6
H index
5
i10 index
890
Citations
University of Illinois at Urbana-Champaign | 6 H index 5 i10 index 890 Citations RESEARCH PRODUCTION: 2 Articles 8 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 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 |
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 |
2024 | . Full description at Econpapers || Download paper |
2024 | Choosing to Disagree: Endogenous Dismissiveness and Overconfidence in Financial Markets. (2024). Gondhi, Naveen ; Davis, Jesse ; Banerjee, Snehal. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:1635-1695. 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 |
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 |
2024 | An unbounded intensity model for point processes. (2024). Kolokolov, Aleksey ; Christensen, Kim. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001854. 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 |
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 |
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 |
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 |
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 |
2024 | Agreeing to disagree: Informativeness of sentiments in internet message boards. (2024). Leung, Henry ; Schiereck, Dirk ; Gao, Yang ; Ton, Thai. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x24002373. Full description at Econpapers || Download paper |
2024 | 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 |
2024 | Which User-Friendly Model is the Best for BASEL-III? An Emerging Market Study. (2024). Lalon, Raad ; Abedin, Mohammad Zoynul ; Mozumder, Sharif ; Hossain, Amjad. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-023-10545-6. Full description at Econpapers || Download paper |
2025 | ESG disagreement and corporate debt maturity: evidence from China. (2025). Zhang, Jie ; Jiang, Kangqi ; Chen, Zhongfei ; Zhou, Mengling. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00724-1. 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 | 66 |
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: 66 | 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 | 154 |
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: 154 | paper | |
1995 | Differential Interpretation of Public Signals and Trade in Speculative Markets. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 464 |
1996 | Risk Measurement: An Introduction to Value at Risk In: Finance. [Full Text][Citation analysis] | paper | 45 |
1998 | Is the Short Rate Drift Actually Nonlinear? In: Finance. [Full Text][Citation analysis] | paper | 143 |
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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