Anna Pavlova : Citation Profile

London Business School (LBS)

11

H index

13

i10 index

1154

Citations

RESEARCH PRODUCTION:

15

Articles

39

Papers

1

Chapters

RESEARCH ACTIVITY:

   28 years (1997 - 2025). See details.
   Cites by year: 41
   Journals where Anna Pavlova has often published
   Relations with other researchers
   Recent citing documents: 148.    Total self citations: 20 (1.7 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa810
   Updated: 2026-05-02    RAS profile: 2025-04-24    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Anna Pavlova.

Is cited by:

Coeurdacier, Nicolas (45)

Schmukler, Sergio (26)

Vayanos, Dimitri (25)

Broner, Fernando (24)

Rey, Helene (20)

Williams, Tomas (19)

Goutte, Stéphane (16)

Basak, Suleyman (14)

Kaniel, Ron (14)

Kollmann, Robert (13)

Martin, Philippe (12)

Cites to:

Basak, Suleyman (25)

Rigobon, Roberto (21)

Detemple, Jerome (18)

Reinhart, Carmen (17)

Kaminsky, Graciela (17)

Obstfeld, Maurice (16)

Vayanos, Dimitri (12)

Lane, Philip (12)

Abel, Andrew (10)

Lucas, Robert (9)

Milesi-Ferretti, Gian Maria (9)

Main data

Where Anna Pavlova has published?

Journals with more than one article published# docs
The Review of Financial Studies3
Journal of Financial Economics2
Journal of Economic Theory2
American Economic Review2
Journal of Finance2

Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / C.E.P.R. Discussion Papers11
NBER Working Papers / National Bureau of Economic Research, Inc7
Econometric Society 2004 North American Winter Meetings / Econometric Society2

Recent works citing Anna Pavlova (2025 and 2024)

YearTitle of citing document
2025Evaluating the Impact of ESG and Decarbonization Metrics on Stock Price Prediction. (2025). Yerli, Idem. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:10:y:2025:i:si:p:252-274.

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2026Demand Shocks in Equity Markets and Firm Responses. (2026). Williams, Tomas ; Schmukler, Sergio ; Broner, Fernando ; Cortina, Juan J. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:196.

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2025Non-Concave Utility Maximization with Transaction Costs. (2023). Qian, Shuaijie ; Yang, Chen. In: Papers. RePEc:arx:papers:2307.02178.

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2024Uncovering the Sino-US dynamic risk spillovers effects: Evidence from agricultural futures markets. (2024). Zhou, Wei-Xing ; Dai, Peng-Fei ; Zhu, Han-Yu. In: Papers. RePEc:arx:papers:2403.01745.

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

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2025Smart leverage? Rethinking the role of Leveraged Exchange Traded Funds in constructing portfolios to beat a benchmark. (2025). Li, Yuying ; van Staden, Pieter ; Forsyth, Peter. In: Papers. RePEc:arx:papers:2412.05431.

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2025Multiscale risk spillovers and external driving factors: Evidence from the global futures and spot markets of staple foods. (2025). Zhou, Wei-Xing ; Nguyen, Duc Khuong ; Goutte, St'Ephane ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2501.15173.

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2025Shortermism and excessive risk taking in optimal execution with a target performance. (2025). Lan, Yuheng ; Barucci, Emilio. In: Papers. RePEc:arx:papers:2505.15611.

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2025Optimising cryptocurrency portfolios through stable clustering of price correlation networks. (2025). Kobayashi, Ryota ; Jing, Ruixue ; Correa, Luis Enrique. In: Papers. RePEc:arx:papers:2505.24831.

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2026Nonconcave Portfolio Choice under Smooth Ambiguity. (2026). Zhu, Shihao ; Marinacci, Massimo ; Chen, AN ; Borgonovo, Emanuele. In: Papers. RePEc:arx:papers:2603.08552.

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2026AI Token Futures Market: Commoditization of Compute and Derivatives Contract Design. (2026). Xing, Yicai. In: Papers. RePEc:arx:papers:2603.21690.

