12
H index
13
i10 index
1667
Citations
Indiana University | 12 H index 13 i10 index 1667 Citations RESEARCH PRODUCTION: 22 Articles 3 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Charles A. Trzcinka. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Journal of Finance | 6 |
| Journal of Financial and Quantitative Analysis | 3 |
| Journal of Financial Economics | 3 |
| The Review of Financial Studies | 2 |
| Journal of Financial Research | 2 |
| Review of Quantitative Finance and Accounting | 2 |
| Year | Title of citing document | |
|---|---|---|
| 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 | Liquidity Premium, Liquidity-Adjusted Return and Volatility, and Extreme Liquidity. (2024). Deng, QI. In: Papers. RePEc:arx:papers:2306.15807. Full description at Econpapers || Download paper | |
| 2025 | Estimation of bid-ask spreads in the presence of serial dependence. (2025). Brouty, Xavier ; Garcin, Matthieu ; Roccaro, Hugo. In: Papers. RePEc:arx:papers:2407.17401. Full description at Econpapers || Download paper | |
| 2025 | Liquidity Jump, Liquidity Diffusion, and Crypto Wash Trading. (2025). Zhou, Zhong-Guo ; Deng, QI. In: Papers. RePEc:arx:papers:2411.05803. Full description at Econpapers || Download paper | |
| 2025 | Liquidity-adjusted Return and Volatility, and Autoregressive Models. (2025). Deng, QI ; Zhou, Zhong-Guo. In: Papers. RePEc:arx:papers:2503.08693. Full description at Econpapers || Download paper | |
| 2025 | Large Language Models and Futures Price Factors in China. (2025). Zhou, Heyang ; Cheng, Yuhan ; Liu, Yanchu. In: Papers. RePEc:arx:papers:2509.23609. Full description at Econpapers || Download paper | |
| 2025 | FR-LUX: Friction-Aware, Regime-Conditioned Policy Optimization for Implementable Portfolio Management. (2025). Zhang, Jian'An. In: Papers. RePEc:arx:papers:2510.02986. Full description at Econpapers || Download paper | |
| 2024 | The capital market consequences of stock market liberalisation: Evidence from Mainland‐Hong Kong Stock Connect Programs in China. (2024). Gao, Fang ; Fu, Renhui ; Zhao, YI. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3275-3299. Full description at Econpapers || Download paper | |
| 2024 | Stock market reaction to mandatory sustainability reporting: Does carbon‐intensity and environmental, social, and governance reputation matter?. (2024). Pandey, Dharen ; Alahdal, Waleed M ; Hashim, Hafiza Aishah. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:8:p:9116-9140. Full description at Econpapers || Download paper | |
| 2024 | What drives closed‐end fund discounts? Evidence from COVID‐19. (2024). Ma, Liang. In: Financial Management. RePEc:bla:finmgt:v:53:y:2024:i:1:p:119-143. Full description at Econpapers || Download paper | |
| 2024 | Liquidity on Eurozone stock markets: A non-linear approach. (2024). Seyte, Franoise ; Souiki, Boumediene. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-01064. Full description at Econpapers || Download paper | |
| 2025 | Does high audit quality mitigate a client firms reliance on trade credit financing?. (2025). Zadeh, Mohammad Hendijani. In: Advances in accounting. RePEc:eee:advacc:v:68:y:2025:i:c:s0882611025000069. Full description at Econpapers || Download paper | |
| 2024 | The implications of virtual money on travel and tourism. (2024). Manahov, Viktor ; Li, Mingnan. In: Annals of Tourism Research. RePEc:eee:anture:v:105:y:2024:i:c:s0160738323001597. Full description at Econpapers || Download paper | |
| 2024 | Investor horizon, experience, and the disposition effect. (2024). Neupane, Suman ; Fan, Zhebin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:44:y:2024:i:c:s2214635024001187. Full description at Econpapers || Download paper | |
| 2025 | Tossed by the tides of emotion: The impact of online media sentiment on stock returns. (2025). Liang, Xiaojun ; Tan, NA ; Chang, Liang. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000267. Full description at Econpapers || Download paper | |
| 2025 | Upholding integrity: The influence of executives’ backgrounds on corporate information environment. (2025). Vu, Ngan Hoang ; Nguyen, Hung T ; Dang, Ha V ; Pham, Mia Hang. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000310. Full description at Econpapers || Download paper | |
