41
H index
64
i10 index
12822
Citations
University of Texas-Austin | 41 H index 64 i10 index 12822 Citations RESEARCH PRODUCTION: 62 Articles 39 Papers 2 Chapters EDITOR: Series edited RESEARCH ACTIVITY: 41 years (1982 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pti51 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Sheridan Titman. | 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 | 29 |
2004 Meeting Papers / Society for Economic Dynamics | 2 |
CEPR Discussion Papers / C.E.P.R. Discussion Papers | 2 |
Year | Title of citing document | |
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2023 | National Culture as a Determinant of Corporate Capital Structure: Empirical Evidence from Three Emerging Economies. (2023). Farooq, Umar ; Sergeevna, Klunko Natalia ; Ahmed, Jaleel ; Dai, Jiapeng ; Zhou, YI. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:27:y:2023:i:2:p:122-144. Full description at Econpapers || Download paper | |
2023 | . 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 | |
2023 | Fund Characteristics and Performances of Socially Responsible Mutual Funds: Do ESG Ratings Play a Role?. (2018). Chatterjee, Swarnankur. In: Papers. RePEc:arx:papers:1806.09906. Full description at Econpapers || Download paper | |
2024 | Robustifying Conditional Portfolio Decisions via Optimal Transport. (2021). Ye, Yinyu ; Delage, Erick ; Blanchet, Jose ; Zhang, Fan ; Nguyen, Viet Anh. In: Papers. RePEc:arx:papers:2103.16451. Full description at Econpapers || Download paper | |
2023 | EmTract: Investor Emotions and Market Behavior. (2021). Skog, Rolf ; Vamossy, Domonkos. In: Papers. RePEc:arx:papers:2112.03868. Full description at Econpapers || Download paper | |
2024 | Missing Values and the Dimensionality of Expected Returns. (2022). McCoy, Jack ; Chen, Andrew Y. In: Papers. RePEc:arx:papers:2207.13071. Full description at Econpapers || Download paper | |
2024 | Estimating the Time-Varying Structures of the Fama-French Multi-Factor Models. (2022). Noda, Akihiko. In: Papers. RePEc:arx:papers:2208.01270. Full description at Econpapers || Download paper | |
2023 | Publication Bias in Asset Pricing Research. (2022). Zimmermann, Tom ; Chen, Andrew Y. In: Papers. RePEc:arx:papers:2209.13623. Full description at Econpapers || Download paper | |
2023 | KALMANBOT: KalmanNet-Aided Bollinger Bands for Pairs Trading. (2022). Shlezinger, Nir ; Morgenstern, Hai ; Revach, Guy ; Deng, Haoran . In: Papers. RePEc:arx:papers:2210.15448. Full description at Econpapers || Download paper | |
2023 | Spatio-Temporal Momentum: Jointly Learning Time-Series and Cross-Sectional Strategies. (2023). Zohren, Stefan ; Roberts, Stephen ; Tan, Wee Ling. In: Papers. RePEc:arx:papers:2302.10175. 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 | A Unified Framework for Fast Large-Scale Portfolio Optimization. (2023). Safikhani, Abolfazl ; Polak, Pawel ; Shah, Ronakdilip ; Deng, Weichuan. In: Papers. RePEc:arx:papers:2303.12751. Full description at Econpapers || Download paper | |
2023 | Online Ensemble of Models for Optimal Predictive Performance with Applications to Sector Rotation Strategy. (2023). Polak, Pawel ; Miao, Jiaju. In: Papers. RePEc:arx:papers:2304.09947. Full description at Econpapers || Download paper | |
2024 | Deep Stock: training and trading scheme using deep learning. (2023). Kang, Sungwoo. In: Papers. RePEc:arx:papers:2304.14870. Full description at Econpapers || Download paper | |
2023 | Constructing Time-Series Momentum Portfolios with Deep Multi-Task Learning. (2023). Herremans, Dorien ; Ong, Joel. In: Papers. RePEc:arx:papers:2306.13661. Full description at Econpapers || Download paper | |
2024 | Theory of Complex Adaptive Learning Based on a Subjects Intelligent Trading Probability Wave Equation. (2023). Wang, Guocheng ; Guo, Xinshuai ; Shi, Leilei. In: Papers. RePEc:arx:papers:2306.15554. Full description at Econpapers || Download paper | |
2023 | Deep Inception Networks: A General End-to-End Framework for Multi-asset Quantitative Strategies. (2023). Zohren, Stefan ; Roberts, Stephen ; Liu, Tom. In: Papers. RePEc:arx:papers:2307.05522. Full description at Econpapers || Download paper | |
2023 | The Impacts of Registration Regime Implementation on IPO Pricing Efficiency. (2023). Hussein, Monica ; Zhou, Zhong-Guo ; Li, XU ; Peng, Jiaqi ; Zheng, Linhong ; Deng, QI ; Swartz, Mick ; Chen, Dingyi. In: Papers. RePEc:arx:papers:2307.09669. Full description at Econpapers || Download paper | |
