6
H index
5
i10 index
781
Citations
University of Illinois at Urbana-Champaign | 6 H index 5 i10 index 781 Citations RESEARCH PRODUCTION: 2 Articles 8 Papers RESEARCH ACTIVITY: 10 years (1989 - 1999). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/ppe61 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Neil Pearson. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Finance / University Library of Munich, Germany | 4 |
Research Program in Finance Working Papers / University of California at Berkeley | 2 |
Year | Title of citing document |
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2024 | Forward BSDEs and backward SPDEs for utility maximization under endogenous pricing. (2020). Stadje, Mitja ; Nguyen, Thai. In: Papers. RePEc:arx:papers:2005.04312. Full description at Econpapers || Download paper |
2023 | Robust utility maximization with nonlinear continuous semimartingales. (2022). Niemann, Lars ; Criens, David. In: Papers. RePEc:arx:papers:2206.14015. Full description at Econpapers || Download paper |
2024 | Constrained portfolios in incomplete markets: a dynamic programming approach to Hestons model. (2022). Zagst, Rudi ; Havrylenko, Yevhen ; Escobar-Anel, Marcos. In: Papers. RePEc:arx:papers:2208.14152. Full description at Econpapers || Download paper |
2023 | Forward Backward SDEs Systems for Utility Maximization in Jump Diffusion Models. (2023). Trivellato, Barbara ; Siri, Paola ; Santacroce, Marina. In: Papers. RePEc:arx:papers:2302.08253. Full description at Econpapers || Download paper |
2023 | Optimal Investment and Consumption Strategies with General and Linear Transaction Costs under CRRA Utility. (2023). Zhang, Qiang ; Miao, Yingting. In: Papers. RePEc:arx:papers:2304.07672. Full description at Econpapers || Download paper |
2023 | Volume dynamics around FOMC announcements. (2023). Zhu, Sonya. In: BIS Working Papers. RePEc:bis:biswps:1079. Full description at Econpapers || Download paper |
2023 | Difference of opinion among investors versus analysts. (2023). Wu, Wenfeng ; Cao, Zhiqi. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2347-2381. Full description at Econpapers || Download paper |
2023 | Shareholder litigation and short selling ahead of private equity placements. (2023). Liu, Yini ; Bayar, Onur ; Mao, Juan. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:4:p:833-858. Full description at Econpapers || Download paper |
2024 | Oil Market Efficiency, Quantity of Information, and Oil Market Turbulence. (2024). Dogah, Kingsley ; Wadud, Sania ; Gronwald, Marc. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10995. Full description at Econpapers || Download paper |
2024 | “My Name Is Bond. Green Bond.” Informational Efficiency of Climate Finance Markets. (2024). Wadud, Sania ; Gronwald, Marc. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11029. Full description at Econpapers || Download paper |
2023 | Public money as a store of value, heterogeneous beliefs, and banks: implications of CBDC. (2023). Soons, Oscar ; Muoz, Manuel A. In: Working Paper Series. RePEc:ecb:ecbwps:20232801. Full description at Econpapers || Download paper |
2024 | Privileged information access, analyst consensus building, and stock return volatility: Evidence from the JOBS Act. (2024). Wang, Isabel Yanyan ; Kimbrough, Michael D ; Jin, Shunyao. In: Advances in accounting. RePEc:eee:advacc:v:64:y:2024:i:c:s0882611023000883. Full description at Econpapers || Download paper |
2023 | Lost in translation. When sentiment metrics for one market are derived from two different languages. (2023). Smales, Lee ; Khuu, Joyce ; Durand, Robert B. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000394. Full description at Econpapers || Download paper |
2023 | On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging. (2023). Vodika, Peter ; Nielsen, Jens Perch ; Kyriakou, Ioannis ; Gerrard, Russell. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:2:p:948-962. Full description at Econpapers || Download paper |
2024 | The clarity of monetary policy communication and financial market volatility in developing economies. (2024). Sohn, Wook ; Jombo, Wytone ; Vyshnevskyi, Iegor. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000165. Full description at Econpapers || Download paper |
2023 | Adoption and content of key audit matters and stock price crash risk. (2023). Zhao, Rui ; Yang, Yitang ; Sharma, Divesh ; Liao, Lin. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002223. Full description at Econpapers || Download paper |
2024 | Investors opinion disagreement and abnormal trading around pre-earnings announcements. (2024). Hou, Keqiang ; Li, Xing. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005513. Full description at Econpapers || Download paper |
2023 | Words and numbers: A disagreement story from post-earnings announcement return and volume patterns. (2023). Grossetti, Francesco ; de Vito, Antonio ; Daugusta, Carlo. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000685. Full description at Econpapers || Download paper |
2024 | Do analysts distribute negative opinions earlier?. (2024). Yung, Chris ; Yang, Yanhua Sunny. In: Journal of Financial Markets. RePEc:eee:finmar:v:67:y:2024:i:c:s138641812300054x. Full description at Econpapers || Download paper |
2024 | ESG and aggregate disagreement. (2024). Farag, Hisham ; Luo, DI. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000386. Full description at Econpapers || Download paper |
2023 | The wisdom of crowds and the markets response to earnings news: Evidence using the geographic dispersion of investors. (2023). Chen, Jason V. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:75:y:2023:i:2:s0165410122000908. Full description at Econpapers || Download paper |
2023 | The incremental information in the yield curve about future interest rate risk. (2023). Christensen, Bent Jesper ; Veliyev, Bezirgen ; Kjar, Mads Markvart. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:155:y:2023:i:c:s0378426623001711. Full description at Econpapers || Download paper |
