16
H index
17
i10 index
2041
Citations
London School of Economics (LSE) | 16 H index 17 i10 index 2041 Citations RESEARCH PRODUCTION: 22 Articles 38 Papers EDITOR: Series edited 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 Christopher Keith Polk. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Journal of Finance | 6 |
| Journal of Financial Economics | 5 |
| The Review of Financial Studies | 5 |
| Proceedings | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| NBER Working Papers / National Bureau of Economic Research, Inc | 12 |
| CEPR Discussion Papers / C.E.P.R. Discussion Papers | 3 |
| Scholarly Articles / Harvard University Department of Economics | 2 |
| Year | Title of citing document | |
|---|---|---|
| 2024 | From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2024). Goulet Coulombe, Philippe ; Frenette, Mikael ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333. Full description at Econpapers || Download paper | |
| 2024 | Female Entrepreneur on Board:Assessing the Effect of Gender on Corporate Financial Constraints. (2024). Xiao, Ruiying. In: Papers. RePEc:arx:papers:2401.02134. Full description at Econpapers || Download paper | |
| 2024 | The Risk-Return Relation in the Corporate Loan Market. (2024). Duran, Miguel. In: Papers. RePEc:arx:papers:2401.12315. Full description at Econpapers || Download paper | |
| 2024 | The Debt-Inflation Channel of the German (Hyper-)Inflation. (2024). Zimmermann, Tom ; Verner, Emil ; Luck, Stephan ; Correia, Sergio ; Brunnermeier, Markus K. In: Papers. RePEc:arx:papers:2405.13296. Full description at Econpapers || Download paper | |
| 2024 | Betting Against (Bad) Beta. (2024). Herculano, Miguel C. In: Papers. RePEc:arx:papers:2409.00416. Full description at Econpapers || Download paper | |
| 2025 | Does Overnight News Explain Overnight Returns?. (2025). Glasserman, Paul ; Krstovski, Kriste ; Mamaysky, Harry ; Laliberte, Paul. In: Papers. RePEc:arx:papers:2507.04481. Full description at Econpapers || Download paper | |
| 2025 | Environmental Performance, Financial Constraint and Tax Avoidance Practices: Insights from FTSE All-Share Companies. (2025). Khrennikova, Polina ; Sastroredjo, Probowo Erawan ; Ausloos, Marcel. In: Papers. RePEc:arx:papers:2509.08450. Full description at Econpapers || Download paper | |
| 2024 | Does News Media Affect Firm Innovation in Emerging Markets? Evidence from China. (2024). Luo, Guqiang ; Zhu, Nathan Zhenghang ; Wang, Kun Tracy. In: Abacus. RePEc:bla:abacus:v:60:y:2024:i:4:p:709-751. Full description at Econpapers || Download paper | |
| 2024 | Transitory and permanent shock transmissions between real estate investment trusts and other assets: Evidence from time‐frequency decomposition and machine learning. (2024). Wang, Jinghua ; Ngene, Geoffrey M. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:539-573. Full description at Econpapers || Download paper | |
| 2024 | The real side of stock market exuberance: bubbles, output and productivity at the industry level. (2024). Queiros, Francisco. In: Economica. RePEc:bla:econom:v:91:y:2024:i:361:p:268-291. Full description at Econpapers || Download paper | |
| 2024 | Risk analysis of Spanish companies. (2024). Fernandezmartin, Miguel ; Rodriguezsanz, Juan Antonio ; Vallelado, Eleuterio. In: Global Policy. RePEc:bla:glopol:v:15:y:2024:i:s1:p:76-91. Full description at Econpapers || Download paper | |
| 2024 | Financial constraints and sustainability in bioeconomy firms. (2024). Segoviavargas, Marajess ; Garca, Marta Miranda. In: Global Policy. RePEc:bla:glopol:v:15:y:2024:i:s7:p:65-82. Full description at Econpapers || Download paper | |
| 2024 | Does share pledging affect corporate philanthropy? Evidence from China. (2024). Xiong, Jiacai ; Ouyang, Caiyue ; Zhang, Feida ; Chan, Kam C ; Tong, Yixing. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:51:y:2024:i:1-2:p:180-208. Full description at Econpapers || Download paper | |
| 2024 | Asset Pricing and Machine Learning: A critical review. (2024). Bagnara, Matteo. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:27-56. Full description at Econpapers || Download paper | |
| 2024 | Foreign Exchange Fixings and Returns around the Clock. (2024). Mueller, Philippe ; Whelan, Paul ; Krohn, Ingomar. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:541-578. Full description at Econpapers || Download paper | |