2023 | Fast and Furious: A High-Frequency Analysis of Robinhood Users Trading Behavior. (2023). Cenesizoglu, Tolga ; Aymard, Cl'Ement ; Ardia, David. In: Papers. RePEc:arx:papers:2307.11012. Full description at Econpapers || Download paper | |
2023 | Online Universal Dirichlet Factor Portfolios. (2023). Hanawal, Manjesh K ; Bhardwaj, Avinash ; Parthasarathy, Purushottam. In: Papers. RePEc:arx:papers:2308.07763. Full description at Econpapers || Download paper | |
2023 | Analysis of Optimal Portfolio Management Using Hierarchical Clustering. (2023). Panda, Kapil. In: Papers. RePEc:arx:papers:2308.11202. Full description at Econpapers || Download paper | |
2023 | Network Momentum across Asset Classes. (2023). Zohren, Stefan ; Dong, Xiaowen ; Roberts, Stephen ; Pu, Xingyue. In: Papers. RePEc:arx:papers:2308.11294. Full description at Econpapers || Download paper | |
2023 | Common Firm-level Investor Fears: Evidence from Equity Options. (2023). Baruník, Jozef ; Ellington, Michael ; Bevilacqua, Mattia. In: Papers. RePEc:arx:papers:2309.03968. Full description at Econpapers || Download paper | |
2023 | Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion. (2023). Auer, Benjamin R ; Lamert, Kerstin ; Wunderlich, Ralf. In: Papers. RePEc:arx:papers:2311.15635. Full description at Econpapers || Download paper | |
2024 | Randomized Control in Performance Analysis and Empirical Asset Pricing. (2024). Tsigaridas, Elias ; Fisikopoulos, Vissarion ; Chalkis, Apostolos ; Bachelard, Cyril. In: Papers. RePEc:arx:papers:2403.00009. Full description at Econpapers || Download paper | |
2024 | Revisiting Boehmer et al. (2021): Recent Period, Alternative Method, Different Conclusions. (2024). Cenesizoglu, Tolga ; Aymard, Cl'Ement ; Ardia, David. In: Papers. RePEc:arx:papers:2403.17095. Full description at Econpapers || Download paper | |
2024 | Social Media Emotions and Market Behavior. (2024). Vamossy, Domonkos F. In: Papers. RePEc:arx:papers:2404.03792. Full description at Econpapers || Download paper | |
2024 | StockGPT: A GenAI Model for Stock Prediction and Trading. (2024). Mai, Dat. In: Papers. RePEc:arx:papers:2404.05101. Full description at Econpapers || Download paper | |
2024 | One Factor to Bind the Cross-Section of Returns. (2024). Borri, Nicola ; Tsyvinski, Aleh ; Liu, Yukun ; Chetverikov, Denis. In: Papers. RePEc:arx:papers:2404.08129. Full description at Econpapers || Download paper | |
2023 | Strong vs. Stable: The Impact of ESG Ratings Momentum and their Volatility on the Cost of Equity Capital. (2023). Guidolin, Massimo ; Magnani, Monia ; Berk, Ian. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23202. Full description at Econpapers || Download paper | |
2023 | Risk Analysis of Pension Fund Investment Choices. (2023). Do, Hung Xuan ; Brooks, Robert ; Bissoondoyalbheenick, Emawtee. In: Abacus. RePEc:bla:abacus:v:59:y:2023:i:3:p:872-898. Full description at Econpapers || Download paper | |
2023 | Lowâ€frequency volatility of real estate securities and macroeconomic risk. (2018). Lee, Chyi Lin ; Stevenson, Simon. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:311-342. Full description at Econpapers || Download paper | |
2023 | Shorting costs and profitability of long–short strategies. (2023). Lee, Byeungjoo ; Kim, Dongcheol. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:277-316. Full description at Econpapers || Download paper | |
2023 | How do firms learn? Evidence from corporate cash holdings during the COVID?19 pandemic. (2023). Simpson, Thuy ; Bc, Bishal. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:77-108. Full description at Econpapers || Download paper | |
2023 | Customer concentration, leverage adjustments, and firm value. (2023). Li, Junfeng ; Wu, Kai ; Liu, Xiaoxing ; Ur, Obaid. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2035-2079. 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 | Do risk exposures explain accounting anomalies? A new testing method. (2023). Peng, Zihang. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:3:p:2965-2983. Full description at Econpapers || Download paper | |
2023 | Corporate codes of ethics and cash holdings: International evidence. (2023). Yoo, Yong Keun ; Wolfe, Michael C ; Kang, Tony ; Gotti, Giorgio. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:3:p:3387-3418. Full description at Econpapers || Download paper | |