| 2025 | The effect of stock market manipulation on investor behavioral bias. (2025). Chen, Zhenshan ; Zhang, Jingru ; Liu, Jie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:47:y:2025:i:c:s2214635025000711. Full description at Econpapers || Download paper | |
| 2024 | Liquid stock as an acquisition currency. (2024). nanda, vikram ; Huang, Sheng ; Maharjan, Johan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:85:y:2024:i:c:s0929119924000245. Full description at Econpapers || Download paper | |
| 2024 | Bank-affiliated institutional investors and IPO syndicates formation. (2024). Pratobevera, Giuseppe. In: Journal of Corporate Finance. RePEc:eee:corfin:v:86:y:2024:i:c:s092911992400049x. Full description at Econpapers || Download paper | |
| 2025 | Clawback adoptions and institutional investment decisions. (2025). Samuel, Kwok Tong ; Yu, Simon ; Raman, K K ; Shen, Jianfu. In: Journal of Corporate Finance. RePEc:eee:corfin:v:91:y:2025:i:c:s0929119925000112. Full description at Econpapers || Download paper | |
| 2025 | Dark Trading and Stock-based CEO Pay. (2025). Rzayev, Khaladdin ; Savaser, Tanseli ; Sisli-Ciamarra, Elif. In: Journal of Corporate Finance. RePEc:eee:corfin:v:94:y:2025:i:c:s0929119925001166. Full description at Econpapers || Download paper | |
| 2024 | The liquidity timing ability of mutual funds. (2024). Yin, Zhengnan ; Osullivan, Niall ; Sherman, Meadhbh. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001268. Full description at Econpapers || Download paper | |
| 2025 | Going Green: Effect of green bond issuance on corporate debt financing costs. (2025). Lv, Dayong ; Li, Chengyu ; Ruan, Qingsong ; Wei, Xiaokun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002249. Full description at Econpapers || Download paper | |
| 2025 | Does economic policy uncertainty matter to corporate default probability? findings from theoretic analyses and China’s listed firms. (2025). Deng, Guoying ; Liu, Junrong ; Ma, Shibo ; Yan, Jingzhou. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002389. Full description at Econpapers || Download paper | |
| 2025 | The role of ESG factor in stock clustering based on risk-return-liquidity dimensions. (2025). Horváth, Matúš ; Staek, Daniel ; Horvth, Mat ; Gynyr, Lucie Stank ; Stacho, Martin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002754. Full description at Econpapers || Download paper | |
| 2024 | Systematic staleness. (2024). Reno, Roberto ; Bandi, Federico M ; Pirino, Davide. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002385. Full description at Econpapers || Download paper | |
| 2025 | Tensor time series imputation through tensor factor modelling. (2025). Lam, Clifford ; Cen, Zetai. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000284. Full description at Econpapers || Download paper | |
| 2025 | Testing liquidity: A statistical theory based on asset staleness. (2025). Trapin, Luca ; Pollastri, Alessandro ; Pirino, Davide. In: Econometrics and Statistics. RePEc:eee:ecosta:v:35:y:2025:i:c:p:23-40. Full description at Econpapers || Download paper | |
| 2025 | Predictive distributions and the market return: The role of market illiquidity. (2025). Ellington, Michael ; Kalli, Maria. In: European Journal of Operational Research. RePEc:eee:ejores:v:323:y:2025:i:1:p:309-322. Full description at Econpapers || Download paper | |
| 2024 | Mutual fund tournaments: State-dependent risk taking with transaction costs. (2024). Luo, Ronghua ; Zhao, LU ; Wang, Liang. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000141. Full description at Econpapers || Download paper | |
| 2025 | Share pledging and stock price synchronicity: Evidence from China. (2025). Xu, Jian ; Wei, Siqi ; Jin, Yanbo. In: Emerging Markets Review. RePEc:eee:ememar:v:65:y:2025:i:c:s156601412500007x. Full description at Econpapers || Download paper | |
| 2024 | Is firm-level political risk priced in the corporate bond market?. (2024). Piljak, Vanja ; Ceballos, Luis ; Swinkels, Laurens. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000963. Full description at Econpapers || Download paper | |
| 2025 | On the performance of volatility-managed equity factors — International and further evidence. (2025). Schwarz, Patrick. In: Journal of Empirical Finance. RePEc:eee:empfin:v:80:y:2025:i:c:s092753982400094x. Full description at Econpapers || Download paper | |