| 2024 | Crisis averted: Cross‐market reallocation during the great trade collapse. (2024). Oglend, Atle ; Asche, Frank ; Straume, Hansmartin. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:7:p:2855-2870. Full description at Econpapers || Download paper | |
| 2024 | Preferences for dividends and stock returns around the world. (2024). XIE, Jing ; Zhong, Yuxiang ; Hameed, Allaudeen. In: Working Papers. RePEc:boa:wpaper:202405. Full description at Econpapers || Download paper | |
| 2024 | Unlocking Innovation: The Impact of Free Trade Zones on Corporate Innovation in China. (2024). Zhou, Sili ; Zheng, Zhijie ; Hu, Ruiyang ; Yin, Chen. In: Working Papers. RePEc:boa:wpaper:202414. Full description at Econpapers || Download paper | |
| 2025 | Does Corporate ESG Performance Enhance Sustained Green Innovation? Empirical Evidence from China. (2025). Yongdong, Shi ; Jingyi, LI ; Zeshuai, Wei ; Guiliang, Wang ; Jianxiang, Wang ; Xueqing, Wang. In: Economics - The Open-Access, Open-Assessment Journal. RePEc:bpj:econoa:v:19:y:2025:i:1:p:18:n:1002. Full description at Econpapers || Download paper | |
| 2024 | Inflation and Trading. (2024). Weber, Michael ; Hackethal, Andreas ; Schnorpfeil, Philip. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11580. Full description at Econpapers || Download paper | |
| 2024 | Moral Hazard and Investment-Cash-Flow Sensitivity. (2024). Li, Kai ; Ai, Hengjie. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2024:v:25:i:1:ailili. Full description at Econpapers || Download paper | |
| 2024 | Households response to the wealth effects of inflation. (2024). Weber, Michael ; Schnorpfeil, Philip ; Hackethal, Andreas. In: Working Paper Series. RePEc:ecb:ecbwps:20242904. Full description at Econpapers || Download paper | |
| 2024 | The interaction between incentive and opportunity in corporate tax planning: Evidence from financially constrained firms. (2024). Wu, Kaishu. In: Advances in accounting. RePEc:eee:advacc:v:67:y:2024:i:c:s0882611024000282. Full description at Econpapers || Download paper | |
| 2024 | Sensitivity of Chinese stock markets to individual investor sentiment: An analysis of Sina Weibo mood related to COVID-19. (2024). Li, Jiaqi ; Ahn, Hee-Joon. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000746. Full description at Econpapers || Download paper | |
| 2024 | Managerial sentiment and employment. (2024). Montone, Maurizio ; Zhu, Yuhao. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:43:y:2024:i:c:s2214635024000765. Full description at Econpapers || Download paper | |
| 2025 | Leading safely: The impact of generalist CEOs on workplace safety. (2025). Pham, Mia Hang ; Nguyen, Harvey ; Molchanov, Alexander ; Zhang, Tony Xiaochi. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000371. Full description at Econpapers || Download paper | |
| 2024 | Strategic forward-looking nonearnings disclosure and overinvestment. (2024). Loi, Fai Lim ; Song, Peiyang ; Chen, Jean Jinghan. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:6:s0890838924001951. Full description at Econpapers || Download paper | |
| 2024 | Geographic proximity and trade credit: Evidence from a quasi-natural experiment. (2024). Liu, LI ; Yao, Jun ; Xiong, Jiacai ; Ouyang, Caiyue. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s0929119923001840. Full description at Econpapers || Download paper | |
| 2024 | The effect of the Tax Cuts and Jobs Act of 2017 on corporate investment11The authors wish to thank an anonymous referee, Heitor Almeida (editor), Novia Chen, Scott Dyreng, Ed Maydew, Sean McGuire, Volkan Muslu, Hrvoje Kurtovic, Richard Price, Brian Rountree, Karen Nelson, Antonio de Vito, Nisreen Salti, Jack Stecher, and Ryan Wilson for helpful comments. We especially thank Jan-Axel Wittlinger for extensive help on previous versions of this paper.. (2024). Crawford, Steven ; Markarian, Garen. In: Journal of Corporate Finance. RePEc:eee:corfin:v:87:y:2024:i:c:s0929119924000816. Full description at Econpapers || Download paper | |
| 2024 | Option trading and equity price efficiency. (2024). Li, Keming. In: Journal of Corporate Finance. RePEc:eee:corfin:v:88:y:2024:i:c:s0929119924000920. Full description at Econpapers || Download paper | |
