15
H index
18
i10 index
1501
Citations
| 15 H index 18 i10 index 1501 Citations RESEARCH PRODUCTION: 18 Articles 29 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jules Hans van Binsbergen. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Journal of Finance | 6 |
| Journal of Financial Economics | 4 |
| American Economic Review | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| NBER Working Papers / National Bureau of Economic Research, Inc | 20 |
| Research Papers / Stanford University, Graduate School of Business | 3 |
| CEPR Discussion Papers / C.E.P.R. Discussion Papers | 2 |
| Year | Title of citing document | |
|---|---|---|
| 2024 | Market-Based Probability of Stock Returns. (2024). Olkhov, Victor. In: Papers. RePEc:arx:papers:2302.07935. Full description at Econpapers || Download paper | |
| 2025 | Can ChatGPT Forecast Stock Price Movements? Return Predictability and Large Language Models. (2024). Lopez-Lira, Alejandro ; Tang, Yuehua. In: Papers. RePEc:arx:papers:2304.07619. Full description at Econpapers || Download paper | |
| 2024 | Present Value of the Future Consumer Goods Multiplier. (2024). Kendiukhov, Ihor. In: Papers. RePEc:arx:papers:2402.01938. Full description at Econpapers || Download paper | |
| 2024 | Ponzi Funds. (2024). van der Beck, Philippe ; Bouchaud, Jean-Philippe ; Villamaina, Dario. In: Papers. RePEc:arx:papers:2405.12768. Full description at Econpapers || Download paper | |
| 2025 | Harnessing Generative AI for Economic Insights. (2025). Weber, Michael ; Yang, Baozhong ; Qian, Jialin ; Jha, Manish. In: Papers. RePEc:arx:papers:2410.03897. Full description at Econpapers || Download paper | |
| 2024 | Unveiling True Talent: The Soccer Factor Model for Skill Evaluation. (2024). Andorra, Alexandre ; Gobel, Maximilian. In: Papers. RePEc:arx:papers:2412.05911. Full description at Econpapers || Download paper | |
| 2025 | N-player and mean field games among fund managers considering excess logarithmic returns. (2025). Guan, Guohui ; Liang, Zongxia ; Hu, Jiaqi. In: Papers. RePEc:arx:papers:2503.02722. Full description at Econpapers || Download paper | |
| 2025 | Causal Portfolio Optimization: Principles and Sensitivity-Based Solutions. (2025). Dominguez, Alejandro Rodriguez. In: Papers. RePEc:arx:papers:2504.05743. Full description at Econpapers || Download paper | |
| 2025 | Text Analysis Methods for Historical Letters, The case of Michelangelo Buonarroti*. (2025). Huesler, Joel ; Gatti, Fabio. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp25251. Full description at Econpapers || Download paper | |
| 2025 | Money Talks: Transaction Costs, the Value of Convenience, and the Cross-Section of Safe Asset Returns. (2025). Nenov, Plamen ; Schneider, Fabienne ; Syrstad, Olav ; Juelsrud, Ragnar. In: Staff Working Papers. RePEc:bca:bocawp:25-34. Full description at Econpapers || Download paper | |
| 2025 | The risk sensitivity of global liquidity flows: heterogeneity, evolution and drivers. (2025). Schiaffi, Stefano ; Gambacorta, Leonardo ; Avdjiev, Stefan ; Goldberg, Linda S. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_973_25. Full description at Econpapers || Download paper | |
| 2025 | Capital Inflow Shocks and Convenience Yields. (2025). ben Zeev, Nadav ; Nathan, Daniel ; Ben-Zeev, Noam. In: Working Papers. RePEc:bgu:wpaper:2503. Full description at Econpapers || Download paper | |
| 2025 | ETFs as a disciplinary device. (2025). Yegen, Eyub ; Todorov, Karamfil ; Chau, Yuet. In: BIS Working Papers. RePEc:bis:biswps:1261. Full description at Econpapers || Download paper | |
| 2025 | The risk sensitivity of global liquidity flows: Heterogeneity, evolution and drivers. (2025). Schiaffi, Stefano ; Gambacorta, Leonardo ; Goldberg, Linda S ; Avdjiev, Stefan. In: BIS Working Papers. RePEc:bis:biswps:1262. Full description at Econpapers || Download paper | |
| 2024 | The flow‐performance puzzle: Insights from passive and active ETFs. (2024). Yousefi, Hamed ; Najand, Mohammad ; Sun, Licheng. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3623-3656. Full description at Econpapers || Download paper | |
| 2024 | The market risk premium in Australia: Forward‐looking evidence from the options market. (2024). Svec, Jiri ; Aspris, Angelo ; Flezvias, Ester ; Foley, Sean ; Malloch, Hamish. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3951-3972. Full description at Econpapers || Download paper | |