| 2025 | Investing in the batteries and vehicles of the future: A view through the stock market. (2025). Plante, Michael. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000398. Full description at Econpapers || Download paper | |
| 2025 | The digitalisation of the real estate market: New evidence from the most prominent crypto hacker attacks. (2025). Manahov, Viktor ; Li, Mingnan. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002534. Full description at Econpapers || Download paper | |
| 2025 | In government-supported academic institutions we trust: Enterprise postdoctoral programmes and stock liquidity. (2025). Ling, Chuanqi ; Yang, Jinyu ; Dong, Dayong ; Cao, Jiawei. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s105752192500376x. Full description at Econpapers || Download paper | |
| 2025 | Local government debt and corporate stock liquidity: Evidence from China. (2025). Wang, Zhili ; Huang, Kun ; Pan, Lin. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925004053. Full description at Econpapers || Download paper | |
| 2024 | Data breach disclosures and stock price crash risk: Evidence from data breach notification laws. (2024). Silveri, Sabatino ; Cao, Hung ; Phan, Hieu V. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000966. Full description at Econpapers || Download paper | |
| 2024 | From dawn to dusk: The relationship between CEO career horizon and ESG engagement. (2024). Velasco, Pilar ; de la Fuente, Gabriel ; Cabreros, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001327. Full description at Econpapers || Download paper | |
| 2024 | Effect of stock liquidity on the economic value of patents: Evidence from U.S. patent data. (2024). Im, Hyun Joong ; Selvam, Srinivasan. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002461. Full description at Econpapers || Download paper | |
| 2024 | Complements or substitutes? The effect of ETFs on other managed funds. (2024). Tan, Kian ; Low, Rand ; Tang, LU. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003466. Full description at Econpapers || Download paper | |
| 2024 | When Hollywood movies steal the show, stock returns dance more with the market!. (2024). Nguyen, Nhut H ; Do, Hung X ; Truong, Cameron. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004332. Full description at Econpapers || Download paper | |
| 2025 | Do financial markets value corporate culture?. (2025). Nguyen, Harvey ; Tran, Thanh ; Pham, Mia Hang. In: International Review of Financial Analysis. RePEc:eee:finana:v:98:y:2025:i:c:s1057521924007555. Full description at Econpapers || Download paper | |
| 2024 | Stealing the show: The negative effects of media coverage on peers’ stock liquidity. (2024). Xia, Jingjing. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010632. Full description at Econpapers || Download paper | |
| 2024 | Does corporate social responsibility affect stock liquidity? Evidence from China. (2024). Zhang, Yue-Jun ; Lin, Xin-Yi ; Liu, Jing-Yue. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012266. Full description at Econpapers || Download paper | |
| 2025 | The influence of market liquidity on the efficiency of Chinas pilot carbon markets. (2025). Hueng, C. ; Wu, Sitong ; Wang, Qian ; Huang, Peng. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015897. Full description at Econpapers || Download paper | |
| 2025 | (In)Frequently traded corporate bonds and pricing implications of liquidity dry-ups. (2025). Ivashchenko, Alexey. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s154461232500145x. Full description at Econpapers || Download paper | |
| 2024 | Business seasonality and stock liquidity. (2024). Marks, Joseph M ; Shang, Chenguang. In: Journal of Financial Markets. RePEc:eee:finmar:v:67:y:2024:i:c:s1386418123000678. Full description at Econpapers || Download paper | |
| 2024 | Extreme illiquidity and cross-sectional corporate bond returns. (2024). Chen, XI ; Wang, Junbo ; Wu, DI. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418124000132. Full description at Econpapers || Download paper | |
| 2025 | On the efficiency contributions of analyst recommendations to financial markets. (2025). Lee, Suzanne S ; Choi, Youngmin. In: Journal of Financial Markets. RePEc:eee:finmar:v:75:y:2025:i:c:s1386418125000254. Full description at Econpapers || Download paper | |