2023 | Deleveraging for talents: Human capital reliance and corporate leverage. (2023). Zheng, Minghui ; Liu, Yunguo ; Xie, Sujuan ; Xu, Yue. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:5:p:4823-4847. Full description at Econpapers || Download paper | |
2023 | CEO cultural background and corporate cash holdings. (2023). Qiao, Zhuo ; Chen, Jean Jinghan ; Loi, Fai Lim. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1069-1100. Full description at Econpapers || Download paper | |
2023 | Do small businesses adjust their capital structure? Evidence from the global financial crisis in Japan. (2023). Tsuruta, Daisuke. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:843-871. Full description at Econpapers || Download paper | |
2023 | CEO incentive compensation and stock price momentum. (2023). Yan, Shu ; Li, Xingjian ; Feng, Hongrui ; Huang, Yanhuang ; Wang, Jian. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:975-1028. Full description at Econpapers || Download paper | |
2024 | . 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 | Bayesian Investor Belief Updating Speed and Market Underreaction to Earnings Announcements. (2023). Wang, Peipei ; Tian, Gloria Y ; Cui, Xin ; Han, Yan. In: Australian Accounting Review. RePEc:bla:ausact:v:33:y:2023:i:1:p:66-85. 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 | |
2024 | Intangible assets and the bookâ€toâ€market effect. (2019). Park, Hyuna . In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:1:p:207-236. Full description at Econpapers || Download paper | |
2023 | Idiosyncratic momentum and the crossâ€section of stock returns: Further evidence. (2020). Lin, QI. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:579-627. Full description at Econpapers || Download paper | |
2023 | Climate change and corporate cash holdings: Global evidence. (2023). Rao, Ramesh P ; Aram, Mohsen ; Masum, Abdullahal ; Javadi, Siamak. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:2:p:253-295. Full description at Econpapers || Download paper | |
2023 | ESG news spillovers across the value chain. (2023). Coqueret, Guillaume ; le Tran, VU. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:4:p:677-710. Full description at Econpapers || Download paper | |
2023 | To see is to believe: Corporate site visits and mutual fund herding. (2023). Keng, Kelvin Jui ; Li, Donghui ; Xiang, Cheng ; Quan, Xiaofeng. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:4:p:711-740. Full description at Econpapers || Download paper | |
2023 | The potential built?in supply effect from margin trading in the Chinese stock market. (2022). Choy, Siu Kai ; Li, Yanxi ; Wang, Mingzhu. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:4:p:835-861. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | Does informal governance matter to institutional investors? Evidence from social capital. (2024). Shang, Chenguang ; Huang, Kershen. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:2:p:433-457. Full description at Econpapers || Download paper | |
2024 | Discrimination announcements, employee opinion, and capital structure: Evidence from the EEOC. (2024). Barnes, Spencer. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:3:p:745-777. Full description at Econpapers || Download paper | |
2023 | Stock return predictability of the cumulative abnormal returns around the earnings announcement date: Evidence from China. (2023). Wen, Zipeng ; Sun, Pingwen. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:58-86. Full description at Econpapers || Download paper | |
2023 | The trend premium around the world: Evidence from the stock market. (2023). Zhang, Cheng ; Liu, Pengfei ; Lin, Hai. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:317-358. Full description at Econpapers || Download paper | |
2023 | Institutional investors corporate site visits and corporate investment efficiency. (2023). Xiao, HE. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:359-392. Full description at Econpapers || Download paper | |
2024 | Different demands for almost the same assets? Demographic structures different effect on direct and indirect equity purchase. (2024). Hyung, Namwon ; Kim, Seiwan. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:104-127. Full description at Econpapers || Download paper | |