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2026Identification of expectational shocks in the oil market using OPEC announcements. (2026). Degasperi, Riccardo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1516_26.

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2026Demand Shocks in Equity Markets and Firm Responses. (2026). Williams, Tomas ; Schmukler, Sergio ; Broner, Fernando ; Cortina, Juan J. In: Working Papers. RePEc:bge:wpaper:1557.

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2024A review on ESG investing: Investors’ expectations, beliefs and perceptions. (2024). Stefanova, Denitsa ; Kräussl, Roman ; Oladiran, Tobi ; Krussl, Roman. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:476-502.

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2025Liquidity, monetary policy and the commodity futures market. (2025). Banti, Chiara ; Kellard, Neil ; Ivan, Miruna-Daniela. In: Bank of England working papers. RePEc:boe:boeewp:1114.

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2025Green Intermediary Asset Pricing. (2025). Sauzet, Maxime. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11944.

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2025Global or regional safe assets: evidence from bond substitution patterns. (2025). Nenova, Tsvetelina. In: Working Paper Series. RePEc:ecb:ecbwps:20253159.

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2025Do investors see the darkness in narcissism?. (2025). Marquez-Illescas, Gilberto ; Triki, Anis. In: Advances in accounting. RePEc:eee:advacc:v:69:y:2025:i:c:s0882611025000446.

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2024Nominal exchange rates and heterogeneous beliefs. (2024). Lu, Lei ; Jiao, Feng ; Croitoru, Benjamin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924000964.

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2024Multiple time scales investor sentiment impact the stock market index fluctuation: From margin trading business perspective. (2024). Song, Yingying ; Guo, Yanhong ; Chen, Xinxin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s106294082300150x.

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2024Frequency spillover effects and cross-quantile dependence between crude oil and stock markets: Evidence from BRICS and G7 countries. (2024). Huang, XI ; Li, Shuang ; Zhu, Huiming ; Ye, Fangyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001857.

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2024Does the international oil market interact with China’s financial market? New evidence from time-varying higher moments. (2024). Liu, Xiaoxing ; Zhou, Donghai ; Tang, Chun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001177.

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2025Factors of predictive power for metal commodities. (2025). Schischke, Amelie ; Rathgeber, Andreas ; Papenfuss, Patric. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002341.

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2025Heterogeneous beliefs with information processing constraints and asset pricing in presence of non-tradable goods. (2025). Wang, Hailong ; Hu, Duni. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001603.

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2026Corporate cash value and ESG management: Panel data analyses of stock indices across countries. (2026). Inaba, Kei-Ichiro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:81:y:2026:i:c:s1062940825001615.

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2026Systemically important commodity futures in China. (2026). Chen, Yang ; Liu, Qing ; Xu, Mengxia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:81:y:2026:i:c:s1062940825001652.

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2024Sustainable investing with ESG ambiguous information. (2024). Jin, Yurong ; Yan, Jingzhou. In: Economics Letters. RePEc:eee:ecolet:v:241:y:2024:i:c:s0165176524002805.

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2024Across-time risk-aware strategies for outperforming a benchmark. (2024). Li, Yuying ; van Staden, Pieter M ; Forsyth, Peter A. In: European Journal of Operational Research. RePEc:eee:ejores:v:313:y:2024:i:2:p:776-800.

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2025Commodity 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.

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2025Foreign currency forecasting in emerging markets: What can stock and bond markets tell us?. (2025). Phylaktis, Kate ; Yamani, Ehab. In: Journal of Empirical Finance. RePEc:eee:empfin:v:83:y:2025:i:c:s0927539825000635.

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2024Does oil spin the commodity wheel? Quantile connectedness with a common factor error structure across energy and agricultural markets. (2024). Parhi, Mamata ; Zhou, Xiaoran ; Enilov, Martin. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001762.

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2024The role of index traders in the financialization of commodity markets: A behavioral finance approach. (2024). Joets, Marc ; Ait-Youcef, Camille. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003499.