| 2025 | Asset class liquidity risk indicators. Timing the risk in the European and US equity and bond markets. (2025). Urga, Giovanni ; Varaldo, Alessandro ; Coppola, Anna. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001542. Full description at Econpapers || Download paper | |
| 2025 | CEO casting call: Investor attention to corporate leadership appointments. (2025). Winiewski, Tomasz ; Ferris, Stephen P ; Byrka-Kita, Katarzyna ; Pre-Perepeczo, Agnieszka ; Czerwiski, Mateusz. In: Global Finance Journal. RePEc:eee:glofin:v:64:y:2025:i:c:s1044028325000109. Full description at Econpapers || Download paper | |
| 2025 | Comovement and S&P 500 membership. (2025). Decoste, Joseph. In: Global Finance Journal. RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000377. Full description at Econpapers || Download paper | |
| 2025 | The power of attention: examining the roles of institutional investor and macroeconomic news attention in shaping share liquidity. (2025). Garcia, John. In: Global Finance Journal. RePEc:eee:glofin:v:67:y:2025:i:c:s1044028325000870. Full description at Econpapers || Download paper | |
| 2025 | ESG incidents and corporate green bond market reaction. (2025). Cotugno, Matteo ; Fiorillo, Paolo ; Severini, Sabrina ; Monferr, Stefano. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:102:y:2025:i:c:s104244312500068x. Full description at Econpapers || Download paper | |
| 2024 | ESG investing in good and bad times: An international study. (2024). Bilgin, Mehmet ; Cakici, Nusret ; Chiah, Mardy ; Long, Huaigang ; Zaremba, Adam. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001841. Full description at Econpapers || Download paper | |
| 2024 | Impact of using derivatives on stock market liquidity. (2024). Gupta, Aastha ; Chaudhry, Neeru. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001434. Full description at Econpapers || Download paper | |
| 2024 | Forecasting in factor augmented regressions under structural change. (2024). Kapetanios, George ; Massacci, Daniele. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:62-76. Full description at Econpapers || Download paper | |
| 2024 | Bank affiliation and timing ability of mutual funds: Evidence from China. (2024). Zhang, Xueyong ; Wang, Xiaoxiao. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:163:y:2024:i:c:s0378426624000839. Full description at Econpapers || Download paper | |
| 2024 | Decomposing momentum: The forgotten component. (2024). Siedhoff, Susanne ; Mohrschladt, Hannes ; Busing, Pascal. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002061. Full description at Econpapers || Download paper | |
| 2024 | Cross-country determinants of market efficiency: A technical analysis perspective. (2024). Jacobsen, Ben ; Fang, Jiali. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:169:y:2024:i:c:s0378426624002115. Full description at Econpapers || Download paper | |
| 2025 | International information flow and market quality. (2025). Zhang, Jiang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:173:y:2025:i:c:s0378426625000408. Full description at Econpapers || Download paper | |
| 2024 | Uncertainty about what is in the price. (2024). peress, joel ; Schmidt, Daniel. In: Journal of Financial Economics. RePEc:eee:jfinec:v:161:y:2024:i:c:s0304405x24001387. Full description at Econpapers || Download paper | |
| 2025 | The impact of bank financing on municipalities’ bond issuance and the real economy. (2025). Dagostino, Ramona. In: Journal of Financial Economics. RePEc:eee:jfinec:v:166:y:2025:i:c:s0304405x25000303. Full description at Econpapers || Download paper | |
| 2025 | When do short sellers trade? Evidence from intraday data and implications for informed trading models. (2025). Hu, Danqi ; Jones, Charles M ; Zhang, Xiaoyan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:172:y:2025:i:c:s0304405x25001564. Full description at Econpapers || Download paper | |
| 2025 | Price contagion and risk spillover in the global commodities market: COVID-19 pandemic vs. global financial crisis. (2025). Kamal, Md Mostafa ; Roca, Eduardo ; Lin, Chen ; Reza, Rajibur. In: Resources Policy. RePEc:eee:jrpoli:v:103:y:2025:i:c:s0301420725000959. Full description at Econpapers || Download paper | |