2023 | Ride the trend: Is there spread momentum profit in the US commodity markets?. (2023). Garcia, Philip ; Serra, Teresa ; Shang, Quanbiao. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:74:y:2023:i:1:p:24-47. Full description at Econpapers || Download paper | |
2024 | Oddâ€lot Costs and Taxation Influences on Stock Dividend Exâ€dates. (2004). Rose, Lawrence ; Anderson, Hamish D ; Cahan, Steven F. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:31:y:2004:i:9-10:p:1419-1448. Full description at Econpapers || Download paper | |
2024 | Return Predictability of Higherâ€Moment CAPM Market Models. (2008). Hung, Chi-Hsiou. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:35:y:2008:i:7-8:p:998-1022. Full description at Econpapers || Download paper | |
2024 | The role of national culture in financial literacy: Crossâ€country evidence. (2020). de Witte, Kristof ; de Beckker, Kenneth ; van Campenhout, Geert. In: Journal of Consumer Affairs. RePEc:bla:jconsa:v:54:y:2020:i:3:p:912-930. Full description at Econpapers || Download paper | |
2023 | Reputational risks in banks: A review of research themes, frameworks, methods, and future research directions. (2023). Asongu, Simplice ; Gemegah, Albert ; Andoh, Charles ; Adeabah, David. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:321-350. Full description at Econpapers || Download paper | |
2023 | Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models. (2023). Julliard, Christian ; Huang, Jiantao ; Bryzgalova, Svetlana. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:487-557. Full description at Econpapers || Download paper | |
2023 | Who Owns What? A Factor Model for Direct Stockholding. (2023). Ramadorai, Tarun ; Campbell, John ; Ranish, Benjamin ; Balasubramaniam, Vimal. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1545-1591. Full description at Econpapers || Download paper | |
2023 | Consolidating Corporate Control: Divisional Versus Whole-Company Leveraged Buyouts. (2002). Jo, Hoje ; Bae, Sung C.. In: Journal of Financial Research. RePEc:bla:jfnres:v:25:y:2002:i:2:p:247-262. Full description at Econpapers || Download paper | |
2023 | The role of bank lenders in firm leverage adjustments. (2023). Chen, Kai ; Zhu, Feifei ; Gao, Wenlian. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:63-97. Full description at Econpapers || Download paper | |
2023 | Are riskier cities more compact? An empirical study of the 11 largest census metropolitan areas in Canada, 2016. (2023). Wang, Jinfei ; Mok, Diana ; Sun, Xiaoxuan. In: Papers in Regional Science. RePEc:bla:presci:v:102:y:2023:i:1:p:167-186. Full description at Econpapers || Download paper | |
2023 | CEO–CFO team optimism: Commercial real estate transactions and REIT performance. (2023). Yonder, Erkan ; Eichholtz, Piet. In: Real Estate Economics. RePEc:bla:reesec:v:51:y:2023:i:1:p:103-129. Full description at Econpapers || Download paper | |
2023 | Where is the opportunity in opportunity zones?. (2023). van De, Alex ; Langen, Mike ; Sage, Alan. In: Real Estate Economics. RePEc:bla:reesec:v:51:y:2023:i:2:p:338-371. Full description at Econpapers || Download paper | |
2023 | Differences between NZ and U.S. individual investor sentiment: More noise or more information?. (2023). Wei, Xiaopeng ; Wagner, Moritz ; Biakowski, Jdrzej. In: Working Papers in Economics. RePEc:cbt:econwp:23/11. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Journal | |
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International Review of Finance |
Year | Title | Type | Cited |
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1985 | Urban Land Prices under Uncertainty. In: American Economic Review. [Full Text][Citation analysis] | article | 230 |
1995 | Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior. In: American Economic Review. [Full Text][Citation analysis] | article | 713 |
2000 | Editorial In: International Review of Finance. [Full Text][Citation analysis] | article | 0 |
2009 | Capital Investments and Stock Returns in Japan-super- In: International Review of Finance. [Full Text][Citation analysis] | article | 12 |
1997 | DESIGNING CAPITAL STRUCTURE TO CREATE SHAREHOLDER VALUE In: Journal of Applied Corporate Finance. [Full Text][Citation analysis] | article | 5 |
2002 | THE CAPITAL STRUCTURE CHOICE: NEW EVIDENCE FOR A DYNAMIC TRADEOFF MODEL In: Journal of Applied Corporate Finance. [Full Text][Citation analysis] | article | 6 |