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2024Does M&A activity spin the cycle of energy prices?. (2024). Kizys, Renatas ; Enilov, Martin ; Wang, Jianuo. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004894.

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2025Modelling time-varying volatility spillovers across crises: Evidence from major commodity futures and the US stock market. (2025). faff, robert ; Yew, Rand Kwong ; Ramesh, Shietal. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000489.

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2025ESG ratings and ESG mutual fund management compensation. (2025). Huang, Binghua ; Li, Rui. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325003354.

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2025Assessment of banking risk in the context of the oil and gas bubbles. (2025). Dell'Atti, Stefano ; Onorato, Grazia ; di Tommaso, Caterina ; Paltrinieri, Andrea. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325004177.

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2025Corporate investment decisions and related commodities: International evidence from energy and mining industries. (2025). Abrokwah, M ; Smimou, K ; Drougas, A. In: Energy Economics. RePEc:eee:eneeco:v:149:y:2025:i:c:s0140988325005936.

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2025Sailing the stormy seas: Energy hedge funds strategy innovation, and market uncertainties. (2025). Gurdgiev, Constantin ; Shin, Seungho ; French, Joseph J ; Lucey, Brian M. In: Energy Economics. RePEc:eee:eneeco:v:150:y:2025:i:c:s0140988325006267.

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2025Energy commodities and U.S. housing: Long-run Price and volatility integration with comparative evidence from non-energy markets. (2025). Soytas, Ugur ; Nazlioglu, Saban ; Salvino, Robert ; Gormus, Alper. In: Energy Economics. RePEc:eee:eneeco:v:152:y:2025:i:c:s0140988325008370.

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2024Crude oil futures and the short-term price predictability of petroleum products. (2024). Wang, Yudong ; Xiao, Jihong ; Wen, Danyan. In: Energy. RePEc:eee:energy:v:307:y:2024:i:c:s0360544224025246.

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2025Common factors behind companies’ Environmental ratings. (2025). Gucciardi, Gianluca ; Pelagatti, Matteo ; Parisio, Lucia ; Ossola, Elisa. In: International Review of Financial Analysis. RePEc:eee:finana:v:100:y:2025:i:c:s1057521925000481.

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2025Return connectedness between energy commodities and stock markets: New evidence from 31 energy sector companies in Europe. (2025). Kliber, Agata ; Echaust, Krzysztof ; Just, Magorzata. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925001814.

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2025Biodiversity risk or climate risk? Which factor affects corporate ESG rating divergence. (2025). Hao, Jing ; Lucey, Brian ; Duan, Lin ; He, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003898.

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2025The measurement of financialization and its dynamic relevance with the real economy growth: A TVP-VAR analysis. (2025). Wang, Yajun ; Wu, Jinyan. In: International Review of Financial Analysis. RePEc:eee:finana:v:106:y:2025:i:c:s1057521925006325.

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2024The sources of portfolio volatility and mutual fund performance. (2024). Vafai, Nima ; Rakowski, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300501x.

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2024Beyond active share: Boosting fund performance through common holdings with same-benchmark mutual funds. (2024). Wang, Danxia. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000279.

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2024Do commodity futures have a steering effect on the spot stock market in China? New evidence from volatility forecasting. (2024). Liao, Yin ; Ma, Feng ; Lu, Fei ; Bouri, Elie. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001947.

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2024Commodity sectors and factor investment strategies. (2024). Sakemoto, Ryuta ; Nakagawa, Kei. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004253.

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2024Market responses to spillovers in the energy commodity markets: Evaluating short-term vs. long-term effects and business-as-usual vs. distressed phases. (2024). Chiappari, Mattia ; Flori, Andrea ; Scotti, Francesco. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005970.

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2024Unraveling ESG Ambiguity, Price Reaction, and Trading Volume. (2024). Jin, Yurong ; Yan, Qianhui. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000023.

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2024ESG divergence and corporate strategic green patenting. (2024). Hou, Xiaojuan ; Xie, Guanxia. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009449.

