32
H index
41
i10 index
9172
Citations
University of Rochester (50% share) | 32 H index 41 i10 index 9172 Citations RESEARCH PRODUCTION: 44 Articles 28 Papers 2 Chapters RESEARCH ACTIVITY: 45 years (1977 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/psc116 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with G. William Schwert. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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NBER Working Papers / National Bureau of Economic Research, Inc | 19 |
Year | Title of citing document | |
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2023 | The connectedness of Energy Transition Metals. (2023). Galeotti, Marzio ; Casoli, Chiara ; Bastianin, Andrea. In: FEEM Working Papers. RePEc:ags:feemwp:336984. Full description at Econpapers || Download paper | |
2023 | Information Transmission between Banks and the Market for Corporate Control. (2023). Saidi, Farzad ; Pala, Melissa ; Fecht, Falko ; Bittner, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:250. Full description at Econpapers || Download paper | |
2024 | What Determines Equity Returns in Emerging Markets?. (2024). Foye, James. In: CAFE Working Papers. RePEc:akf:cafewp:29. Full description at Econpapers || Download paper | |
2024 | Dynamic Risk Measurement by EVT based on Stochastic Volatility models via MCMC. (2022). , Shibo ; Bo, Shi. In: Papers. RePEc:arx:papers:2201.09434. Full description at Econpapers || Download paper | |
2024 | Enhanced Bayesian Neural Networks for Macroeconomics and Finance. (2022). Marcellino, Massimiliano ; Klieber, Karin ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2211.04752. Full description at Econpapers || Download paper | |
2024 | Security Issuance, Institutional Investors and Quid Pro Quo: Insights from SPACs. (2022). Aryal, Gaurab ; Yung, Chris ; Yao, Yuchi ; Chen, Zhaohui. In: Papers. RePEc:arx:papers:2211.16643. Full description at Econpapers || Download paper | |
2023 | Bitcoin Does Not Hedge Inflation. (2023). Pinchuk, Mykola. In: Papers. RePEc:arx:papers:2301.10117. Full description at Econpapers || Download paper | |
2023 | Utility-based indifference pricing of pure endowments in a Markov-modulated market model. (2023). Salterini, Benedetta ; Cretarola, Alessandra. In: Papers. RePEc:arx:papers:2301.13575. Full description at Econpapers || Download paper | |
2023 | Physical Momentum in the Indian Stock Market. (2023). Das, Tulasi Narendra ; Devulapally, Naresh Kumar. In: Papers. RePEc:arx:papers:2302.13245. Full description at Econpapers || Download paper | |
2023 | Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network. (2023). Wang, Guiling ; Deek, Fadi P ; Gu, Jingyi. In: Papers. RePEc:arx:papers:2302.14164. Full description at Econpapers || Download paper | |
2023 | Predicting Stock Price Movement as an Image Classification Problem. (2023). Steinbacher, Matej. In: Papers. RePEc:arx:papers:2303.01111. 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 | Stock Price Predictability and the Business Cycle via Machine Learning. (2023). Fan, Xiuyi ; Fu, Hsuan ; Wang, Lirong. In: Papers. RePEc:arx:papers:2304.09937. Full description at Econpapers || Download paper | |
2024 | Maximally Machine-Learnable Portfolios. (2023). Goebel, Maximilian ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2306.05568. Full description at Econpapers || Download paper | |
2024 | An Empirical Analysis on Financial Markets: Insights from the Application of Statistical Physics. (2023). Ventre, Carmine ; Polukarov, Maria ; Cao, YI ; Li, Haochen. In: Papers. RePEc:arx:papers:2308.14235. Full description at Econpapers || Download paper | |
2024 | Regret-Optimal Federated Transfer Learning for Kernel Regression with Applications in American Option Pricing. (2023). Lucchi, Aurelien ; Grasselli, Matheus ; Krach, Florian ; Kratsios, Anastasis ; Yang, Xuwei. In: Papers. RePEc:arx:papers:2309.04557. Full description at Econpapers || Download paper | |
2024 | Information-Enriched Selection of Stationary and Non-Stationary Autoregressions using the Adaptive Lasso. (2024). Arnold, Martin C ; Reinschlussel, Thilo. In: Papers. RePEc:arx:papers:2402.16580. Full description at Econpapers || Download paper | |
2024 | Do Weibo platform experts perform better at predicting stock market?. (2024). Chochlov, Muslim ; Buckley, Jim ; Ryan, Conor ; Ma, Ziyuan. In: Papers. RePEc:arx:papers:2403.00772. Full description at Econpapers || Download paper | |
2023 | Statistical Properties of Two Asymmetric Stochastic Volatility in Mean Models. (2023). Demos, Antonis. In: DEOS Working Papers. RePEc:aue:wpaper:2303. Full description at Econpapers || Download paper | |
2023 | Estimation of Asymmetric Stochastic Volatility in Mean Models. (2023). Demos, Antonis. In: DEOS Working Papers. RePEc:aue:wpaper:2309. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Excess Asset Returns Predictability in an Emerging Economy: The Case of Colombia. (2023). Sarmiento, Eduardo ; López, Martha. In: Borradores de Economia. RePEc:bdr:borrec:1243. Full description at Econpapers || Download paper | |