| 2024 | Mutual fund performance and manager assets: The negative effect of outside holdings. (2024). Evans, Richard ; Lipson, Marc ; Gilbazo, Javier. In: Financial Management. RePEc:bla:finmgt:v:53:y:2024:i:1:p:3-29. Full description at Econpapers || Download paper | |
| 2024 | The sensitivity of risk premiums to the elasticity of intertemporal substitution. (2024). Wu, Zhiting. In: Financial Management. RePEc:bla:finmgt:v:53:y:2024:i:2:p:353-390. Full description at Econpapers || Download paper | |
| 2024 | Monetary Policy and Asset Price Overshooting: A Rationale for the Wall/Main Street Disconnect. (2024). Caballero, Ricardo ; Simsek, Alp. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:1719-1753. Full description at Econpapers || Download paper | |
| 2024 | A Horizon‐Based Decomposition of Mutual Fund Value Added Using Transactions. (2024). Han, Jungsuk ; Xing, Ran ; Ruan, Hongxun ; van Binsbergen, Jules. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:1831-1882. Full description at Econpapers || Download paper | |
| 2024 | What Drives Variation in the U.S. Debt‐to‐Output Ratio? The Dogs that Did not Bark. (2024). Van Nieuwerburgh, Stijn ; Xiaolan, Mindy Z ; Lustig, Hanno ; Jiang, Zhengyang. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2603-2665. Full description at Econpapers || Download paper | |
| 2024 | Currency Management by International Fixed‐Income Mutual Funds. (2024). Sialm, Clemens ; Zhu, Qifei. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:4037-4081. Full description at Econpapers || Download paper | |
| 2024 | Equity Term Structures without Dividend Strips Data. (2024). Kozak, Serhiy ; Kelly, Bryan ; Giglio, Stefano. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:4143-4196. Full description at Econpapers || Download paper | |
| 2024 | Wrong Kind of Transparency? Mutual Funds’ Higher Reporting Frequency, Window Dressing, and Performance. (2024). Zhang, Zilong ; Yeung, Eric P ; Xin, Xiangang. In: Journal of Accounting Research. RePEc:bla:joares:v:62:y:2024:i:2:p:737-781. Full description at Econpapers || Download paper | |
| 2024 | How Do Mutual Fund Management Fee Changes Impact Mutual Fund Flows. (2024). Mugerman, Yevgeny ; Steinberg, Nadav. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2024.12. Full description at Econpapers || Download paper | |
| 2024 | Dynamic Equity Slope. (2024). Colonnello, Stefano ; Marfe, Roberto ; Breugem, Matthijs ; Zucchi, Francesca. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:713. Full description at Econpapers || Download paper | |
| 2024 | Movements in Yields, Not the Equity Premium: Bernanke-Kuttner Redux. (2024). Nagel, Stefan ; Xu, Zhengyang. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11305. Full description at Econpapers || Download paper | |
| 2025 | The term structure of interest rates in a noisy information model. (2025). McNeil, James ; Coulombe, Raphaelle G. In: Working Papers. RePEc:dal:wpaper:daleconwp2025-01. Full description at Econpapers || Download paper | |
| 2024 | Climate-Linked Bonds. (2024). Broeders, Dirk ; Verhoeven, Niek ; Dimitrov, Daniel. In: Working Papers. RePEc:dnb:dnbwpp:817. Full description at Econpapers || Download paper | |
| 2025 | Climate-linked bonds. (2025). Verhoeven, Niek ; Dimitrov, Daniel ; Broeders, Dirk. In: Working Paper Series. RePEc:ecb:ecbwps:20253011. Full description at Econpapers || Download paper | |
| 2025 | Housing rare disaster events and asset prices. (2025). Poncet, Patrice ; Chibane, Messaoud. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000653. Full description at Econpapers || Download paper | |
| 2024 | Downside liquidity risk premium: From the perspective of higher moment. (2024). Hou, Yuting ; Jin, Xiu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001547. Full description at Econpapers || Download paper | |
| 2024 | Effect of sectoral holdings on the flow-performance sensitivity of mutual funds. (2024). Covachev, Svetoslav ; Yadav, Vijay. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001377. Full description at Econpapers || Download paper | |
| 2025 | Misaligned expectations and bond term premium measures. (2025). Vázquez, Jesús ; Vzquez, Jess. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000828. Full description at Econpapers || Download paper | |
| 2024 | Which daily equity returns improve output forecasts?. (2024). Lang, William J ; Jahan-Pavar, Mohammad R. In: Economics Letters. RePEc:eee:ecolet:v:243:y:2024:i:c:s0165176524003811. Full description at Econpapers || Download paper | |