| 2025 | Fading virtue, flourishing profits: Corporate social responsibility in the presence of competitor constraints. (2025). Zhu, Xiaoyang ; Wang, Xiaoqiong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:91:y:2025:i:c:s0929119924001688. Full description at Econpapers || Download paper | |
| 2025 | The nexus of overnight trend and asset prices in China. (2025). Li, Youwei ; Guo, Jiaqi ; Han, Xing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:170:y:2025:i:c:s0165188924001891. Full description at Econpapers || Download paper | |
| 2024 | How does military-civilian integration development influence corporate financial constraints in China? Evidence based on quasi-natural experiments. (2024). Chang, Shiwei ; Zhu, Huaiqi ; Chen, BO. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1273-1289. Full description at Econpapers || Download paper | |
| 2025 | Every coin has two sides: Does bankruptcy judicial reform promote corporate innovation༟. (2025). Li, Xueyao ; Si, Haiping ; Wang, Chao ; Miao, Miao. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1699-1720. Full description at Econpapers || Download paper | |
| 2024 | Does capital market liberalization increase corporate labor income share? Evidence from China. (2024). Meng, Mingyue ; Si, Deng-Kui ; Zhou, Fuyou ; Wang, Jiaming. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002761. Full description at Econpapers || Download paper | |
| 2025 | The FED model: Is it still with us?. (2025). McMillan, David G. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000889. Full description at Econpapers || Download paper | |
| 2024 | Female board members, financial constraints, and internal control quality: New insights following COSOs 2013 framework. (2024). Qin, Xuezhi ; Elsayed, Mohamed ; Ebaya, Ahmad. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s016517652300472x. Full description at Econpapers || Download paper | |
| 2025 | When uncertainty and volatility are disconnected: Implications for asset pricing and portfolio performance. (2025). At-Sahalia, Yacine ; Matthys, Felix ; Osambela, Emilio ; Sircar, Ronnie. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407623003706. Full description at Econpapers || Download paper | |
| 2025 | Factor-guided estimation of large covariance matrix function with conditional functional sparsity. (2025). Li, Dong ; Qiao, Xinghao ; Wang, Zihan. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001241. Full description at Econpapers || Download paper | |
| 2025 | Time-varying stock return correlation, news shocks, and business cycles. (2025). Metiu, Norbert ; Prieto, Esteban. In: European Economic Review. RePEc:eee:eecrev:v:172:y:2025:i:c:s0014292124002459. Full description at Econpapers || Download paper | |
| 2025 | The impacts of green bonds on the green innovation: Evidence from the corporate green transformation in China. (2025). Wu, Wenfeng ; Yang, Minhua ; Ma, Linkun ; Gu, Yan. In: Emerging Markets Review. RePEc:eee:ememar:v:65:y:2025:i:c:s1566014125000019. Full description at Econpapers || Download paper | |
| 2024 | Horizontal mergers and heterogeneous firm investments: evidence from the United States. (2024). Li, Dongxu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001317. Full description at Econpapers || Download paper | |
| 2024 | Equity markets volatility clustering: A multiscale analysis of intraday and overnight returns. (2024). Zhang, Yali ; Zhao, Xiaojun ; Shang, Pengjian ; Xu, Chao. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000227. Full description at Econpapers || Download paper | |
| 2024 | Global and local information efficiency: An examination of samuelsons dictum. (2024). Xiao, Yaqing ; Zhang, Jinfan ; Yan, Hongjun. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000355. Full description at Econpapers || Download paper | |
| 2024 | Mispricing and Anomalies: An Exogenous Shock to Short Selling from JGTRRA. (2024). Zhou, Guofu ; Lu, Yueliang ; Han, Yufeng ; Xu, Weike. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000720. Full description at Econpapers || Download paper | |
| 2025 | Market neutrality and beta crashes. (2025). Xu, Xia. In: Journal of Empirical Finance. RePEc:eee:empfin:v:80:y:2025:i:c:s0927539824001117. Full description at Econpapers || Download paper | |