2008 | Single vs. Multiple Discount Rates: How to Limit Influence Costs in the Capital Allocation Process In: Journal of Applied Corporate Finance. [Full Text][Citation analysis] | article | 1 |
2009 | Firms Stakeholders and the Costs of Transparency In: Journal of Economics & Management Strategy. [Full Text][Citation analysis] | article | 12 |
2007 | Firms Stakeholders and the Costs of Transparency.(2007) In: NBER Chapters. [Citation analysis] This paper has nother version. Agregated cites: 12 | chapter | |
2007 | Firms Stakeholders and the Costs of Transparency.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
1982 | The Effects of Anticipated Inflation on Housing Market Equilibrium. In: Journal of Finance. [Full Text][Citation analysis] | article | 23 |
1985 | Approximate Factor Structures: Interpretations and Implications for Empirical Tests. In: Journal of Finance. [Full Text][Citation analysis] | article | 5 |
1992 | Interest Rate Swaps and Corporate Financing Choices. In: Journal of Finance. [Full Text][Citation analysis] | article | 55 |
1990 | Interest rate swaps and corporate financing choices.(1990) In: Proceedings. [Citation analysis] This paper has nother version. Agregated cites: 55 | article | |
1992 | The Persistence of Mutual Fund Performance. In: Journal of Finance. [Full Text][Citation analysis] | article | 209 |
1993 | Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency. In: Journal of Finance. [Full Text][Citation analysis] | article | 3572 |
1993 | The Determinants of Leveraged Buyout Activity: Free Cash Flow vs. Financial Distress Costs. In: Journal of Finance. [Full Text][Citation analysis] | article | 131 |
1994 | Financial Distress and Corporate Performance. In: Journal of Finance. [Full Text][Citation analysis] | article | 434 |
1994 | Security Analysis and Trading Patterns When Some Investors Receive Information before Others. In: Journal of Finance. [Full Text][Citation analysis] | article | 291 |
1997 | Evidence on the Characteristics of Cross Sectional Variation in Stock Returns. In: Journal of Finance. [Full Text][Citation analysis] | article | 677 |
1996 | Evidence on the Characteristics of Cross Sectional Variation in Stock Returns.(1996) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 677 | paper | |
1999 | Leverage and Corporate Performance: Evidence from Unsuccessful Takeovers In: Journal of Finance. [Full Text][Citation analysis] | article | 68 |
2006 | Market Reactions to Tangible and Intangible Information In: Journal of Finance. [Full Text][Citation analysis] | article | 328 |
2003 | Market Reactions to Tangible and Intangible Information.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 328 | paper | |
2007 | Equilibrium Exhaustible Resource Price Dynamics In: Journal of Finance. [Full Text][Citation analysis] | article | 39 |
2006 | Equilibrium Exhaustible Resource Price Dynamics.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
2007 | Financial Constraints, Competition, and Hedging in Industry Equilibrium In: Journal of Finance. [Full Text][Citation analysis] | article | 56 |
2008 | Individual Investor Trading and Stock Returns In: Journal of Finance. [Full Text][Citation analysis] | article | 299 |
2010 | Individualism and Momentum around the World In: Journal of Finance. [Full Text][Citation analysis] | article | 489 |
2010 | Financial Structure, Acquisition Opportunities, and Firm Locations In: Journal of Finance. [Full Text][Citation analysis] | article | 66 |
1986 | Risk and the Performance of Real Estate Investment Trusts: A Multiple Index Approach In: Real Estate Economics. [Full Text][Citation analysis] | article | 40 |
1999 | Do Real Estate Prices and Stock Prices Move Together? An International Analysis In: Real Estate Economics. [Full Text][Citation analysis] | article | 111 |
2003 | The Cross Section of Expected REIT Returns In: Real Estate Economics. [Full Text][Citation analysis] | article | 32 |
2010 | Alternative Benchmarks for Evaluating Mutual Fund Performance In: Real Estate Economics. [Full Text][Citation analysis] | article | 16 |
2009 | Predicting Systematic Risk: Implications from Growth Options In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 0 |
2004 | Stakeholders, Transparency and Capital Structure In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