| 2024 | Utility-implied term structures of equity risk premia. (2024). Piccotti, Louis R. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004312. Full description at Econpapers || Download paper | |
| 2024 | Term structures and firm dynamics: A FAVAR approach. (2024). Zhu, Jingjing ; Su, LI. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004464. Full description at Econpapers || Download paper | |
| 2025 | What does the equity term structure tell us about Trump 2.0′s first 100 days in office?. (2025). Matthies, Ben ; Kelly, Peter ; Golez, Benjamin. In: Economics Letters. RePEc:eee:ecolet:v:254:y:2025:i:c:s0165176525002976. Full description at Econpapers || Download paper | |
| 2024 | . Full description at Econpapers || Download paper | |
| 2024 | Unexpected opportunities in misspecified predictive regressions. (2024). Deguest, Romain ; Coqueret, Guillaume. In: European Journal of Operational Research. RePEc:eee:ejores:v:318:y:2024:i:2:p:686-700. Full description at Econpapers || Download paper | |
| 2024 | Local predictability of stock returns and cash flows. (2024). Chen, LI ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000203. Full description at Econpapers || Download paper | |
| 2024 | Gold, platinum, and mutual fund flows. (2024). Malik, Ali K ; Lflund, Anders ; Colak, Gonul. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000860. Full description at Econpapers || Download paper | |
| 2025 | Smart beta, “smarter” flows. (2025). Zhan, Xintong ; Xiao, Zhanbing ; Song, Linjia ; Cao, Jie ; Hsu, Jason C. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000027. Full description at Econpapers || Download paper | |
| 2025 | Do fees matter? Investor’s sensitivity to active management fees. (2025). Sjuve, Andr Watt ; Rpetveit, Andreas ; Dskeland, Trond. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000180. Full description at Econpapers || Download paper | |
| 2025 | Global mutual fund flows. (2025). Bekiros, Stelios ; Vidal, Marta ; Vidal-Garca, Javier ; Trinidad-Segovia, Juan E. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002431. Full description at Econpapers || Download paper | |
| 2024 | Beyond active share: Boosting fund performance through common holdings with same-benchmark mutual funds. (2024). Wang, Danxia. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000279. Full description at Econpapers || Download paper | |
| 2024 | A consumption-based term structure model of bonds and equity. (2024). Suzuki, Masataka. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002424. Full description at Econpapers || Download paper | |
| 2024 | Left-tail risk and UK stock return predictability: Underreaction, overreaction, and arbitrage difficulties. (2024). Khasawneh, Maher ; Kambouroudis, Dimos ; McMillan, David G. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002655. Full description at Econpapers || Download paper | |
| 2024 | Betting on mean reversion in the VIX? Evidence from ETP flows. (2024). Nielsen, Ole Linnemann ; Posselt, Anders Merrild. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003533. Full description at Econpapers || Download paper | |
| 2024 | Representative investors versus best clienteles: Performance evaluation disagreement in mutual funds. (2024). Chretien, Stephane ; Kammoun, Manel. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004307. Full description at Econpapers || Download paper | |
| 2024 | Why do life insurers hold sin bonds? Evidence from investment delegation. (2024). Wang, Shuai ; Brisker, Eric. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323013375. Full description at Econpapers || Download paper | |
| 2024 | Investor traps: Funds launched during booms. (2024). Liu, Xinxin ; Xu, Quanyi ; Qin, Qirui. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000746. Full description at Econpapers || Download paper | |
| 2024 | Mutual fund value creation: Insights from the residual income model. (2024). Xu, Wenhao ; Chen, Taoqin. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002848. Full description at Econpapers || Download paper | |
| 2025 | Economic policy uncertainty and active management: Evidence from SRI funds. (2025). Farooq, Omar ; Bouaddi, Mohammed ; Tanos, Barbara Abou ; Ahmed, Neveen. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325006026. Full description at Econpapers || Download paper | |