2023 | Audit Effort and Stock Price Crash Risk. (2023). Zhou, Wei ; Wu, Liansheng ; Luo, Wei ; Han, Xiaomei. In: Abacus. RePEc:bla:abacus:v:59:y:2023:i:1:p:230-257. Full description at Econpapers || Download paper | |
2024 | Accounting for Inflation: The Dog That Didnt Bark. (2024). Ball, Ray. In: Abacus. RePEc:bla:abacus:v:60:y:2024:i:1:p:1-12. Full description at Econpapers || Download paper | |
2023 | IPO suspension and pricing: Evidence from China. (2023). Shen, Zhe ; Zhao, Junkun ; Huang, Yong. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:5:p:5143-5182. Full description at Econpapers || Download paper | |
2024 | The effect of auditor experience on stock price crash risk. (2024). Zhang, Bikun ; Li, Si Ying ; Wang, Liangcheng ; Peng, Tao. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:411-444. Full description at Econpapers || Download paper | |
2024 | The disciplinary role of unsuccessful takeovers and changes in corporate governance. (2024). Zu, Yanglan ; Shan, Yaowen ; Bugeja, Martin. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:941-973. Full description at Econpapers || Download paper | |
2023 | The Impact of the Tone of a Prospectus on IPO Underpricing: Evidence from China. (2023). Chi, Qinwei ; Qi, Jun ; Ouyang, Junyan. In: Australian Accounting Review. RePEc:bla:ausact:v:33:y:2023:i:4:p:375-390. Full description at Econpapers || Download paper | |
2023 | Americas decoupling from China: A perspective from stock markets. (2023). Liu, Kerry. In: Economic Affairs. RePEc:bla:ecaffa:v:43:y:2023:i:1:p:32-52. Full description at Econpapers || Download paper | |
2024 | Do markets Trump politics? Fossil and renewable market reactions to major political events. (2024). Sterner, Thomas ; Mukanjari, Samson. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:805-836. Full description at Econpapers || Download paper | |
2023 | A rundown of merger target run?ups. (2021). Verwijmeren, Patrick ; Vagenasnanos, Evangelos ; Dutordoir, Marie ; Wu, Betty. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:2:p:487-518. Full description at Econpapers || Download paper | |
2023 | Auctions versus bookbuilding: The effects of IPO regulation in Japan. (2023). Weber, Matthias ; Lehmann, Timo. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:1:p:117-141. Full description at Econpapers || Download paper | |
2023 | Understanding the transmission of crash risk between cryptocurrency and equity markets. (2023). Corbet, Shaen ; Liu, Zhifeng ; Toan, Luu Duc ; Goodell, John W ; Dai, Pengfei. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:539-573. Full description at Econpapers || Download paper | |
2023 | Average skewness in global equity markets. (2023). Kirli, Imra ; Gunaydin, Doruk A ; Demirtas, Ozgur K ; Atilgan, Yigit. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:245-271. Full description at Econpapers || Download paper | |
2024 | The Value Premium and Timeâ€Varying Volatility. (2009). Brooks, Chris ; Li, Xiafei ; Miffre, Joelle. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:36:y:2009:i:9-10:p:1252-1272. Full description at Econpapers || Download paper | |
2023 | The consequences of earnings management for the acquisition premium in friendly takeovers. (2023). Spadetti, Cedric ; Missonierpiera, Franck. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:50:y:2023:i:1-2:p:308-334. Full description at Econpapers || Download paper | |
2023 | Macroeconomic News in Asset Pricing and Reality. (2023). Duffee, Gregory R. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1499-1543. Full description at Econpapers || Download paper | |
2024 | A new volatility model: GQARCH?ItÔ model. (2022). Xu, LU ; Sun, Yulei ; Yuan, Huiling ; Cui, Xiangyu ; Zhou, Yong. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:3:p:345-370. Full description at Econpapers || Download paper | |
2024 | EXPLICIT SOLUTIONS OF CONSUMPTION-INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING. (2009). Cadenillas, Abel ; Sotomayor, Luz Rocio . In: Mathematical Finance. RePEc:bla:mathfi:v:19:y:2009:i:2:p:251-279. Full description at Econpapers || Download paper | |
2023 | How Wealthy are the Rich?. (2023). Milaković, Mishael ; Schulz, Jan. In: Review of Income and Wealth. RePEc:bla:revinw:v:69:y:2023:i:1:p:100-123. Full description at Econpapers || Download paper | |
2023 | Oil and the Stock Market Revisited: A mixed functional VAR approach. (2023). Bjørnland, Hilde ; Cross, Jamie L ; Chang, Yoosoon ; Bjrnland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0114. Full description at Econpapers || Download paper | |