| 2024 | Dividend-tax avoidance trade and its impact on the stock market. (2024). Chiang, Yao-Min ; Liu, Wen-Rang ; Chung, San-Lin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24000908. Full description at Econpapers || Download paper | |
| 2024 | Climate change exposure and stock liquidity commonality: International evidence. (2024). Liu, Ziqiang ; Gao, Xin ; Xu, Weidong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001914. Full description at Econpapers || Download paper | |
| 2024 | Motives for environmental and social engagement and stock liquidity: The moderating role of sustainability committees. (2024). Dias, Roshanthi ; Jubb, Christine ; Nguyen, Phuc Minh. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x24002531. Full description at Econpapers || Download paper | |
| 2024 | Microstructure of the Chinese stock market: A historical review. (2024). Xiong, Kainan ; Peng, Zhe ; Yang, Yahui. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24003032. Full description at Econpapers || Download paper | |
| 2025 | COVID-19 and investors trading behavior: Evidence from the New Zealand equity market. (2025). Onishchenko, Olena ; Finta, Marinela Adriana ; Wilkinson, Finn West. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x2400386x. Full description at Econpapers || Download paper | |
| 2025 | The impact of government open data platform construction on corporate capital market performance: Evidence from stock liquidity. (2025). Sok, Sinmyong ; Zhang, Lin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x25000046. Full description at Econpapers || Download paper | |
| 2025 | High-frequency liquidity in the Chinese stock market: Measurements, patterns, and determinants. (2025). Zhang, Ruixun ; Dai, Yuehao ; Zhao, Chaoyi ; Wu, Lan ; Chen, Ermo. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x25000186. Full description at Econpapers || Download paper | |
| 2025 | What is the best composite liquidity proxy for explaining stock returns? Evidence from the Chinese stock market. (2025). , Keith ; Qin, Zhenjiang ; Dong, Liang ; Yu, BO. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x2500023x. Full description at Econpapers || Download paper | |
| 2025 | SDR adjustment and FX liquidity. (2025). Yang, Jimmy J ; Chen, Yu-Lun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25000484. Full description at Econpapers || Download paper | |
| 2025 | Corporate social responsibility and stock liquidity across the globe. (2025). Dang, Tung ; Ha, Van. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003454. Full description at Econpapers || Download paper | |
| 2025 | Why do investors trade more following high returns?. (2025). Susmel, Rauli ; Lee, Hsiu-Chuan ; Chuang, Wen-I, . In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025005866. Full description at Econpapers || Download paper | |
| 2025 | Risk information disclosure effect on IPO pricing efficiency: Evidence from China. (2025). Gu, Xiang ; Liu, Hao ; He, Xiqiong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025006550. Full description at Econpapers || Download paper | |
| 2024 | Liquidity and realized volatility prediction in Chinese stock market: A time-varying transitional dynamic perspective. (2024). Xu, Yanyan ; Liu, Jing ; Chu, Jielei ; Ma, Feng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:543-560. Full description at Econpapers || Download paper | |
| 2024 | Do ESG ratings improve capital market trading activities?. (2024). Gao, LU ; Zhang, Linlang ; Xia, Fan ; Hao, Dayu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:195-210. Full description at Econpapers || Download paper | |
| 2024 | Performance ranking, regulatory penalty, and improper risk adjustment behavior of fund managers. (2024). Yang, Qin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:261-279. Full description at Econpapers || Download paper | |
| 2024 | Bank affiliation and lottery-like characteristics of mutual funds. (2024). Wang, Xiaoxiao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:944-963. Full description at Econpapers || Download paper | |
