Last updated February, 3 2014 581.217 documents processed, 14.657.417 references and 5.549.674 citations

Review of Financial Studies / Society for Financial Studies


[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators


Raw data:


IF AIF DOC CDO CCU CIF CIT D2Y C2Y %SC CiY II AII
19900.210.083030110.371941347040.130.04
19910.330.082858420.7210904214020.070.04
19920.220.082785390.4616575813050.190.04
19930.310.0934119650.5518895517050.150.05
19940.410.127146710.4910206125020.070.04
19950.620.19361822191.211836138030.080.07
19960.570.23372193241.48129763360100.270.09
19970.840.29352543811.5163673610100.290.1
19980.850.29282824521.69887261080.290.11
19991.30.33403226391.98168063821.2110.280.14
20001.070.42363587452.08130868731.4210.580.16
20011.410.443839610482.651574761070391.030.17
20021.760.445545111392.531606741300310.560.19
20031.910.463848914622.991097931780.6270.710.2
20042.140.533752617903.4968931990320.860.22
20052.160.563856420863.71222751620671.760.23
20062.330.534560921043.451025751750330.730.22
20072.340.463764619433.01724831940260.70.19
20082.050.498272821602.971422821680800.980.21
20092.360.514987726002.96236511928101701.140.2
20102.360.46131100825832.569432315460.2640.490.16
20112.630.57116112433913.024502807370770.660.22
20121.740.6696122039283.222142474310.5350.360.26
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published 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

 

Most cited documents in this series:


YearTitleCited
1988Stock Market Prices do not Follow Random Walks: Evidence from a Simple Specification Test. (1988). Lo, Andrew. In: Review of Financial Studies. RePEc:oup:rfinst:v:1:y:1988:i:1:p:41-66.

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425
1988A Theory of Intraday Patterns: Volume and Price Variability. (1988). Admati, Anat ; Anat R. Admati, Paul Pfleiderer, . In: Review of Financial Studies. RePEc:oup:rfinst:v:1:y:1988:i:1:p:3-40.

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403
1990Transmission of Volatility between Stock Markets.. (1990). Wadhwani, Sushil ; King, Mervyn A. In: Review of Financial Studies. RePEc:oup:rfinst:v:3:y:1990:i:1:p:5-33.

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400
1990Correlations in Price Changes and Volatility across International Stock Markets.. (1990). masulis, ronald ; Hamao, Yasushi ; Ng, Victor. In: Review of Financial Studies. RePEc:oup:rfinst:v:3:y:1990:i:2:p:281-307.

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396
2009Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches. (2009). Petersen, Mitchell. In: Review of Financial Studies. RePEc:oup:rfinst:v:22:y:2009:i:1:p:435-480.

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347
1993A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options.. (1993). Heston, Steven L. In: Review of Financial Studies. RePEc:oup:rfinst:v:6:y:1993:i:2:p:327-43.

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328
1995Predictable Risk and Returns in Emerging Markets.. (1995). Harvey, Campbell. In: Review of Financial Studies. RePEc:oup:rfinst:v:8:y:1995:i:3:p:773-816.

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313
1999Modeling Term Structures of Defaultable Bonds.. (1999). Duffie, Darrell ; Singleton, Kenneth J. In: Review of Financial Studies. RePEc:oup:rfinst:v:12:y:1999:i:4:p:687-720.

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306
2009Market Liquidity and Funding Liquidity. (2009). Pedersen, Lasse ; Brunnermeier, Markus. In: Review of Financial Studies. RePEc:oup:rfinst:v:22:y:2009:i:6:p:2201-2238.

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291
1992Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement.. (1992). Hodrick, Robert. In: Review of Financial Studies. RePEc:oup:rfinst:v:5:y:1992:i:3:p:357-86.

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289
1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors. (1988). Shiller, Robert ; Campbell, John. In: Review of Financial Studies. RePEc:oup:rfinst:v:1:y:1988:i:3:p:195-228.

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289
2002International Asset Allocation With Regime Shifts. (2002). Bekaert, Geert ; Ang, Andrew. In: Review of Financial Studies. RePEc:oup:rfinst:v:15:y:2002:i:4:p:1137-1187.

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277
1992Stock Prices and Volume.. (1992). Tauchen, George ; Rossi, Peter ; Gallant, A.. In: Review of Financial Studies. RePEc:oup:rfinst:v:5:y:1992:i:2:p:199-242.

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264
1993The Risk and Predictability of International Equity Returns.. (1993). Harvey, Campbell ; Ferson, Wayne. In: Review of Financial Studies. RePEc:oup:rfinst:v:6:y:1993:i:3:p:527-66.

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257
1997A Markov Model for the Term Structure of Credit Risk Spreads.. (1997). Lando, David ; Jarrow, Robert ; Turnbull, Stuart M. In: Review of Financial Studies. RePEc:oup:rfinst:v:10:y:1997:i:2:p:481-523.

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248
1992Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World.. (1992). Dumas, Bernard . In: Review of Financial Studies. RePEc:oup:rfinst:v:5:y:1992:i:2:p:153-80.

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244
1996Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options.. (1996). Bates, David S. In: Review of Financial Studies. RePEc:oup:rfinst:v:9:y:1996:i:1:p:69-107.

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237
1993Differences of Opinion Make a Horse Race.. (1993). Harris, Milton ; Raviv, Artur . In: Review of Financial Studies. RePEc:oup:rfinst:v:6:y:1993:i:3:p:473-506.

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228
1990Pricing Interest-Rate-Derivative Securities.. (1990). White, Alan ; Hull, John . In: Review of Financial Studies. RePEc:oup:rfinst:v:3:y:1990:i:4:p:573-92.

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219
2001Familiarity Breeds Investment.. (2001). Huberman, Gur. In: Review of Financial Studies. RePEc:oup:rfinst:v:14:y:2001:i:3:p:659-80.

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209
2000Asymmetric Volatility and Risk in Equity Markets.. (2000). Bekaert, Geert ; Wu, Guojun. In: Review of Financial Studies. RePEc:oup:rfinst:v:13:y:2000:i:1:p:1-42.

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204
1990When Are Contrarian Profits Due to Stock Market Overreaction?. (1990). Lo, Andrew ; MacKinlay, Craig A. In: Review of Financial Studies. RePEc:oup:rfinst:v:3:y:1990:i:2:p:175-205.

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202
2008A Comprehensive Look at The Empirical Performance of Equity Premium Prediction. (2008). welch, ivo ; Goyal, Amit. In: Review of Financial Studies. RePEc:oup:rfinst:v:21:y:2008:i:4:p:1455-1508.

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199
1997Trade Credit: Theories and Evidence.. (1997). Rajan, Raghuram ; Petersen, Mitchell. In: Review of Financial Studies. RePEc:oup:rfinst:v:10:y:1997:i:3:p:661-91.

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186
2000The Interaction between Product Market and Financing Strategy: The Role of Venture Capital.. (2000). Hellmann, Thomas ; Puri, Manju . In: Review of Financial Studies. RePEc:oup:rfinst:v:13:y:2000:i:4:p:959-84.

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183
1994Transactions, Volume, and Volatility.. (1994). Kaul, Gautam ; Jones, Charles M ; Lipson, Marc L. In: Review of Financial Studies. RePEc:oup:rfinst:v:7:y:1994:i:4:p:631-51.

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166
2001Learning to be Overconfident.. (2001). Gervais, Simon ; Odean, Terrance . In: Review of Financial Studies. RePEc:oup:rfinst:v:14:y:2001:i:1:p:1-27.

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161
1992Survivorship Bias in Performance Studies.. (1992). Brown, Stephen. In: Review of Financial Studies. RePEc:oup:rfinst:v:5:y:1992:i:4:p:553-80.

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154
1992On the Estimation of Beta-Pricing Models.. (1992). Shanken, Jay. In: Review of Financial Studies. RePEc:oup:rfinst:v:5:y:1992:i:1:p:1-33.

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151
1990A Theory of the Interday Variations in Volume, Variance, and Trading Costs in Securities Markets.. (1990). Viswanathan, S ; Foster, Frederick. In: Review of Financial Studies. RePEc:oup:rfinst:v:3:y:1990:i:4:p:593-624.

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147
1991Stock Price Distributions with Stochastic Volatility: An Analytic Approach.. (1991). Stein, Jeremy. In: Review of Financial Studies. RePEc:oup:rfinst:v:4:y:1991:i:4:p:727-52.

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146
2003A New Approach to Measuring Financial Contagion. (2003). Stulz, René ; Karolyi, G. ; Bae, Kee-Hong . In: Review of Financial Studies. RePEc:oup:rfinst:v:16:y:2003:i:3:p:717-763.

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140
1999Conflict of Interest and the Credibility of Underwriter Analyst Recommendations.. (1999). michaely, roni ; Womack, Kent L. In: Review of Financial Studies. RePEc:oup:rfinst:v:12:y:1999:i:4:p:653-86.

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139
1994The Value of the Voting Right: A Study of the Milan Stock Exchange Experience.. (1994). Zingales, Luigi. In: Review of Financial Studies. RePEc:oup:rfinst:v:7:y:1994:i:1:p:125-48.

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135
2003Financial Development and Financing Constraints: International Evidence from the Structural Investment Model. (2003). Love, Inessa. In: Review of Financial Studies. RePEc:oup:rfinst:v:16:y:2003:i:3:p:765-791.

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134
1988On Jump Processes in the Foreign Exchange and Stock Markets. (1988). Jorion, Philippe. In: Review of Financial Studies. RePEc:oup:rfinst:v:1:y:1988:i:4:p:427-445.

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134
1998Modeling Asymmetric Comovements of Asset Returns.. (1998). Kroner, Kenneth F ; Ng, Victor K. In: Review of Financial Studies. RePEc:oup:rfinst:v:11:y:1998:i:4:p:817-44.

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133
2006Competition and Strategic Information Acquisition in Credit Markets. (2006). Marquez, Robert ; Hauswald, Robert . In: Review of Financial Studies. RePEc:oup:rfinst:v:19:y:2006:i:3:p:967-1000.

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131
1997Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds.. (1997). Hsieh, David A ; Fung, William . In: Review of Financial Studies. RePEc:oup:rfinst:v:10:y:1997:i:2:p:275-302.

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130
1989Intertemporally Dependent Preferences and the Volatility of Consumption and Wealth.. (1989). Sundaresan, Suresh M. In: Review of Financial Studies. RePEc:oup:rfinst:v:2:y:1989:i:1:p:73-89.

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129
1999Implementing Statistical Criteria to Select Return Forecasting Models: What Do We Learn?. (1999). Bossaerts, Peter ; Hillion, Pierre . In: Review of Financial Studies. RePEc:oup:rfinst:v:12:y:1999:i:2:p:405-28.

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129
2004Risks and Portfolio Decisions Involving Hedge Funds. (2004). Agarwal, Vikas . In: Review of Financial Studies. RePEc:oup:rfinst:v:17:y:2004:i:1:p:63-98.

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129
1994Do Bulls and Bears Move across Borders? International Transmission of Stock Returns and Volatility.. (1994). Ito, Takatoshi ; Engle, Robert ; Lin, Wen-Ling . In: Review of Financial Studies. RePEc:oup:rfinst:v:7:y:1994:i:3:p:507-38.

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127
2005Consumption and Portfolio Choice over the Life Cycle. (2005). Cocco, Joao F.. In: Review of Financial Studies. RePEc:oup:rfinst:v:18:y:2005:i:2:p:491-533.

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127
2000Recovering Risk Aversion from Option Prices and Realized Returns.. (2000). Jackwerth, Jens. In: Review of Financial Studies. RePEc:oup:rfinst:v:13:y:2000:i:2:p:433-51.

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127
1993The Informational Content of Implied Volatility.. (1993). Canina, Linda ; Figlewski, Stephen . In: Review of Financial Studies. RePEc:oup:rfinst:v:6:y:1993:i:3:p:659-81.

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125
1996Dynamic Nonmyopic Portfolio Behavior.. (1996). Omberg, Edward ; Kim, Tong Suk . In: Review of Financial Studies. RePEc:oup:rfinst:v:9:y:1996:i:1:p:141-61.

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124
2002Testing Trade-Off and Pecking Order Predictions About Dividends and Debt. (2002). Fama, Eugene. In: Review of Financial Studies. RePEc:oup:rfinst:v:15:y:2002:i:1:p:1-33.

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118
1998An Equilibrium Model with Restricted Stock Market Participation.. (1998). Basak, Suleyman ; Cuoco, Domenico . In: Review of Financial Studies. RePEc:oup:rfinst:v:11:y:1998:i:2:p:309-41.

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117
1999Estimating the Price of Default Risk.. (1999). Duffee, Greg. In: Review of Financial Studies. RePEc:oup:rfinst:v:12:y:1999:i:1:p:197-226.

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115

Citing documents used to compute impact factor 431:


YearTitleSee
2012Longevity risk, retirement savings, and financial innovation. (2012). Gomes, Francisco J. ; Cocco, Joo F.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:103:y:2012:i:3:p:507-529.

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[Citation Analysis]
2012Time-varying fund manager skill. (2012). Veldkamp, Laura. In: 2012 Meeting Papers. RePEc:red:sed012:68.

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[Citation Analysis]
2012The flow-performance relationship around the world. (2012). Ramos, Sofia ; Keswani, Aneel ; Ferreira, Miguel A. ; Miguel, Antonio F.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:6:p:1759-1780.

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[Citation Analysis]
2012Stock option vesting conditions, CEO turnover, and myopic investment. (2012). Laux, Volker . In: Journal of Financial Economics. RePEc:eee:jfinec:v:106:y:2012:i:3:p:513-526.

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[Citation Analysis]
2012Performance evaluation inflation and compression. (2012). Golman, Russell ; Bhatia, Sudeep . In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:37:y:2012:i:8:p:534-543.

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[Citation Analysis]
2012The term structure of inflation expectations. (2012). Mueller, Philippe ; Chernov, Mikhail. In: Journal of Financial Economics. RePEc:eee:jfinec:v:106:y:2012:i:2:p:367-394.

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[Citation Analysis]
2012The Role of Bounded Rationality in Macro-Finance Affine Term-Structure Models. (2012). Yun, Tack ; Ko, Eunmi ; Kim, Jinsook . In: MPRA Paper. RePEc:pra:mprapa:44212.

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[Citation Analysis]
2012Equity Yields. (2012). koijen, ralph ; Vrugt, Evert B. ; Hueskes, Wouter H. ; Ralph S. J. Koijen, ; van Binsbegen, Jules H.. In: Working Papers. RePEc:bfi:wpaper:2012-007.

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[Citation Analysis]
2012Properties of foreign exchange risk premiums. (2012). Wagner, Christian ; Sarno, Lucio ; Schneider, Paul . In: Journal of Financial Economics. RePEc:eee:jfinec:v:105:y:2012:i:2:p:279-310.

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[Citation Analysis]
2012Crash Risk in Currency Returns. (2012). Zviadadze, Irina ; Chernov, Mikhail ; Graveline, Jeremy . In: 2012 Meeting Papers. RePEc:red:sed012:753.

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[Citation Analysis]
2012International Correlation Risk. (2012). Mueller, Philippe ; Stathopoulos, Andreas ; Vedolin, Andrea . In: 2012 Meeting Papers. RePEc:red:sed012:818.