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2024Evaluating ESG Investment Profitability: From the Perspective of Sophistication in Investment Decision-Making. (2024). Lu, Xiaomeng ; Zhang, Xianjun ; Guo, Fusen ; Li, Feng. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011346.

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2025ESG ratings and attention: The impact on stock market performance. (2025). Zou, Yanchi ; Yan, Jingzhou ; Shen, Jiahao. In: Finance Research Letters. RePEc:eee:finlet:v:83:y:2025:i:c:s1544612325008001.

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2025Analytically pricing commodity futures options in a regime-switching financialization framework. (2025). Huo, Zhongyao ; He, Xin-Jiang ; Chen, Wenting. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pe:s1544612325015004.

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2025An ETF-based measure of stock price fragility. (2025). Lazo Paz, Renato ; Lazo-Paz, Renato ; Gil, Hamilton Galindo. In: Journal of Financial Markets. RePEc:eee:finmar:v:72:y:2025:i:c:s1386418124000648.

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2024Unveiling interconnectedness and risk spillover among cryptocurrencies and other asset classes. (2024). Kumar, Dilip ; Narayan, Shivani. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000905.

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2025Comovement and S&P 500 membership. (2025). Decoste, Joseph. In: Global Finance Journal. RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000377.

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2025Watchdogs of greenwashing: The role of long-term institutional cross-ownership. (2025). Yin, Wenjing ; Wang, Gaomiao ; Yu, Yumiao. In: Global Finance Journal. RePEc:eee:glofin:v:67:y:2025:i:c:s1044028325001048.

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2025Do ESG rating changes matter? Evidence from Chinese stock market. (2025). Liu, Dianhao ; Zhou, Jun. In: Global Finance Journal. RePEc:eee:glofin:v:67:y:2025:i:c:s1044028325001073.

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2025Real exchange rate and net trade dynamics: Financial and trade shocks. (2025). Mullen, Marcos Mac ; Woo, Soo Kyung. In: Journal of International Economics. RePEc:eee:inecon:v:157:y:2025:i:c:s0022199625000984.

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2024On the equivalence between Value-at-Risk- and Expected Shortfall-based risk measures in non-concave optimization. (2024). Stadje, Mitja ; Zhang, Fangyuan ; Chen, AN. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:117:y:2024:i:c:p:114-129.

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2025Portfolio benchmarks in defined contribution pension plan management. (2025). Liu, Yang ; Huang, Daxin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:123:y:2025:i:c:s0167668725000472.

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2025Exchange rate regime changes and market efficiency: An event study. (2025). Portela, Jose ; Martin-Bujack, Karin ; Corzo, Teresa ; Rodrguez-Gallego, Alejandro. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:100:y:2025:i:c:s1042443125000228.

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2024ESG investing in good and bad times: An international study. (2024). Bilgin, Mehmet ; Cakici, Nusret ; Chiah, Mardy ; Long, Huaigang ; Zaremba, Adam. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001841.

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2025Optimal delegation contract with portfolio risk. (2025). Yang, Yanyan ; Sheng, Jiliang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002711.

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2025Authorized participants’ regulatory constraints and limits to ETF arbitrage during market turmoil Evidence from the dash-for-cash episode. (2025). Raddatz, Claudio E. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:179:y:2025:i:c:s0378426625001190.

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2025Option price asymmetry, speculation and stock short-sale cost. (2025). Zhang, Yuanyi ; Ma, Jiantao. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:180:y:2025:i:c:s0378426625001591.

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2024Interest rate dynamics and commodity prices. (2024). Ma, Qingyin ; Gouel, Christophe ; Stachurski, John. In: Journal of Economic Theory. RePEc:eee:jetheo:v:222:y:2024:i:c:s0022053124001212.

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2024The passive ownership share is double what you think it is. (2024). Sammon, Marco ; Chinco, Alex. In: Journal of Financial Economics. RePEc:eee:jfinec:v:157:y:2024:i:c:s0304405x24000837.

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2024Concealed carry. (2024). Andrews, Spencer ; Colacito, Riccardo ; Croce, Mariano M ; Gavazzoni, Federico. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24000977.