| 2025 | The role of macro-finance factors in predicting stock market volatility: A latent threshold dynamic model. (2025). Zamenjani, Azam Shamsi ; Maheu, John M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000428. Full description at Econpapers || Download paper | |
| 2024 | Bank-firm common ownership, green credit and enterprise green technology innovation: Evidence from Chinese credit markets. (2024). Xu, Kun ; Liu, Minghao ; Zhai, Lihong. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324007229. Full description at Econpapers || Download paper | |
| 2024 | Clean energy business expansion and financing availability: The role of government and market. (2024). Lin, Boqiang. In: Energy Policy. RePEc:eee:enepol:v:191:y:2024:i:c:s0301421524002039. Full description at Econpapers || Download paper | |
| 2024 | How does Chinas Winter Heating policy impact corporate sustainable development performance?. (2024). Wang, Liwen ; Liu, Tianqi ; Zhou, Ping. In: Energy. RePEc:eee:energy:v:313:y:2024:i:c:s0360544224035497. Full description at Econpapers || Download paper | |
| 2025 | Corporate social responsibility signalling under external transparency demands. (2025). Poursoleyman, Ehsan ; Nazari, Jamal A. In: International Review of Financial Analysis. RePEc:eee:finana:v:101:y:2025:i:c:s1057521925001322. Full description at Econpapers || Download paper | |
| 2025 | Is climate policy uncertainty an angel or a devil? Empirical evidence from corporate digital transformation. (2025). Wu, Tung-Ju ; Sun, Yuan ; Fan, Liwei. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002224. Full description at Econpapers || Download paper | |
| 2025 | How does the cybersecurity law affect corporate investment. (2025). Zhang, QI ; Zhao, Feng ; Xu, Yao. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002728. Full description at Econpapers || Download paper | |
| 2025 | The benefits of downside risk reduction through coinsurance. (2025). Norden, Lars ; Goedde-Menke, Michael ; Rose, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003527. Full description at Econpapers || Download paper | |
| 2025 | Financial uncertainties drive extreme risks in China. (2025). Huang, Shupei ; Lucey, Brian M ; Wang, Xinya. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pb:s105752192500434x. Full description at Econpapers || Download paper | |
| 2025 | Examining high-frequency patterns in Robinhood users’ trading behavior. (2025). Aymard, Clment ; Cenesizoglu, Tolga ; Ardia, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004569. Full description at Econpapers || Download paper | |
| 2025 | Does supply chain vertical integration reduce corporate debt financing costs?☆. (2025). Ni, Bangling ; Cheng, Xiaoke ; Zhang, Wenyu ; Sun, Qian ; Fu, Xiangfei. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925005162. Full description at Econpapers || Download paper | |
| 2024 | Maturity mismatched investment, digital financial inclusion, and digital orientation: Evidence from China. (2024). Yang, Zhonghai ; Lin, Yu-En ; Xu, Meng. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004738. Full description at Econpapers || Download paper | |
| 2024 | Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach. (2024). Gabauer, David ; Chatziantoniou, Ioannis ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005021. Full description at Econpapers || Download paper | |
| 2024 | The effect of lead institutional investors on investment and capital structure of young firms: Evidence from Indian IPOs. (2024). Ramanna, Vishwanatha Saragur ; Singhal, Ankit ; Sharma, Aarti. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005124. Full description at Econpapers || Download paper | |
| 2024 | Bank credit, consumption risk, and the cross-section of expected returns. (2024). Ho, JI. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000358. Full description at Econpapers || Download paper | |
| 2024 | Micro Mechanisms Driving Chinas Clean Energy Flourish: Business Expansion and Financing. (2024). Lin, Boqiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000395. Full description at Econpapers || Download paper | |