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[Citation Analysis]
2012Rare Macroeconomic Disasters. (2012). Barro, Robert ; José F. Ursúa, . In: Annual Review of Economics. RePEc:anr:reveco:v:4:y:2012:p:83-109.

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[Citation Analysis]
2012Carry Trade and Liquidity Risk: Evidence from Forward and Cross-Currency Swap Markets. (2012). Schlogl, Erik ; Chang, Yang . In: Research Paper Series. RePEc:uts:rpaper:310.

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[Citation Analysis]
2012Salvaging the C-CAPM: Currency Carry Trade Risk Premia and Conditioning Information. (2012). Abhyankar, Abhay ; Klinkowska, Olga ; Gonzalez, Angelica . In: 2012 Meeting Papers. RePEc:red:sed012:56.

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[Citation Analysis]
2012Variance risk premiums and the forward premium puzzle. (2012). Zhou, Hao ; Londono, Juan M.. In: International Finance Discussion Papers. RePEc:fip:fedgif:1068.

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[Citation Analysis]
2012Euro at Risk: The Impact of Member Countries’ Credit Risk on the Stability of the Common Currency. (2012). Wolff, Christian ; Rasmouki, Fanou ; Lehnert, Thorsten ; Jin, Xisong ; bekkour, lamia. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9229.

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[Citation Analysis]
2012When does uncovered interest parity hold?. (2012). Moore, Michael ; Roche, Maurice J.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:4:p:865-879.

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[Citation Analysis]
2012Currency momentum strategies. (2012). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Menkhoff, Lukas. In: Journal of Financial Economics. RePEc:eee:jfinec:v:106:y:2012:i:3:p:660-684.

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[Citation Analysis]
2012Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009. (2012). Shin, Hyun Song ; Adrian, Tobias ; Colla, Paolo . In: NBER Chapters. RePEc:nbr:nberch:12741.

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[Citation Analysis]
2012WHO BENEFITS FROM FUNDS OF HEDGE FUNDS? A CRITIQUE OF ALTERNATIVE ORGANIZATIONAL STRUCTURES IN THE HEDGE FUND INDUSTRY (II). (2012). TIU, Cristian I. ; Cao, Yang ; Ogden, Joseph P.. In: Business Excellence and Management. RePEc:rom:bemann:v:2:y:2012:i:1:p:5-20.

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[Citation Analysis]
2012Risk measurement illiquidity distortions. (2012). Chen, Jiaqi ; Tindall, Michael L.. In: Occasional Papers. RePEc:fip:feddop:2.

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[Citation Analysis]
2012Systematic risk and the cross section of hedge fund returns. (2012). Brown, Stephen ; Caglayan, Mustafa Onur ; Bali, Turan G.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:106:y:2012:i:1:p:114-131.

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[Citation Analysis]
2012Risk measurement illiquidity distortions. (2012). chen, jiaqi ; Tindall, Michael L.. In: Occasional Papers. RePEc:fip:feddop:2012_002.

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[Citation Analysis]
2012Pricing and information content of block trades on the Shanghai Stock Exchange. (2012). Hu, Bill ; Fan, Longzhen ; Jiang, Christine . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:20:y:2012:i:3:p:378-397.

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[Citation Analysis]
2012Staged privatization: A market process with multistage lockups. (2012). Jiang, Kun ; Wang, Susheng . In: China Economic Review. RePEc:eee:chieco:v:23:y:2012:i:4:p:1051-1070.

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[Citation Analysis]
2012Controlling shareholder, expropriations and firms leverage decision: Evidence from Chinese Non-tradable share reform. (2012). Tian, Gary ; Liu, Qigui . In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:4:p:782-803.

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[Citation Analysis]
2012Speculation and Risk Sharing with New Financial Assets. (2012). Simsek, Alp . In: 2012 Meeting Papers. RePEc:red:sed012:71.

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[Citation Analysis]
2012Voting with their feet or activism? Institutional investors’ impact on CEO turnover. (2012). Zhang, Andrew ; Intintoli, Vincent J. ; Helwege, Jean . In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:1:p:22-37.

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[Citation Analysis]
2012Equilibrium Corporate Behavior and Capital Asset Prices with Socially Responsible Investors. (2012). Pouget, Sébastien ; Gollier, Christian. In: IDEI Working Papers. RePEc:ide:wpaper:26739.

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[Citation Analysis]
2012Equilibrium Corporate Behavior and Capital Asset Prices with Socially Responsible Investors. (2012). Pouget, Sébastien ; Gollier, Christian. In: TSE Working Papers. RePEc:tse:wpaper:26740.

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[Citation Analysis]
2012Doing battle with short sellers: The conflicted role of blockholders in bear raids. (2012). Khanna, Naveen ; Mathews, Richmond D.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:106:y:2012:i:2:p:229-246.

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[Citation Analysis]
2012The relationship between liquidity, corporate governance, and firm valuation: Evidence from Russia. (2012). Chen, Clara Chia-Sheng ; Li, Wei-Xuan ; French, Joseph J.. In: Emerging Markets Review. RePEc:eee:ememar:v:13:y:2012:i:4:p:465-477.

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[Citation Analysis]
2012Equilibrium Corporate Behavior and Capital Asset Prices with Socially Responsible Investors. (2012). Gollier, Christian ; Pouget, Sbastien . In: LERNA Working Papers. RePEc:ler:wpaper:26734.

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[Citation Analysis]
2012Risk Premia: Short and Long-term. (2012). Khrapov, Stanislav. In: Working Papers. RePEc:cfr:cefirw:w0169.

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[Citation Analysis]
2012Asset pricing with Second-Order Esscher Transforms. (2012). Monfort, Alain ; Pegoraro, Fulvio. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:6:p:1678-1687.

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[Citation Analysis]
2012The information content of cashflows in the context of dividend smoothing. (2012). Belghitar, Yacine ; Al-Najjar, Basil. In: Economic Issues Journal Articles. RePEc:eis:articl:212alnajjar.

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[Citation Analysis]
2012Credit Market Competition and Liquidity Crises. (2012). Leonello, Agnese ; Carletti, Elena . In: Economics Working Papers. RePEc:eui:euiwps:eco2012/14.

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[Citation Analysis]
2012The Impact of Stock Market Illiquidity on Real UK GDP Growth. (2012). Milas, Costas ; KOSTAKIS, ALEXANDROS ; Giorgioni, Gianluigi ; Florakis, Chris . In: Working Paper Series. RePEc:rim:rimwps:65_12.

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[Citation Analysis]
2012Liquidity risk in banking: is there herding?. (2012). Bonfim, Diana ; Kim, Moshe . In: Working Papers. RePEc:ptu:wpaper:w201218.

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[Citation Analysis]
2012Imperfect Competition in the Interbank Market for Liquidity as a Rationale for Central Banking. (2012). Yorulmazer, Tanju ; Gromb, Denis ; Acharya, Viral. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:4:y:2012:i:2:p:184-217.

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[Citation Analysis]
2012The prolonged resolution of troubled real estate lenders during the 1930s. (2012). Rose, Jonathan D.. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2012-31.

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[Citation Analysis]
2012Financial Innovation: The Bright and the Dark Sides. (2012). Lin, Chen ; Chen, Tao ; Beck, Thorsten ; Song, Frank M.. In: Working Papers. RePEc:hkm:wpaper:052012.

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2012Why do UK banks securitize?. (2012). cerrato, mario ; Crosby, John ; Choudhry, Moorad ; Olukuru, John . In: Working Papers. RePEc:gla:glaewp:2012_06.

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2012How smart are investors after the subprime mortgage crisis? Evidence from the securitization market. (2012). Gurtler, Marc ; Hibbeln, Martin . In: Working Papers. RePEc:zbw:tbsifw:if39v1.

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2012Mortgage companies and regulatory arbitrage. (2012). . In: Working Paper. RePEc:fip:fedcwp:1220.

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2012Credit risk transfer in U.S. commercial banks: What changed during the 2007–2009 crisis?. (2012). Bruno, Brunella ; Bedendo, Mascia . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:12:p:3260-3273.

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2012Do Newspaper Articles Predict Aggregate Stock Returns?. (2012). Ammann, Manuel ; Verhofen, Michael ; Frey, Roman . In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:04.

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2012How are shorts informed?. (2012). Ringgenberg, Matthew ; Reed, Adam ; ENGELBERG, JOSEPH E.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:105:y:2012:i:2:p:260-278.

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2012Price Volatility, Speculation and Excessive Speculation in Commodity Markets: sheep or shepherd behaviour?. (2012). Algieri, Bernardina . In: Discussion Papers. RePEc:ags:ubzefd:124390.

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2012Speed of convergence to market efficiency: The role of ECNs. (2012). Chung, Dennis Y. ; Hrazdil, Karel . In: Journal of Empirical Finance. RePEc:eee:empfin:v:19:y:2012:i:5:p:702-720.

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2012Debt and Macroeconomic Stability. (2012). Sutherland, Douglas ; Merola, Rossana ; Hoeller, Peter ; Ziemann, Volker . In: OECD Economics Department Working Papers. RePEc:oec:ecoaaa:1003-en.

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2012Mortgage Defaults. (2012). Sanchez, Juan ; Martinez, Leonardo ; Hatchondo, Juan. In: IMF Working Papers. RePEc:imf:imfwpa:12/26.

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2012Household leverage. (2012). Corradin, Stefano. In: Working Paper Series. RePEc:ecb:ecbwps:20121452.

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2012Payment size, negative equity, and mortgage default. (2012). Fuster, Andreas ; Willen, Paul S.. In: Public Policy Discussion Paper. RePEc:fip:fedbpp:12-10.

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2012Payment size, negative equity, and mortgage default. (2012). Fuster, Andreas ; Willen, Paul S.. In: Staff Reports. RePEc:fip:fednsr:582.

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2012Finance: Economic Lifeblood or Toxin?. (2012). Pagano, Marco. In: CSEF Working Papers. RePEc:sef:csefwp:326.

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2012The preponderant causes of the USA banking crisis 2007–08. (2012). Pol, Eduardo . In: The Journal of Socio-Economics. RePEc:eee:soceco:v:41:y:2012:i:5:p:519-528.

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2012Risk in Islamic Banking. (2012). TARAZI, Amine ; Abedifar, Pejman ; Molyneux, Philip . In: Working Papers. RePEc:hal:wpaper:hal-00915115.

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2012Decision-dependent emotions and behavioral anomalies. (2012). Summers, Barbara ; Duxbury, Darren. In: Organizational Behavior and Human Decision Processes. RePEc:eee:jobhdp:v:118:y:2012:i:2:p:226-238.

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2012Information Diversity and Market Efficiency Spirals. (2012). Goldstein, Itay ; Yang, Liyan . In: 2012 Meeting Papers. RePEc:red:sed012:349.

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2012Geographic dispersion and stock returns. (2012). Norli, Oyvind ; Garcia, Diego . In: Journal of Financial Economics. RePEc:eee:jfinec:v:106:y:2012:i:3:p:547-565.

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2012Inferring reporting biases in hedge fund databases from hedge fund equity holdings. (2012). Agarwal, Vikas ; Jiang, Wei ; Fos, Vyacheslav . In: CFR Working Papers. RePEc:zbw:cfrwps:1008r.

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2012Trust and delegation. (2012). Goetzmann, William ; Brown, Stephen ; Liang, Bing ; Schwarz, Christopher . In: Journal of Financial Economics. RePEc:eee:jfinec:v:103:y:2012:i:2:p:221-234.

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2012The Subprime Crisis and House Price Appreciation. (2012). Peng, Liang ; Goetzmann, William ; Yen, Jacqueline . In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:44:y:2012:i:1:p:36-66.

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2012MANAGERIAL ACTION AND FINANCIAL CRISIS. (2012). Horsch, Andreas . In: Advanced Logistic systems. RePEc:pcz:journl:v:5:y:2012:i:1:p:7-33.

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2012Eyes Wide Shut? The U.S. House Market Bubble through the Lense of Statistical Process Control. (2012). Berlemann, Michael ; Freese, Julia ; Knoth, Sven . In: CESifo Working Paper Series. RePEc:ces:ceswps:_3962.

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2012Property Prices and Bank Risk-taking. (2012). Dell'Ariccia, Giovanni . In: RBA Annual Conference Volume. RePEc:rba:rbaacv:acv2012-12.

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2012Fiancial Innovation, Structuring and Risk Transfer. (2012). vanini, paolo. In: MPRA Paper. RePEc:pra:mprapa:42536.

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2012Durable financial regulation: monitoring financial instruments as a counterpart to regulating financial institutions. (2012). Nakamura, Leonard . In: Working Papers. RePEc:fip:fedpwp:13-2.

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2012A Financial Crisis Manual Causes, Consequences, and Lessons of the Financial Crisis. (2012). Beachy, Ben . In: GDAE Working Papers. RePEc:dae:daepap:12-06.

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2012Durable financial regulation: monitoring financial instruments as a counterpart to regulating financial institutions. (2012). Nakamura, Leonard . In: Working Papers. RePEc:fip:fedpwp:13-02.

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2012Mortgage Default during the U.S. Mortgage Crisis. (2012). Schelkle, Thomas. In: 2012 Meeting Papers. RePEc:red:sed012:751.

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2012Modeling dependence dynamics through copulas with regime switching. (2012). Ziegelmann, Flavio Augusto ; Silva Filho, Osvaldo Candido da, ; Dueker, Michael J.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:50:y:2012:i:3:p:346-356.

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2012Pricing of commercial real estate securities during the 2007–2009 financial crisis. (2012). Driessen, Joost ; Van Hemert, Otto . In: Journal of Financial Economics. RePEc:eee:jfinec:v:105:y:2012:i:1:p:37-61.

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2012Did investors outsource their risk analysis to rating agencies? Evidence from ABS-CDOs. (2012). Mhlmann, Thomas . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:5:p:1478-1491.

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2012Bank valuation and accounting discretion during a financial crisis. (2012). Laeven, Luc ; Huizinga, Harry. In: Journal of Financial Economics. RePEc:eee:jfinec:v:106:y:2012:i:3:p:614-634.

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2012Household behavior and boom/bust cycles. (2012). Nofsinger, John R.. In: Journal of Financial Stability. RePEc:eee:finsta:v:8:y:2012:i:3:p:161-173.

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2012Did securitization affect the cost of corporate debt?. (2012). Weisbach, Michael ; Nadauld, Taylor D.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:105:y:2012:i:2:p:332-352.

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2012Forecasting Inflation and the Inflation Risk Premiums Using Nominal Yields. (2012). . In: Working Papers. RePEc:bca:bocawp:12-37.

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2012Forecasting Interest Rates with Shifting Endpoints. (2012). van Dijk, Dick ; Koopman, Siem Jan ; van der Wel, Michel ; Wright, Jonathan H.. In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2012076.

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2012Evolving macroeconomic perceptions and the term structure of interest rates. (2012). Wei, Min ; Orphanides, Athanasios. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:36:y:2012:i:2:p:239-254.

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2012Core and `Crust: Consumer Prices and the Term Structure of Interest Rates. (2012). Ajello, Andrea ; Chyruk, Olena ; Benzoni, Luca . In: 2012 Meeting Papers. RePEc:red:sed012:922.

