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  Updated February, 5 2013 465.484 documents processed, 11.198.332 references and 4.512.497 citations

 

 
 

Review of Financial Studies / Oxford University Press

Raw citation data, Main indicators, Most cited papers , cites used to compute the impact factor (2011), Recent citations and documents published in this series in EconPapers.

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Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII
19900.210.08301632347040.130.04
19910.330.08289704214020.070.04
19920.220.082714215813050.190.04
19930.330.093415745518040.120.05
19940.380.1279126123020.070.05
19950.640.193610086139020.060.07
19960.590.233711166337090.240.1
19970.750.2935138373550100.290.1
19980.790.29288367257080.290.11
19991.270.3440142163800120.30.15
20001.060.4336109868720200.560.17
20011.370.45381324761040401.050.17
20021.730.46551256741280310.560.21
20031.880.4838873931750.6260.680.21
20042.270.5537752932110330.890.23
20052.120.5738843751590651.710.24
20062.310.5445733751730330.730.22
20072.230.4837482831850320.860.19
20082.040.582944821670800.980.22
20092.310.51149132211927501601.070.21
20102.160.461314232314990530.40.17
20112.40.641161612806710700.60.26
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CIT: Number of citations to the series in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
SC(%): Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

Main indicators

Most cited documents in this series:
YearTitleCited
1988A Theory of Intraday Patterns: Volume and Price Variability
RePEc:oup:rfinst:v:1:y:1988:i:1:p:3-40 [Citation Analysis]
369
1990Correlations in Price Changes and Volatility across International Stock Markets.
RePEc:oup:rfinst:v:3:y:1990:i:2:p:281-307 [Citation Analysis]
352
1988Stock Market Prices do not Follow Random Walks: Evidence from a Simple Specification Test
RePEc:oup:rfinst:v:1:y:1988:i:1:p:41-66 [Citation Analysis]
351
1990Transmission of Volatility between Stock Markets.
RePEc:oup:rfinst:v:3:y:1990:i:1:p:5-33 [Citation Analysis]
332
1995Predictable Risk and Returns in Emerging Markets.
RePEc:oup:rfinst:v:8:y:1995:i:3:p:773-816 [Citation Analysis]
274
1992Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement.
RePEc:oup:rfinst:v:5:y:1992:i:3:p:357-86 [Citation Analysis]
254
1999Modeling Term Structures of Defaultable Bonds.
RePEc:oup:rfinst:v:12:y:1999:i:4:p:687-720 [Citation Analysis]
248
1993The Risk and Predictability of International Equity Returns.
RePEc:oup:rfinst:v:6:y:1993:i:3:p:527-66 [Citation Analysis]
239
1992Stock Prices and Volume.
RePEc:oup:rfinst:v:5:y:1992:i:2:p:199-242 [Citation Analysis]
228
1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors
RePEc:oup:rfinst:v:1:y:1988:i:3:p:195-228 [Citation Analysis]
217
1993Differences of Opinion Make a Horse Race.
RePEc:oup:rfinst:v:6:y:1993:i:3:p:473-506 [Citation Analysis]
211
1992Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World.
RePEc:oup:rfinst:v:5:y:1992:i:2:p:153-80 [Citation Analysis]
210
2002International Asset Allocation With Regime Shifts
RePEc:oup:rfinst:v:15:y:2002:i:4:p:1137-1187 [Citation Analysis]
209
1997A Markov Model for the Term Structure of Credit Risk Spreads.
RePEc:oup:rfinst:v:10:y:1997:i:2:p:481-523 [Citation Analysis]
208
1996Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options.
RePEc:oup:rfinst:v:9:y:1996:i:1:p:69-107 [Citation Analysis]
199
2009Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches
RePEc:oup:rfinst:v:22:y:2009:i:1:p:435-480 [Citation Analysis]
196
1990Pricing Interest-Rate-Derivative Securities.
RePEc:oup:rfinst:v:3:y:1990:i:4:p:573-92 [Citation Analysis]
191
2001Familiarity Breeds Investment.
RePEc:oup:rfinst:v:14:y:2001:i:3:p:659-80 [Citation Analysis]
180
1993A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options.
RePEc:oup:rfinst:v:6:y:1993:i:2:p:327-43 [Citation Analysis]
178
2000Asymmetric Volatility and Risk in Equity Markets.
RePEc:oup:rfinst:v:13:y:2000:i:1:p:1-42 [Citation Analysis]
177
1990When Are Contrarian Profits Due to Stock Market Overreaction?
RePEc:oup:rfinst:v:3:y:1990:i:2:p:175-205 [Citation Analysis]
172
2000The Interaction between Product Market and Financing Strategy: The Role of Venture Capital.
RePEc:oup:rfinst:v:13:y:2000:i:4:p:959-84 [Citation Analysis]
169
1994Transactions, Volume, and Volatility.
RePEc:oup:rfinst:v:7:y:1994:i:4:p:631-51 [Citation Analysis]
158
1997Trade Credit: Theories and Evidence.
RePEc:oup:rfinst:v:10:y:1997:i:3:p:661-91 [Citation Analysis]
148
1992Survivorship Bias in Performance Studies.
RePEc:oup:rfinst:v:5:y:1992:i:4:p:553-80 [Citation Analysis]
145
2009Market Liquidity and Funding Liquidity
RePEc:oup:rfinst:v:22:y:2009:i:6:p:2201-2238 [Citation Analysis]
140
2008A Comprehensive Look at The Empirical Performance of Equity Premium Prediction
RePEc:oup:rfinst:v:21:y:2008:i:4:p:1455-1508 [Citation Analysis]
136
2001Learning to be Overconfident.
RePEc:oup:rfinst:v:14:y:2001:i:1:p:1-27 [Citation Analysis]
136
1994The Value of the Voting Right: A Study of the Milan Stock Exchange Experience.
RePEc:oup:rfinst:v:7:y:1994:i:1:p:125-48 [Citation Analysis]
127
1988On Jump Processes in the Foreign Exchange and Stock Markets
RePEc:oup:rfinst:v:1:y:1988:i:4:p:427-445 [Citation Analysis]
125
1999Conflict of Interest and the Credibility of Underwriter Analyst Recommendations.
RePEc:oup:rfinst:v:12:y:1999:i:4:p:653-86 [Citation Analysis]
124
1991Stock Price Distributions with Stochastic Volatility: An Analytic Approach.
RePEc:oup:rfinst:v:4:y:1991:i:4:p:727-52 [Citation Analysis]
120
1992On the Estimation of Beta-Pricing Models.
RePEc:oup:rfinst:v:5:y:1992:i:1:p:1-33 [Citation Analysis]
120
2003Financial Development and Financing Constraints: International Evidence from the Structural Investment Model
RePEc:oup:rfinst:v:16:y:2003:i:3:p:765-791 [Citation Analysis]
117
1989Intertemporally Dependent Preferences and the Volatility of Consumption and Wealth.
RePEc:oup:rfinst:v:2:y:1989:i:1:p:73-89 [Citation Analysis]
112
1993The Informational Content of Implied Volatility.
RePEc:oup:rfinst:v:6:y:1993:i:3:p:659-81 [Citation Analysis]
111
2000Recovering Risk Aversion from Option Prices and Realized Returns.
RePEc:oup:rfinst:v:13:y:2000:i:2:p:433-51 [Citation Analysis]
111
1999Implementing Statistical Criteria to Select Return Forecasting Models: What Do We Learn?
RePEc:oup:rfinst:v:12:y:1999:i:2:p:405-28 [Citation Analysis]
110
1990A Theory of the Interday Variations in Volume, Variance, and Trading Costs in Securities Markets.
RePEc:oup:rfinst:v:3:y:1990:i:4:p:593-624 [Citation Analysis]
107
1993Spreads, Depths, and the Impact of Earnings Information: An Intraday Analysis.
RePEc:oup:rfinst:v:6:y:1993:i:2:p:345-74 [Citation Analysis]
107
1998Modeling Asymmetric Comovements of Asset Returns.
RePEc:oup:rfinst:v:11:y:1998:i:4:p:817-44 [Citation Analysis]
107
1999Estimating the Price of Default Risk.
RePEc:oup:rfinst:v:12:y:1999:i:1:p:197-226 [Citation Analysis]
105
1994Do Bulls and Bears Move across Borders? International Transmission of Stock Returns and Volatility.
RePEc:oup:rfinst:v:7:y:1994:i:3:p:507-38 [Citation Analysis]
105
1996Dynamic Nonmyopic Portfolio Behavior.
RePEc:oup:rfinst:v:9:y:1996:i:1:p:141-61 [Citation Analysis]
104
1997Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds.
RePEc:oup:rfinst:v:10:y:1997:i:2:p:275-302 [Citation Analysis]
103
2003A New Approach to Measuring Financial Contagion
RePEc:oup:rfinst:v:16:y:2003:i:3:p:717-763 [Citation Analysis]
103
1998An Equilibrium Model with Restricted Stock Market Participation.
RePEc:oup:rfinst:v:11:y:1998:i:2:p:309-41 [Citation Analysis]
102
1992A Theory of the Nominal Term Structure of Interest Rates.
RePEc:oup:rfinst:v:5:y:1992:i:4:p:531-52 [Citation Analysis]
102
2004Risks and Portfolio Decisions Involving Hedge Funds
RePEc:oup:rfinst:v:17:y:2004:i:1:p:63-98 [Citation Analysis]
99
1996Design and Valuation of Debt Contracts.
RePEc:oup:rfinst:v:9:y:1996:i:1:p:37-68 [Citation Analysis]
98