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2025Self-Declared benchmarks and fund manager intent: “Cheating” or competing?. (2025). Evans, Richard ; Chen, Huaizhi ; Sun, Yang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:165:y:2025:i:c:s0304405x24001983.

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2025The impact of prices on analyst cash flow expectations: Reconciling subjective beliefs data with rational discount rate variation. (2025). Chaudhry, Aditya. In: Journal of Financial Economics. RePEc:eee:jfinec:v:171:y:2025:i:c:s0304405x25001035.

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2025Why do portfolio choice models predict inelastic demand?. (2025). Davis, Carter ; Kargar, Mahyar ; Li, Jiacui. In: Journal of Financial Economics. RePEc:eee:jfinec:v:172:y:2025:i:c:s0304405x25001047.

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2025Diversification driven demand for large stock. (2025). Chen, Huaizhi. In: Journal of Financial Economics. RePEc:eee:jfinec:v:172:y:2025:i:c:s0304405x25001175.

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2025Finance without exotic risk. (2025). Gennaioli, Nicola ; la Porta, Rafael ; Bordalo, Pedro ; Shleifer, Andrei. In: Journal of Financial Economics. RePEc:eee:jfinec:v:173:y:2025:i:c:s0304405x25001539.

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2026Demand disagreement. (2026). Illeditsch, Philipp ; Heyerdahl-Larsen, Christian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:175:y:2026:i:c:s0304405x25001990.

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2024Nominal exchange rates and net foreign assets dynamics: The stabilization role of valuation effects. (2024). Eugeni, Sara. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:141:y:2024:i:c:s0261560624000056.

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2024RMB exchange rate volatility and the cross-section of Chinese A-share returns. (2024). Ding, Wenjie ; Qiao, Tongshuai ; Han, Liyan ; Li, Donghui. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000111.

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2024Commodity returns co-movement, uncertainty shocks, and the US dollar exchange rate. (2024). Zhang, Chengsi ; Liao, Wenting ; Ma, Jun. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000433.

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2024Commodity currencies revisited: The role of global commodity price uncertainty. (2024). Karadimitropoulou, Aikaterini ; Ferrara, Laurent ; Bermpei, Theodora ; Triantafyllou, Athanasios. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:145:y:2024:i:c:s0261560624000834.

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2024Confidence spillovers, financial contagion, and stagnation. (2024). Platonov, Konstantin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001505.

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2025Corporate response to monetary policies: Do foreign subsidiaries and local firms behave differently?. (2025). Shi, Yingying ; Li, Lei ; Zhang, Jiarui. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:154:y:2025:i:c:s0261560625000373.

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2025The impact of financial stress shocks on commodity prices. (2025). Zhou, Zhiping ; Wang, Kai ; Zhang, Cheng. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:159:y:2025:i:c:s0261560625001718.

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2024Exchange rate dynamics and consumption of traded goods. (2024). Chaban, Maxym. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:80:y:2024:i:c:s016407042400017x.

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2024Quantifying spillovers and connectedness among commodities and cryptocurrencies: Evidence from a Quantile-VAR analysis. (2024). Tzeremes, Panayiotis ; Papadamou, Stephanos ; Corbet, Shaen ; Kyriazis, Nikolaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851324000047.

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2024Time-varying and multi-scale analysis of copper price influencing factors based on LASSO and EMD methods. (2024). Guo, Yaoqi ; Liu, Yanqiong ; Wei, Qing. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000072.

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2024Food-fuel nexus beyond mean-variance: New evidence from a quantile approach. (2024). Etienne, Xiaoli ; Wang, Linjie ; Li, Jian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000606.

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2024Have the causal effects between equities, oil prices, and monetary policy changed over time?. (2024). Olson, Eric ; Kurov, Alexander ; Wolfe, Marketa Halova. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000655.

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2025Financial investors and cross-commodity markets integration. (2025). Isleimeyyeh, Mohammad. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000054.