| 2025 | Digital currency and banking-sector stability. (2025). Phelan, Gregory ; Chen, William. In: Journal of Financial Stability. RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000439. Full description at Econpapers || Download paper | |
| 2025 | Real effects of media climate change concerns. (2025). Mahmoudian, Fereshteh ; Nazari, Jamal A ; Poursoleyman, Ehsan. In: Global Finance Journal. RePEc:eee:glofin:v:64:y:2025:i:c:s1044028324001418. Full description at Econpapers || Download paper | |
| 2025 | Aggregate earnings and global equity returns. (2025). Atilgan, Yigit ; Zirek, Duygu ; Tosun, Aynur Dilan ; Gunaydin, Doruk A ; Demirtas, Ozgur K. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:100:y:2025:i:c:s1042443125000150. Full description at Econpapers || Download paper | |
| 2025 | The short-run impact of investor expectations’ past volatility on current predictions: The case of VIX. (2025). Ioan, Roxana ; Dima, Tefana Maria. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:98:y:2025:i:c:s1042443124001501. Full description at Econpapers || Download paper | |
| 2025 | Return predictability, dividend growth, and the persistence of the price–dividend ratio. (2025). Rambaccussing, Dooruj ; Madeira, Joao ; Golinski, Adam ; Goliski, Adam. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:92-110. Full description at Econpapers || Download paper | |
| 2025 | FOMC news and segmented markets. (2025). Golez, Benjamin ; Kelly, Peter ; Matthies, Ben. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:79:y:2025:i:2:s0165410125000035. Full description at Econpapers || Download paper | |
| 2024 | Discount rates and cash flows: A local projection approach. (2024). Lof, Matthijs ; Nyberg, Henri. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000475. Full description at Econpapers || Download paper | |
| 2024 | Interest rates across the world: Global, regional, and idiosyncratic factors. (2024). Zhou, Hang ; Shambaugh, Jay. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:163:y:2024:i:c:s0378426624001092. Full description at Econpapers || Download paper | |
| 2024 | Crowding of international mutual funds. (2024). Artiga Gonzalez, Tanja ; Dyakov, Teodor ; Inhoffen, Justus ; Wipplinger, Evert. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:164:y:2024:i:c:s0378426624001195. Full description at Econpapers || Download paper | |
| 2024 | Belief dispersion in the Chinese stock market and fund flows. (2024). Yao, Zhongwei ; Fang, Yue ; Luo, Deming. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:166:y:2024:i:c:s0378426624001663. Full description at Econpapers || Download paper | |
| 2025 | Dissecting the return-predicting power of risk-neutral variance. (2025). Pyun, Chaehyun ; Lu, Zhongjin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:173:y:2025:i:c:s0378426625000299. Full description at Econpapers || Download paper | |
| 2025 | The short-duration premium and news announcements. (2025). Meyerhof, Paul ; Beckmeyer, Heiner. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:176:y:2025:i:c:s0378426625000652. Full description at Econpapers || Download paper | |
| 2024 | Ambiguity, information processing, and financial intermediation. (2024). Luo, Yulei ; Kasa, Kenneth ; Han, Leyla Jianyu. In: Journal of Economic Theory. RePEc:eee:jetheo:v:222:y:2024:i:c:s0022053124001285. Full description at Econpapers || Download paper | |
| 2024 | Is it alpha or beta? Decomposing hedge fund returns when models are misspecified. (2024). Scaillet, Olivier ; Ardia, David ; Gagliardini, Patrick ; Barras, Laurent. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x2400028x. Full description at Econpapers || Download paper | |
| 2024 | Measuring macroeconomic tail risk. (2024). Penasse, Julien ; Marfe, Roberto. In: Journal of Financial Economics. RePEc:eee:jfinec:v:156:y:2024:i:c:s0304405x24000618. Full description at Econpapers || Download paper | |
| 2024 | Intermediary-based equity term structure. (2024). Li, Kai ; Xu, Chenjie. In: Journal of Financial Economics. RePEc:eee:jfinec:v:157:y:2024:i:c:s0304405x24000795. Full description at Econpapers || Download paper | |
| 2024 | The diversification and welfare effects of robo-advising. (2024). Utkus, Stephen ; Rossi, Alberto G. In: Journal of Financial Economics. RePEc:eee:jfinec:v:157:y:2024:i:c:s0304405x24000928. Full description at Econpapers || Download paper | |