Citing documents used to compute impact factor 671:
YearTitleSee
2011Director Histories and the Pattern of Acquisitions
RePEc:van:wpaper:1124
[Citation Analysis]
2011Mergers increase default risk
RePEc:eee:corfin:v:17:y:2011:i:4:p:832-849
[Citation Analysis]
2011Post-merger restructuring and the boundaries of the firm
RePEc:eee:jfinec:v:102:y:2011:i:2:p:317-343
[Citation Analysis]
2011Large capital infusions, investor reactions, and the return and risk performance of financial institutions over the business cycle and recent finanical crisis
RePEc:fip:fedpwp:11-46
[Citation Analysis]
2011Information in short selling: Comparing Nasdaq and the NYSE
RePEc:eee:revfin:v:20:y:2011:i:1:p:1-10
[Citation Analysis]
2011Idiosyncratic Return Volatility in the Cross-Section of Stocks
RePEc:cpr:ceprdp:8307
[Citation Analysis]
2011The return impact of realized and expected idiosyncratic volatility
RePEc:eee:jbfina:v:35:y:2011:i:10:p:2547-2558
[Citation Analysis]
2011Maxing out: Stocks as lotteries and the cross-section of expected returns
RePEc:eee:jfinec:v:99:y:2011:i:2:p:427-446
[Citation Analysis]
2011Discounting, Patience, and Dynamic Decision Making
RePEc:oxf:wpaper:555
[Citation Analysis]
2011Feedback Effects of Credit Ratings
RePEc:red:sed011:1338
[Citation Analysis]
2011Bank capital and risk in the South Eastern European region
RePEc:pra:mprapa:32002
[Citation Analysis]
2011Bank Competition and Stability: Cross-country Heterogeneity (Replaced by CentER DP 2012-085)
RePEc:dgr:kubcen:2011080
[Citation Analysis]
2011Credit market equilibrium theory and evidence: Revisiting the structural versus reduced form credit risk model debate
RePEc:eee:finlet:v:8:y:2011:i:1:p:2-7
[Citation Analysis]
2011Performance Pay, CEO Dismissal, and the Dual Role of Takeovers
RePEc:fmg:fmgdps:dp694
[Citation Analysis]
2011The role of risk management in mergers and merger waves
RePEc:eee:jfinec:v:101:y:2011:i:3:p:515-532
[Citation Analysis]
2011Which workers get insurance within the firm?
RePEc:eee:moneco:v:58:y:2011:i:6:p:632-645
[Citation Analysis]
2011Globalization, Governance, and the Returns to Cross-Border Acquisitions
RePEc:ecl:ohidic:2011-1
[Citation Analysis]
2011Legal Investor Protection and Takeovers
RePEc:nbr:nberwo:17010
[Citation Analysis]
2011World Market for Mergers and Acquisitions
RePEc:hhs:sifrwp:0075
[Citation Analysis]
2011Globalization, Governance, and the Returns to Cross-Border Acquisitions
RePEc:nbr:nberwo:16676
[Citation Analysis]
2011Optimal Degree of Foreign Ownership under Uncertainty
RePEc:mie:wpaper:617
[Citation Analysis]
2011Partial acquisitions in emerging markets: A test of the strategic market entry and corporate control hypotheses
RePEc:eee:corfin:v:17:y:2011:i:2:p:288-305
[Citation Analysis]
2011U.S. takeovers in foreign markets: Do they impact emerging and developed markets differently?
RePEc:eee:corfin:v:17:y:2011:i:4:p:1028-1046
[Citation Analysis]
2011Emerging country cross-border acquisitions: Characteristics, acquirer returns and cross-sectional determinants
RePEc:eee:ememar:v:12:y:2011:i:3:p:250-271
[Citation Analysis]
2011Collateralization, Bank Loan Rates and Monitoring: Evidence from a Natural Experiment
RePEc:dgr:kubcen:2011087
[Citation Analysis]
2011On the Non-Exclusivity of Loan Contracts: An Empirical Investigation
RePEc:dgr:kubcen:2011130
[Citation Analysis]
2011Does debtor protection really protect debtors? Evidence from the small business credit market
RePEc:eee:jbfina:v:35:y:2011:i:7:p:1843-1857
[Citation Analysis]
2011Foreign currency borrowing by small firms in the transition economies
RePEc:eee:jfinin:v:20:y:2011:i:3:p:285-302
[Citation Analysis]
2011Rules versus discretion in loan rate setting
RePEc:eee:jfinin:v:20:y:2011:i:4:p:503-529
[Citation Analysis]
2011Has Europe Been Catching Up? An Industry Level Analysis of Venture Capital Success over 1985 - 2009
RePEc:bfr:banfra:327
[Citation Analysis]
2011Boards of Banks
RePEc:fmg:fmgdps:dp664
[Citation Analysis]
2011Value creation and pricing in buyouts: Empirical evidence from Europe and North America
RePEc:eee:revfin:v:20:y:2011:i:4:p:146-161
[Citation Analysis]
2011Taxation and Incorporation
RePEc:zbw:vfsc11:48729
[Citation Analysis]
2011Management compensation and market timing under portfolio constraints
RePEc:zbw:cfrwps:1116
[Citation Analysis]
2011Why falling information costs may increase demand for index funds
RePEc:eee:revfin:v:20:y:2011:i:1:p:37-47
[Citation Analysis]
2011Advances in Forecasting Under Instability
RePEc:duk:dukeec:11-20
[Citation Analysis]
2011Improving the predictability of real economic activity and asset returns with forward variances inferred from option portfolios
RePEc:eee:jfinec:v:100:y:2011:i:3:p:475-495
[Citation Analysis]
2011Remittances and financial inclusion : evidence from El Salvador