2003 | Stakeholder, Transparency and Capital Structure.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2011 | Individual Investor Trading and Return Patterns around Earnings Announcements In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 143 |
1985 | The Effect of Forward Markets on the Debt-Equity Mix of Investor Portfolios and the Optimal Capital Structure of Firms In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 2 |
1989 | Stock Returns as Predictors of Interest Rates and Inflation In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 20 |
1994 | A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 138 |
2000 | Tax-Motivated Trading and Price Pressure: An Analysis of Mutual Fund Holdings In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 30 |
2001 | The Debt-Equity Choice In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 489 |
2004 | Capital Investments and Stock Returns In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 457 |
2003 | Capital Investments and Stock Returns.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 457 | paper | |
2004 | Feedback and the Success of Irrational Investors In: Working Paper Series. [Full Text][Citation analysis] | paper | 55 |
2006 | Feedback and the success of irrational investors.(2006) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 55 | article | |
2010 | The leverage of hedge funds In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
2003 | Intra-industry momentum: the case of REITs In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 50 |
1986 | Information quality and the valuation of new issues In: Journal of Accounting and Economics. [Full Text][Citation analysis] | article | 315 |
1983 | Factor pricing in a finite economy In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 32 |
1984 | The effect of capital structure on a firms liquidation decision In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 294 |
1984 | The valuation effects of stock splits and stock dividends In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 171 |
1991 | The postmerger share-price performance of acquiring firms In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 113 |
2002 | Building the IPO order book: underpricing and participation limits with costly information In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 136 |
2000 | Building the IPO Order Book: Underpricing and Participation Limits With Costly Information.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 136 | paper | |
2007 | Firms histories and their capital structures In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 212 |
2004 | Firms Histories and Their Capital Structures.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 212 | paper | |
2007 | Why do firms hold so much cash? A tax-based explanation In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 302 |
2006 | Why do firms hold so much cash? A tax-based explanation.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 302 | paper | |
1995 | Short-Horizon Return Reversals and the Bid-Ask Spread In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 66 |
2001 | Why real interest rates, cost of capital and price/earnings ratios vary across countries In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 1 |
1999 | Understanding stock market volatility: The case of Korea and Taiwan In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 15 |
2002 | The Modigliani and Miller Theorem and the Integration of Financial Markets In: Financial Management. [Citation analysis] | article | 29 |
1988 | Adverse Risk Incentives and the Design of Performance-Based Contracts In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 62 |
1988 | Portfolio Performance Evaluation: Old Issues and New Insights In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 36 |
1988 | Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 382 |
1989 | Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings..(1989) In: The Journal of Business. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 382 | article | |
2006 | Corporate Investment with Financial Constraints: Sensitivity of Investment to Funds from Voluntary Asset Sales In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 86 |
2003 | Corporate Investment with Financial Constraints: Sensitivity of Investment to Funds from Voluntary Asset Sales.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 86 | paper | |