| 2024 | Digital inclusive finance: A lever for SME financing?. (2024). Wang, Yuting ; Bu, YA ; Du, Xin ; Liu, Shuyu ; Tang, Min. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000474. Full description at Econpapers || Download paper | |
| 2024 | Information shocks and short-term market overreaction: The role of investor attention. (2024). Meng, Yongqiang ; Xiong, Xiong ; Li, Xiao. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001510. Full description at Econpapers || Download paper | |
| 2024 | Multinational corporations and share pledging of the controlling shareholder. (2024). Zhao, Lili ; Wen, Fenghua ; Lin, Diyue. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003764. Full description at Econpapers || Download paper | |
| 2024 | Family firm governance and working capital management policy. (2024). Shao, Yingying ; Hong, Liu ; Jain, Bharat A. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004204. Full description at Econpapers || Download paper | |
| 2024 | Does information content of a corporate social responsibility report matter for stock mispricing? Evidence from China. (2024). Zhang, Wenyu ; Sun, Qian ; Chan, Kam C ; Qin, Jie ; Xu, Guanghua ; Wu, DI. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004393. Full description at Econpapers || Download paper | |
| 2024 | Exploring the factor zoo with a machine-learning portfolio. (2024). Chng, Michael T ; Huang, Tao ; Sak, Halis. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005313. Full description at Econpapers || Download paper | |
| 2024 | Investor sentiment and M&A withdrawal: International evidence. (2024). Herve, Fabrice ; Thraya, Mohamed Firas ; Zouaoui, Mohamed ; Rouine, Ibtissem. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006604. Full description at Econpapers || Download paper | |
| 2025 | ESG performance and corporate fraud: Evidence based on the MOE framework. (2025). Wu, Wenruo ; Gao, Jun ; Sun, Yanyang ; Liu, Suyi. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007397. Full description at Econpapers || Download paper | |
| 2025 | Does R&D make stocks lottery-like?. (2025). Zhang, Lingxiao ; Gao, Yuanqi ; Luo, QI ; Li, Chuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007725. Full description at Econpapers || Download paper | |
| 2025 | The risk management effect of bank fintech: Evidence from stock price crash risk. (2025). Liu, Yue ; Zhou, Jinlan. In: International Review of Financial Analysis. RePEc:eee:finana:v:99:y:2025:i:c:s1057521925000262. Full description at Econpapers || Download paper | |
| 2025 | Conditional currency momentum portfolios. (2025). Sakemoto, Ryuta ; Iwanaga, Yasuhiro. In: International Review of Financial Analysis. RePEc:eee:finana:v:99:y:2025:i:c:s1057521925000511. Full description at Econpapers || Download paper | |
| 2024 | Macroeconomic impact and stock returns vulnerability by size, solvency, and financial distress. (2024). Baek, Seungho ; Glambosky, Mina. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010905. Full description at Econpapers || Download paper | |
| 2024 | Social credit system construction and corporate debt dilemmas. (2024). Zhang, YI ; Wu, Lingling. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012278. Full description at Econpapers || Download paper | |
| 2024 | Promoters share pledging and investment–The role of financial constraints. (2024). Bhaduri, Saumitra ; Jose, Amal. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001090. Full description at Econpapers || Download paper | |
| 2024 | The daily rise and fall of the VIX1D: Causes and solutions of its overnight bias. (2024). Albers, Stefan ; Kestner, Lars N. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324002162. Full description at Econpapers || Download paper | |
| 2024 | Female directors, ESG performance and enterprise financialization. (2024). Huang, Yujie ; Li, Shanshan. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002964. Full description at Econpapers || Download paper | |
| 2024 | Individual investors’ dividend taxes and managerial myopia. (2024). Gao, Yuan ; Cheng, Xiaoke ; Zhang, Wenyu ; Shen, Haomin. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324003003. Full description at Econpapers || Download paper | |