2023 | The Effects of the LIBOR Scandal on Volatility and Liquidity in LIBOR Futures Markets. (2023). Bachmair, K. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2303. Full description at Econpapers || Download paper | |
2023 | Macroeconomic Expectations and State-Dependent Factor Returns. (2023). Neuenkirch, Matthias ; Haase, Felix. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10720. Full description at Econpapers || Download paper | |
2023 | Do investors care about carbon risk? The impact of the Paris agreement on the inflation hedging performance of commodities. (2023). Selmi, Refk. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00030. Full description at Econpapers || Download paper | |
2023 | Education, employment, and labor force participation in the United States. (2023). Emerson, Jamie. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00244. Full description at Econpapers || Download paper | |
2023 | Who bears the costs of inflation? Euro area households and the 2021–2022 shock. (2023). Paz-Pardo, Gonzalo ; Pallotti, Filippo ; Violante, Giovanni L ; Tristani, Oreste ; Slacalek, Jiri. In: Working Paper Series. RePEc:ecb:ecbwps:20232877. Full description at Econpapers || Download paper | |
2023 | The Dynamic Relationship among Domestic Stock Returns Volatility, Oil Prices, Exchange Rate and Macroeconomic Factors of Investment. (2023). Irmak, Esma ; Pelit, Irem ; Said, Laila Refiana ; Shabbir, Malik Shahzad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-62. 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 | International spillovers of U.S. monetary uncertainty and equity market volatility to China’s stock markets. (2023). Lee, Chi-Chuan. In: Journal of Asian Economics. RePEc:eee:asieco:v:84:y:2023:i:c:s1049007822001312. Full description at Econpapers || Download paper | |
2023 | Is the effect of shared auditors driven by shared audit partners? The case of M&As. (2023). Bond, David ; Czernkowski, Robert ; Bugeja, Martin ; Bedford, Anna. In: The British Accounting Review. RePEc:eee:bracre:v:55:y:2023:i:2:s0890838922000294. Full description at Econpapers || Download paper | |
2023 | Syndicate structure and IPO outcomes: The impact of underwriter roles and syndicate concentration. (2023). King, Michael R ; Dunbar, Craig G. In: Journal of Corporate Finance. RePEc:eee:corfin:v:79:y:2023:i:c:s0929119923000317. Full description at Econpapers || Download paper | |
2023 | The world cup in football and the US IPO market. (2023). Shekhar, Chander ; Lv, Jin Roc ; Fjesme, Sturla Lyngnes. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000597. Full description at Econpapers || Download paper | |
2023 | Identification of the differencing operator of a non-stationary time series via testing for zeroes in the spectral density. (2023). Jach, Agnieszka ; McElroy, Tucker S. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:177:y:2023:i:c:s0167947322001608. Full description at Econpapers || Download paper | |
2023 | Interest rate changes and the cross-section of global equity returns. (2023). Long, Huaigang ; Bianchi, Robert J ; Cakici, Nusret ; Zaremba, Adam. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188923000027. Full description at Econpapers || Download paper | |
2023 | Acquiring for innovation: Evidence from the U.S. technology industry. (2023). Schiereck, Dirk ; Kaufmann, Mattheo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:152:y:2023:i:c:s0165188923000799. Full description at Econpapers || Download paper | |
2024 | Risks and risk premia in the US Treasury market. (2024). Sarno, Lucio ; Zinna, Gabriele ; Li, Junye. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s016518892300194x. Full description at Econpapers || Download paper | |
2023 | The Effect of ESG performance on the stock market during the COVID-19 Pandemic — Evidence from Japan. (2023). Lu, Changrong ; Nemoto, Naoko ; Liu, Lian. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:702-712. Full description at Econpapers || Download paper | |
2023 | Network centrality and technology acquisitions: Evidence from Chinas listed business groups. (2023). Cai, Jiayao ; Hai, Mengdie ; Xing, Fei. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004187. Full description at Econpapers || Download paper | |
2023 | A regime-switching model of stock returns with momentum and mean reversion. (2023). Zakamulin, Valeriy ; Giner, Javier. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000494. Full description at Econpapers || Download paper | |
2023 | Testing for integration and cointegration when time series are observed with noise. (2023). Pelagatti, Matteo ; Parisio, Lucia ; Maranzano, Paolo ; Gianfreda, Angelica. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001645. Full description at Econpapers || Download paper | |
2023 | Risk-return tradeoff and serial correlation in the Chinese stock market: A bailout-driven crash feedback hypothesis. (2023). Yang, Yiwen ; Yao, Jing. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003644. Full description at Econpapers || Download paper | |
