapers || Download paper | |
2024 | Mandatory CSR disclosure and stock liquidity: Evidence from Chinese listed firms. (2024). Ling, Yishu ; Wu, Huilin ; Xue, Shuyu ; Lu, YE. 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). Wu, Desheng ; Guo, Jialin. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s154461232400312x. Full description at Econpapers || Download paper | |
2024 | Extreme illiquidity and cross-sectional corporate bond returns. (2024). Wu, DI ; Wang, Junbo ; Chen, XI. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418124000132. Full description at Econpapers || Download paper | |
2024 | External wealth of nations and systemic risk. (2024). Ongena, Steven ; Chiper, Alexandra Maria ; Andrie, Alin Marius ; Sprincean, Nicu. 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). Ramadiah, Amanah ; Ferrara, Gerardo ; Caccioli, Fabio. 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 ; Kaoudis, Georgios ; Schilte, Aurore ; Kaijser, Michiel ; Sydow, Matthias ; Hilberg, Bjorn ; Grassi, Alberto ; Gourdel, Regis ; Gehrend, Max ; Tente, Natalia ; Fukker, Gabor ; Salakhova, Dilyara ; Fiedor, Pawel ; Piquard, Thibaut ; Montagna, Mattia ; Deipenbrock, Marija ; Mingarelli, Luca. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000196. Full description at Econpapers || Download 2023 | Capital flows in an aging world. (2023). Guibaud, Stephane ; Coeurdacier, Nicolas ; Barany, Zsofia L. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001398. Full description at Econpapers || Download paper |
2023 | The connectedness between meme tokens, meme stocks, and other asset classes: Evidence from a quantile connectedness approach. (2023). Yousaf, Imran ; Goodell, John W ; Pham, Linh. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001664. Full description at Econpapers || Download paper | |
2023 | European stock market volatility connectedness: The role of country and sector membership. (2023). Uribe, Jorge ; Guillen, Montserrat ; Vidal-Llana, Xenxo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001688. Full description at Econpapers || Download paper | |
2023 | Capital market liberalization and opportunistic insider sales: Evidence from China. (2023). Dai, Yunhao ; Wang, LI ; Liu, Xiaojun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s104244312200169x. Full description at Econpapers || Download paper | |
2023 | What explains the benefits of international portfolio diversification?. (2023). Sy, Oumar ; Nazaire, Gregory ; Guedhami, Omrane ; Attig, Najah. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122002013. Full description at Econpapers || Download paper | |
2023 | Cross-border equity flows and information transmission: Evidence from Chinese stock markets. (2023). Shi, Donghui ; Han, Bing ; Chan, Kalok ; Bian, Jiangze. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000239. Full description at Econpapers || Download paper | |
2023 | Does equity market openness increase productivity? the dual effects of Shanghai-Hong Kong stock Connect program in China. (2023). Yang, Shenggang ; Rao, Siqi ; Yuan, LI ; Dai, Pengyi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001178. Full description at Econpapers || Download paper | |
2023 | The long-run risk premium in the intertemporal CAPM: International evidence. (2023). Sakemoto, Ryuta. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001221. 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 | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2005 | Consumption, Dividends, and the Cross Section of Equity Returns In: Journal of Finance. [Full Text][Citation analysis] | article | 214 |
2007 | Global Growth Opportunities and Market Integration In: Journal of Finance. [Full Text][Citation analysis] | article | 179 |
2004 | Global Growth Opportunities and Market Integration.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 179 | paper | |
2012 | Asset Fire Sales and Purchases and the International Transmission of Funding Shocks In: Journal of Finance. [Full Text][Citation analysis] | article | 223 |
2003 | Equity Market Liberalization in Emerging Markets In: Journal of Financial Research. [Full Text][Citation analysis] | article | 126 |
2003 | Equity market liberalization in emerging markets.(2003) In: Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 126 | article | |
2006 | Liquidity and Expected Returns: Lessons from Emerging Markets In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 450 |
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: 450 | 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: 450 | article | |
2009 | Asset fire sales and purchases and the international transmission of financial shocks In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 20 |
2010 | What Segments Equity Markets? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 234 |
2010 | What Segments Equity Markets?.(2010) In: NBP Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 234 | paper | |
2009 | What Segments Equity Markets?.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 234 | paper | |
2011 | What Segments Equity Markets?.(2011) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 234 | article | |
2001 | Emerging equity markets and economic development In: Journal of Development Economics. [Full Text][Citation analysis] | article | 235 |
2000 | Emerging Equity Markets and Economic Development.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 235 | 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 | 39 |
2011 | Regulatory pressure and fire sales in the corporate bond market In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 239 |
2013 | The European Union, the Euro, and equity market integration In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 85 |
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: 85 | 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: 85 | paper | |
2005 | Does financial liberalization spur growth? In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 1126 |
2001 | Does Financial Liberalization Spur Growth?.(2001) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1126 | paper | |
2007 | The risk return tradeoff in the long run: 1836-2003 In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 151 |
2006 | Growth volatility and financial liberalization In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 310 |
2004 | Growth Volatility and Financial Liberalization.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 310 | 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 | 149 |
2009 | Financial Openness and Productivity.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 149 | 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 | 13 |
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: 13 | paper | |
2014 | Political Risk Spreads In: NBER Working Papers. [Full Text][Citation analysis] | paper | 89 |
2014 | Political risk spreads.(2014) In: Journal of International Business Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 89 | article | |
2017 | Taper Tantrums: QE, its Aftermath and Emerging Market Capital Flows In: NBER Working Papers. [Full Text][Citation analysis] | paper | 51 |
2022 | Global Fund Flows and Emerging Market Tail Risk In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
2023 | Risk-On Risk-Off: A Multifaceted Approach to Measuring Global Investor Risk Aversion In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
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 November, 3 2024. Contact: CitEc Team