| 2024 | Liquidity risk and expected returns in China’s stock market: A multidimensional liquidity approach. (2024). Qin, Zhenjiang ; Dong, Liang ; Yu, BO. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000394. Full description at Econpapers || Download paper | |
| 2024 | ESG disclosure and investment-financing maturity mismatch: Evidence from China. (2024). Lai, Xiaobing ; Zhang, Fan ; Guo, Chong. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001053. Full description at Econpapers || Download paper | |
| 2025 | Stock illiquidity and economic policy uncertainty in Chinese security market. (2025). Xie, Linyin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:78:y:2025:i:c:s0275531925002776. Full description at Econpapers || Download paper | |
| 2024 | Risk mitigation strategies in urban investment bonds: Insights from local government implicit debt governance. (2024). Zhao, Zhongchao ; Sha, Yifan ; Ding, Lili ; Wang, Lei. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:70:y:2024:i:c:p:607-618. Full description at Econpapers || Download paper | |
| 2024 | Selective default expectations. (2024). Accominotti, Olivier ; Albers, Thilo ; Oosterlinck, Kim. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:120657. Full description at Econpapers || Download paper | |
| 2025 | Tensor time series imputation through tensor factor modelling. (2025). Cen, Zetai ; Lam, Clifford. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:127231. Full description at Econpapers || Download paper | |
| 2024 | Investing in the Batteries and Vehicles of the Future: A View Through the Stock Market. (2024). Plante, Michael. In: Working Papers. RePEc:fip:feddwp:96951. Full description at Econpapers || Download paper | |
| 2024 | Analyzing Financial Markets Efficiency: Insights from a Bibliometric and Content Review. (2024). Handro, Paul ; Dima, Bogdan. In: Journal of Financial Studies. RePEc:fst:rfsisf:v:16:y:2024:i:9:p:119-175. Full description at Econpapers || Download paper | |
| 2025 | Sentiment Matters for Cryptocurrencies: Evidence from Tweets. (2025). Lupu, Radu ; Donoiu, Paul Cristian. In: Data. RePEc:gam:jdataj:v:10:y:2025:i:4:p:50-:d:1626154. Full description at Econpapers || Download paper | |
| 2024 | The Effects of the Introduction of Volume-Based Liquidity Constraints in Portfolio Optimization with Alternative Investments. (2024). Funari, Stefania ; Basso, Antonella ; Visentin, Guglielmo Alessandro ; Barro, Diana. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:15:p:2424-:d:1449736. Full description at Econpapers || Download paper | |
| 2024 | Anomaly Identification and Premium Mining: Evidence from Chinese Urban Construction Investment Bonds. (2024). Wang, Dong ; Li, Jiahong. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:4:d:10.1007_s10690-023-09437-4. Full description at Econpapers || Download paper | |
| 2025 | Political uncertainty and sovereign bond markets. (2025). Jankowitsch, Rainer ; Handler, Lukas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:39:y:2025:i:1:d:10.1007_s11408-024-00461-6. Full description at Econpapers || Download paper | |
| 2024 | Economies of Scale in the Real Estate Mutual Fund Industry. (2024). Morillon, Thibaut G ; Chacon, Ryan G ; Kothari, Pratik. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:2:d:10.1007_s11146-022-09921-0. Full description at Econpapers || Download paper | |
| 2024 | Forced consolidation. (2024). Weaver, Daniel G ; Pomeranets, Anna. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:2:d:10.1007_s11156-023-01209-5. Full description at Econpapers || Download paper | |
| 2024 | Freedom of choice impact on country-specific liquidity commonality. (2024). Spahr, Ronald W ; Jain, Pawan ; Mekhaimer, Mohamed ; Sunderman, Mark A. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:1:d:10.1007_s11156-024-01257-5. Full description at Econpapers || Download paper | |
| 2024 | Information disclosure ratings and stock price crash risk. (2024). Shen, Xixi ; Lo, Chia Chun ; Karathanasopoulos, Andreas ; Ho, Kung-Cheng. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:4:d:10.1007_s11156-024-01305-0. Full description at Econpapers || Download paper | |
| 2025 | Investor clientele and intraday patterns in the cross section of stock returns. (2025). Mahmud, Syed ; Khan, Ali ; Haboub, Ahmad ; Chen, Jian. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:2:d:10.1007_s11156-024-01319-8. Full description at Econpapers || Download paper | |