RePEc:wbk:wbrwps:5839
[Citation Analysis]
2011Variance Bounds on the Permanent and Transitory Components of Stochastic Discount Factors
RePEc:ecl:ohidic:2011-11
[Citation Analysis]
2011Long Run Risks & Price/Dividend Ratio Factors
RePEc:nbr:nberwo:17484
[Citation Analysis]
2011Repo Runs
RePEc:fmg:fmgdps:dp687
[Citation Analysis]
2011The rat race of capital structure research for REITs and REOCs: Two spotlights on leverage
RePEc:zbw:zewdip:11077
[Citation Analysis]
2011Financial liberalization and financing constraints: some evidence from panel data of listed Chinese firms
RePEc:pra:mprapa:35227
[Citation Analysis]
2011Firm Investment & Credit Constraints in India, 1997 – 2006: A stochastic frontier approach
RePEc:wdi:papers:2011-1010
[Citation Analysis]
2011Financial flexibility and corporate liquidity
RePEc:eee:corfin:v:17:y:2011:i:3:p:667-674
[Citation Analysis]
2011The determinants of corporate cash management policies: Evidence from around the world
RePEc:eee:corfin:v:17:y:2011:i:3:p:725-740
[Citation Analysis]
2011Firm diversification and the value of corporate cash holdings
RePEc:eee:corfin:v:17:y:2011:i:3:p:741-758
[Citation Analysis]
2011Firm structure and corporate cash holdings
RePEc:eee:corfin:v:17:y:2011:i:3:p:759-773
[Citation Analysis]
2011Financial flexibility: Do firms prepare for recession?
RePEc:eee:corfin:v:17:y:2011:i:3:p:774-787
[Citation Analysis]
2011How do managerial successions shape corporate financial policies in family firms?
RePEc:eee:corfin:v:17:y:2011:i:4:p:1016-1027
[Citation Analysis]
2011Cash Flow at Risk, Financial Flexibility and Financing Constraint
RePEc:pfq:journl:v:56:y:2011:i:4:p:505-517
[Citation Analysis]
2011Liquidity mergers
RePEc:eee:jfinec:v:102:y:2011:i:3:p:526-558
[Citation Analysis]
2011Partial adjustment toward optimal cash holding levels
RePEc:eee:revfin:v:20:y:2011:i:3:p:113-121
[Citation Analysis]
2011Litigation risk, strategic disclosure and the underpricing of initial public offerings
RePEc:fip:fedgfe:2011-12
[Citation Analysis]
2011The Impact of the Sarbanes-Oxley Act on the Cost of Going Public
RePEc:vhb:journl:v:4:y:2011:i:2:p:125-147
[Citation Analysis]
2011Risk and return in convertible arbitrage: Evidence from the convertible bond market
RePEc:eee:empfin:v:18:y:2011:i:2:p:175-194
[Citation Analysis]
2011Why do convertible issuers simultaneously repurchase stock? An arbitrage-based explanation
RePEc:eee:jfinec:v:100:y:2011:i:1:p:113-129
[Citation Analysis]
2011Conditional risk and performance evaluation: Volatility timing, overconditioning, and new estimates of momentum alphas
RePEc:eee:jfinec:v:102:y:2011:i:2:p:363-389
[Citation Analysis]
2011Micro Frictions, Asset Pricing and Aggregate
RePEc:fmg:fmgdps:dp673
[Citation Analysis]
2011Micro Frictions, Asset Pricing, and Aggregate Implications
RePEc:red:sed011:466
[Citation Analysis]
2011Securities litigation, withdrawal risk and initial public offerings
RePEc:eee:corfin:v:17:y:2011:i:3:p:438-456
[Citation Analysis]
2011Regulatory underpricing: Determinants of Chinese extreme IPO returns
RePEc:eee:empfin:v:18:y:2011:i:1:p:78-90
[Citation Analysis]
2011Media ownership, concentration and corruption in bank lending
RePEc:eee:jfinec:v:100:y:2011:i:2:p:326-350
[Citation Analysis]
2011Local underwriter oligopolies and IPO underpricing
RePEc:eee:jfinec:v:102:y:2011:i:3:p:579-601
[Citation Analysis]
2011Small vs. young firms across the world : contribution to employment, job creation, and growth
RePEc:wbk:wbrwps:5631
[Citation Analysis]
2011Internal finance and growth: Microeconometric evidence on Chinese firms
RePEc:eee:deveco:v:96:y:2011:i:1:p:79-94
[Citation Analysis]
2011Ambiguity in Individual Choice and Market Environments: On the Importance of Comparative Ignorance
RePEc:ala:wpaper:2011-04
[Citation Analysis]
2011Reference dependent ambiguity aversion: theory and experiment
RePEc:pra:mprapa:34920
[Citation Analysis]
2011CAPM-like formulae and good deal absence with ambiguous setting and coherent risk measure
RePEc:cte:idrepe:id-11-04
[Citation Analysis]
2011Ambiguity and Overconfidence
RePEc:ste:nystbu:11-06
[Citation Analysis]
2011Upgrading investment regulations in second pillar pension systems : a proposal for Colombia
RePEc:wbk:wbrwps:5775
[Citation Analysis]
2011How Much Do Means-Tested Benefits Reduce the Demand for Annuities?
RePEc:usg:econwp:2011:24
[Citation Analysis]
2011How Much Do Means-Tested Benefits Reduce the Demand for Annuities?
RePEc:ces:ceswps:_3493
[Citation Analysis]
2011International diversification and industry-related labor income risk
RePEc:eee:reveco:v:20:y:2011:i:4:p:764-783
[Citation Analysis]
2011The IPO market as a screening device and the going public decision: evidence from acquisitions of privately and publicly held firms