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2012The size, concentration and evolution of corporate R&D spending in U.S. firms from 1976 to 2010: Evidence and implications. (2012). Wintoki, Babajide M. ; Hirschey, Mark ; Skiba, Hilla . In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:3:p:496-518.

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2012What happens in acquisitions?. (2012). Hadlock, Charles J. ; Pierce, Joshua R. ; Fee, Edward C.. In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:3:p:584-597.

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2012Does ownership concentration improve M&A outcomes in emerging markets?. (2012). Bhaumik, Sumon ; Selarka, Ekta. In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:4:p:717-726.

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2012Short Sales Constraints and Financial Stability: Evidence from the Spanish 2011 Ban. (2012). Mayordomo, Sergio ; Arce, Oscar. In: Faculty Working Papers. RePEc:una:unccee:wp2512.

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2012Banning short sales and market quality: The UK’s experience. (2012). Payne, Richard ; Marsh, Ian W.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:7:p:1975-1986.

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2012Short selling after hours. (2012). Blau, Benjamin ; Brough, Tyler J. ; Alldredge, Dallin M.. In: Journal of Economics and Business. RePEc:eee:jebusi:v:64:y:2012:i:6:p:439-451.

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2012Short-selling constraints as cause for price distortions: An experimental study. (2012). Hauser, Florian ; Huber, Jurgen . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:5:p:1279-1298.

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2012The dollar squeeze of the financial crisis.. (2012). Pascoa, Mario ; bottazzi, jean-marc ; Luque, Jaime ; Sundaresan, Suresh . In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:12009.

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2012Arbitrage, liquidity and exit: the repo and federal funds markets before, during, and emerging from the financial crisis. (2012). Stebunovs, Viktors ; Bech, Morten ; Klee, Elizabeth . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2012-21.

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2012The Dollar Squeeze of the Financial Crisis. (2012). Pascoa, Mario ; bottazzi, jean-marc. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-00673982.

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2012The Dollar Squeeze of the Financial Crisis. (2012). Luque, Jaime ; Sundaresan, Suresh ; Pascoa, Mario R. ; Bottazzi, Jean-Marc . In: Post-Print. RePEc:hal:journl:halshs-00673982.

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2012Bank Pay Caps, Bank Risk, and Macroprudential Regulation. (2012). Thanassoulis, John. In: Economics Series Working Papers. RePEc:oxf:wpaper:636.

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2012The Optimal Timing of CEO Compensation. (2012). Chaigneau, Pierre . In: Cahiers de recherche. RePEc:lvl:lacicr:1207.

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2012The Ex-Ante Versus Ex-Post Effect of Public Guarantees. (2012). Gropp, Reint ; Damar, Evren ; Mordel, Adi . In: Working Papers. RePEc:bca:bocawp:12-22.

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2012Are universal banks bad for financial stability? Germany during the world financial crisis. (2012). Dietrich, Diemo ; Vollmer, Uwe . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:52:y:2012:i:2:p:123-134.

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2012Reputation penalties for poor monitoring of executive pay: Evidence from option backdating. (2012). Maber, David A. ; ERTIMUR, YONCA ; FERRI, FABRIZIO . In: Journal of Financial Economics. RePEc:eee:jfinec:v:104:y:2012:i:1:p:118-144.

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2012CEO compensation, family control, and institutional investors in Continental Europe. (2012). Croci, Ettore ; Ozkan, Neslihan ; Gonenc, Halit . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:12:p:3318-3335.

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2012Modeling credit contagion via the updating of fragile beliefs. (2012). . In: Working Paper Series. RePEc:fip:fedhwp:wp-2012-04.

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2012Stock Return and Cash Flow Predictability: The Role of Volatility Risk. (2012). Zhou, Hao ; Bollerslev, Tim ; Xu, Lai . In: CREATES Research Papers. RePEc:aah:create:2012-51.

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2012The Puzzle of Index Option Returns. (2012). Jackwerth, Jens ; Savov, Alexi ; Constantinides, George M.. In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1235.

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2012Time-varying performance of international mutual funds. (2012). Zhang, Chengping ; Turtle, H. J.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:19:y:2012:i:3:p:334-348.

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2012Real aggregate activity and stock returns. (2012). Du, Ding ; Zhao, Xiaobing ; Denning, Karen . In: Journal of Economics and Business. RePEc:eee:jebusi:v:64:y:2012:i:5:p:323-337.

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2012Size, value, and momentum in international stock returns. (2012). Fama, Eugene F. ; FRENCH, KENNETH R.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:105:y:2012:i:3:p:457-472.

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2012Bankers lending decision making: a psychological approach. (2012). Tronnberg, Carl-Christian ; Hemlin, Sven . In: Managerial Finance. RePEc:eme:mfipps:v:38:y:2012:i:11:p:1032-1047.

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2012Ability or Finances as Constraints on Entrepreneurship? Evidence from Survival Rates in a Natural Experiment. (2012). Andersen, Steffen ; Nielsen, Kasper Meisner . In: Review of Financial Studies. RePEc:oup:rfinst:v:25:y:2012:i:12:p:3684-3710.

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2012R&D, risks and overreaction in a market with the absence of the book-to-market effect. (2012). Chiao, Chaoshin ; Hung, Weifeng ; Liao, Tung Liang ; Huang, Sheng-Tang . In: International Review of Economics & Finance. RePEc:eee:reveco:v:22:y:2012:i:1:p:11-24.

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2012Stock returns after major price shocks: The impact of information. (2012). Savor, Pavel. In: Journal of Financial Economics. RePEc:eee:jfinec:v:106:y:2012:i:3:p:635-659.

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2012Price Discovery, Investor Distraction and Analyst Recommendations Under Continuous Disclosure Requirements in Australia. (2012). Fernandez, Leonardo . In: PhD Thesis. RePEc:uts:finphd:3.

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2012Performance inconsistency in mutual funds: An investigation of window-dressing behavior. (2012). Gay, Gerald D. ; Agarwal, Vikas ; Ling, Leng . In: CFR Working Papers. RePEc:zbw:cfrwps:1107r.

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2012Strategic obfuscation and consumer protection policy in financial markets: Theory and experimental evidence. (2012). Wenzel, Tobias. In: DICE Discussion Papers. RePEc:zbw:dicedp:76.

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2012The market for new issues of municipal bonds: The roles of transparency and limited access to retail investors. (2012). Schultz, Paul . In: Journal of Financial Economics. RePEc:eee:jfinec:v:106:y:2012:i:3:p:492-512.

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2012Which Pay for what Performance? Evidence from Executive Compensation in Germany and the United States. (2012). Heimes, Moritz ; Seemann, Steffen . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1229.

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2012Do private equity owners increase risk of financial distress and bankruptcy?. (2012). Tykvova, Tereza ; Borell, Mariela . In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:1:p:138-150.

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2012Borrow Cheap, Buy High? The Determinants of Leverage and Pricing in Buyouts. (2012). Weisbach, Michael ; Stromberg, Per ; Jenkinson, Tim ; Axelson, Ulf ; Jenkinsom, Tim . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp698.

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2012The ECB Unconventional Monetary Policies: Have They Lowered Market Borrowing Costs for Banks and Governments?. (2012). Szczerbowicz, Urszula. In: Working Papers. RePEc:cii:cepidt:2012-36.

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2012Country Portfolios with Heterogeneous Pledgeability. (2012). Trani, Tommaso. In: IHEID Working Papers. RePEc:gii:giihei:heidwp02-2012.

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2012Do Margin Requirements Affect Asset Prices?. (2012). Giovannetti, Bruno Cara ; Martins, Guilherme B.. In: Working Papers, Department of Economics. RePEc:spa:wpaper:2012wpecon17.

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2012Financial Intermediation, International Risk Sharing, and Reserve Currencies. (2012). Maggiori, Matteo . In: 2012 Meeting Papers. RePEc:red:sed012:146.

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2012Dollar funding and the lending behavior of global banks. (2012). . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2012-74.

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2012The term structure of bond market liquidity conditional on the economic environment: An analysis of government guaranteed bonds. (2012). . In: Working Paper Series in Economics. RePEc:zbw:kitwps:45.

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2012Bubbles, Financial Crises, and Systemic Risk. (2012). Brunnermeier, Markus ; Oehmke, Martin . In: NBER Working Papers. RePEc:nbr:nberwo:18398.

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2012Time series momentum. (2012). Pedersen, Lasse Heje ; Ooi, Yao Hua ; Moskowitz, Tobias J.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:104:y:2012:i:2:p:228-250.

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2012Arbitrage crashes and the speed of capital. (2012). Mitchell, Mark ; Pulvino, Todd . In: Journal of Financial Economics. RePEc:eee:jfinec:v:104:y:2012:i:3:p:469-490.

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2012Rational asset pricing bubbles and portfolio constraints. (2012). Hugonnier, Julien . In: Journal of Economic Theory. RePEc:eee:jetheo:v:147:y:2012:i:6:p:2260-2302.

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2012Limits to Arbitrage during the Crisis: Finding Liquidity Constraints and Covered Interest Parity. (2012). Ranaldo, Angelo ; Griffoli, Tommaso Mancini . In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:12.

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2012Identification and Estimation of Gaussian Affine Term Structure Models. (2012). Wu, Jing Cynthia ; Hamilton, James. In: NBER Working Papers. RePEc:nbr:nberwo:17772.

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2012Expected and unexpected bond excess returns: Macroeconomic and market microstructure effects. (2012). Fricke, Christoph . In: Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover. RePEc:han:dpaper:dp-493.

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2012Modifying Gaussian term structure models when interest rates are near the zero lower bound. (2012). Krippner, Leo. In: Reserve Bank of New Zealand Discussion Paper Series. RePEc:nzb:nzbdps:2012/02.

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2012Bond pricing and the macroeconomy. (2012). Duffee, Greg. In: Economics Working Paper Archive. RePEc:jhu:papers:598.

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2012Forecasting interest rates. (2012). Duffee, Greg. In: Economics Working Paper Archive. RePEc:jhu:papers:599.

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2012Forecasting through the rear-view mirror: data revisions and bond return predictability. (2012). Moench, Emanuel. In: Staff Reports. RePEc:fip:fednsr:581.

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2012A theoretical foundation for the Nelson and Siegel class of yield curve models. (2012). Krippner, Leo. In: CAMA Working Papers. RePEc:een:camaaa:2012-11.

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2012Bond risk premia, macroeconomic fundamentals and the exchange rate. (2012). Taboga, Marco ; Pericoli, Marcello. In: International Review of Economics & Finance. RePEc:eee:reveco:v:22:y:2012:i:1:p:42-65.

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2012Identification and estimation of Gaussian affine term structure models. (2012). Wu, Jing Cynthia ; Hamilton, James D.. In: Journal of Econometrics. RePEc:eee:econom:v:168:y:2012:i:2:p:315-331.

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2012Forecasting government bond yields with large Bayesian vector autoregressions. (2012). Marcellino, Massimiliano ; Carriero, Andrea ; Kapetanios, George . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:7:p:2026-2047.

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2012Models of the yield curve and the curvature of the implied forward rate function. (2012). Yallup, Peter J.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:1:p:121-135.

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2012Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture. (2012). Maheu, John ; Jensen, Mark. In: Working Paper. RePEc:fip:fedawp:2012-06.

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2012Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture. (2012). Maheu, John ; Jensen, Mark. In: Working Papers. RePEc:tor:tecipa:tecipa-453.

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2012Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture. (2012). Maheu, John ; Jensen, Mark. In: Working Paper Series. RePEc:rim:rimwps:45_12.

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2012Additive Models: Extensions and Related Models.. (2012). Schienle, Melanie ; PARK, Byeong U. ; Mammen, Enno . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-045.

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2012The joint response of stock and foreign exchange markets to macroeconomic surprises: Using US and Japanese data. (2012). Mun, Kyung-Chun . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:2:p:383-394.

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2012MIDAS volatility forecast performance under market stress: Evidence from emerging stock markets. (2012). Saltoğlu, Burak ; Fendoglu, Salih ; Alper, C. Emre ; Saltoglu, Burak . In: Economics Letters. RePEc:eee:ecolet:v:117:y:2012:i:2:p:528-532.

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2012On the volatility–volume relationship in energy futures markets using intraday data. (2012). Sévi, Benoît ; Chevallier, Julien. In: Energy Economics. RePEc:eee:eneeco:v:34:y:2012:i:6:p:1896-1909.

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2012.

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2012Mortgage Financing in the Housing Boom and Bust. (2012). Seru, Amit ; Vig, Vikrant ; Piskorski, Tomasz ; Keys, Benjamin. In: NBER Chapters. RePEc:nbr:nberch:12624.

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2012Ambiguity in Dynamic Contracts. (2012). Szydlowski, Martin. In: Discussion Papers. RePEc:nwu:cmsems:1543.

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2012Bank Asset Quality in Emerging Markets: Determinants and Spillovers. (2012). De Bock, Reinout ; Demyanets, Alexander . In: IMF Working Papers. RePEc:imf:imfwpa:12/71.

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2012¿Responden los diferentes tipos de flujos de capitales a los mismos fundamentos y en el mismo grado? Evidencia reciente para países emergentes. (2012). Rincon, Hernan ; garrido, Daira ; Arias, Fernando ; Parra, Daniel . In: BORRADORES DE ECONOMIA. RePEc:col:000094:009764.

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2012The flight home effect: Evidence from the syndicated loan market during financial crises. (2012). Laeven, Luc ; Giannetti, Mariassunta. In: Journal of Financial Economics. RePEc:eee:jfinec:v:104:y:2012:i:1:p:23-43.

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2012Stock returns’ sensitivities to crisis shocks: Evidence from developed and emerging markets. (2012). Martinez Peria, Maria ; Love, Inessa ; Calomiris, Charles W. ; Martínez Pería, María Soledad, . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:4:p:743-765.

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2012From the financial crisis to the real economy: Using firm-level data to identify transmission channels. (2012). Wei, Shang-Jin ; Tong, Hui ; Claessens, Stijn. In: Journal of International Economics. RePEc:eee:inecon:v:88:y:2012:i:2:p:375-387.

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2012IQ, trading behavior, and performance. (2012). Linnainmaa, Juhani T. ; Keloharju, Matti ; Grinblatt, Mark. In: Journal of Financial Economics. RePEc:eee:jfinec:v:104:y:2012:i:2:p:339-362.

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2012Sovereign Credit Default Swap Premia. (2012). Augustin, Patrick . In: Working Papers. RePEc:ste:nystbu:12-10.

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2012Credit Protection and Lending Relationships. (2012). Arping, S.. In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20120142.

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2012Credit Protection and Lending Relationships. (2012). Arping, Stefan . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2012142.

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2012Credit default swaps and risk-shifting. (2012). Matta, Rafael ; Campello, Murillo . In: Economics Letters. RePEc:eee:ecolet:v:117:y:2012:i:3:p:639-641.

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2012‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk. (2012). Rais Shaghaghi, Ali ; Markose, Sheri ; Giansante, Simone . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:83:y:2012:i:3:p:627-646.

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2012Blockholding and market reactions to equity offerings in China. (2012). Tam, Lewis ; Lam, Keith S. K., ; Cheung, William ; Tam, Lewis H. K., . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:20:y:2012:i:3:p:459-482.