| 2024 | Selective Default Expectations. (2024). Accominotti, Olivier ; Oosterlinck, Kim. In: The Review of Financial Studies. RePEc:oup:rfinst:v:37:y:2024:i:6:p:1979-2015.. Full description at Econpapers || Download paper | |
| 2025 | The pricing of sustainability-linked bonds on the primary and secondary bond markets. (2025). Poggensee, Jannis. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:4:d:10.1057_s41260-024-00390-z. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
| Year | Title | Type | Cited |
|---|---|---|---|
| 1986 | Risk, Segmentation, and the Municipal Term Structure. In: The Financial Review. [Citation analysis] | article | 1 |
| 1979 | The Risk Structure of Interest Rates and the Penn-Central Crisis. In: Journal of Finance. [Full Text][Citation analysis] | article | 4 |
| 1982 | The Pricing of Tax-Exempt Bonds and the Miller Hypothesis. In: Journal of Finance. [Full Text][Citation analysis] | article | 35 |
| 1982 | Municipal Bond Pricing and the New York City Fiscal Crisis. In: Journal of Finance. [Full Text][Citation analysis] | article | 17 |
| 1986 | On the Number of Factors in the Arbitrage Pricing Model. In: Journal of Finance. [Full Text][Citation analysis] | article | 48 |
| 1990 | Sequential Tests of the Arbitrage Pricing Theory: A Comparison of Principal Components and Maximum Likelihood Factors. In: Journal of Finance. [Full Text][Citation analysis] | article | 17 |
| 2019 | Do Portfolio Manager Contracts Contract Portfolio Management? In: Journal of Finance. [Full Text][Citation analysis] | article | 9 |
| 1992 | ALL‐EQUITY FIRMS AND THE BALANCING THEORY OF CAPITAL STRUCTURE In: Journal of Financial Research. [Full Text][Citation analysis] | article | 11 |
| 2006 | MOMENTUM: DOES THE DATABASE MAKE A DIFFERENCE? In: Journal of Financial Research. [Full Text][Citation analysis] | article | 2 |
| 1983 | The Impact of the New York City Fiscal Crisis on the Interest Cost of New Issue Municipal Bonds In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 7 |
| 2000 | The Value Added from Investment Managers: An Examination of Funds of REITs In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 35 |
| 1999 | The Value Added from Investment Managers: an Examination of Funds of REITs.(1999) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. [Citation analysis] This paper has nother version. Agregated cites: 35 | paper | |
| 2017 | The Performance of Short-Term Institutional Trades In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 12 |
| 2013 | Asset management and investment banking In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 20 |
| 1999 | Managerial performance and the cross-sectional pricing of closed-end funds In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 28 |
| 1997 | Managerial Performance and the Cross-Sectional Pricing of Closed-End Funds.(1997) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. [Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
| 2009 | Do liquidity measures measure liquidity? In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 626 |
| 1997 | A New Measure of Transaction Costs In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. [Citation analysis] | paper | 0 |
| 2012 | Recap of the 22nd annual conference on financial economics and accounting, November 18, 2011 to November 19, 2011 In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 0 |
| 2015 | Pricing under noisy signaling In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 3 |
| 2017 | What Are the Best Liquidity Proxies for Global Research? In: Review of Finance. [Full Text][Citation analysis] | article | 226 |
| 1999 | A New Estimate of Transaction Costs. In: The Review of Financial Studies. [Citation analysis] | article | 547 |
| 2018 | Cross-Subsidization in Institutional Asset Management Firms In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 5 |
| 2004 | Financial Disclosure and Bond Insurance In: Journal of Law and Economics. [Full Text][Citation analysis] | article | 14 |
| 1990 | Strong€ form efficiency on the Toronto Stock Exchange: An examination of analyst price forecasts* In: Contemporary Accounting Research. [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