RePEc:kap:rqfnac:v:37:y:2011:i:3:p:325-361
[Citation Analysis]
2011The Going Public Decision and the Structure of Equity Markets
RePEc:pra:mprapa:38640
[Citation Analysis]
2011Can CEO dismissals be proactive?
RePEc:eee:corfin:v:17:y:2011:i:1:p:134-151
[Citation Analysis]
2011IPO waves, product market competition, and the going public decision: Theory and evidence
RePEc:eee:jfinec:v:101:y:2011:i:2:p:382-412
[Citation Analysis]
2011The going public decision and the structure of equity markets
RePEc:eee:jimfin:v:30:y:2011:i:7:p:1451-1470
[Citation Analysis]
2011Learning, Ambiguity and Life-Cycle Portfolio Allocation
RePEc:red:issued:09-54
[Citation Analysis]
2011Investment horizon and portfolio choice of private investors
RePEc:eee:finana:v:20:y:2011:i:2:p:68-75
[Citation Analysis]
2011Managerial compensation
RePEc:eee:corfin:v:17:y:2011:i:4:p:1068-1077
[Citation Analysis]
2011Serial CEO incentives and the structure of managerial contracts
RePEc:eee:jfinin:v:20:y:2011:i:4:p:633-662
[Citation Analysis]
2011Does tax policy affect executive compensation? Evidence from postwar tax reforms
RePEc:eee:pubeco:v:95:y:2011:i:11:p:1425-1437
[Citation Analysis]
2011The CEO pay slice
RePEc:eee:jfinec:v:102:y:2011:i:1:p:199-221
[Citation Analysis]
2011When machines read the news: Using automated text analytics to quantify high frequency news-implied market reactions
RePEc:eee:empfin:v:18:y:2011:i:2:p:321-340
[Citation Analysis]
2011Information aggregation around macroeconomic announcements: Revisions matter
RePEc:eee:jfinec:v:101:y:2011:i:1:p:114-131
[Citation Analysis]
2011Industry membership and capital structure dynamics in the UK
RePEc:eee:finana:v:20:y:2011:i:4:p:207-214
[Citation Analysis]
2011Capital structure dynamics and transitory debt
RePEc:eee:jfinec:v:99:y:2011:i:2:p:235-261
[Citation Analysis]
2011Corporate investment and financing under asymmetric information
RePEc:eee:jfinec:v:99:y:2011:i:2:p:262-288
[Citation Analysis]
2011Convergence clubs, the euro-area rank and the relationship between banking and real convergence
RePEc:bdi:wptemi:td_809_11
[Citation Analysis]
2011The effect of foreign bank presence on firm entry and exit in transition economies
RePEc:hhs:bofitp:2011_011
[Citation Analysis]
2011How corruption affects bank lending in Russia
RePEc:eee:ecosys:v:35:y:2011:i:2:p:230-243
[Citation Analysis]
2011Which firms engage small, foreign, or state banks? And who goes Islamic? Evidence from Turkey
RePEc:eee:jbfina:v:35:y:2011:i:12:p:3213-3224
[Citation Analysis]
2011Explaining foreign bank entrance in emerging markets
RePEc:eee:jcecon:v:39:y:2011:i:4:p:486-498
[Citation Analysis]
2011Creditor rights and corporate risk-taking
RePEc:eee:jfinec:v:102:y:2011:i:1:p:150-166
[Citation Analysis]
2011A simple model of the financial crisis of 2007-2009, with implications for the design of a stimulus package
RePEc:eme:igdrpp:v:4:y:2011:i:1:p:5-21
[Citation Analysis]
2011WHAT DRIVES URBAN CONSUMPTION IN MAINLAND CHINA? THE ROLE OF PROPERTY PRICE DYNAMICS
RePEc:dun:dpaper:255
[Citation Analysis]
2011What drives urban consumption in mainland China? The role of property price dynamics
RePEc:hhs:bofitp:2011_013
[Citation Analysis]
2011What Drives Urban Consumption in Mainland China? The Role of Property Price Dynamics
RePEc:hkm:wpaper:152011
[Citation Analysis]
2011Wealth Effects on Consumption Plans: French Households in the Crisis
RePEc:bfr:banfra:344
[Citation Analysis]
2011A Survey of Venture Capital Research
RePEc:dgr:kubcen:2011111
[Citation Analysis]
2011Household Saving Behavior and Social Security Privatization
RePEc:bos:wpaper:wp2011-027
[Citation Analysis]
2011Buyer confusion and market prices
RePEc:eee:indorg:v:29:y:2011:i:1:p:14-22
[Citation Analysis]
2011Behavioral biases of mutual fund investors
RePEc:eee:jfinec:v:102:y:2011:i:1:p:1-27
[Citation Analysis]
2011How Does Simplified Disclosure Affect Individuals’ Mutual Fund Choices?
RePEc:nbr:nberch:11933
[Citation Analysis]
2011Distortion in corporate valuation: implications of capital structure changes
RePEc:eme:mfipps:v:37:y:2011:i:8:p:681-696
[Citation Analysis]
2011Learning generates Long Memory
RePEc:ebg:essewp:dr-11013
[Citation Analysis]
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2011Short-sales constraints and market quality: Evidence from the 2008 short-sales bans
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2011Securitization and the balance sheet channel of monetary transmission
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2011Global banking and the balance sheet channel of monetary transmission
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2011Evaluation of European Mutual funds Performance
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Cites in year: CiY