2023 | Money supply, opinion dispersion, and stock prices. (2023). Hirota, Shinichi. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:1286-1310. Full description at Econpapers || Download paper |
2024 | Are macroeconomic indices fools gold?. (2024). Nakata, Hiroyuki ; Motolese, Maurizio. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:217:y:2024:i:c:p:240-260. Full description at Econpapers || Download paper |
2023 | Does market design contribute to market stability? Indications from a corporate bond exchange during the COVID-19 crisis. (2023). Shust, Efrat ; Abudy, Menachem. In: Journal of Economics and Business. RePEc:eee:jebusi:v:123:y:2023:i:c:s0148619522000613. Full description at Econpapers || Download paper |
2024 | Disagreement about public information quality and informational price efficiency. (2024). Wang, Qiguang ; Lunawat, Radhika ; Huang, Chong. In: Journal of Financial Economics. RePEc:eee:jfinec:v:152:y:2024:i:c:s0304405x23002027. Full description at Econpapers || Download paper |
2024 | Political polarization in financial news. (2024). Israelsen, Ryan ; Gupta, Nandini ; Goldman, Eitan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:155:y:2024:i:c:s0304405x24000394. Full description at Econpapers || Download paper |
2023 | Segmental reporting, accounting enforcement, and analyst forecast dispersion in the European Union. (2023). Aboud, Ahmed. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:53:y:2023:i:c:s1061951823000629. Full description at Econpapers || Download paper |
2023 | Too much is too bad: The effect of media coverage on the price volatility of cryptocurrencies. (2023). Jeong, Daeyoung ; Lee, Kangsan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000244. Full description at Econpapers || Download paper |
2023 | Worst-case analysis of Omega-VaR ratio optimization model. (2023). Mansini, Renata ; Sharma, Amita ; Sehgal, Ruchika. In: Omega. RePEc:eee:jomega:v:114:y:2023:i:c:s0305048322001372. Full description at Econpapers || Download paper |
2023 | Return–volume nexus in financial markets: A survey of research. (2023). Yamani, Ehab. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000363. Full description at Econpapers || Download paper |
2023 | Dynamic portfolio optimization with inverse covariance clustering. (2023). Aste, Tomaso ; Wang, Yuanrong. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:117701. Full description at Econpapers || Download paper |
2023 | Trading ambiguity: a tale of two heterogeneities. (2023). Tallon, Jean Marc ; Ozsoylev, Han N ; Mukerji, Sujoy. In: Post-Print. RePEc:hal:journl:halshs-03962563. Full description at Econpapers || Download paper |
2023 | Public Information as a Source of Disagreement Among Shareholders. (2023). Xefteris, Dimitrios ; Macé, Antonin ; Meirowitz, Adam ; Mace, Antonin ; Llorente-Saguer, Aniol ; Bouton, Laurent ; Pi, Shaoting. In: PSE Working Papers. RePEc:hal:psewpa:halshs-04075483. Full description at Econpapers || Download paper |
2023 | Public Information as a Source of Disagreement Among Shareholders. (2023). Xefteris, Dimitrios ; Pi, Shaoting ; Meirowitz, Adam ; Mace, Antonin ; Llorente-Saguer, Aniol ; Bouton, Laurent. In: Working Papers. RePEc:hal:wpaper:halshs-04075483. Full description at Econpapers || Download paper |
2023 | Chinese Asset Managers’ Monetary Policy Forecasts and Fund Performance. (2023). Yu, Yang ; Wang, Gang ; Rogers, John ; Ammer, John. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:1:p:598-616. Full description at Econpapers || Download paper |
2023 | An Application of the IFM Method for the Risk Assessment of Financial Instruments. (2023). Vilaplana, Jordi ; Querol, Oriol ; Rius, Josep ; Vintro, Carla ; Cristobal-Fransi, Eduard ; Pons, Adria. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10208-4. Full description at Econpapers || Download paper |
2023 | Open-market stock repurchases, insider trading, and price informativeness. (2023). Pan, Ming-Shiun ; Liano, Kartono ; Huang, Gow-Cheng. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:4:d:10.1007_s11156-023-01142-7. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | TRADING AMBIGUITY: A TALE OF TWO HETEROGENEITIES. (2023). Tallon, Jeanmarc ; Ozsoylev, Han N ; Mukerji, Sujoy. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:3:p:1127-1164. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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1991 | An Empirical Examination of the Cox, Ingersoll and Ross Model of the Term Structure of Interest Rates. In: Columbia - Graduate School of Business. [Citation analysis] | paper | 9 |
1995 | The Value of Labor Force Flexibility. In: Rochester, Business - Financial Research and Policy Studies. [Citation analysis] | paper | 4 |
1999 | Using Proxies for the Short Rate: When Are Three Months Like an Instant? In: The Review of Financial Studies. [Citation analysis] | article | 67 |
1998 | Using Proxies for the Short Rate: When are Three Months Like an Instant?.(1998) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 67 | paper | |
1989 | Consumption and Portfolio Policies with Incomplete Markets and Short-Sale Constraints: The Finite Dimensional Case. In: Research Program in Finance Working Papers. [Citation analysis] | paper | 153 |
1989 | Consumption and Portfolio Policies with Incomplete Markets and Short-Sale Constraints: The Infinite Dimensional Case..(1989) In: Research Program in Finance Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 153 | paper | |
1995 | Differential Interpretation of Public Signals and Trade in Speculative Markets. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 449 |
1996 | Risk Measurement: An Introduction to Value at Risk In: Finance. [Full Text][Citation analysis] | paper | 43 |
1998 | Is the Short Rate Drift Actually Nonlinear? In: Finance. [Full Text][Citation analysis] | paper | 51 |
1998 | Using Value-at-Risk to Control Risk Taking: How Wrong Can you Be? In: Finance. [Full Text][Citation analysis] | paper | 5 |
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