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2025The short- and long-run cyclical variation of the cross-asset nexus: Mixed-frequency evidence on financial and ‘financialised’ assets. (2025). Yfanti, Stavroula ; Wu, Jiaying ; Karanasos, Menelaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000066.

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2025Commodity correlation risk. (2025). Sakemoto, Ryuta ; Byrne, Joseph P. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000170.

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2025Supply and Demand shocks: the short-term and long-term drivers of oil price uncertainty. (2025). Bermpei, Theodora ; Triantafyllou, Athanasios. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:39:y:2025:i:c:s240585132500039x.

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2024Does sustainability improve financial performance? An analysis of Latin American oil and gas firms. (2024). Gonzalez-Ruiz, Juan David ; Rojo-Suarez, Javier ; Alonso-Conde, Ana B. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011959.

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2024Geopolitical risks and crude oil futures volatility: Evidence from machine learning. (2024). Niu, Zibo ; Wang, Wentao ; Zhang, Hongwei. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724007414.

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2024Commodity futures markets under stress and stress-free periods: Further insights from a quantile connectedness approach. (2024). Ben Amar, Amine ; Bellalah, Makram ; Abricha, Amal. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:229-246.

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2024The relationship between Chinese and FOB prices of rare earth elements – Evidence in the time and frequency domain. (2024). Seiler, Volker. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:160-179.

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2025Risk premia-return spillovers among commodity-U.S. equity markets. (2025). Finta, Marinela Adriana. In: International Review of Economics & Finance. RePEc:eee:reveco:v:102:y:2025:i:c:s1059056025003326.

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2025How important are ESG ratings for financial institutions? Evidence from corporate leverage ratios across Europe. (2025). Birindelli, Giuliana ; Vandone, Daniela ; Rancan, Michela ; Quas, Anita. In: International Review of Economics & Finance. RePEc:eee:reveco:v:102:y:2025:i:c:s1059056025005611.

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2024Commodities and Policy Uncertainty Channel(s). (2024). Smimou, K ; Filbeck, G ; Bosch, D. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:351-379.

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2024Heterogeneous beliefs with preference interdependence and asset pricing. (2024). Wang, Hailong ; Hu, Duni. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:1-37.

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2024Firm-level productivity and stock return: New evidence from China. (2024). Gao, Mengyao ; Tang, Ning ; Zhu, Jichen ; Zhou, Fangzhao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005495.

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

Works by Anna Pavlova:

YearTitleTypeCited
2013Asset Prices and Institutional Investors In: American Economic Review.
[Full Text][Citation analysis]		article149
2012Asset Prices and Institutional Investors.(2012) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 149		paper
2023Is There Too Much Benchmarking in Asset Management? In: American Economic Review.
[Full Text][Citation analysis]		article7
2020Is There Too Much Benchmarking in Asset Management?.(2020) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 7		paper
2016A Model of Financialization of Commodities In: Journal of Finance.
[Full Text][Citation analysis]		article296
2015A Model of Financialization of Commodities.(2015) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 296		paper
2023Retail Trading in Options and the Rise of the Big Three Wholesalers In: Journal of Finance.
[Full Text][Citation analysis]		article4
Adjustment Costs, Learning-by-Doing Technology Adoption under Uncertainty In: Penn CARESS Working Papers.
[Full Text][Citation analysis]		paper0
1997On Trees and Logs In: Penn CARESS Working Papers.
[Full Text][Citation analysis]		paper23
2004On trees and logs.(2004) In: Journal of Economic Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		article
2003ON TREES AND LOGS.(2003) In: Working papers.
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This paper has nother version. Agregated cites: 23		paper
2002On Trees and Logs.(2002) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		paper
2000On Trees and Logs.(2000) In: CARESS Working Papres.
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This paper has nother version. Agregated cites: 23		paper
2018The Benchmark Inclusion Subsidy In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper21
2021The benchmark inclusion subsidy.(2021) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		article
2018The Benchmark Inclusion Subsidy.(2018) In: NBER Working Papers.
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2002A Dynamic Model with Import Quota Constraints In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2003A DYNAMIC MODEL WITH IMPORT QUOTA CONSTRAINTS.(2003) In: Working papers.
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This paper has nother version. Agregated cites: 0		paper
2004A Dynamic Model with Import Quota Constraints.(2004) In: Working papers.
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This paper has nother version. Agregated cites: 0		paper
2002Monopoly Power and the Firms Valuation: A Dynamic Analysis of Short versus Long-Term Policies In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper5
2003MONOPOLY POWER AND THE FIRMS VALUATION: A DYNAMIC ANALYSIS OF SHORT VERSUS LONG-TERM POLICIES.(2003) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2004Monopoly power and the firm’s valuation: a dynamic analysis of short versus long-term policies.(2004) In: Economic Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
2005Monopoly Power and the Firm’s Valuation: A Dynamic Analysis of Short versus Long-Term Policies.(2005) In: Studies in Economic Theory.
[Citation analysis]
This paper has nother version. Agregated cites: 5		chapter
2005Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper18
2004Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management.(2004) In: Econometric Society 2004 North American Winter Meetings.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2003Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management.(2003) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2005Wealth Transfers, Contagion and Portfolio Constraints In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper7
2005Wealth Transfers, Contagion, and Portfolio Constraints.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2006Optimal Asset Allocation and Risk Shifting in Money Management In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper118
2007Optimal Asset Allocation and Risk Shifting in Money Management.(2007) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 118		article
2006Multiplicity in General Financial Equilibrium with Portfolio Constraints In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper10
2008Multiplicity in general financial equilibrium with portfolio constraints.(2008) In: Journal of Economic Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		article
2008The Role of Portfolio Constraints in the International Propagation of Shocks In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper113
2008The Role of Portfolio Constraints in the International Propagation of Shocks.(2008) In: The Review of Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 113		article
2011International Macro-Finance In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper7
2010International Macro-Finance.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2004Asset Prices and Exchange Rates In: Econometric Society 2004 North American Winter Meetings.
[Full Text][Citation analysis]		paper262
2003Asset Prices and Exchange Rates.(2003) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 262		paper
2004Asset Prices and Exchange Rates.(2004) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 262		paper
2003Asset Prices and Exchange Rates.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 262		paper
2007Asset Prices and Exchange Rates.(2007) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 262		article
2010An asset-pricing view of external adjustment In: Journal of International Economics.
[Full Text][Citation analysis]		article58
2007An Asset-Pricing View of External Adjustment.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 58		paper
2008Offsetting the implicit incentives: Benefits of benchmarking in money management In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article15
2025Strategic arbitrage in segmented markets In: Journal of Financial Economics.
[Full Text][Citation analysis]		article1
2002Adjustment Costs, Learning-by-Doing, and Technology Adoption Under Uncertainty In: Working papers.
[Full Text][Citation analysis]		paper4
2003ADJUSTMENT COSTS, LEARNING-BY-DOING, AND TECHNOLOGY ADOPTION UNDER UNCERTAINTY.(2003) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
1999Adjustment Costs, Learning-by-Doing, and Technology Adoption under Uncertainty.(1999) In: CARESS Working Papres.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2004Monopoly Power and the Firm€ٳ Valuation: In: Working papers.
[Full Text][Citation analysis]		paper0
2022ESG Confusion and Stock Returns: Tackling the Problem of Noise In: NBER Working Papers.
[Full Text][Citation analysis]		paper24
2023Benchmarking Intensity In: The Review of Financial Studies.
[Full Text][Citation analysis]		article10
2006Multiplicity and Sunspots in General Financial Equilibrium with Portfolio Constraints In: PIER Working Paper Archive.
[Full Text][Citation analysis]		paper2
2006Multiplicity in General Financial Equilibrium with Portfolio Constraints, Second Version In: PIER Working Paper Archive.
[Full Text][Citation analysis]		paper0
2011Equilibrium Portfolios and External Adjustment under Incomplete Markets In: 2011 Meeting Papers.
[Citation analysis]		paper0
2018Benchmarking Asset Managers In: 2018 Meeting Papers.
[Full Text][Citation analysis]		paper0

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