Recent citations received in: 2011

YearTitleSee
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[Citation Analysis]
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Recent citations received in: 2010

YearTitleSee
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[Citation Analysis]
2010Risk Price Dynamics
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[Citation Analysis]
2010Credit Risk and Business Cycles
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2010Soft Information and Investment: Evidence from Plant-Level Data
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2010Dynamic Incentive Contracts under Parameter Uncertainty
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RePEc:eee:empfin:v:17:y:2010:i:4:p:645-658
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2010The role of information and financial reporting in corporate governance and debt contracting
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RePEc:eee:jfinec:v:98:y:2010:i:2:p:297-314
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2010Trader see, trader do: How do (small) FX traders react to large counterparties trades?
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2010Issuer Quality and Corporate Bond Returns
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2010Does diversification increase or decrease bank risk and performance? Evidence on diversification and the risk-return tradeoff in banking
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2010Going for broke: New Century Financial Corporation, 2004-2006
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2010Home Country Bias: Does Domestic Experience Help Investors Enter Foreign Markets?
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2010Dynamic Incentive Contracts under Parameter Uncertainty
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2010The Public Perception and Normative Valuation of Executive Compensation: An International Comparison
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2010The Effect of Uncertain Labor Income and Social Security on Life-cycle Portfolios
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2010Understanding Markups in the Open Economy under Bertrand Competition
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Recent citations received in: 2009