2024 | Ambiguity and risk in the oil market. (2024). Qadan, Mahmoud ; Ayoub, Mahmoud. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000075. Full description at Econpapers || Download paper | |
2023 | Impact of serial entrepreneurs on IPO valuation: Evidence from U.S. IPOs. (2023). Wu, Shuai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001929. Full description at Econpapers || Download paper | |
2024 | The volume-implied volatility relation in financial markets: A behavioral explanation. (2024). Padungsaksawasdi, Chaiyuth ; Cheuathonghua, Massaporn. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000238. Full description at Econpapers || Download paper | |
2024 | Cross-regional connectedness of financial market: Measurement and determinants. (2024). Cao, Jie ; Wang, Xuya ; Yang, Xin ; Huang, Chuangxia ; Zhao, Lili. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000822. Full description at Econpapers || Download paper | |
2024 | Speculative and non-speculative equity premia. (2024). Dorobiala, Zachary ; Schneider, Mark ; Ghazi, Soroush. In: Economics Letters. RePEc:eee:ecolet:v:236:y:2024:i:c:s0165176524001022. Full description at Econpapers || Download paper | |
2024 | Volatility of volatility and leverage effect from options. (2024). Todorov, Viktor ; Chong, Carsten H. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000150. Full description at Econpapers || Download paper | |
2024 | A new macro-financial condition index for the euro area. (2024). MORANA, CLAUDIO. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:64-87. Full description at Econpapers || Download paper | |
2024 | First passage times in portfolio optimization: A novel nonparametric approach. (2024). , Paulo ; Nicolau, Joo ; Zsurkis, Gabriel. In: European Journal of Operational Research. RePEc:eee:ejores:v:312:y:2024:i:3:p:1074-1085. Full description at Econpapers || Download paper | |
2023 | Inflation and west African sectoral stock price indices: An asymmetric kernel method analysis. (2023). Banto, Jean Michel ; Some, Sobom Matthieu ; Aurelien, Libaud Rudy. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122001042. Full description at Econpapers || Download paper | |
2023 | Out-of-sample equity premium prediction: The role of option-implied constraints. (2023). Zhou, TI ; Wang, Yunqi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:199-226. Full description at Econpapers || Download paper | |
2023 | Estimation with mixed data frequencies: A bias-correction approach. (2023). Linton, Oliver ; Ghosh, Anisha. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000701. Full description at Econpapers || Download paper | |
2023 | Social capital and the pricing of initial public offerings. (2023). Goyal, Abhinav ; Duong, Huu Nhan ; Chen, Yangyang ; Veeraraghavan, Madhu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000762. Full description at Econpapers || Download paper | |
2023 | Forecasting realized volatility with wavelet decomposition. (2023). Vivian, Andrew ; Souropanis, Ioannis. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000993. Full description at Econpapers || Download paper | |
2023 | Does the substitution effect lead to feedback effect linkage between ethanol, crude oil, and soft agricultural commodities?. (2023). Rao, Sandeep ; Singh, Vipul Kumar ; Kumar, Pawan. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000725. Full description at Econpapers || Download paper | |
2023 | Drivers and pass-through of the EU ETS price: Evidence from the power sector. (2023). Okullo, Samuel J ; Bai, Yiyi. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323001962. Full description at Econpapers || Download paper | |
2023 | Short- and long-run determinants of the price behavior of US clean energy stocks: A dynamic ARDL simulations approach. (2023). , Mohamed. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002694. Full description at Econpapers || Download paper | |
2023 | Shanghai crude oil futures: Returns Independence, volatility asymmetry, and hedging potential. (2023). Umar, Muhammad ; Mirza, Nawazish ; Naqvi, Bushra ; Abbas, Syed Kumail. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006084. Full description at Econpapers || Download paper | |
2023 | Impact of renewable energy generation on power reserve energy demand. (2023). Boucher, Quentin ; Deman, Laureen. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006710. Full description at Econpapers || Download paper | |
2023 | The connectedness of Energy Transition Metals. (2023). Galeotti, Marzio ; Bastianin, Andrea ; Casoli, Chiara. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006813. Full description at Econpapers || Download paper | |
