5
H index
5
i10 index
413
Citations
George Mason University | 5 H index 5 i10 index 413 Citations RESEARCH PRODUCTION: 5 Articles 1 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Alexander Philipov. | Is cited by: | Cites to: |
| Year | Title of citing document |
|---|---|
| 2024 | Bundle Choice Model with Endogenous Regressors: An Application to Soda Tax. (2024). Sun, Tao. In: Papers. RePEc:arx:papers:2412.05794. Full description at Econpapers || Download paper |
| 2026 | Diffusion on the circle and a stochastic correlation model. (2025). Laha, Arnab Kumar ; Majumdar, Sourav. In: Papers. RePEc:arx:papers:2412.06343. Full description at Econpapers || Download paper |
| 2026 | MarketGANs: Multivariate financial time-series data augmentation using generative adversarial networks. (2026). Lim, Byung Hwa ; Koo, Hyeng Keun ; Kim, Hyun-Gyoon ; Jeong, Seungwon ; Huh, Jeonggyu. In: Papers. RePEc:arx:papers:2601.17773. Full description at Econpapers || Download paper |
| 2024 | An empirical analysis of the effects of the Dodd–Frank Act on determinants of credit ratings. (2024). Ahmed, Anwer S ; Wang, Dechun ; Xu, Nina. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:51:y:2024:i:1-2:p:363-397. Full description at Econpapers || Download paper |
| 2024 | Log‐density gradient covariance and automatic metric tensors for Riemann manifold Monte Carlo methods. (2024). Kleppe, Tore Selland. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:51:y:2024:i:3:p:1206-1229. Full description at Econpapers || Download paper |
| 2025 | Tacit collusion among dominant banks: Evidence from round-yard loan pricing. (2025). Lin, Tse-Chun ; Chan, Yu-Ju. In: Journal of Corporate Finance. RePEc:eee:corfin:v:92:y:2025:i:c:s0929119925000185. Full description at Econpapers || Download paper |
| 2024 | In the radiance of enlightenment: The influence of nontheistic religions on corporate default risk. (2024). Feng, Yuruo ; Hao, Wei ; Wongchoti, Udomsak ; Fang, Jiali. In: Emerging Markets Review. RePEc:eee:ememar:v:60:y:2024:i:c:s1566014124000232. Full description at Econpapers || Download paper |
| 2024 | Speculative trading, stock returns and asset pricing anomalies. (2024). Xu, Zhiwei ; Zhang, Teng ; Li, Jiaqi. In: Emerging Markets Review. RePEc:eee:ememar:v:61:y:2024:i:c:s1566014124000608. Full description at Econpapers || Download paper |
| 2025 | In the swirl of rumors: Corporate rumors and analyst forecast dispersion. (2025). Cai, Wenwu ; Li, Haohua ; Zhao, Yuyang ; Xue, Zhongyi. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925004338. Full description at Econpapers || Download paper |
| 2025 | The impact of rating announcements on stock returns: A nonlinear assessment. (2025). Filograsso, Gianni ; di Tollo, Giacomo ; Corazza, Marco. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s1544612325000030. Full description at Econpapers || Download paper |
| 2025 | Robust deep hedging of equity-linked securities under covariance uncertainty. (2025). Park, Sungwon ; Moon, Kyoung-Sook ; Kim, Hongjoong. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pe:s1544612325015156. Full description at Econpapers || Download paper |
| 2025 | Does the threat of short selling discipline management? Evidence from default risk changes around regulation SHO. (2025). Li, Keming ; Nishikawa, Takeshi ; Rao, Ramesh P. In: Journal of Financial Markets. RePEc:eee:finmar:v:73:y:2025:i:c:s1386418124000788. Full description at Econpapers || Download paper |
| 2025 | Climate change and corporate credit worthiness: International evidence. (2025). Nguyen, Harvey ; Pham, Anh Viet. In: Global Finance Journal. RePEc:eee:glofin:v:64:y:2025:i:c:s1044028324001455. Full description at Econpapers || Download paper |
| 2025 | Do 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. Full description at Econpapers || Download paper |
| 2024 | The effect of institutional herding on stock prices: The differentiating role of credit ratings. (2024). Guo, XU ; Chiu, Li-Ting ; Zebedee, Allan A. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:163:y:2024:i:c:s0378426624001031. Full description at Econpapers || Download paper |
| 2024 | Interaction effects in the cross-section of country and industry returns. (2024). Umar, Zaghum ; Umutlu, Mehmet ; Mercik, Aleksander ; Zaremba, Adam. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:165:y:2024:i:c:s0378426624001171. Full description at Econpapers || Download paper |