YearTitleSee
2009Competition and Relationship Lending: Friends or Foes?
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2009Loan Officers and Relationship Lending to SMEs
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2009Option-Implied Measures of Equity Risk
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2009The Janus-Headed Salvation: Sovereign and Bank Credit Risk Premia during 2008-09.
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[Citation Analysis]
2009The delegated portfolio management problem: Reputation and herding
RePEc:eee:jbfina:v:33:y:2009:i:11:p:2062-2069
[Citation Analysis]
2009How corporate governance affects payout policy under agency problems and external financing constraints
RePEc:eee:jbfina:v:33:y:2009:i:11:p:2093-2101
[Citation Analysis]
2009Firm performance and mutual fund voting
RePEc:eee:jbfina:v:33:y:2009:i:12:p:2207-2217
[Citation Analysis]
2009Agency costs, governance, and organizational forms: Evidence from the mutual fund industry
RePEc:eee:jbfina:v:33:y:2009:i:4:p:619-626
[Citation Analysis]
2009Institutional ownership, volatility and dividends
RePEc:eee:jbfina:v:33:y:2009:i:4:p:627-639
[Citation Analysis]
2009Strong boards, CEO power and bank risk-taking
RePEc:eee:jbfina:v:33:y:2009:i:7:p:1340-1350
[Citation Analysis]
2009Information, sophistication, and foreign versus domestic investors performance
RePEc:eee:jbfina:v:33:y:2009:i:9:p:1636-1651
[Citation Analysis]
2009Catering effects in corporate dividend policy: The international evidence
RePEc:eee:jbfina:v:33:y:2009:i:9:p:1730-1738
[Citation Analysis]
2009Experts online: An analysis of trading activity in a public Internet chat room
RePEc:eee:jeborg:v:70:y:2009:i:1-2:p:266-281
[Citation Analysis]
2009Collateral pricing
RePEc:eee:jfinec:v:91:y:2009:i:3:p:339-360
[Citation Analysis]
2009Accruals, cash flows, and aggregate stock returns
RePEc:eee:jfinec:v:91:y:2009:i:3:p:389-406
[Citation Analysis]
2009On the reversal of return and dividend growth predictability: A tale of two periods
RePEc:eee:jfinec:v:92:y:2009:i:1:p:128-151
[Citation Analysis]
2009Caught on tape: Institutional trading, stock returns, and earnings announcements
RePEc:eee:jfinec:v:92:y:2009:i:1:p:66-91
[Citation Analysis]
2009Creditor control rights and firm investment policy
RePEc:eee:jfinec:v:92:y:2009:i:3:p:400-420
[Citation Analysis]
2009Affiliated mutual funds and analyst optimism
RePEc:eee:jfinec:v:93:y:2009:i:1:p:108-137
[Citation Analysis]
2009It pays to have friends
RePEc:eee:jfinec:v:93:y:2009:i:1:p:138-158
[Citation Analysis]
2009Renegotiation of financial contracts: Evidence from private credit agreements
RePEc:eee:jfinec:v:93:y:2009:i:2:p:159-184
[Citation Analysis]
2009Cosmetic mergers: The effect of style investing on the market for corporate control
RePEc:eee:jfinec:v:93:y:2009:i:3:p:400-427
[Citation Analysis]
2009Cost of capital effects and changes in growth expectations around U.S. cross-listings
RePEc:eee:jfinec:v:93:y:2009:i:3:p:428-454
[Citation Analysis]
2009Liquidity risk and syndicate structure
RePEc:eee:jfinec:v:93:y:2009:i:3:p:490-504
[Citation Analysis]
2009The market for corporate control and the cost of debt
RePEc:eee:jfinec:v:93:y:2009:i:3:p:505-524
[Citation Analysis]
2009Cross-section of option returns and volatility
RePEc:eee:jfinec:v:94:y:2009:i:2:p:310-326
[Citation Analysis]
2009Cashflow risk, systematic earnings revisions, and the cross-section of stock returns
RePEc:eee:jfinec:v:94:y:2009:i:3:p:448-468
[Citation Analysis]
2009Regulating securities analysts
RePEc:eee:jfinin:v:18:y:2009:i:2:p:259-283
[Citation Analysis]
2009Private matters
RePEc:eee:jfinin:v:18:y:2009:i:3:p:362-383
[Citation Analysis]
2009Prohibitions on punishments in private contracts
RePEc:eee:jfinin:v:18:y:2009:i:4:p:526-540
[Citation Analysis]
2009Bank liquidity regulation and the lender of last resort
RePEc:eee:jfinin:v:18:y:2009:i:4:p:541-558
[Citation Analysis]
2009The financial crisis of 2008 in fixed-income markets
RePEc:eee:jimfin:v:28:y:2009:i:8:p:1293-1316
[Citation Analysis]
2009Credit market shocks and economic fluctuations: Evidence from corporate bond and stock markets
RePEc:eee:moneco:v:56:y:2009:i:4:p:471-493
[Citation Analysis]
2009Does national culture affect international corporate cash holdings?
RePEc:eee:mulfin:v:19:y:2009:i:5:p:323-342
[Citation Analysis]
2009Transmission of shocks from cross-listed markets to the return and volatility of domestic stocks
RePEc:eee:mulfin:v:19:y:2009:i:5:p:395-408
[Citation Analysis]
2009The implications of liquidity and order flows for neoclassical finance
RePEc:eee:pacfin:v:17:y:2009:i:5:p:527-532
[Citation Analysis]
2009Information and trade sizes: The case of short sales
RePEc:eee:quaeco:v:49:y:2009:i:4:p:1371-1388
[Citation Analysis]
2009Is the secondary loan market valuable to borrowers?
RePEc:eee:quaeco:v:49:y:2009:i:4:p:1410-1428
[Citation Analysis]
2009What determines the level of IPO gross spreads? Underwriter profits and the cost of going public
RePEc:eee:reveco:v:18:y:2009:i:1:p:81-109
[Citation Analysis]
2009Agency problems in stock market-driven acquisitions
RePEc:eme:rafpps:v:8:y:2009:i:4:p:388-430
[Citation Analysis]
2009POST-PRIVATIZATION CORPORATE GOVERNANCE AND FIRM PERFORMANCE: THE ROLE OF PRIVATE OWNERSHIP CONCENTRATION, IDENTITY AND BOARD COMPOSITION
RePEc:erg:wpaper:495
[Citation Analysis]
2009Competition or collaboration? The reciprocity effect in loan syndication
RePEc:fip:fedcwp:0909
[Citation Analysis]
2009Broker-dealer risk appetite and commodity returns
RePEc:fip:fednsr:406
[Citation Analysis]
2009Selection and Serial Entrepreneurs
RePEc:fiu:wpaper:0913
[Citation Analysis]
2009Financial market failures and public policies
RePEc:hpe:journl:y:2009:v:190:i:3:p:127-156
[Citation Analysis]
2009Screening in New Credit Markets: Can Individual Lenders Infer Borrower Creditworthiness in Peer-to-Peer Lending?
RePEc:hrv:hksfac:4448882
[Citation Analysis]
2009Incorporating the Dynamics of Leverage into Default Prediction
RePEc:hum:wpaper:sfb649dp2009-024
[Citation Analysis]
2009Innovation and Financial Globalisation
RePEc:iis:dispap:iiisdp299
[Citation Analysis]
2009Interbank Lending, Credit-Risk Premia, and Collateral
RePEc:ijc:ijcjou:y:2009:q:4:a:1
[Citation Analysis]
2009Euro Area Sovereign Risk During the Crisis
RePEc:imf:imfwpa:09/222
[Citation Analysis]
2009Global Market Conditions and Systemic Risk
RePEc:imf:imfwpa:09/230
[Citation Analysis]
2009Three Cycles: Housing, Credit, and Real Activity
RePEc:imf:imfwpa:09/231
[Citation Analysis]
2009Attitudes toward Uncertainty among the Poor: Evidence from Rural Ethiopia
RePEc:iza:izadps:dp4225
[Citation Analysis]
2009Investor Protection and the Value of Shares: Evidence from Statutory Rules Governing Variations of Shareholders Class Rights in Russia
RePEc:iza:izadps:dp4669
[Citation Analysis]
2009Informational Efficiency: Which Institutions Matter?
RePEc:kap:apfinm:v:16:y:2009:i:2:p:141-168
[Citation Analysis]
2009The Long-Horizon Performance of REIT Mergers
RePEc:kap:jrefec:v:38:y:2009:i:2:p:105-114
[Citation Analysis]

More than 100 citations. List broken...