| 2024 | Monetary policy and fragility in corporate bond mutual funds. (2024). Kuong, John Chi-Fong ; Zhang, Jinyuan ; Odonovan, James. In: Journal of Financial Economics. RePEc:eee:jfinec:v:161:y:2024:i:c:s0304405x24001545. Full description at Econpapers || Download paper | |
| 2024 | Conditional risk. (2024). Gormsen, Niels ; Jensen, Christian Skov. In: Journal of Financial Economics. RePEc:eee:jfinec:v:162:y:2024:i:c:s0304405x24001569. Full description at Econpapers || Download paper | |
| 2024 | Broken promises, competition, and capital allocation in the mutual fund industry. (2024). Lines, Anton ; Abis, Simona. In: Journal of Financial Economics. RePEc:eee:jfinec:v:162:y:2024:i:c:s0304405x24001715. Full description at Econpapers || Download paper | |
| 2025 | Regulating inattention in fee-based financial advice. (2025). , Kingsley ; Edelen, Roger M ; Han, Jingyi. In: Journal of Financial Economics. RePEc:eee:jfinec:v:164:y:2025:i:c:s0304405x24002083. Full description at Econpapers || Download paper | |
| 2025 | Extracting extrapolative beliefs from market prices: An augmented present-value approach. (2025). Gulen, Huseyin ; Cassella, Stefano ; Chen, Te-Feng ; Liu, Yan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:164:y:2025:i:c:s0304405x24002095. Full description at Econpapers || Download paper | |
| 2025 | Fed information effects: Evidence from the equity term structure. (2025). Golez, Benjamin ; Matthies, Ben. In: Journal of Financial Economics. RePEc:eee:jfinec:v:165:y:2025:i:c:s0304405x24002113. Full description at Econpapers || Download paper | |
| 2025 | Central Bank–Driven Mispricing. (2025). Pelizzon, Loriana ; Subrahmanyam, Marti G ; Tomio, Davide. In: Journal of Financial Economics. RePEc:eee:jfinec:v:166:y:2025:i:c:s0304405x25000121. Full description at Econpapers || Download paper | |
| 2025 | A quantitative analysis of bank lending relationships. (2025). Faria-e-Castro, Miguel ; Dempsey, Kyle. In: Journal of Financial Economics. RePEc:eee:jfinec:v:170:y:2025:i:c:s0304405x25000911. Full description at Econpapers || Download paper | |
| 2024 | Does risk matter more in recessions than in expansions? Implications for monetary policy. (2024). Castelnuovo, Efrem ; Andreasen, Martin M ; Pellegrino, Giovanni ; Caggiano, Giovanni. In: Journal of Monetary Economics. RePEc:eee:moneco:v:143:y:2024:i:c:s0304393223001290. Full description at Econpapers || Download paper | |
| 2024 | Parameter learning in production economies. (2024). Kozhan, Roman ; Babiak, Mykola. In: Journal of Monetary Economics. RePEc:eee:moneco:v:144:y:2024:i:c:s0304393224000084. Full description at Econpapers || Download paper | |
| 2025 | Equilibrium yield curves with imperfect information. (2025). Tanaka, Hiroatsu. In: Journal of Monetary Economics. RePEc:eee:moneco:v:149:y:2025:i:c:s0304393224000746. Full description at Econpapers || Download paper | |
| 2024 | Taking matters into their own hands: How Investors stock preferences affect mutual fund flows in China. (2024). Li, Shi ; Fu, Rongsha. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24002890. Full description at Econpapers || Download paper | |
| 2024 | Macroeconomic effects from media coverage of the China–U.S. trade war on selected EU countries. (2024). Czudaj, Robert ; Beckmann, Joscha ; Murach, Michael. In: European Journal of Political Economy. RePEc:eee:poleco:v:85:y:2024:i:c:s0176268024001137. Full description at Econpapers || Download paper | |
| 2024 | Term structure of equity risk premia in rough terrain: 150 years of the French stock market. (2024). Prat, Georges ; le Bris, David. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s106297692400084x. Full description at Econpapers || Download paper | |
| 2024 | Overseas exposures, global events, and mutual fund performance. (2024). Zhao, Zhao ; Kong, Dongmin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:848-863. Full description at Econpapers || Download paper | |
| 2024 | Do hedge funds bet against beta?. (2024). Riley, Timothy B ; Yan, Qing ; Malakhov, Alexey. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:1507-1525. 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 | Gambling preferences and fund company ownership: Evidence from China. (2024). Xu, Fan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004179. Full description at Econpapers || Download paper | |
| 2024 | Option implied dividends and the market risk premium. (2024). Malloch, Hamish ; Svec, Jiri ; Aspris, Angelo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006671. Full description at Econpapers || Download paper | |