| 2024 | Asymmetry, earnings announcements, and the beta-return relation. (2024). faff, robert ; Kim, Young-Mee ; Lee, Deok-Hyeon ; Min, Byoung-Kyu. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009723. Full description at Econpapers || Download paper | |
| 2024 | Are measures of corporate financial constraints universal? Evidence from Brazil. (2024). Norden, Lars ; Balan, Philipe. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013825. Full description at Econpapers || Download paper | |
| 2025 | Financial constraints and firm efficiency: Further empirical evidence. (2025). Martins-Filho, Carlos. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015538. Full description at Econpapers || Download paper | |
| 2025 | The role of associated risk in predicting financial distress: A case study of listed agricultural companies in China. (2025). Wang, Jing ; Zhang, Wanjuan. In: Finance Research Letters. RePEc:eee:finlet:v:77:y:2025:i:c:s1544612325003885. Full description at Econpapers || Download paper | |
| 2025 | How does cultural diversity influence corporate AI development?. (2025). Luo, Wenying ; Liu, Rong ; Su, Ruiqian. In: Finance Research Letters. RePEc:eee:finlet:v:81:y:2025:i:c:s1544612325007652. Full description at Econpapers || Download paper | |
| 2024 | Testing the boundaries of applicability of standard Stochastic Discount Factor models. (2024). Hassan, M. Kabir ; Zhu, Yinchu ; Pezzo, Luca ; Tian, Jiayuan. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000536. Full description at Econpapers || Download paper | |
| 2024 | Economic policy uncertainty and the inhibitory effect of firms green technology innovation. (2024). Zhao, Xin ; Zhou, Xiaoxiao ; Ma, Xiaowei ; Charles, Vincent ; Shahzad, Umer ; Dai, Mengsi. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000322. Full description at Econpapers || Download paper | |
| 2024 | Asymmetric trading restriction and return comovement. (2024). Yang, Lihua ; Zhu, Hongbing ; Zhang, Bing. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:94:y:2024:i:c:s1042443124000891. Full description at Econpapers || Download paper | |
| 2024 | Unlocking Dividends: The impact of managerial social capital on international corporate payouts. (2024). Cumming, Douglas ; Rajkovic, Tijana ; Javakhadze, David. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:95:y:2024:i:c:s104244312400091x. Full description at Econpapers || Download paper | |
| 2024 | Bankruptcy reforms and corporate debt structure. (2024). Qi, Yaxuan ; Liu, Xiaotian ; Wan, Wai Yee. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:95:y:2024:i:c:s1042443124001100. Full description at Econpapers || Download paper | |
| 2025 | Accounting comparability between M&A bidders and targets and deal outcome. (2025). Tsekrekos, Andrianos ; Anagnostopoulou, Seraina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443124001628. Full description at Econpapers || Download paper | |
| 2025 | Give me a break: What does the equity premium compensate for?. (2025). Perras, Patrizia ; Wagner, Niklas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443124001690. Full description at Econpapers || Download paper | |
| 2025 | Return predictability, dividend growth, and the persistence of the price–dividend ratio. (2025). Rambaccussing, Dooruj ; Madeira, Joao ; Golinski, Adam ; Goliski, Adam. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:92-110. Full description at Econpapers || Download paper | |
| 2024 | The misuse of regression-based x-Scores as dependent variables. (2024). Basu, Sudipta ; Byzalov, Dmitri. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:77:y:2024:i:2:s0165410123000678. Full description at Econpapers || Download paper | |
| 2024 | How effectively do green bonds help the environment?. (2024). Elbannan, Mona ; Loffler, Gunter. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002376. Full description at Econpapers || Download paper | |
| 2024 | Credit default swaps and corporate ESG performance. (2024). Zhao, Ran ; Zhu, LU. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:159:y:2024:i:c:s0378426623002741. Full description at Econpapers || Download paper | |
| 2024 | The good, the bad, and the not-so-ugly of credit booms?: capital allocation and financial constraints. (2024). Braun, Matias ; Marcet, Francisco ; Raddatz, Claudio. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000189. Full description at Econpapers || Download paper | |