Recent citations received in: 2008

YearTitleSee
2008Mean Reversion in US and International Short Rates
RePEc:aah:create:2008-47
[Citation Analysis]
2008Expected Stock Returns and Variance Risk Premia
RePEc:aah:create:2008-48
[Citation Analysis]
2008Glossary to ARCH (GARCH)
RePEc:aah:create:2008-49
[Citation Analysis]
2008Time-series predictability in the disaster model
RePEc:bos:wpaper:wp2008-016
[Citation Analysis]
2008Return Predictability under Equilibrium Constraints on the Equity Premium
RePEc:brd:wpaper:37
[Citation Analysis]
2008THE ECONOMETRICS OF MEAN-VARIANCE EFFICIENCY TESTS: A SURVEY
RePEc:cmf:wpaper:wp2008_0807
[Citation Analysis]
2008Why so Glum? The Meese-Rogoff Methodology Meets the Stock Market
RePEc:cpr:ceprdp:6714
[Citation Analysis]
2008Individual Investors and Volatility
RePEc:cpr:ceprdp:6915
[Citation Analysis]
2008Sovereign Wealth Funds: Their Investment Strategies and Performance
RePEc:cpr:ceprdp:6959
[Citation Analysis]
2008Assessing the Accuracy of the Aggregate Law of Motion in Models with Heterogeneous Agents
RePEc:cpr:ceprdp:6971
[Citation Analysis]
2008Free Flows, Limited Diversification: Explaining the Fall and Rise of Stock Market Correlations, 1890-2001
RePEc:cpr:ceprdp:7013
[Citation Analysis]
2008Firm Default and Aggregate Fluctuations
RePEc:cpr:ceprdp:7083
[Citation Analysis]
2008Shareholders agreements and voting power. Evidence from Italian listed firms
RePEc:ctc:serie3:ief0081
[Citation Analysis]
2008Should Banking Be Kept Separate from Commerce
RePEc:doj:compad:200809
[Citation Analysis]
2008Should Banking Be Kept Separate from Commerce
RePEc:doj:eagpap:200809
[Citation Analysis]
2008Individual investors and volatility
RePEc:ebg:heccah:0899
[Citation Analysis]
2008The European venture capital and private equity country attractiveness index(es)
RePEc:ebg:iesewp:d-0773
[Citation Analysis]
2008Forecasting aggregate stock returns using the number of initial public offerings as a predictor
RePEc:ebl:ecbull:v:7:y:2008:i:13:p:1-8
[Citation Analysis]
2008Securities Laws, Disclosure, and National Capital Markets in the Age of Financial Globalization
RePEc:ecl:ohidic:2008-13
[Citation Analysis]
2008Estimating Affine Multifactor Term Structure Models Using Closed-Form Likelihood Expansions
RePEc:ecl:ohidic:2008-19
[Citation Analysis]
2008Spillover of corporate governance standards in cross-border mergers and acquisitions
RePEc:eee:corfin:v:14:y:2008:i:3:p:200-223
[Citation Analysis]
2008Protective governance choices and the value of acquisition activity
RePEc:eee:corfin:v:14:y:2008:i:5:p:550-566
[Citation Analysis]
2008Multiple large shareholders, control contests, and implied cost of equity
RePEc:eee:corfin:v:14:y:2008:i:5:p:721-737
[Citation Analysis]
2008Strategic asset allocation with liabilities: Beyond stocks and bonds
RePEc:eee:dyncon:v:32:y:2008:i:9:p:2939-2970
[Citation Analysis]
2008Risk, jumps, and diversification
RePEc:eee:econom:v:144:y:2008:i:1:p:234-256
[Citation Analysis]
2008Estimating the performance attributes of Australian multi-sector managed funds within a dynamic Kalman filter framework
RePEc:eee:finana:v:17:y:2008:i:5:p:998-1011
[Citation Analysis]
2008Time-series predictability in the disaster model
RePEc:eee:finlet:v:5:y:2008:i:4:p:191-203
[Citation Analysis]
2008A century of corporate takeovers: What have we learned and where do we stand?
RePEc:eee:jbfina:v:32:y:2008:i:10:p:2148-2177
[Citation Analysis]
2008Moral hazard with bounded payments
RePEc:eee:jetheo:v:143:y:2008:i:1:p:59-82
[Citation Analysis]
2008Stock price informativeness, cross-listings, and investment decisions
RePEc:eee:jfinec:v:88:y:2008:i:1:p:146-168
[Citation Analysis]
2008Advisors and asset prices: A model of the origins of bubbles
RePEc:eee:jfinec:v:89:y:2008:i:2:p:268-287
[Citation Analysis]
2008Financing patterns around the world: Are small firms different?
RePEc:eee:jfinec:v:89:y:2008:i:3:p:467-487
[Citation Analysis]
2008Who are the active investors?: Evidence from venture capital
RePEc:eee:jfinec:v:89:y:2008:i:3:p:488-512
[Citation Analysis]
2008The effect of relative wealth concerns on the cross-section of stock returns
RePEc:emp:wpaper:wp08-12
[Citation Analysis]
2008Chinas exporters and importers: firms, products, and trade partners
RePEc:fip:fedfwp:2008-28
[Citation Analysis]
2008Temporal risk aversion and asset prices
RePEc:fip:fedgfe:2008-37
[Citation Analysis]
2008Specification analysis of structural credit risk models
RePEc:fip:fedgfe:2008-55
[Citation Analysis]
2008Jackknifing stock return predictions
RePEc:fip:fedgif:932
[Citation Analysis]
2008Friends or foes? The stock price impact of sovereign wealth fund investments and the price of keeping secrets
RePEc:fip:fedgif:940
[Citation Analysis]