2023 | Fifty years of Energy Policy: A bibliometric overview. (2023). Du, Huibin ; Yao, YE ; Yeh, Sonia ; Neumann, Anne ; Antunes, Carlos Henggeler ; Zhou, Peng ; Zou, Hongyang. In: Energy Policy. RePEc:eee:enepol:v:183:y:2023:i:c:s0301421523003543. Full description at Econpapers || Download paper | |
2023 | Are commodity futures a hedge against inflation? A Markov-switching approach. (2023). Zhou, Zhiping ; Zhang, Xuan ; Liu, Chunbo. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s105752192300008x. Full description at Econpapers || Download paper | |
2023 | A tale of idiosyncratic volatility and illiquidity shocks: Their correlation and effects on stock returns. (2023). Huang, Zhaodan ; Han, Yufeng. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000339. Full description at Econpapers || Download paper | |
2023 | CBDC uncertainty: Financial market implications. (2023). Dunbar, Kwamie. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001230. Full description at Econpapers || Download paper | |
2023 | Nonlinear asset pricing in Chinese stock market: A deep learning approach. (2023). Xie, Ying ; Wang, Yiming ; Long, Suwan ; Pan, Shuiyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001436. Full description at Econpapers || Download paper | |
2023 | Commodity market financialization, herding and signals: An asymmetric GARCH R-vine copula approach. (2023). Zhang, Dalu ; Yan, Meilan ; Xiao, Qin. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002594. Full description at Econpapers || Download paper | |
2023 | Stock market reactions to monetary policy surprises under uncertainty. (2023). Saadon, Yossi ; Benchimol, Jonathan ; Segev, Nimrod. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002995. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2000 | Hostility in Takeovers: In the Eyes of the Beholder? In: Journal of Finance. [Full Text][Citation analysis] | article | 327 |
1999 | Hostility in Takeovers: In the Eyes of the Beholder?.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 327 | paper | |
2002 | Joint Editorial In: Journal of Finance. [Full Text][Citation analysis] | article | 0 |
2002 | IPO Market Cycles: Bubbles or Sequential Learning? In: Journal of Finance. [Full Text][Citation analysis] | article | 186 |
2000 | IPO Market Cycles: Bubbles or Sequential Learning?.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 186 | paper | |
2010 | The Variability of IPO Initial Returns In: Journal of Finance. [Full Text][Citation analysis] | article | 120 |
2006 | The Variability of IPO Initial Returns.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 120 | paper | |
1979 | Potential GNP: Its measurement and significance : A dissenting opinion In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 29 |
1979 | Tests of causality : The message in the innovations In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 12 |
1986 | The time series behavior of real interest rates A comment In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 5 |
1989 | Business cycles, financial crises, and stock volatility : Reply to Shiller In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 63 |
1989 | Business cycles, financial crises, and stock volatility In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 143 |
1988 | BUSINESS CYCLES, FINANCIAL CRISES AND STOCK VOLATILITY.(1988) In: Rochester, Business - General. [Citation analysis] This paper has nother version. Agregated cites: 143 | paper | |
1989 | Business Cycles, Financial Crises, and Stock Volatility.(1989) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 143 | paper | |
1990 | Testing for covariance stationarity in stock market data In: Economics Letters. [Full Text][Citation analysis] | article | 49 |
1990 | Alternative models for conditional stock volatility In: Journal of Econometrics. [Full Text][Citation analysis] | article | 577 |
1989 | ALTERNATIVE MODELS FOR CONDITIONAL STOCK VOLATILITY.(1989) In: Rochester, Business - General. [Citation analysis] This paper has nother version. Agregated cites: 577 | paper | |
1989 | Alternative Models For Conditional Stock Volatility.(1989) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 577 | paper | |
1977 | Estimation of a non-invertible moving average process : The case of overdifferencing In: Journal of Econometrics. [Full Text][Citation analysis] | article | 34 |
2003 | Anomalies and market efficiency In: Handbook of the Economics of Finance. [Full Text][Citation analysis] | chapter | 347 |
2002 | Anomalies and Market Efficiency.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 347 | paper | |
1985 | A discussion of CEO deaths and the reaction of stock prices In: Journal of Accounting and Economics. [Full Text][Citation analysis] | article | 4 |
1983 | Size and stock returns, and other empirical regularities In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 45 |
1987 | Expected stock returns and volatility In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 1635 |