| 2024 | Predicting consumption-wealth ratio changes and stock market returns. (2024). Wang, Jingya ; Taylor, Alex P. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002678. Full description at Econpapers || Download paper | |
| 2024 | Mutual fund flows and returns dynamics: Investor preferences and performance persistence. (2024). Paimanova, Viktoriia ; Guida, Roberto ; Galloppo, Giuseppe. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002782. Full description at Econpapers || Download paper | |
| 2024 | Actively managed equity mutual funds in emerging markets. (2024). Astaíza-Gómez, José Gabriel ; Pantoja, Javier ; Astaiza-Gomez, Jose Gabriel ; Gonzalez, Michael. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924003337. Full description at Econpapers || Download paper | |
| 2025 | Reversal of divergent decisions: Wise or hasty decisions?. (2025). Andreu, Laura ; Gimeno, Ruth ; Serrano, Miguel ; Sarto, Jos Luis. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925000583. Full description at Econpapers || Download paper | |
| 2025 | Agricultural supply chain finance considering interest or direct subsidy by government. (2025). Yi, Zelong ; Chen, Yuqing ; Huang, Hao ; Luo, Suyuan. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:195:y:2025:i:c:s136655452500033x. Full description at Econpapers || Download paper | |
| 2025 | Debt Maturity and Commitment on Firm Policies. (2023). Saretto, Alessio ; Gamba, Andrea. In: Working Papers. RePEc:fip:feddwp:96046. Full description at Econpapers || Download paper | |
| 2025 | A Stock Return Decomposition Using Observables. (2025). Vissing-Jorgensen, Annette ; Knox, Benjamin. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2022-14. Full description at Econpapers || Download paper | |
| 2025 | The 2025 U.S. Debt Limit Through the Lens of Financial Markets. (2025). Benzoni, Luca ; Wernick, Marisa. In: Working Paper Series. RePEc:fip:fedhwp:101720. Full description at Econpapers || Download paper | |
| 2025 | Navigating Geoeconomic Risk: Evidence from U.S. Mutual Funds. (2025). Han, Lina ; Crosignani, Matteo ; Macchiavelli, Marco. In: Staff Reports. RePEc:fip:fednsr:102163. Full description at Econpapers || Download paper | |
| 2025 | The Risk Sensitivity of Global Liquidity Flows: Heterogeneity, Evolution, and Drivers. (2025). Schiaffi, Stefano ; Goldberg, Linda ; Gambacorta, Leonardo ; Avdjiev, Stefan. In: Staff Reports. RePEc:fip:fednsr:99824. Full description at Econpapers || Download paper | |
| 2024 | Assessing Energy Mutual Funds: Performance, Risks, and Managerial Skills. (2024). Nippani, Srinivas ; Malhotra, Davinder. In: IJFS. RePEc:gam:jijfss:v:12:y:2024:i:1:p:20-:d:1346267. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2012 | On the Timing and Pricing of Dividends In: American Economic Review. [Full Text][Citation analysis] | article | 201 |
| 2011 | On the Timing and Pricing of Dividends.(2011) In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 201 | paper | |
| 2010 | On the Timing and Pricing of Dividends.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 201 | paper | |
| 2016 | On the Timing and Pricing of Dividends: Reply In: American Economic Review. [Full Text][Citation analysis] | article | 7 |
| 2011 | An Empirical Model of Optimal Capital Structure In: Journal of Applied Corporate Finance. [Full Text][Citation analysis] | article | 4 |
| 2008 | Optimal Decentralized Investment Management In: Journal of Finance. [Full Text][Citation analysis] | article | 44 |
| 2006 | Optimal Decentralized Investment Management.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | paper | |
| 2010 | Predictive Regressions: A Present‐Value Approach In: Journal of Finance. [Full Text][Citation analysis] | article | 197 |
| 2010 | Predictive Regressions: A Present-value Approach.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 197 | paper | |
| 2010 | The Cost of Debt In: Journal of Finance. [Full Text][Citation analysis] | article | 75 |
| 2010 | The Cost of Debt.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 75 | paper | |
| 2016 | Good-Specific Habit Formation and the Cross-Section of Expected Returns In: Journal of Finance. [Full Text][Citation analysis] | article | 3 |
| 2017 | Matching Capital and Labor In: Journal of Finance. [Full Text][Citation analysis] | article | 30 |