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2012Government ownership and corporate governance: Evidence from the EU. (2012). Zagorchev, Andrey ; Brockman, Paul ; Salas, Jesus M. ; Borisova, Ginka . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:11:p:2917-2934.

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2012To Group or Not to Group? Evidence from Mutual Funds. (2012). Sarkissian, Sergei ; patel, saurin . In: MPRA Paper. RePEc:pra:mprapa:38496.

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2012Litigation risk, strategic disclosure and the underpricing of initial public offerings. (2012). Hanley, Kathleen ; Hoberg, Gerard . In: Journal of Financial Economics. RePEc:eee:jfinec:v:103:y:2012:i:2:p:235-254.

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2012Bargaining power and industry dependence in mergers. (2012). Ahern, Kenneth R.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:103:y:2012:i:3:p:530-550.

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2012Geographic dispersion and stock returns. (2012). Norli, Oyvind ; Garcia, Diego . In: Journal of Financial Economics. RePEc:eee:jfinec:v:106:y:2012:i:3:p:547-565.

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2012Product Market Predatory Threats and the Use of Performance-sensitive Debt. (2012). Su, Xunhua ; Kjenstad, Einar . In: MPRA Paper. RePEc:pra:mprapa:44114.

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2012Competition and the cost of debt. (2012). Valta, Philip . In: Journal of Financial Economics. RePEc:eee:jfinec:v:105:y:2012:i:3:p:661-682.

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2012What do we know about delistings? A survey of the literature. (2012). Serve, Stéphanie ; Djama, Constant ; Martinez, Isabelle . In: THEMA Working Papers. RePEc:ema:worpap:2012-38.

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2012Why newly listed firms become acquisition targets. (2012). Jindra, Jan ; De, Soumendra . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:9:p:2616-2631.

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2012Channeling the final Say in Politics. (2012). Schmidt, Peter S. ; Werner, Therese . In: CER-ETH Economics working paper series. RePEc:eth:wpswif:12-165.

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2012Credit risk connectivity in the financial industry and stabilization effects of government bailouts. (2012). Wedow, Michael ; Koetter, Michael ; Bosma, Jakob . In: Discussion Papers. RePEc:zbw:bubdps:162012.

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2012Political rights, taxation, and firm valuation: Evidence from Saxony around 1900. (2012). Lehmann, Sibylle. In: FZID Discussion Papers. RePEc:zbw:fziddp:592012.

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2012Concentrated short-selling activity: bear raids or contrarian trading?. (2012). Blau, Benjamin ; Brough, Tyler J.. In: International Journal of Managerial Finance. RePEc:eme:ijmfpp:v:8:y:2012:i:3:p:187-203.

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2012A cloudy day in the market: short selling behavioural bias or trading strategy. (2012). Watson, Ethan ; Funck, Mary C.. In: International Journal of Managerial Finance. RePEc:eme:ijmfpp:v:8:y:2012:i:3:p:238-255.

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2012Are hedge funds guilty of manipulative short-selling?. (2012). Hao, Qing ; Zhang, Ying Jenny ; Haggard, Stephen K.. In: Managerial Finance. RePEc:eme:mfipps:v:38:y:2012:i:11:p:1048-1066.

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2012The dynamic relation between short sellers, option traders, and aggregate returns. (2012). Mauck, Nathan. In: MPRA Paper. RePEc:pra:mprapa:42566.

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2012.

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2012Idiosyncratic risk and expected returns in frontier markets: Evidence from GCC. (2012). Bley, Jorg ; Saad, Mohsen . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:3:p:538-554.

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2012Model-based Measures of Output Gap: Application to the Thai Economy. (2012). Srisuksai, Pithak . In: Applied Economics Journal. RePEc:aej:apecjn:v:19:y:2012:i:2:p:66-89.

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2012Estimating Idiosyncratic Volatility and Its Effects on a Cross-Section of Returns. (2012). Zhylyevskyy, Oleksandr ; Khovansky, Serguey . In: Staff General Research Papers. RePEc:isu:genres:34990.

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2012Empirical cross-sectional asset pricing: a survey. (2012). Goyal, Amit. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:1:p:3-38.

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2012Technical trading revisited: False discoveries, persistence tests, and transaction costs. (2012). Scaillet, Olivier ; Bajgrowicz, Pierre. In: Journal of Financial Economics. RePEc:eee:jfinec:v:106:y:2012:i:3:p:473-491.

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2012Performance Sensitive Debt - Investment and Financing Incentives. (2012). Myklebust, Tor ge . In: Discussion Papers. RePEc:hhs:nhhfms:2012_007.

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2012Determinants of Banking System Fragility: A Regional Perspective. (2012). Penas, María ; Elahi, Muhammad Ather ; Degryse, Hans. In: Discussion Paper. RePEc:dgr:kubcen:2012015.

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2012Bank Competition and Stability: Cross-country Heterogeneity (Revised version of CentER DP 2011-080). (2012). Schepens, Glenn ; De Jonghe, Olivier ; Beck, Thorsten ; Beck, T. H. L., . In: Discussion Paper. RePEc:dgr:kubcen:2012085.

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2012Endogeneous Risk in Monopolistic Competition. (2012). Damjanovic, Vladislav. In: Discussion Papers. RePEc:exe:wpaper:1208.

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2012When Lower Risk Increases Profit: Competition and Control of a Central Counterparty. (2012). Perez Saiz, Hector. In: Working Papers. RePEc:bca:bocawp:12-35.

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2012Banking Competition and Soft Budget Constraints: How Market Power can threaten Discipline in Lending. (2012). Arping, Stefan . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20120146.

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2012The impact of market power of Russian banks on their credit risk tolerance: A panel study. (2012). Mamonov, Mikhail . In: Applied Econometrics. RePEc:ris:apltrx:0197.

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2012Banking Competition and Soft Budget Constraints: How Market Power can threaten Discipline in Lending. (2012). Arping, Stefan . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2012146.

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2012Are universal banks bad for financial stability? Germany during the world financial crisis. (2012). Dietrich, Diemo ; Vollmer, Uwe . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:52:y:2012:i:2:p:123-134.

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2012An empirical analysis of the relation between bank charter value and risk taking. (2012). Niu, Jijun . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:52:y:2012:i:3:p:298-304.

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2012Endogeneous Risk in Monopolistic Competition. (2012). Damjanovic, Vladislav. In: CDMA Working Paper Series. RePEc:san:cdmawp:1210.

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2012Dynamic Competitive Economies with Complete Markets and Collateral Constraints. (2012). Kubler, Felix ; Gottardi, Piero. In: Economics Working Papers. RePEc:eui:euiwps:eco2012/17.

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2012Labor Supply, Aggregation and the Labor Wedge. (2012). Lopez, Jose. In: 2012 Meeting Papers. RePEc:red:sed012:737.

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2012Aggregate implications of micro asset market segmentation. (2012). Weill, Pierre-Olivier ; Edmond, Chris. In: Journal of Monetary Economics. RePEc:eee:moneco:v:59:y:2012:i:4:p:319-335.

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2012Risk Pricing over Alternative Investment Horizons. (2012). Hansen, Lars. In: Working Papers. RePEc:bfi:wpaper:2012-008.

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2012Solving General Incomplete Market Models with Substantial Heterogeneity. (2012). Mertens, Thomas . In: 2012 Meeting Papers. RePEc:red:sed012:1173.

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2012Analyst coverage of acquiring firms and value creation in cross-border acquisitions. (2012). Svetina, Marko ; Deshpande, Shreesh ; Zhu, PengCheng . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:22:y:2012:i:5:p:212-229.

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2012Performance of domestic and cross-border acquisitions: Empirical evidence from Russian acquirers. (2012). Betschinger, Marie-Ann ; Bertrand, Olivier. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:40:y:2012:i:3:p:413-437.

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2012Household optimism and borrowing. (2012). Hyytinen, Ari ; Putkuri, Hanna . In: Research Discussion Papers. RePEc:hhs:bofrdp:2012_021.

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2012Life-cycle stock market participation in taxable and tax-deferred accounts. (2012). Zhou, Jie. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:36:y:2012:i:11:p:1814-1829.

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2012Collateralization, Bank Loan Rates and Monitoring: Evidence from a Natural Experiment. (2012). Roszbach, Kasper ; Ongena, Steven ; Cerqueiro, Geraldo . In: Working Paper Series. RePEc:hhs:rbnkwp:0257.

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2012On the Non-Exclusivity of Loan Contracts: An Empirical Investigation. (2012). von Schedvin, Erik ; Ioannidou, Vasso ; Degryse, Hans. In: Working Paper Series. RePEc:hhs:rbnkwp:0258.

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2012The common drivers of default risk. (2012). Memmel, Christoph ; Gündüz, Yalin ; Raupach, Peter ; Gunduz, Yalin . In: Discussion Papers. RePEc:zbw:bubdps:362012.

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2012(Interstate) Banking and (interstate) trade: Does real integration follow financial integration?. (2012). ORS, Evren ; Michalski, Tomasz. In: Journal of Financial Economics. RePEc:eee:jfinec:v:104:y:2012:i:1:p:89-117.

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2012The impact of the EU takeover directive on takeover performance and empire building. (2012). Humphery-Jenner, Mark ; Humphèry, Mark ; Humphery von Jenner, Mark. In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:2:p:254-272.

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2012Currency hedging and corporate governance: A cross-country analysis. (2012). Lel, Ugur. In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:2:p:221-237.

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2012Has Europe been catching up? An industry level analysis of venture capital success over 1985 - 2009. (2012). Kräussl, Roman ; Kraussl, Roman ; Krause, Stefan . In: CFS Working Paper Series. RePEc:zbw:cfswop:201216.

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2012International Taxation and Cross-Border Banking. (2012). Wagner, Wolf ; Huizinga, Harry. In: Working Papers. RePEc:btx:wpaper:1226.

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2012Corporate governance in the 2007–2008 financial crisis: Evidence from financial institutions worldwide. (2012). ERKENS, DAVID H. ; Matos, Pedro ; Hung, Mingyi . In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:2:p:389-411.

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2012Capital Gains Taxation and the Cost of Capital: Evidence from Unanticipated Cross-Border Transfers of Tax Bases. (2012). Huizinga, Harry ; Wagner, Wolf ; Voget, Johannes . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2012100.

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2012Financing firms in India. (2012). Allen, Franklin ; De, Sankar ; Chakrabarti, Rajesh ; Qian, Meijun . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:21:y:2012:i:3:p:409-445.

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2012Globalizing the boardroom—The effects of foreign directors on corporate governance and firm performance. (2012). masulis, ronald ; Wang, Cong ; Xie, Fei . In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:53:y:2012:i:3:p:527-554.

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2012Liquidity risk and stock returns around the world. (2012). Liang, Samuel Xin ; Wei, John K. C., . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:12:p:3274-3288.

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2012Complex ownership and capital structure. (2012). Paligorova, Teodora ; Xu, Zhaoxia . In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:4:p:701-716.

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2012Investor protection, taxation, and dividends. (2012). Lasfer, Meziane ; Alzahrani, Mohammed. In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:4:p:745-762.

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2012Why are U.S. Stocks More Volatile?. (2012). Bartram, Söhnke ; Brown, Gregory W. ; Stulz, Rene M.. In: MPRA Paper. RePEc:pra:mprapa:47341.

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2012Competition in Portfolio Management: Theory and Experiment. (2012). Cvitanic, Jaksa ; Cornell, Brad ; Bossaerts, Peter ; Copic, Jernej ; Asparouhova, Elena ; Meloso, Debrah . In: Working Papers. RePEc:igi:igierp:438.

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2012Management compensation and market timing under portfolio constraints. (2012). priestley, richard ; Gomez, Juan-Pedro ; Agarwal, Vikas . In: CFR Working Papers. RePEc:zbw:cfrwps:1116r.

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2012Incentive contracts in delegated portfolio management under VaR constraint. (2012). Sheng, Jiliang ; Wang, Xiaoting ; Yang, Jun . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:5:p:1679-1685.

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2012Management compensation and market timing under portfolio constraints. (2012). priestley, richard ; Gomez, Juan-Pedro ; Agarwal, Vikas . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:36:y:2012:i:10:p:1600-1625.

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2012Does the choice of estimator matter when forecasting returns?. (2012). Narayan, Paresh ; Westerlund, Joakim . In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2012_01.

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2012Structural Breaks and Predictive Regressions Models of South African Equity Premium. (2012). GUPTA, RANGAN ; Aye, Goodness C. ; Modise, Mampho P.. In: Working Papers. RePEc:pre:wpaper:201209.

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2012Choice of Sample Split in Out-of-Sample Forecast Evaluation. (2012). Timmermann, Allan ; Hansen, Peter. In: Economics Working Papers. RePEc:eui:euiwps:eco2012/10.

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2012End-of-the-year economic growth and time-varying expected returns. (2012). Møller, Stig ; Rangvid, Jesper ; Moller, Stig V.. In: CREATES Research Papers. RePEc:aah:create:2012-42.

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2012Choice of Sample Split in Out-of-Sample Forecast Evaluation. (2012). Hansen, Peter ; Timmermann, Allan . In: CREATES Research Papers. RePEc:aah:create:2012-43.

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2012Predictive regressions with time-varying coefficients. (2012). Halling, Michael ; Dangl, Thomas . In: Journal of Financial Economics. RePEc:eee:jfinec:v:106:y:2012:i:1:p:157-181.

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2012Do return prediction models add economic value?. (2012). Timmermann, Allan ; Cenesizoglu, Tolga . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:11:p:2974-2987.

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2012‘Déjà vol’: Predictive regressions for aggregate stock market volatility using macroeconomic variables. (2012). Paye, Bradley S.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:106:y:2012:i:3:p:527-546.

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2012Measuring the economic value of loan advice. (2012). Taylor, Nicholas . In: Economics Letters. RePEc:eee:ecolet:v:117:y:2012:i:3:p:615-618.

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2012Are corporate bond market returns predictable?. (2012). Wu, Chunchi ; Hong, Yongmiao ; Lin, Hai . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:8:p:2216-2232.

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2012Does the choice of estimator matter when forecasting returns?. (2012). Narayan, Paresh ; Westerlund, Joakim . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:9:p:2632-2640.

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2012Quantitative analysis in social sciences: An brief introduction for non-economists. (2012). Niño-Zarazúa, Miguel ; Nio-Zarazua, Miguel . In: MPRA Paper. RePEc:pra:mprapa:39216.

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2012Microfinance at the margin: Experimental evidence from Bosnia and Herzegovina. (2012). Meghir, Costas ; De Haas, Ralph ; Augsburg, Britta ; Harmgart, Heike . In: IFS Working Papers. RePEc:ifs:ifsewp:12/15.

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2012Moral hazard and peer monitoring in a laboratory microfinance experiment. (2012). Gangadharan, Lata ; Cason, Timothy ; Maitra, Pushkar . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:82:y:2012:i:1:p:192-209.

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2012The Impact of Microfinance in Sub-Saharan Africa: A Systematic Review of the Evidence. (2012). van Rooyen, C. ; De Wet, T. ; Stewart, R.. In: World Development. RePEc:eee:wdevel:v:40:y:2012:i:11:p:2249-2262.