| 2024 | Bargaining power and trade credit: The heterogeneous effect of credit contractions. (2024). Wang, Wenya ; Xu, Qiyu ; Yang, EI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000293. Full description at Econpapers || Download paper | |
| 2024 | CFO social capital, liquidity management, and the market value of cash✰. (2024). Yi, Yao ; Anderson, Christopher W ; Wintoki, Babajide M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:163:y:2024:i:c:s0378426624000815. Full description at Econpapers || Download paper | |
| 2024 | Crowding of international mutual funds. (2024). Artiga Gonzalez, Tanja ; Dyakov, Teodor ; Inhoffen, Justus ; Wipplinger, Evert. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:164:y:2024:i:c:s0378426624001195. Full description at Econpapers || Download paper | |
| 2024 | Corporate bankruptcy and banking deregulation: The effect of financial leverage. (2024). Rossi, Ludovico ; Dufour, Alfonso ; Varotto, Simone ; Cathcart, Lara. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:166:y:2024:i:c:s0378426624001365. 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 | |
| More than 100 citations found, this list is not complete... |
| Journal | |
|---|---|
| FMG Discussion Papers |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2001 | The Diversification Discount: Cash Flows Versus Returns In: Journal of Finance. [Full Text][Citation analysis] | article | 69 |
| 2003 | The Value Spread In: Journal of Finance. [Full Text][Citation analysis] | article | 117 |
| 2001 | The Value Spread.(2001) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 117 | paper | |
| 2003 | The Value Spread In: Journal of Finance. [Full Text][Citation analysis] | article | 106 |
| 2009 | The Price Is (Almost) Right In: Journal of Finance. [Full Text][Citation analysis] | article | 62 |
| 2003 | The Price is (Almost) Right.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 62 | paper | |
| 2014 | Connected Stocks In: Journal of Finance. [Full Text][Citation analysis] | article | 14 |
| 2010 | Connected stocks.(2010) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | ||
| 2024 | Putting the Price in Asset Pricing In: Journal of Finance. [Full Text][Citation analysis] | article | 1 |
| 2024 | Putting the price in asset pricing.(2024) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2015 | A forecast evaluation of expected equity return measures In: Bank of England working papers. [Full Text][Citation analysis] | paper | 4 |
| 2015 | An Intertemporal CAPM with Stochastic Volatility In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 157 |
| 2018 | An intertemporal CAPM with stochastic volatility.(2018) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 157 | article | |
| 2018 | An Intertemporal CAPM with stochastic volatility.(2018) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 157 | paper | |
| 2012 | An Intertemporal CAPM with Stochastic Volatility.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 157 | paper | |
| 2016 | The Booms and Busts of Beta Arbitrage In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2014 | The booms and busts of beta arbitrage.(2014) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2023 | The booms and busts of beta arbitrage.(2023) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2024 | The Booms and Busts of Beta Arbitrage.(2024) In: Management Science. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2003 | The Real Effects of Investor Sentiment In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 38 |
| 2004 | The Real Effects of Investor Sentiment.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | paper | |
| 2019 | A tug of war: Overnight versus intraday expected returns In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 89 |
| 2015 | A tug of war: overnight versus intraday expected returns.(2015) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 89 | paper | |
| 2019 | A tug of war: overnight versus intraday expected returns.(2019) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 89 | paper | |
| 2022 | Ripples into waves: Trade networks, economic activity, and asset prices In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 8 |