2008Bank lending, financing constraints and SME investment
RePEc:fip:fedhwp:wp-08-04
[Citation Analysis]
2008Equity portfolio diversification under time-varying predictability and comovements: evidence from Ireland, the US, and the UK
RePEc:fip:fedlwp:2008-005
[Citation Analysis]
2008Firm default and aggregate fluctuations
RePEc:fip:fedpwp:08-21
[Citation Analysis]
2008Comparison of Volatility Measures: a Risk Management Perspective
RePEc:fir:econom:wp2008_03
[Citation Analysis]
2008Corporate Venturing, Allocation of Talent, and Competition for Star Managers
RePEc:hal:journl:halshs-00365942
[Citation Analysis]
2008Investor sentiment and stock returns: Some international evidence
RePEc:han:dpaper:dp-407
[Citation Analysis]
2008Do Macroeconomic Variables Forecast Changes in Liquidity? An Out-of-sample Study on the Order-driven Stock Markets in Scandinavia
RePEc:hhs:vxcafo:2009_010
[Citation Analysis]
2008Liquidity on the Scandinavian Order-driven Stock Exchanges
RePEc:hhs:vxcafo:2009_011
[Citation Analysis]
2008Predicting Stock Market Returns by Combining Forecasts
RePEc:hkg:wpaper:0801
[Citation Analysis]
2008Expected Inflation, Expected Stock Returns, and Money Illusion: What can we learn from Survey Expectations?
RePEc:hum:wpaper:sfb649dp2008-036
[Citation Analysis]
2008Demographics and fluctuations in Dividend/Price
RePEc:igi:igierp:345
[Citation Analysis]
2008What determines transaction costs in foreign exchange markets?
RePEc:ijf:ijfiec:v:13:y:2008:i:1:p:14-25
[Citation Analysis]
2008Banks and Labor as Stakeholders: Impact on Economic Performance
RePEc:imf:imfwpa:08/229
[Citation Analysis]
2008Strategic Considerations for First-Time Sovereign Bond Issuers
RePEc:imf:imfwpa:08/261
[Citation Analysis]
2008Optimal CEO compensation and stock options
RePEc:ivi:wpasec:2008-04
[Citation Analysis]
2008Not So Lucky Any More: CEO Compensation in Financially Distressed Firms
RePEc:iza:izadps:dp3857
[Citation Analysis]
2008Religion, Opportunism, and International Market Entry Via Non-Equity Alliances or Joint Ventures
RePEc:kap:jbuset:v:80:y:2008:i:4:p:771-789
[Citation Analysis]
2008Information, Credit Risk, Lender Specialization and Loan Pricing: Evidence from the DIP Financing Market
RePEc:kap:jfsres:v:34:y:2008:i:1:p:35-59
[Citation Analysis]
2008Not So Lucky Any More: CEO Compensation in Financially Distressed Firms
RePEc:mia:wpaper:0906
[Citation Analysis]
2008Inflation Illusion, Credit, and Asset Prices
RePEc:nbr:nberch:5371
[Citation Analysis]
2008Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance
RePEc:nbr:nberwo:13724
[Citation Analysis]
2008Predictive Systems: Living with Imperfect Predictors
RePEc:nbr:nberwo:13804
[Citation Analysis]
2008Inexperienced Investors and Bubbles
RePEc:nbr:nberwo:14111
[Citation Analysis]
2008Bank Governance, Regulation, and Risk Taking
RePEc:nbr:nberwo:14113
[Citation Analysis]
2008Securities Laws, Disclosure, and National Capital Markets in the Age of Financial Globalization
RePEc:nbr:nberwo:14218
[Citation Analysis]
2008Real and Financial Industry Booms and Busts
RePEc:nbr:nberwo:14290
[Citation Analysis]
2008Costly External Finance: Implications for Capital Markets Anomalies
RePEc:nbr:nberwo:14342
[Citation Analysis]
2008Asset Pricing Tests with Long Run Risks in Consumption Growth
RePEc:nbr:nberwo:14543
[Citation Analysis]
2008Forecasting Stock Market Returns: The Sum of the Parts is More than the Whole
RePEc:nbr:nberwo:14571
[Citation Analysis]
2008Informed Trading, Liquidity Provision, and Stock Selection by Mutual Funds
RePEc:nbr:nberwo:14609
[Citation Analysis]
2008Tournaments in the UK mutual fund industry.
RePEc:ner:maastr:urn:nbn:nl:ui:27-20507
[Citation Analysis]
2008Long memory and the term structure of risk.
RePEc:ner:maastr:urn:nbn:nl:ui:27-23095
[Citation Analysis]
2008Measuring downside risk-realised semivariance
RePEc:nuf:econwp:0802
[Citation Analysis]
2008Measuring downside risk - realised semivariance
RePEc:oxf:wpaper:382
[Citation Analysis]
2008Bounds on Revenue Distributions in Counterfactual Auctions with Reserve Prices
RePEc:pen:papers:08-042
[Citation Analysis]
2008Market Bubbles and Crashes
RePEc:pra:mprapa:15204
[Citation Analysis]
2008Cross-Sectional Dispersion of Firm Valuations and Expected Stock Returns
RePEc:pra:mprapa:8325
[Citation Analysis]
2008Credit Risk Management
RePEc:ris:apltrx:0025
[Citation Analysis]
2008Nonlinear Time Series in Financial Forecasting
RePEc:ucr:wpaper:200803
[Citation Analysis]
2008Market conditions, default risk and credit spreads
RePEc:zbw:bubdp2:7318
[Citation Analysis]
2008International Stock Return Predictability Under Model Uncertainty
RePEc:zbw:zewdip:7358
[Citation Analysis]

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