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2012Microfinance and Poverty—A Macro Perspective. (2012). Imai, Katsushi ; Annim, Samuel ; Thapa, Ganesh ; Gaiha, Raghav . In: World Development. RePEc:eee:wdevel:v:40:y:2012:i:8:p:1675-1689.

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2012An Equilibrium Asset Pricing Model with Labor Market Search. (2012). Zhang, Lu ; Petrosky-Nadeau, Nicolas ; Kuehn, Lars-Alexander . In: NBER Working Papers. RePEc:nbr:nberwo:17742.

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2012Variance bounds on the permanent and transitory components of stochastic discount factors. (2012). Chabi-Yo, Fousseni ; Bakshi, Gurdip . In: Journal of Financial Economics. RePEc:eee:jfinec:v:105:y:2012:i:1:p:191-208.

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2012Leverage, liquidity and crisis: A simulation study. (2012). Kinsella, Stephen ; Godin, Antoine. In: ASSRU Discussion Papers. RePEc:trn:utwpas:1205.

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2012Financial reform and financing constraints: Some evidence from listed Chinese firms. (2012). Dang, Vinh Q. T., ; Yan, Isabel K. M., ; Chan, Kenneth S. ; KennethS. Chan, . In: China Economic Review. RePEc:eee:chieco:v:23:y:2012:i:2:p:482-497.

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2012Access to private equity and real firm activity: Evidence from PIPEs. (2012). Brown, James ; Floros, Ioannis V.. In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:1:p:151-165.

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2012Executive stock options, differential risk-taking incentives, and firm value. (2012). ARMSTRONG, CHRISTOPHER S. ; Vashishtha, Rahul . In: Journal of Financial Economics. RePEc:eee:jfinec:v:104:y:2012:i:1:p:70-88.

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2012Financial constraints and share repurchases. (2012). Chen, Sheng-Syan ; Wang, Yanzhi . In: Journal of Financial Economics. RePEc:eee:jfinec:v:105:y:2012:i:2:p:311-331.

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2012Why are convertible bond announcements associated with increasingly negative issuer stock returns? An arbitrage-based explanation. (2012). Veld, Chris ; Verwijmeren, Patrick ; Dutordoir, Marie ; Duca, Eric . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:11:p:2884-2899.

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2012Risk dynamics surrounding the issuance of convertible bonds. (2012). Schiereck, Dirk ; Mietzner, Mark ; Zeidler, Felix . In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:2:p:273-290.

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2012Does liquidity risk explain low firm performance following seasoned equity offerings?. (2012). Strong, Norman ; Liu, Wei Min ; Bilinski, Pawel . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:10:p:2770-2785.

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2012Unintended regulatory consequences: Evidence from the Korean IPOs. (2012). Thornton, John ; Kim, Young ; Chang, Kiyoung . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:20:y:2012:i:2:p:292-309.

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2012The impact of reputation on analysts’ conflicts of interest: Hot versus cold markets. (2012). Bradley, Daniel ; Clarke, Jonathan ; Cooney, John . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:8:p:2190-2202.

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2012Corporate investment, government control, and financing channels: Evidence from Chinas Listed Companies. (2012). Malatesta, Paul ; Xu, Liping ; Xin, Qingquan ; Firth, Michael . In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:3:p:433-450.

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2012Does Banking Competition Alleviate or Worsen Credit Constraints Faced by Small and Medium Enterprises? Evidence from China (Replaces CentER DP 2011-006). (2012). Ongena, Steven ; Chong, Terence ; Chong, T. T. L., ; Lu, L.. In: Discussion Paper. RePEc:dgr:kubcen:2012013.

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2012Financial Intermediation, Markets, and Alternative Financial Sectors. (2012). Valenzuela, Patricio ; Allen, Franklin ; Carletti, Elena ; Jun 'QJ' QIAN, . In: Economics Working Papers. RePEc:eui:euiwps:eco2012/11.

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2012Financing from Family and Friends. (2012). Persson, Petra ; Lee, Samuel . In: Working Paper Series. RePEc:hhs:iuiwop:0933.

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2012Market structure, welfare, and banking reform in China. (2012). Ho, Chun-Yu. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:40:y:2012:i:2:p:291-313.

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2012Corruption, growth, and governance: Private vs. state-owned firms in Vietnam. (2012). van Dijk, Mathijs ; Nguyen, Thuy Thu. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:11:p:2935-2948.

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2012Financial literacy, information flows, and caste affiliation: Empirical evidence from India. (2012). Bönte, Werner ; Bonte, Werner ; Filipiak, Ute . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:12:p:3399-3414.

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2012Determinants of firm competitiveness: case of the Turkish textile and apparel industry. (2012). Suvankulov, Farrukh ; Lau, Chi Keung ; Karabag, Solmaz Filiz ; Lau, Chi Keung Marco, . In: MPRA Paper. RePEc:pra:mprapa:46974.

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2012The US financial system, the great recession, and the “speculative spread”. (2012). Hsu, Sara. In: MPRA Paper. RePEc:pra:mprapa:38478.

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2012How smart are investors after the subprime mortgage crisis? Evidence from the securitization market. (2012). Gurtler, Marc ; Hibbeln, Martin . In: Working Papers. RePEc:zbw:tbsifw:if39v1.

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2012Information Inertia. (2012). Ganguli, Jayant ; Condie, Scott ; ILLEDITSCH, PHILIPP KARL . In: Economics Discussion Papers. RePEc:esx:essedp:719.

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2012No good deals—no bad models. (2012). cerrato, mario ; Boyarchenko, Nina ; Crosby, John ; Hodges, Stewart . In: Staff Reports. RePEc:fip:fednsr:589.

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2012.

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2012Equilibrium in securities markets with heterogeneous investors and unspanned income risk. (2012). Munk, Claus ; Christensen, Peter Ove ; Larsen, Kasper . In: Journal of Economic Theory. RePEc:eee:jetheo:v:147:y:2012:i:3:p:1035-1063.

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2012The costs of suboptimal dynamic asset allocation: General results and applications to interest rate risk, stock volatility risk, and growth/value tilts. (2012). Munk, Claus ; Larsen, Linda Sandris . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:36:y:2012:i:2:p:266-293.

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2012Rehabilitating the role of active management for pension funds. (2012). Briere, Marie ; Rigot, Sandra ; Signori, Ombretta ; Aglietta, Michel . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:9:p:2565-2574.

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2012Endogenous liquidity in credit derivatives. (2012). Yu, Fan ; Qiu, Jiaping . In: Journal of Financial Economics. RePEc:eee:jfinec:v:103:y:2012:i:3:p:611-631.

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2012Did investors outsource their risk analysis to rating agencies? Evidence from ABS-CDOs. (2012). Mhlmann, Thomas . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:5:p:1478-1491.

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2012Who benefits from capital account liberalization? Evidence from firm-level credit ratings data. (2012). Valenzuela, Patricio ; Schindler, Martin ; Prati, Alessandro . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:6:p:1649-1673.

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2012Does it matter who pays for bond ratings? Historical evidence. (2012). Jiang, John ; Xie, Yuan ; Stanford, Mary Harris . In: Journal of Financial Economics. RePEc:eee:jfinec:v:105:y:2012:i:3:p:607-621.

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2012The private premium in public bonds. (2012). Kovner, Anna ; Wei, Chenyang . In: Staff Reports. RePEc:fip:fednsr:553.

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2012The private premium in public bonds. (2012). Kovner, Anna ; Wei, Chenyang . In: Working Papers. RePEc:fip:fedpwp:12-7.

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2012IPO Waves, Product Market Competition, and the Going Public Decision: Theory and Evidence. (2012). Chemmanur, Thomas. In: Working Papers. RePEc:cen:wpaper:12-07.

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2012Does Going Public Affect Innovation?. (2012). Bernstein, Shai . In: Research Papers. RePEc:ecl:stabus:2126.

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2012Saving Rates and Portfolio Choice with Subsistence Consumption. (2012). Koulovatianos, Christos ; Hubar, Sylwia ; Achury, Carolina. In: Review of Economic Dynamics. RePEc:red:issued:10-11.

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2012Do wealth fluctuations generate time-varying risk aversion? Italian micro-evidence on household asset allocation. (2012). Cappelletti, Giuseppe . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_845_12.

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2012Reexamining the Empirical Relevance of Habit Formation Preferences. (2012). Yang, Fang ; Liu, Xuan ; Cai, Zongwu . In: MPRA Paper. RePEc:pra:mprapa:37817.

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2012Agency Problem II and Convergence in CEO Pay. (2012). Doucouliagos, Chris ; Haman, Janto ; Graham, Michael . In: Economics Series. RePEc:dkn:econwp:eco_2012_5.

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2012Bonus Culture: Competitive Pay, Screening and Multitasking. (2012). Tirole, Jean ; Benabou, Roland. In: IDEI Working Papers. RePEc:ide:wpaper:26676.

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2012Regulation and the composition of CEO pay. (2012). Jarque, Arantxa ; Gaines, Brian . In: Economic Quarterly. RePEc:fip:fedreq:y:2012:i:4q:p:309-348:n:v.98no.4.

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2012Household Finance. An Emerging Field. (2012). Guiso, Luigi ; Sodini, Paolo . In: EIEF Working Papers Series. RePEc:eie:wpaper:1204.

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2012Life-Cycle Portfolio Choice with Liquid and Illiquid Financial Assets. (2012). Gomes, Francisco ; Fugazza, Carolina ; Campanale, Claudio. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:269.

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2012The gender effect in risky asset holdings. (2012). Alanko, Elias ; Kaustia, Markku ; Halko, Marja-Liisa . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:83:y:2012:i:1:p:66-81.

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2012The joint response of stock and foreign exchange markets to macroeconomic surprises: Using US and Japanese data. (2012). Mun, Kyung-Chun . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:2:p:383-394.

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2012The role of the media in a bubble. (2012). Turner, John ; Campbell, Gareth ; Walker, Clive B.. In: Explorations in Economic History. RePEc:eee:exehis:v:49:y:2012:i:4:p:461-481.

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2012Stock returns after major price shocks: The impact of information. (2012). Savor, Pavel. In: Journal of Financial Economics. RePEc:eee:jfinec:v:106:y:2012:i:3:p:635-659.

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2012Do Newspaper Articles Predict Aggregate Stock Returns?. (2012). Ammann, Manuel ; Verhofen, Michael ; Frey, Roman . In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:04.

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2012How are shorts informed?. (2012). Ringgenberg, Matthew ; Reed, Adam ; ENGELBERG, JOSEPH E.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:105:y:2012:i:2:p:260-278.

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2012Excess covariance and dynamic instability in a multi-asset model. (2012). Pin, Paolo ; Bottazzi, Giulio ; Anufriev, Mikhail ; Marsili, Matteo . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:36:y:2012:i:8:p:1142-1161.

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2012The Capital Structure Choice and the Consumption Tax. (2012). Andrikopoulos, Andreas. In: European Research Studies Journal. RePEc:ers:journl:v:xv:y:2012:i:1:p:3-22.

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2012The collateral channel: Evidence on leverage and asset tangibility. (2012). Hall, Thomas. In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:3:p:570-583.

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2012The effect of foreign bank presence on firm entry and exit in transition economies. (2012). Havrylchyk, Olena. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:6:p:1710-1721.

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2012Do House Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model. (2012). Inglesi-Lotz, Roula ; GUPTA, RANGAN ; Peretti, Vittorio . In: Working Papers. RePEc:pre:wpaper:201216.

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2012Nonlinearity and smoothing in venture capital performance data. (2012). McKenzie, Michael ; Wongwachara, Warapong ; Satchell, Stephen . In: Journal of Empirical Finance. RePEc:eee:empfin:v:19:y:2012:i:5:p:782-795.

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2012The anatomy of short sales and price adjustment: evidence from the Hong Kong stock market. (2012). Chen, Crystal Xiaobei . In: International Journal of Managerial Finance. RePEc:eme:ijmfpp:v:8:y:2012:i:3:p:204-218.

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2012Are banks happy when managers go long? The information content of managers’ vested option holdings for loan pricing. (2012). Dezs, Cristian L. ; Ross, David Gaddis . In: Journal of Financial Economics. RePEc:eee:jfinec:v:106:y:2012:i:2:p:395-410.

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2012Moral hazard, investment, and firm dynamics. (2012). Ai, Hengjie ; Li, Rui . In: CQER Working Paper. RePEc:fip:fedacq:2012-01.

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2012Valuation Effects for Asset Sales. (2012). Cline, Brandon ; Fu, Xudong ; Tang, Tian ; Wiley, Jonathan . In: Journal of Financial Services Research. RePEc:kap:jfsres:v:41:y:2012:i:3:p:103-120.

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2012Li, Rui ; Ai, Hengjie . (2012) Moral hazard, investment, and firm dynamics. In: Working Paper. RePEc:fip:fedawp:2012-01:x:1.

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2012Do consumers prefer offers that are easy to compare? An experimental investigation. (2012). Gaudeul, Alexia ; Crosetto, Paolo. In: MPRA Paper. RePEc:pra:mprapa:36526.

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2012The Impact of Shrouded Fees: Evidence from a Natural Experiment in the Indian Mutual Funds Market. (2012). Kim, Hugh Hoikwang ; Anagol, Santosh . In: American Economic Review. RePEc:aea:aecrev:v:102:y:2012:i:1:p:576-93.

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2012Do consumers prefer offers that are easy to compare? An experimental investigation.. (2012). Gaudeul, Alexia ; Crosetto, Paolo. In: MPRA Paper. RePEc:pra:mprapa:41462.

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2012Strategic obfuscation and consumer protection policy in financial markets: Theory and experimental evidence. (2012). Wenzel, Tobias. In: DICE Discussion Papers. RePEc:zbw:dicedp:76.

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2012Financial sophistication in the older population. (2012). Mitchell, Olivia ; Lusardi, Annamaria ; Curto, Vilsa . In: CFS Working Paper Series. RePEc:zbw:cfswop:201208.

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2012Investors’ distraction and strategic repricing decisions. (2012). Navone, Marco. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:5:p:1291-1303.

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2012Reprint of Investors’ distraction and strategic repricing decisions. (2012). Navone, Marco. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:10:p:2729-2741.

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2012Are mutual fund fees excessive?. (2012). Adams, John C. ; Nishikawa, Takeshi ; Mansi, Sattar A.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:8:p:2245-2259.

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2012Going public - going private: The case of VC-backed firms. (2012). Gill, Andrej ; Walz, Uwe . In: CFS Working Paper Series. RePEc:zbw:cfswop:201202.

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2012Endogenous time-varying risk aversion and asset return. (2012). Berardi, Michele. In: Centre for Growth and Business Cycle Research Discussion Paper Series. RePEc:man:cgbcrp:168.

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2012Rational Speculators, Contrarians and Excess Volatility. (2012). Lof, Matthijs. In: MPRA Paper. RePEc:pra:mprapa:43490.

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2012The flight home effect: Evidence from the syndicated loan market during financial crises. (2012). Laeven, Luc ; Giannetti, Mariassunta. In: Journal of Financial Economics. RePEc:eee:jfinec:v:104:y:2012:i:1:p:23-43.