1989 | Clinical papers and their role in the development of financial economics In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 14 |
1990 | Editorial In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 0 |
1993 | The journal of financial economics*1: A retrospective evaluation (1974-1991) In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 27 |
1995 | Poison or placebo? Evidence on the deterrence and wealth effects of modern antitakeover measures In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 224 |
1993 | Poison or Placebo? Evidence on the Deterrent and Wealth Effects of Modern Antitakeover Measures.(1993) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 224 | paper | |
1996 | Markup pricing in mergers and acquisitions In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 296 |
1994 | Mark-up Pricing in Mergers and Acquisitions..(1994) In: Rochester, Business - Financial Research and Policy Studies. [Citation analysis] This paper has nother version. Agregated cites: 296 | paper | |
1994 | Mark-Up Pricing in Mergers and Acquisitions.(1994) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 296 | paper | |
1997 | Symposium on market microstructure: Focus on Nasdaq In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 9 |
1977 | Stock exchange seats as capital assets In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 12 |
1977 | Human capital and capital market equilibrium In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 94 |
1977 | Asset returns and inflation In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 870 |
2004 | Is the IPO pricing process efficient? In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 123 |
1987 | Effects of model specification on tests for unit roots in macroeconomic data In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 234 |
2002 | Stock volatility in the new millennium: how wacky is Nasdaq? In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 71 |
2001 | Stock Volatility in the New Millennium: How Wacky Is Nasdaq?.(2001) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 71 | paper | |
1978 | Money, income, and sunspots: Measuring economic relationships and the effects of differencing In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 62 |
1989 | MARGIN REQUIREMENTS AND STOCK VOLATILITY. In: Columbia - Center for Futures Markets. [Citation analysis] | paper | 33 |
1989 | STOCK VOLATILITY AND THE CRASH OF 87 In: Rochester, Business - General. [Citation analysis] | paper | 396 |
1989 | Stock Volatility and the Crash of 87.(1989) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 396 | paper | |
1990 | Stock Volatility and the Crash of 87..(1990) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 396 | article | |
1989 | INDEXES OF UNITED STATES STOCK PRICES FROM 1802-1987 In: Rochester, Business - General. [Citation analysis] | paper | 4 |
1989 | Indexes of United States Stock Prices From 1802 to 1987.(1989) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
1982 | Differencing as a Test of Specification. In: International Economic Review. [Full Text][Citation analysis] | article | 24 |
1988 | Why Does Stock Market Volatility Change Over Time? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 24 |
2020 | The Remarkable Growth in Financial Economics, 1974-2020 In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
1998 | Stock Market Volatility: Ten Years After the Crash In: NBER Working Papers. [Full Text][Citation analysis] | paper | 32 |
1997 | Stock Market Volatility: Ten Years After the Crash.(1997) In: Center for Financial Institutions Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
2001 | Biases in the IPO Pricing Process In: NBER Working Papers. [Full Text][Citation analysis] | paper | 8 |
2001 | Short Sales, Damages and Class Certification in 10b-5 Actions In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
1977 | Public Regulation of National Securities Exchanges: A Test of the Capture Hypothesis In: Bell Journal of Economics. [Full Text][Citation analysis] | article | 12 |
2022 | Eugene F. Fama (1939–) In: Springer Books. [Citation analysis] | chapter | 0 |
1981 | Using Financial Data to Measure Effects of Regulation. In: Journal of Law and Economics. [Full Text][Citation analysis] | article | 164 |
1979 | Inflation, Interest, and Relative Prices. In: The Journal of Business. [Full Text][Citation analysis] | article | 7 |
1990 | Indexes of U.S. Stock Prices from 1802 to 1987. In: The Journal of Business. [Full Text][Citation analysis] | article | 78 |
1983 | Effects of Nominal Contracting on Stock Returns. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 36 |
1985 | Information Aggregation, Inflation, and the Pricing of Indexed Bonds. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 17 |
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