2013 | Debt, Labor Markets, and the Creation and Destruction of Firms In: NBER Chapters. [Citation analysis] | chapter | 0 |
2003 | Firm Location and the Creation and Utilization of Human Capital In: NBER Working Papers. [Full Text][Citation analysis] | paper | 6 |
2007 | Financial Structure, Liquidity, and Firm Locations In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
2010 | An International Comparison of Capital Structure and Debt Maturity Choices In: NBER Working Papers. [Full Text][Citation analysis] | paper | 26 |
2011 | Are Corporate Default Probabilities Consistent with the Static Tradeoff Theory? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 15 |
2013 | Financial Market Shocks and the Macroeconomy In: NBER Working Papers. [Full Text][Citation analysis] | paper | 7 |
2014 | The Geography of Financial Misconduct In: NBER Working Papers. [Full Text][Citation analysis] | paper | 10 |
2014 | Urban Vibrancy and Corporate Growth In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
2014 | The Dynamics of Housing Prices In: NBER Working Papers. [Full Text][Citation analysis] | paper | 13 |
2019 | A Dynamic Model of Characteristic-Based Return Predictability In: NBER Working Papers. [Full Text][Citation analysis] | paper | 6 |
2020 | ESG Preference, Institutional Trading, and Stock Return Patterns In: NBER Working Papers. [Full Text][Citation analysis] | paper | 8 |
2021 | Corporate Actions and the Manipulation of Retail Investors in China: An Analysis of Stock Splits In: NBER Working Papers. [Full Text][Citation analysis] | paper | 10 |
2021 | Momentum, Reversals, and Investor Clientele In: NBER Working Papers. [Full Text][Citation analysis] | paper | 14 |
2023 | ESG Spillovers In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
1996 | Pricing Strategy and Financial Policy In: NBER Working Papers. [Full Text][Citation analysis] | paper | 60 |
1998 | Pricing Strategy and Financial Policy..(1998) In: The Review of Financial Studies. [Citation analysis] This paper has nother version. Agregated cites: 60 | article | |
1997 | Debt and Corporate Performance: Evidence from Unsuccessful Takeovers In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
1999 | Profitability of Momentum Strategies: An Evaluation of Alternative Explanations In: NBER Working Papers. [Full Text][Citation analysis] | paper | 12 |
1999 | Explaining the Cross-Section of Stock Returns in Japan: Factors or Characteristics? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 88 |
2000 | Market Efficiency in an Irrational World In: NBER Working Papers. [Full Text][Citation analysis] | paper | 15 |
2001 | The Modigliani and Miller Theorem and Market Efficiency In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
2007 | A Dynamic Model of Optimal Capital Structure In: Review of Finance. [Full Text][Citation analysis] | article | 105 |
2004 | A Dynamic Model of Optimal Capital Structure.(2004) In: 2004 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 105 | paper | |
2004 | A dynamic model of optimal capital structure.(2004) In: 2004 Meeting Papers. [Citation analysis] This paper has nother version. Agregated cites: 105 | paper | |
2002 | Discussion of Underreaction to Self-Selected News Events In: The Review of Financial Studies. [Citation analysis] | article | 3 |
2010 | Originator Performance, CMBS Structures, and the Risk of Commercial Mortgages In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 33 |
2011 | Do the Best Hedge Funds Hedge? In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 91 |
1991 | Financial Policy and Reputation for Product Quality. In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 172 |
1995 | Overreaction, Delayed Reaction, and Contrarian Profits. In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 163 |
1987 | The Relation between Mean-Variance Efficiency and Arbitrage Pricing. In: The Journal of Business. [Full Text][Citation analysis] | article | 35 |
1993 | Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns. In: The Journal of Business. [Full Text][Citation analysis] | article | 234 |
1990 | Share Tendering Strategies and the Success of Hostile Takeover Bids. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 117 |
1994 | The Debt-Equity Choice: An Empirical Analysis In: Corporate Finance & Organizations. [Full Text][Citation analysis] | paper | 2 |
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