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2012Do Households Use Homeownership To Insure Themselves? Evidence Across U.S. Cities. (2012). Halket, Jonathan ; Amior, Michael . In: Economics Discussion Papers. RePEc:esx:essedp:718.

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2012Does home owning smooth the variability of future housing consumption?. (2012). Sinai, Todd ; Paciorek, Andrew . In: Journal of Urban Economics. RePEc:eee:juecon:v:71:y:2012:i:2:p:244-257.

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2012The impact of foreign investors on the risk-taking of Japanese firms. (2012). Nguyen, Pascal. In: MPRA Paper. RePEc:pra:mprapa:38991.

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2012Do CEOs gain more in foreign acquisitions than domestic acquisitions?. (2012). Ozkan, Neslihan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:4:p:1122-1138.

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2012The impact of foreign investors on the risk-taking of Japanese firms. (2012). Nguyen, Pascal. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:26:y:2012:i:2:p:233-248.

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2012CEO compensation, family control, and institutional investors in Continental Europe. (2012). Croci, Ettore ; Ozkan, Neslihan ; Gonenc, Halit . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:12:p:3318-3335.

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2012What drives the Quotes of Earnings Forecasters?. (2012). Franses, Philip Hans ; de Bruijn, Bert . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20120067.

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2012What drives the Quotes of Earnings Forecasters?. (2012). de Bruijn, Bert ; Franses, Philip Hans . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2012067.

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2012Do financial analysts long-term growth forecasts matter? Evidence from stock recommendations and career outcomes. (2012). Jung, Boochun ; Yang, Yanhua Sunny ; Shane, Philip B.. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:53:y:2012:i:1:p:55-76.

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2012Pitfalls in VAR based return decompositions: A clarification. (2012). Pedersen, Thomas ; Engsted, Tom ; Tanggaard, Carsten . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:5:p:1255-1265.

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2012Downside risk aversion, fixed-income exposure, and the value premium puzzle. (2012). Vliet, Pim ; Post, Gerrit T. ; van Vliet, Pim ; Baltussen, Guido. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:12:p:3382-3398.

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2012Reputation penalties for poor monitoring of executive pay: Evidence from option backdating. (2012). Maber, David A. ; ERTIMUR, YONCA ; FERRI, FABRIZIO . In: Journal of Financial Economics. RePEc:eee:jfinec:v:104:y:2012:i:1:p:118-144.

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2012Asymmetric learning from financial information. (2012). Kuhnen, Camelia. In: MPRA Paper. RePEc:pra:mprapa:39412.

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2012Variance Risk Premium Differentials and Foreign Exchange Returns. (2012). Aloosh, Arash ; Arash, Aloosh . In: MPRA Paper. RePEc:pra:mprapa:40829.

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2012Option-implied volatility factors and the cross-section of market risk premia. (2012). Li, Junye . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:1:p:249-260.

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2012Probabilistic forecasts of volatility and its risk premia. (2012). Martin, Gael ; Forbes, Catherine ; Maneesoonthorn, Worapree ; Grose, Simone D.. In: Journal of Econometrics. RePEc:eee:econom:v:171:y:2012:i:2:p:217-236.

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2012Does favorable investor sentiment lead to costly decisions to go public?. (2012). Alimov, Azizjon ; Mikkelson, Wayne . In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:3:p:519-540.

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2012Doing battle with short sellers: The conflicted role of blockholders in bear raids. (2012). Khanna, Naveen ; Mathews, Richmond D.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:106:y:2012:i:2:p:229-246.

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2012Treating Measurement Error in Tobins q. (2012). Whited, Toni ; Erickson, Timothy . In: Review of Financial Studies. RePEc:oup:rfinst:v:25:y:2012:i:4:p:1286-1329.

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2012Contractual resolutions of financial distress. (2012). Gennaioli, Nicola ; Rossi, Stefano . In: Economics Working Papers. RePEc:upf:upfgen:1316.

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2012Contractual Resolutions of Financial Distress. (2012). Gennaioli, Nicola ; Rossi, Stefano . In: Working Papers. RePEc:bge:wpaper:651.

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2012Stocks repurchase and sophistication of individual investors. (2012). MERLI, Maxime ; Magron, Camille . In: Working Papers of LaRGE Research Center. RePEc:lar:wpaper:2012-02.

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2012Performance of individual investors and personal investment objectives. (2012). Magron, Camille . In: Working Papers of LaRGE Research Center. RePEc:lar:wpaper:2012-07.

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2012IQ, trading behavior, and performance. (2012). Linnainmaa, Juhani T. ; Keloharju, Matti ; Grinblatt, Mark. In: Journal of Financial Economics. RePEc:eee:jfinec:v:104:y:2012:i:2:p:339-362.

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2012The Economic Consequences of Proxy Advisor Say-on-Pay Voting Policies. (2012). McCall, Allan L. ; Ormazabal, Gaizka ; Larcker, David F.. In: Research Papers. RePEc:ecl:stabus:2105.

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2012Tournament incentives, firm risk, and corporate policies. (2012). Kini, Omesh ; Williams, Ryan . In: Journal of Financial Economics. RePEc:eee:jfinec:v:103:y:2012:i:2:p:350-376.

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2012GARCH Option Valuation: Theory and Evidence. (2012). Christoffersen, Peter ; Ornthanalai, Chayawat ; Jacobs, Kris . In: CREATES Research Papers. RePEc:aah:create:2012-50.

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2012The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options. (2012). Stentoft, Lars ; Rombouts, Jeroen ; Violente, Francesco . In: CIRANO Working Papers. RePEc:cir:cirwor:2012s-05.

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2012If we can simulate it, we can insure it: An application to longevity risk management. (2012). Stentoft, Lars ; Boyer, M. Martin. In: CIRANO Working Papers. RePEc:cir:cirwor:2012s-08.

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2012The value of multivariate model sophistication: an application to pricing Dow Jones Industrial Average options. (2012). Violante, Francesco ; Stentoft, Lars ; ROMBOUTS, JEROEN V. K., . In: CORE Discussion Papers. RePEc:cor:louvco:2012003.

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2012Asset pricing with Second-Order Esscher Transforms. (2012). Monfort, Alain ; Pegoraro, Fulvio. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:6:p:1678-1687.

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2012Dynamic jump intensities and risk premiums: Evidence from S&P500 returns and options. (2012). Christoffersen, Peter ; Ornthanalai, Chayawat ; Jacobs, Kris . In: Journal of Financial Economics. RePEc:eee:jfinec:v:106:y:2012:i:3:p:447-472.

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2012Profitability and the lifecycle of firms. (2012). Warusawitharana, Missaka. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2012-63.

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2012A unified model of entrepreneurship dynamics. (2012). Wang, Neng ; Yang, Jinqiang . In: Journal of Financial Economics. RePEc:eee:jfinec:v:106:y:2012:i:1:p:1-23.

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2012Entrepreneurial risk, investment, and innovation. (2012). Caggese, Andrea. In: Journal of Financial Economics. RePEc:eee:jfinec:v:106:y:2012:i:2:p:287-307.

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2012What happens in acquisitions?. (2012). Hadlock, Charles J. ; Pierce, Joshua R. ; Fee, Edward C.. In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:3:p:584-597.

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2012Why are firms unlevered?. (2012). Krishnamurthy, Srinivasan ; devos, erik ; Dhillon, Upinder ; Jagannathan, Murali. In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:3:p:664-682.

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2012Where Are the Fragilities? The Relationship Between Firms Financial Constraints, Size, and Age. (2012). Silva, Filipe ; Carreira, Carlos. In: GEMF Working Papers. RePEc:gmf:wpaper:2012-12.

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2012Does Financial Constraint Affect Shareholder Taxes and the Cost of Equity Capital?. (2012). Shackelford, Douglas ; Chen, Chongyang ; Dai, Zhonglan ; Zhang, Harold H.. In: Working Papers. RePEc:btx:wpaper:1202.

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2012Measuring Firms Financial Constraints: A Rough Guide. (2012). Silva, Filipe ; Carreira, Carlos. In: GEMF Working Papers. RePEc:gmf:wpaper:2012-14.

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2012Do financing constraints matter for R&D?. (2012). Petersen, Bruce ; Brown, James ; Martinsson, Gustav . In: European Economic Review. RePEc:eee:eecrev:v:56:y:2012:i:8:p:1512-1529.

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2012.

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2012How does openness affect the importance of incentives for innovation?. (2012). Fu, Xiaolan. In: Research Policy. RePEc:eee:respol:v:41:y:2012:i:3:p:512-523.

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2012Ambiguity in Dynamic Contracts. (2012). Szydlowski, Martin. In: Discussion Papers. RePEc:nwu:cmsems:1543.

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2012Systematic Risk, Debt Maturity and the Term Structure of Credit Spreads. (2012). Chen, Hui ; Xu, Yu ; Yang, Jun . In: Working Papers. RePEc:bca:bocawp:12-27.

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2012Macroeconomic implications of time-varying risk premia. (2012). Gourio, Francois. In: Working Paper Series. RePEc:ecb:ecbwps:20121463.

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2012Intermediary leverage cycles and financial stability. (2012). Boyarchenko, Nina ; Adrian, Tobias. In: Staff Reports. RePEc:fip:fednsr:567.

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2012On bounding credit event risk premia. (2012). Helwege, Jean ; Goldstein, Robert S. ; Collin-Dufresne, Pierre ; Bai, Jennie . In: Staff Reports. RePEc:fip:fednsr:577.

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2012Credit risk and disaster risk. (2012). Gourio, Francois. In: Working Paper Series. RePEc:fip:fedhwp:wp-2012-07.

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2012Modeling credit contagion via the updating of fragile beliefs. (2012). . In: Working Paper Series. RePEc:fip:fedhwp:wp-2012-04.

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2012Limited arbitrage between equity and credit markets. (2012). Kapadia, Nikunj ; Pu, Xiaoling . In: Journal of Financial Economics. RePEc:eee:jfinec:v:105:y:2012:i:3:p:542-564.

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2012Private equity regulation: a comparative analysis. (2012). Vermeulen, Erik ; McCahery, Joseph . In: Journal of Management and Governance. RePEc:kap:jmgtgv:v:16:y:2012:i:2:p:197-233.

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2012Volatility dynamics for the S&P 500: Further evidence from non-affine, multi-factor jump diffusions. (2012). Kaeck, Andreas ; Alexander, Carol. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:11:p:3110-3121.

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2012Credit Lines as Monitored Liquidity Insurance: Theory and Evidence. (2012). Perez, Ander ; Acharya, Viral ; Almeida, Heitor ; Ippolito, Filippo . In: 2012 Meeting Papers. RePEc:red:sed012:823.

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2012The Choice of Trading Venue and Relative Price Impact of Institutional Trading: ADRs versus the Underlying Securities in their Local Markets. (2012). Chakravarty, Sugato ; Rutherford, Leann G.. In: Working Papers. RePEc:csr:wpaper:1011.

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2012The Effects of Board Characteristics on Loan Covenants: An Empirical Analysis. (2012). Rutherford, Leann G. ; Chakravarty, Sugato . In: Working Papers. RePEc:csr:wpaper:1014.

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2012Credit line use and availability in the financial crisis: the importance of hedging. (2012). Sullivan, Briana D. ; Meisenzahl, Ralf R. ; Berrospide, Jose M.. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2012-27.

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2012Corporate ownership structure and bank loan syndicate structure. (2012). Malatesta, Paul ; Lin, Chen ; Xuan, Yuhai . In: Journal of Financial Economics. RePEc:eee:jfinec:v:104:y:2012:i:1:p:1-22.

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2012Board quality and the cost of debt capital: The case of bank loans. (2012). Subrahmanyam, Avanidhar ; Fields, Paige L. ; Fraser, Donald R.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:5:p:1536-1547.

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2012Do banks value the eco-friendliness of firms in their corporate lending decision? Some empirical evidence. (2012). Nandy, Monomita ; Lodh, Suman . In: International Review of Financial Analysis. RePEc:eee:finana:v:25:y:2012:i:c:p:83-93.

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2012How to increase the efficiency of bond covenants: a proposal for the Italian corporate market. (2012). Bazzana, Flavio ; Palmieri, Marco . In: European Journal of Law and Economics. RePEc:kap:ejlwec:v:34:y:2012:i:2:p:327-346.

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2012Cross-border banking, credit access, and the financial crisis. (2012). Udell, Gregory ; Popov, Alexander. In: Journal of International Economics. RePEc:eee:inecon:v:87:y:2012:i:1:p:147-161.

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2012Follow the money: what does the literature on banking tell prudential supervisors on bank business models?. (2012). Passenier, Joost ; Cavelaars, Paul . In: DNB Working Papers. RePEc:dnb:dnbwpp:336.

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2012Does Discretion in Lending Increase Bank Risk? Borrower Self-Selection and Loan Officer Capture Effects. (2012). Gropp, Reint ; Guttler, A. ; Grundl, C.. In: Discussion Paper. RePEc:dgr:kubcen:2012030.

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2012How can banks effectively stabilize their retail customers saving behavior? The impact of contractual rewards on saving persistence and cash flow volatility. (2012). Sievers, Sonke ; Schluter, Tobias ; Hartmann-Wendels, Thomas . In: Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century. RePEc:zbw:vfsc12:62057.

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2012Differentiated Use of Small Business Credit Scoring by Relationship Lenders and Transactional Lenders: Evidence from Firm-Bank Matched Data in Japan. (2012). Hirata, Hideaki ; Ono, Arito ; Hasumi, Ryo . In: Working Paper Series. RePEc:hit:cinwps:23.

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2012When the cats away the mice will play: does regulation at home affect bank risk taking abroad?. (2012). Udell, Gregory ; Popov, Alexander ; Ongena, Steven. In: Working Paper Series. RePEc:ecb:ecbwps:20121488.

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2012Does being your bank’s neighbor matter?. (2012). Knyazeva, Diana. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:4:p:1194-1209.

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2012Adverse selection in mortgage securitization. (2012). Yavas, Abdullah ; Chang, Yan ; Agarwal, Sumit . In: Journal of Financial Economics. RePEc:eee:jfinec:v:105:y:2012:i:3:p:640-660.

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2012Mortgage Financing in the Housing Boom and Bust. (2012). Seru, Amit ; Vig, Vikrant ; Piskorski, Tomasz ; Keys, Benjamin. In: NBER Chapters. RePEc:nbr:nberch:12624.

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2012The Out of Sample Performance of Long-run Risk Models. (2012). Ferson, Wayne ; Xie, Biqin ; Nallareddy, Suresh K.. In: NBER Working Papers. RePEc:nbr:nberwo:17848.

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2012Ambiguity shifts and the 2007–2008 financial crisis. (2012). Boyarchenko, Nina. In: Journal of Monetary Economics. RePEc:eee:moneco:v:59:y:2012:i:5:p:493-507.

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2012Intangible Capital and Corporate Cash Holdings: Theory and Evidence. (2012). Kadyrzhanova, Dalida ; Falato, Antonio ; Sim, Jae . In: 2012 Meeting Papers. RePEc:red:sed012:968.

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2012Corporate Diversification and Firm Value: A Survey of Recent Literature. (2012). Matz, Michael ; Hartmann-Wendels, Thomas ; Erdorf, Stefan ; Heinrichs, Nicolas . In: Cologne Graduate School Working Paper Series. RePEc:cgr:cgsser:03-01.