| 2022 | Ripples into waves: trade networks, economic activity, and asset prices.(2022) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2002 | Does diversification destroy value? Evidence from the industry shocks In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 113 |
| 2000 | Does Diversification Destroy Value? Evidence From Industry Shocks.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 113 | paper | |
| Does Diversification Destroy Value? Evidence from Industry Shocks..() In: CRSP working papers. [Citation analysis] This paper has nother version. Agregated cites: 113 | paper | ||
| 2006 | Cross-sectional forecasts of the equity premium In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 88 |
| 2022 | Comomentum: inferring arbitrage activity from return correlations In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 5 |
| 2013 | Comomentum: inferring arbitrage activity from return correlations.(2013) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2022 | Comomentum: Inferring Arbitrage Activity from Return Correlations.(2022) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2008 | Best ideas In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Stock prices under pressure: how tax and interest rates drive returns at the turn of the tax year In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 1 |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | ||
| 2005 | Growth or glamour? fundamentals and systemic risk in stock returns In: Proceedings. [Full Text][Citation analysis] | article | 134 |
| 2005 | Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns.(2005) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 134 | paper | |
| 2010 | Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns.(2010) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 134 | paper | |
| 2005 | Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 134 | paper | |
| 2010 | Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns.(2010) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 134 | article | |
| 2005 | Stock returns and expected business conditions: half a century of direct evidence In: Proceedings. [Full Text][Citation analysis] | article | 97 |
| In: . [Full Text][Citation analysis] | paper | 0 | |
| 2012 | New in Town: Demographics, Immigration, and the Price of Real Estate In: Working Papers. [Citation analysis] | paper | 0 |
| 2013 | Hard Times In: Scholarly Articles. [Full Text][Citation analysis] | paper | 18 |
| 2010 | Hard Times.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2013 | Hard Times.(2013) In: The Review of Asset Pricing Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
| 2013 | Predicting asset prices In: Nature. [Full Text][Citation analysis] | article | 0 |
| 2004 | New Forecasts of the Equity Premium In: NBER Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2005 | Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis In: NBER Working Papers. [Full Text][Citation analysis] | paper | 122 |
| 2005 | Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis.(2005) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 122 | article | |
| 2023 | What Drives Booms and Busts in Value? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 1997 | Financial Constraints and Stock Returns In: NBER Working Papers. [Full Text][Citation analysis] | paper | 581 |
| 2001 | Financial Constraints and Stock Returns..(2001) In: The Review of Financial Studies. [Citation analysis] This paper has nother version. Agregated cites: 581 | article | |
| Financial Constraints and Stock Returns..() In: CRSP working papers. [Citation analysis] This paper has nother version. Agregated cites: 581 | paper | ||
| 1999 | The Diversification Discount: Cash Flows vs. Returns In: NBER Working Papers. [Full Text][Citation analysis] | paper | 19 |
| The Diversification Discount: Cash Flows vs. Returns..() In: CRSP working papers. [Citation analysis] This paper has nother version. Agregated cites: 19 | paper | ||
| 2009 | The Stock Market and Corporate Investment: A Test of Catering Theory In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 185 |
| 2024 | Scale or Yield? A Present-Value Identity In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team