| 2014 | Matching Capital and Labor.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
| 2019 | Real Anomalies In: Journal of Finance. [Full Text][Citation analysis] | article | 9 |
| 2017 | Real Anomalies.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2015 | The Term Structure of Returns: Facts and Theory In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 97 |
| 2017 | The term structure of returns: Facts and theory.(2017) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 97 | article | |
| 2015 | The Term Structure of Returns: Facts and Theory.(2015) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 97 | paper | |
| 2010 | The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 205 |
| 2012 | The term structure of interest rates in a DSGE model with recursive preferences.(2012) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 205 | article | |
| 2010 | The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 205 | paper | |
| 2010 | The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences.(2010) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 205 | paper | |
| 2014 | Collective pension schemes and individual choice* In: Journal of Pension Economics and Finance. [Full Text][Citation analysis] | article | 10 |
| 2015 | Assessing Asset Pricing Models Using Revealed Preference In: Research Papers. [Full Text][Citation analysis] | paper | 116 |
| 2016 | Assessing asset pricing models using revealed preference.(2016) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 116 | article | |
| 2014 | Assessing Asset Pricing Models Using Revealed Preference.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 116 | paper | |
| 2014 | Measuring Skill in the Mutual Fund Industry In: Research Papers. [Full Text][Citation analysis] | paper | 258 |
| 2015 | Measuring skill in the mutual fund industry.(2015) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 258 | article | |
| 2017 | Regulation of Charlatans in High-Skill Professions In: Research Papers. [Full Text][Citation analysis] | paper | 7 |
| 2017 | Regulation of Charlatans in High-Skill Professions.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2013 | Equity yields In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 84 |
| 2011 | Equity Yields.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 84 | paper | |
| 2007 | Exploring Relations Between Decision Analysis and Game Theory In: Decision Analysis. [Full Text][Citation analysis] | article | 15 |
| 2007 | Solving dynamic portfolio choice problems by recursing on optimized portfolio weights or on the value function? In: Computational Economics. [Full Text][Citation analysis] | article | 23 |
| 2014 | Financial Valuation of PBGC Insurance with Market-Implied Default Probabilities In: NBER Chapters. [Full Text][Citation analysis] | chapter | 1 |
| 2014 | Financial Valuation of PBGC Insurance with Market-Implied Default Probabilities.(2014) In: Tax Policy and the Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2007 | Optimal Asset Allocation in Asset Liability Management In: NBER Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2012 | Measuring Managerial Skill in the Mutual Fund Industry In: NBER Working Papers. [Full Text][Citation analysis] | paper | 18 |
| 2019 | Risk-Free Interest Rates In: NBER Working Papers. [Full Text][Citation analysis] | paper | 35 |
| 2020 | Duration-Based Stock Valuation: Reassessing Stock Market Performance and Volatility In: NBER Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2020 | The Effectiveness of Life-Preserving Investments in Times of COVID-19 In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Man vs. Machine Learning: The Term Structure of Earnings Expectations and Conditional Biases In: NBER Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2024 | (Almost) 200 Years of News-Based Economic Sentiment In: NBER Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2024 | Monetary Policy Wedges and the Long-term Liabilities of Households and Firms In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2025 | The Impact of Carcinogenic Risk Exposure on Housing Values: Estimates From Chemical Reclassifications In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Likelihood Estimation of DSGE Models with Epstein-Zin Preferences In: 2008 Meeting Papers. [Full Text][Citation analysis] | paper | 29 |
| 2011 | A Term Structure of Growth In: 2011 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team