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2012Global style momentum. (2012). Collver, Charles ; Limthanakom, Natcha ; Chao, Hsiao-Ying . In: Journal of Empirical Finance. RePEc:eee:empfin:v:19:y:2012:i:3:p:319-333.

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2012Another look at trading costs and short-term reversal profits. (2012). Huij, Joop ; de Groot, Wilma ; Zhou, Weili . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:2:p:371-382.

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2012Systemic risk, macroprudential policy frameworks, monitoring financial systems and the evolution of capital adequacy. (2012). Ellis, Luci ; BORIO, Claudio ; Arnold, Bruce ; Moshirian, Fariborz . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:12:p:3125-3132.

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2012The cross-section of stock returns in frontier emerging markets. (2012). Swinkels, Laurens ; Pang, Juan ; de Groot, Wilma . In: Journal of Empirical Finance. RePEc:eee:empfin:v:19:y:2012:i:5:p:796-818.

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2012Government intervention and information aggregation by prices. (2012). Goldstein, Itay ; Bond, Philip . In: 2012 Meeting Papers. RePEc:red:sed012:225.

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2012Contingent capital: the trigger problem. (2012). Prescott, Edward S.. In: Economic Quarterly. RePEc:fip:fedreq:y:2012:i:1q:p:33-50:n:vol.98no.1.

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2012Primary market characteristics and secondary market frictions of stocks. (2012). Çolak, Gönül, ; Boehme, Rodney . In: Journal of Financial Markets. RePEc:eee:finmar:v:15:y:2012:i:2:p:286-327.

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2012Risk components in UK cross-sectional equities: evidence of regimes and overstated parametric estimates. (2012). Rossi, Francesco. In: MPRA Paper. RePEc:pra:mprapa:38682.

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2012Do Hedge Funds Reduce Idiosyncratic Risk?. (2012). Kondor, Péter ; Kang, Namho ; Sadka, Ronnie . In: CEU Working Papers. RePEc:ceu:econwp:2012_15.

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2012U.K. cross-sectional equity data: The case for robust investability filters. (2012). Rossi, Francesco. In: MPRA Paper. RePEc:pra:mprapa:43312.

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2012Stock price synchronicities and speculative trading in emerging markets. (2012). Hsin, Chin-Wen ; Tseng, Po-Wen . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:22:y:2012:i:3:p:82-109.

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2012On the relationship between concentration of prospect theory/mental accounting investors, cointegration, and momentum. (2012). Bhootra, Ajay ; Hur, Jungshik . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:5:p:1266-1275.

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2012An Extension of the Consumption-based CAPM Model. (2012). Li, Jingyuan ; Dionne, Georges ; Okou, Cedric . In: Cahiers de recherche. RePEc:lvl:lacicr:1214.

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2012Flights to Safety. (2012). Wei, Min ; Inghelbrecht, Koen ; Bekaert, Geert ; Baele, Lieven . In: Working Paper Research. RePEc:nbb:reswpp:201210-230.

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2012Is the Potential for International Diversi?cation Disappearing? A Dynamic Copula Approach. (2012). Christoffersen, Peter ; Langlois, Hugues ; Errunza, Vihang ; Jacobs, Kris . In: CREATES Research Papers. RePEc:aah:create:2012-48.

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2012Liquidity, volatility, and flights to safety in the U.S. treasury market: evidence from a new class of dynamic order book models. (2012). Fleming, Michael ; Engle, Robert ; Ghysels, Eric ; Nguyen, Giang . In: Staff Reports. RePEc:fip:fednsr:590.

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2012Aggregate Stock Market Illiquidity and Bond Risk Premia. (2012). Sojli, Elvira ; Tham, Wing Wah ; Bouwman, Kees E.. In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20120140.

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2012Aggregate Stock Market Illiquidity and Bond Risk Premia. (2012). Sojli, Elvira ; Tham, Wing Wah ; Bouwman, Kees E.. In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2012140.

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2012Global, local, and contagious investor sentiment. (2012). Yuan, Yu ; Wurgler, Jeffrey ; Baker, Malcolm. In: Journal of Financial Economics. RePEc:eee:jfinec:v:104:y:2012:i:2:p:272-287.

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2012Extreme Correlation of Stock and Bond Futures Markets: International Evidence. (2012). Chui, Chin Man ; YANG, JIAN . In: The Financial Review. RePEc:bla:finrev:v:47:y:2012:i:3:p:565-587.

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2012Inflation, Stock Market and Long-Term Investors: Real Effects of Changing Demographics. (2012). Gozluklu, Arie E.. In: Working Papers. RePEc:wbs:wpaper:wpn12-06.

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2012A dynamic programming approach to constrained portfolios. (2012). Kraft, Holger ; Steffensen, Mogens . In: CFS Working Paper Series. RePEc:zbw:cfswop:201207.

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2012Time-Consistent Mean-Variance Portfolio Selection in Discrete and Continuous Time. (2012). Czichowsky, Christoph . In: Papers. RePEc:arx:papers:1205.4748.

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2012A Closed-Form Solution of the Multi-Period Portfolio Choice Problem for a Quadratic Utility Function. (2012). Parolya, Nestor ; Schmid, Wolfgang ; Bodnar, Taras . In: Papers. RePEc:arx:papers:1207.1003.

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2012On the Exact Solution of the Multi-Period Portfolio Choice Problem for an Exponential Utility under Return Predictability. (2012). Parolya, Nestor ; Schmid, Wolfgang ; Bodnar, Taras . In: Papers. RePEc:arx:papers:1207.1037.

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2012Optimal time-consistent investment and reinsurance strategies for insurers under Heston’s SV model. (2012). Zeng, Yan ; Li, Zhongfei ; Lai, Yongzeng . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:1:p:191-203.

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2012Optimal trade execution: A mean quadratic variation approach. (2012). Windcliff, H. ; Tse, S. T. ; Forsyth, P. A. ; Kennedy, J. S.. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:36:y:2012:i:12:p:1971-1991.

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2012The information content of cashflows in the context of dividend smoothing. (2012). Belghitar, Yacine ; Al-Najjar, Basil. In: Economic Issues Journal Articles. RePEc:eis:articl:212alnajjar.

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2012Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when All Assets Are Risky.. (2012). Szafarz, Ariane ; OOSTERLINCK, Kim ; Mignon, Valérie ; Drut, Bastien ; Brière, Marie ; Briere, Marie . In: Working Papers CEB. RePEc:sol:wpaper:2013/107868.

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2012An empirical analysis of marginal conditional stochastic dominance. (2012). Clark, Ephraim ; Kassimatis, Konstantinos . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:4:p:1144-1151.

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2012Asset pricing with a bank risk factor. (2012). Rua, António ; Pereira, Joo Pedro . In: Working Papers. RePEc:ptu:wpaper:w201202.

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2012The implied cost of capital: A new approach. (2012). van Dijk, Mathijs ; Hou, Kewei ; Zhang, Yinglei . In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:53:y:2012:i:3:p:504-526.

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2012Forecasting the forecasts of others: Implications for asset pricing. (2012). Makarov, Igor ; Rytchkov, Oleg . In: Journal of Economic Theory. RePEc:eee:jetheo:v:147:y:2012:i:3:p:941-966.

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2012Predicting returns and rent growth in the housing market using the rent-to-price ratio: Evidence from the OECD countries. (2012). Pedersen, Thomas ; Engsted, Tom. In: CREATES Research Papers. RePEc:aah:create:2012-58.

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2012Probability and Risk: Foundations and Economic Implications of Probability-Dependent Risk Preferences. (2012). Epper, Thomas ; Fehr-Duda, Helga . In: Annual Review of Economics. RePEc:anr:reveco:v:4:y:2012:p:567-593.

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2012Short-sale constraints: Reductions in costs of capital or overvaluation? Evidence from Hong Kong. (2012). Chang, Eric C. ; YU, YINGHUI ; Pinegar, Michael J. ; Cheng, Joseph W.. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:20:y:2012:i:3:p:506-520.

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2012Extreme downside risk and expected stock returns. (2012). Wu, Feng ; Huang, Wei ; Liu, Qianqiu ; Rhee, Ghon S.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:5:p:1492-1502.

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2012To Group or Not to Group? Evidence from Mutual Funds. (2012). Sarkissian, Sergei ; patel, saurin . In: MPRA Paper. RePEc:pra:mprapa:38496.

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2012Alpha Representation For Active Portfolio Management and High Frequency Trading In Seemingly Efficient Markets. (2012). Cadogan, Godfrey ; Charles-Cadogan, Godfrey . In: Papers. RePEc:arx:papers:1206.2662.

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2012Active Portfolio Management, Positive Jensen-Jarrow Alpha, and Zero Sets of CAPM. (2012). Cadogan, Godfrey ; Charles-Cadogan, G.. In: Papers. RePEc:arx:papers:1206.4562.

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2012Inferring reporting biases in hedge fund databases from hedge fund equity holdings. (2012). Agarwal, Vikas ; Jiang, Wei ; Fos, Vyacheslav . In: CFR Working Papers. RePEc:zbw:cfrwps:1008r.

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2012Closing and cloning in open-end mutual funds. (2012). Chen, Hsiu-Lang ; Hu, Xiaoqing ; Gao, Sheldon . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:4:p:1210-1223.

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2012The effect of management team characteristics on risk-taking and style extremity of mutual fund portfolios. (2012). Karagiannidis, Iordanis . In: Review of Financial Economics. RePEc:eee:revfin:v:21:y:2012:i:3:p:153-158.

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2012Corporate Real Estate, Capital Structure and Stock Performance: Evidence from China. (2012). Du, Hongyan ; Ma, Yongkai . In: International Real Estate Review. RePEc:ire:issued:v:15:n:01:2012:p:107-126.

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2012Financial black swans driven by ultrafast machine ecology. (2012). Ravindar, Amith ; Carran, Spencer ; Johnson, Neil ; Meng, Jing ; Zhao, Guannan ; Hunsader, Eric ; Tivnan, Brian . In: Papers. RePEc:arx:papers:1202.1448.

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2012Pooling, Tranching and Credit Expansion. (2012). Bougheas, Spiros. In: CESifo Working Paper Series. RePEc:ces:ceswps:_3859.

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2012Do Hedge Funds Reduce Idiosyncratic Risk?. (2012). Kondor, Péter ; Kang, Namho ; Sadka, Ronnie . In: CEU Working Papers. RePEc:ceu:econwp:2012_15.

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2012Dividend-Protected Convertible Bonds and the Disappearance. (2012). Grundy, Bruce D. ; Verwijmeren, Patrick . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20120060.

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2012Aggregate Stock Market Illiquidity and Bond Risk Premia. (2012). Sojli, Elvira ; Tham, Wing Wah ; Bouwman, Kees E.. In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20120140.

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2012Dividend-Protected Convertible Bonds and the Disappearance. (2012). Grundy, Bruce D. ; Verwijmeren, Patrick . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2012060.

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2012Aggregate Stock Market Illiquidity and Bond Risk Premia. (2012). Sojli, Elvira ; Tham, Wing Wah ; Bouwman, Kees E.. In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2012140.

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2012Internationally correlated jumps. (2012). Pukthuanthong, Kuntara ; Roll, Richard . In: Working Paper Series. RePEc:ecb:ecbwps:20121436.

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2012Nonlinear liquidity adjustments in the euro area overnight money market. (2012). Durré, Alain ; Beaupain, Renaud. In: Working Paper Series. RePEc:ecb:ecbwps:20121500.

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2012Investor protection, taxation, and dividends. (2012). Lasfer, Meziane ; Alzahrani, Mohammed. In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:4:p:745-762.

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2012Capital structure and large investment projects. (2012). Dudley, Evan . In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:5:p:1168-1192.

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2012The effect of quarterly earnings guidance on share values in corporate acquisitions. (2012). KOCH, ADAM S. ; Robinson, John R. ; Lefanowicz, Craig E.. In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:5:p:1269-1285.

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2012Default probability of a captive credit bank with government capital injections: A capped barrier option approach. (2012). Chang, Chuen-Ping . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:6:p:2444-2450.

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2012Speed of convergence to market efficiency: The role of ECNs. (2012). Chung, Dennis Y. ; Hrazdil, Karel . In: Journal of Empirical Finance. RePEc:eee:empfin:v:19:y:2012:i:5:p:702-720.

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2012The role of the media in a bubble. (2012). Turner, John ; Campbell, Gareth ; Walker, Clive B.. In: Explorations in Economic History. RePEc:eee:exehis:v:49:y:2012:i:4:p:461-481.

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2012Selectivity and timing performance of UK investment trusts. (2012). Su, Chen ; Joseph, Nathan L. ; Bangassa, Kenbata . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:5:p:1149-1175.

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2012The market for new issues of municipal bonds: The roles of transparency and limited access to retail investors. (2012). Schultz, Paul . In: Journal of Financial Economics. RePEc:eee:jfinec:v:106:y:2012:i:3:p:492-512.

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2012The firm-level credit multiplier. (2012). Hackbarth, Dirk ; Campello, Murillo . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:21:y:2012:i:3:p:446-472.

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2012The information content of cashflows in the context of dividend smoothing. (2012). Belghitar, Yacine ; Al-Najjar, Basil. In: Economic Issues Journal Articles. RePEc:eis:articl:212alnajjar.

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2012Can Policy Improve Our Financial Decision-Making?. (2012). Lunn, Pete. In: Papers. RePEc:esr:wpaper:ec8.

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2012Family firms and the agency cost of debt: The role of soft information during a crisis. (2012). Romano, Livio ; Oliviero, Tommaso ; DAurizio, Leandro . In: Economics Working Papers. RePEc:eui:euiwps:eco2012/22.

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2012Bank equity Involvement in Industrial Firms and Bank Risk. (2012). Strobel, Frank ; Lepetit, Laetitia. In: Working Papers. RePEc:hal:wpaper:hal-00916709.

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2012Incentivizing Calculated Risk-Taking: Evidence from an Experiment with Commercial Bank Loan Officers. (2012). Klapper, Leora ; Kanz, Martin ; Cole, Shawn. In: Harvard Business School Working Papers. RePEc:hbs:wpaper:13-002.

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2012More than connectedness – Heterogeneity of CEO social network and firm value. (2012). HASAN, IFTEKHAR ; Francis, Bill ; Fang, Yiwei . In: Research Discussion Papers. RePEc:hhs:bofrdp:2012_026.

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2012Performance Sensitive Debt - Investment and Financing Incentives. (2012). Myklebust, Tor ge . In: Discussion Papers. RePEc:hhs:nhhfms:2012_007.

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2012Money Doctors. (2012). Shleifer, Andrei ; Gennaioli, Nicola ; Vishny, Robert . In: Working Papers. RePEc:igi:igierp:464.

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2012CEO Pay with Perks. (2012). Han, Seungjin ; Carrothers, Andrew ; Qiu, Jiaping . In: Department of Economics Working Papers. RePEc:mcm:deptwp:2012-05.

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2012The Firm-Level Credit Multiplier. (2012). Hackbarth, Dirk ; Campello, Murillo. In: NBER Working Papers. RePEc:nbr:nberwo:17805.