| 2025 | Factor momentum versus price momentum: Insights from international markets. (2025). Fieberg, Christian ; Metko, Daniel ; Zaremba, Adam ; Cakici, Nusret. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002462. Full description at Econpapers || Download paper |
| 2025 | Credit rating and stock return comovement. (2025). Zhang, Weiqi ; Shen, Jianfeng. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:177:y:2025:i:c:s0378426625000949. Full description at Econpapers || Download paper |
| 2026 | Investor disagreement and state-dependent mispricing: New evidence on the analyst dispersion anomaly. (2026). Xu, Zhiwei ; Yang, Yinan ; Zhang, Teng. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:182:y:2026:i:c:s0378426625001979. Full description at Econpapers || Download paper |
| 2025 | Climate risk and corporate bond credit spreads. (2025). He, Feng ; Ren, Xingzi ; Wang, Yueren ; Lei, Xingfan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:154:y:2025:i:c:s0261560625000324. Full description at Econpapers || Download paper |
| 2025 | Is disagreement beneficial for market efficiency? Evidence from ESG ratings. (2025). Yin, Libo ; Zhu, Xiaoye ; Su, Zhi ; Guo, Hongliang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:154:y:2025:i:c:s0261560625000579. Full description at Econpapers || Download paper |
| 2025 | Are active mutual fund managers skilled in picking stock concepts?. (2025). Wang, Binxu ; Xie, Yuxin ; Lu, Xiaomeng ; Fu, Jinlin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025006379. Full description at Econpapers || Download paper |
| 2024 | Mechanisms of overpricing: An investigation on momentum crashes. (2024). Huang, Alex. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:118-142. Full description at Econpapers || Download paper |
| 2025 | A legal origins perspective on ESG rating disagreement. (2025). Rant, Vasja ; Kurbus, Barbara. In: Research in International Business and Finance. RePEc:eee:riibaf:v:74:y:2025:i:c:s0275531924004951. Full description at Econpapers || Download paper |
| 2024 | Does Market Performance (Tobin’s Q) Have A Negative Effect On Credit Ratings? Evidence From South Korea. (2024). Lim, Hyoung-Joo ; Mali, Dafydd. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:1:d:10.1007_s10690-023-09406-x. Full description at Econpapers || Download paper |
| 2025 | Does Innovation Relieve Corporate Financial Distress?. (2025). Li, Keming. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:32:y:2025:i:1:d:10.1007_s10690-023-09445-4. Full description at Econpapers || Download paper |
| 2025 | Comparison of the Performance of Structural Break Tests in Stationary and Nonstationary Series: A New Bootstrap Algorithm. (2025). Amalan, Zge ; Hasdemir, Esra ; Omay, Tolga ; Kker, Mustafa Can. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:6:d:10.1007_s10614-024-10651-z. Full description at Econpapers || Download paper |
| 2025 | CEO Narcissism and Credit Ratings. (2025). Perotti, Pietro ; Fairchild, Richard ; Hou, Zehan. In: Journal of Business Ethics. RePEc:kap:jbuset:v:197:y:2025:i:1:d:10.1007_s10551-024-05691-2. Full description at Econpapers || Download paper |
| 2026 | ESG performance and corporate default risk: insights from investor perspectives. (2026). Li, Xujing ; Yang, Hong. In: Risk Management. RePEc:pal:risman:v:28:y:2026:i:1:d:10.1057_s41283-025-00182-8. Full description at Econpapers || Download paper |
| 2025 | Sovereign bonds risk‐based heterogeneity. (2025). Migiakis, Petros ; Georgoutsos, Dimitris A. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:3:p:2108-2129. Full description at Econpapers || Download paper |
| 2024 | How does ESG rating disagreement influence analyst forecast dispersion?. (2024). Spira, Robin. In: Junior Management Science (JUMS). RePEc:zbw:jumsac:305315. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2006 | Multivariate Stochastic Volatility via Wishart Processes In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 69 |
| 2007 | Momentum and Credit Rating In: Journal of Finance. [Full Text][Citation analysis] | article | 148 |
| 2005 | Bayesian Analysis of Stochastic Betas In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 58 |
| 2009 | Credit ratings and the cross-section of stock returns In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 76 |
| 2009 | Dispersion in analysts earnings forecasts and credit rating In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 61 |
| 2023 | Analyst Bias and Mispricing In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
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