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2012What Makes Annuitization More Appealing?. (2012). Madrian, Brigitte ; Laibson, David ; Choi, James ; Zeldes, Stephen P. ; Beshears, John . In: NBER Working Papers. RePEc:nbr:nberwo:18575.

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2012Endogenous liquidity and defaultable bonds. (2012). Milbradt, Konstantin ; He, Zhiguo . In: 2012 Meeting Papers. RePEc:red:sed012:86.

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2012How Trade Credits Foster International Trade. (2012). Schnitzer, Monika ; Eck, Katharina ; Engemann, Martina . In: Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems. RePEc:trf:wpaper:379.

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2012Money doctors. (2012). Shleifer, Andrei ; Gennaioli, Nicola ; Vishny, Robert . In: Economics Working Papers. RePEc:upf:upfgen:1355.

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2012The Skew Risk Premium in the Equity Index Market. (2012). Kozhan, Roman ; Schneider, Paul ; Neuberger, Anthony . In: Working Papers. RePEc:wbs:wpaper:wpn12-08.

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2012Forecasting stock returns through an efficient aggregation of mutual fund holdings. (2012). Zhao, Jane ; Yao, Tong ; Wermers, Russ . In: CFR Working Papers. RePEc:zbw:cfrwps:0609r.

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2012Is it better to say goodbye? When former executives set executive pay. (2012). Theissen, Erik ; Andres, Christian ; Fernau, Erik . In: CFR Working Papers. RePEc:zbw:cfrwps:1202.

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Recent citations received in: 2011


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2011The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk: Comment. (2011). Burnside, Craig. In: American Economic Review. RePEc:aea:aecrev:v:101:y:2011:i:7:p:3456-76.

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2011Bank heterogeneity and interest rate setting: What lessons have we learned since Lehman Brothers?. (2011). Mistrulli, Paolo Emilio ; Gambacorta, Leonardo. In: BIS Working Papers. RePEc:bis:biswps:359.

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2011Currency Momentum Strategies. (2011). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Menkhoff, Lukas. In: BIS Working Papers. RePEc:bis:biswps:366.

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2011Household Saving Behavior and Social Security Privatization. (2011). McKay, Alisdair. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2011-027.

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2011Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes. (2011). Fostel, Ana ; Geanakoplos, John . In: Levine's Working Paper Archive. RePEc:cla:levarc:786969000000000168.

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2011Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes. (2011). Fostel, Ana ; Geanakoplos, John . In: Levine's Working Paper Archive. RePEc:cla:levarc:786969000000000192.

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2011Fund Managers, Career Concerns, and Asset Price Volatility. (2011). Kondor, Péter ; Guerrieri, Veronica. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8454.

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2011On the High-Frequency Dynamics of Hedge Fund Risk Exposures. (2011). Ramadorai, Tarun ; Patton, Andrew. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8479.

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2011Regime Changes and Financial Markets. (2011). Timmermann, Allan ; Ang, Andrew. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8480.

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2011Asset Pricing under Rational Learning about Rare Disasters. (2011). Wieland, Volker ; Koulovatianos, Christos. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8514.

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2011Credit and Liquidity Risks in Euro-area Sovereign Yield Curves. (2011). Renne, Jean-Paul ; Monfort, Alain. In: Working Papers. RePEc:crs:wpaper:2011-26.

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2011The dollar squeeze of the financial crisis. (2011). Pascoa, Mario ; bottazzi, jean-marc ; Luque, Jaime ; Sundaresan, Suresh . In: Economics Working Papers. RePEc:cte:werepe:we1139.

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2011Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes. (2011). Fostel, Ana ; Geanakoplos, John . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1809.

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2011Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes. (2011). Fostel, Ana ; Geanakoplos, John . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1809r.

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2011A Survey of Venture Capital Research. (2011). Hellmann, Thomas ; Da Rin, Marco ; Puri, M. L.. In: Discussion Paper. RePEc:dgr:kubcen:2011111.

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2011Basel III and regional financial integration in emerging Europe An overview of key issues. (2011). Lehmann, Alexander ; Tabak, Peter ; Levi, Micol . In: Working Papers. RePEc:ebd:wpaper:132.

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2011Bayesian Factor Selection in Dynamic Term Structure Models. (2011). Laurini, Márcio. In: Economics Bulletin. RePEc:ebl:ecbull:eb-11-00245.

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2011Ranking, risk-taking and effort: an analysis of the ECBs foreign reserves management. (2011). Scalia, Antonio ; Sahel, Benjamin . In: Working Paper Series. RePEc:ecb:ecbwps:20111377.

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2011Beyond the Disposition Effect: Do Investors Really Like Gains More Than Losses?. (2011). Hirshleifer, David ; Ben-David, Itzhak. In: Working Paper Series. RePEc:ecl:ohidic:2011-13.

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2011Covariances versus Characteristics in General Equilibrium. (2011). Zhang, Lu ; Lin, Xiaoji. In: Working Paper Series. RePEc:ecl:ohidic:2011-15.

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2011Why Did U.S. Banks Invest in Highly-Rated Securitization Tranches?. (2011). Erel, Isil ; Nadauld, Taylor ; Stulz, Rene M.. In: Working Paper Series. RePEc:ecl:ohidic:2011-16.

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2011CEO pay incentives and risk-taking: Evidence from bank acquisitions. (2011). Hagendorff, Jens ; Vallascas, Francesco . In: Journal of Corporate Finance. RePEc:eee:corfin:v:17:y:2011:i:4:p:1078-1095.

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2011Executive compensation and corporate governance in China. (2011). Conyon, Martin ; He, Lerong . In: Journal of Corporate Finance. RePEc:eee:corfin:v:17:y:2011:i:4:p:1158-1175.

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2011Pricing of the time-change risks. (2011). Tauchen, George ; Shaliastovich, Ivan . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:35:y:2011:i:6:p:843-858.

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2011Short-sales constraints and market quality: Evidence from the 2008 short-sales bans. (2011). Frino, Alex ; Lecce, Steven ; Lepone, Andrew . In: International Review of Financial Analysis. RePEc:eee:finana:v:20:y:2011:i:4:p:225-236.

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2011Selling winners, holding losers: Effect on fund flows and survival of disposition-prone mutual funds. (2011). Singal, Vijay ; Xu, Zhaojin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:10:p:2704-2718.

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2011CEO ownership, external governance, and risk-taking. (2011). Kim, Han E. ; Lu, Yao . In: Journal of Financial Economics. RePEc:eee:jfinec:v:102:y:2011:i:2:p:272-292.

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2011Liquidity mergers. (2011). Hackbarth, Dirk ; Campello, Murillo ; Almeida, Heitor . In: Journal of Financial Economics. RePEc:eee:jfinec:v:102:y:2011:i:3:p:526-558.

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2011The role of securitization in mortgage renegotiation. (2011). Evanoff, Douglas ; Ben-David, Itzhak ; Agarwal, Sumit ; Chomsisengphet, Souphala ; Amromin, Gene . In: Journal of Financial Economics. RePEc:eee:jfinec:v:102:y:2011:i:3:p:559-578.

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2011Serial CEO incentives and the structure of managerial contracts. (2011). Giannetti, Mariassunta. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:20:y:2011:i:4:p:633-662.

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2011Regime switches in exchange rate volatility and uncovered interest parity. (2011). Ichiue, Hibiki ; Koyama, Kentaro . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:30:y:2011:i:7:p:1436-1450.

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2011Subprime mortgage default. (2011). Kau, James ; Slawson, Carlos V. ; Keenan, Donald C. ; Lyubimov, Constantine . In: Journal of Urban Economics. RePEc:eee:juecon:v:70:y:2011:i:2-3:p:75-87.

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2011Value creation and pricing in buyouts: Empirical evidence from Europe and North America. (2011). Achleitner, Ann-Kristin ; Braun, Reiner ; Engel, Nico . In: Review of Financial Economics. RePEc:eee:revfin:v:20:y:2011:i:4:p:146-161.

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2011How much asymmetry is there in bond returns and exchange rates?. (2011). Nagakura, Daisuke ; Koerber, Lena ; Fujiwara, Ippei ; Korber, Lena Mareen . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:93.

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2011Mortgage defaults. (2011). Sanchez, Juan ; Martinez, Leonardo ; Hatchondo, Juan. In: Working Papers. RePEc:fip:fedlwp:2011-019.

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2011Lessons from the evolution of foreign exchange trading strategies. (2011). Neely, Christopher ; Weller, Paul A.. In: Working Papers. RePEc:fip:fedlwp:2011-021.

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2011A model of liquidity hoarding and term premia in inter-bank markets. (2011). Skeie, David ; Acharya, Viral. In: Staff Reports. RePEc:fip:fednsr:498.

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2011Collateral damage: Sizing and assessing the subprime CDO crisis. (2011). Cordell, Larry ; Huang, Yilin ; Williams, Meredith . In: Working Papers. RePEc:fip:fedpwp:11-30.

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2011Mortgage defaults. (2011). Sanchez, Juan ; Martinez, Leonardo ; Hatchondo, Juan. In: Working Paper. RePEc:fip:fedrwp:11-05.

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2011Trading Frenzies and their Impact on Real Investment. (2011). Ozdenoren, Emre ; Yuan, Kathy ; Goldstein, Itay . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp670.

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2011CDS Auctions. (2011). Chernov, Mikhail ; Gorbenko, Alexander S. ; Makarov, Igor . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp688.

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2011The Wall Street Walk when Blockholders Compete for Flows. (2011). Dasgupta, Amil ; Piacentino, Giorgia . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp692.

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2011Spatial Spillovers in Emerging Market Spreads. (2011). Poghosyan, Tigran ; Dell'Erba, Salvatore ; Baldacci, Emanuele . In: IMF Working Papers. RePEc:imf:imfwpa:11/221.

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2011Corporate Social Responsibility, Investor Behaviors, and Stock Market Returns: Evidence from a Natural Experiment in China. (2011). wang, maobin ; Qiu, Chun ; Kong, Dongmin . In: Journal of Business Ethics. RePEc:kap:jbuset:v:101:y:2011:i:1:p:127-141.

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2011Systematic and Liquidity Risk in Subprime-Mortgage Backed SecuritiesM. (2011). Flavin, Thomas ; Dwyer, Gerald ; Dungey, Mardi. In: Economics, Finance and Accounting Department Working Paper Series. RePEc:may:mayecw:n219-11.

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2011Mortgage Modification and Strategic Behavior: Evidence from a Legal Settlement with Countrywide. (2011). Mayer, Christopher ; Gupta, Arpit ; Morrison, Edward . In: NBER Working Papers. RePEc:nbr:nberwo:17065.

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2011Regime Changes and Financial Markets. (2011). Timmermann, Allan ; Ang, Andrew. In: NBER Working Papers. RePEc:nbr:nberwo:17182.

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2011Why Did U.S. Banks Invest in Highly-Rated Securitization Tranches?. (2011). Erel, Isil ; Nadauld, Taylor D. ; Stulz, Rene M.. In: NBER Working Papers. RePEc:nbr:nberwo:17269.

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2011Carry Trades and Risk. (2011). Burnside, Craig. In: NBER Working Papers. RePEc:nbr:nberwo:17278.

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2011Covariances versus Characteristics in General Equilibrium. (2011). Zhang, Lu ; Lin, Xiaoji. In: NBER Working Papers. RePEc:nbr:nberwo:17285.

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2011Complex Mortgages. (2011). Sialm, Clemens ; Zhong, Edward ; Huang, Jennifer ; Amromin, Gene . In: NBER Working Papers. RePEc:nbr:nberwo:17315.

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2011From the Financial Crisis to the Real Economy: Using Firm-level Data to Identify Transmission Channels. (2011). Wei, Shang-Jin ; Tong, Hui ; Claessens, Stijn. In: NBER Working Papers. RePEc:nbr:nberwo:17360.

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2011A Model of Mortgage Default. (2011). Campbell, John ; Cocco, Joo F.. In: NBER Working Papers. RePEc:nbr:nberwo:17516.

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2011The Effect of Liquidity on Governance. (2011). Edmans, Alex ; Fang, Vivian W. ; Zur, Emanuel . In: NBER Working Papers. RePEc:nbr:nberwo:17567.

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2011The External Impact of Chinas Exchange Rate Policy: Evidence from Firm Level Data. (2011). Tong, Hui ; Eichengreen, Barry. In: NBER Working Papers. RePEc:nbr:nberwo:17593.

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2011Evaporating Liquidity. (2011). Nagel, Stefan. In: NBER Working Papers. RePEc:nbr:nberwo:17653.

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2011The Expanding Social Safety Net. (2011). Mulligan, Casey. In: NBER Working Papers. RePEc:nbr:nberwo:17654.

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2011The Real Effects of Financial Markets. (2011). Edmans, Alex ; Bond, Philip ; Goldstein, Itay . In: NBER Working Papers. RePEc:nbr:nberwo:17719.

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2011Securitization and Bank Intermediation Function. (2011). Zagonov, Maxim. In: Finance. RePEc:nos:wuwpfi:zagonov-wpsz2011.

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2011Clustering on the same news sources in an asset market. (2011). Larson, Nathan. In: MPRA Paper. RePEc:pra:mprapa:32823.

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2011Small worlds and board interlocking in Brazil: a longitudinal study of corporate networks, 1997-2007. (2011). Mendes-Da-Silva, Wesley ; Mendes-Da-Silva, Wesley, . In: MPRA Paper. RePEc:pra:mprapa:34152.

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2011Age dependent investing: Optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners. (2011). Blake, David ; Zhang, Yumeng ; Wright, Douglas . In: MPRA Paper. RePEc:pra:mprapa:34277.

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2011A New-Keynesian model of the yield curve with learning dynamics: A Bayesian evaluation. (2011). Lyrio, Marco ; Iania, Leonardo ; Dewachter, Hans. In: MPRA Paper. RePEc:pra:mprapa:34461.

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2011Securitization and bank intermediation function. (2011). Zagonov, Maxim. In: MPRA Paper. RePEc:pra:mprapa:34961.

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2011Is M&A different during a crisis? Evidence from the European banking sector. (2011). Beltratti, Andrea ; Paladino, Giovanna . In: MPRA Paper. RePEc:pra:mprapa:35065.

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2011Dynamic Stock Market Participation of Households. (2011). Khorunzhina, Natalia. In: MPRA Paper. RePEc:pra:mprapa:35310.

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2011Selection and institutional shareholder activism in Chinese acquisitions. (2011). Peng, Fei ; Kang, Lili ; Jiang, Jun . In: MPRA Paper. RePEc:pra:mprapa:38701.

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2011The Impact of Short Selling on Intraday Volatility: Evidence from the Istanbul Stock Exchange. (2011). Çankaya, Serkan ; Eken, Hasan/M., ; Ulusoy, Veysel . In: MPRA Paper. RePEc:pra:mprapa:43658.

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2011Can the Life Insurance Market Provide Evidence for a Bequest Motive?. (2011). Michaelides, Alexander ; Inkmann, Joachim. In: 2011 Meeting Papers. RePEc:red:sed011:108.

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2011Prepayment Penalties: Efficieny and Predation. (2011). Rose, Morgan J.. In: UMBC Economics Department Working Papers. RePEc:umb:econwp:11133.

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2011The CDS-Bond Basis Arbitrage and the Cross Section of Corporate Bond Returns. (2011). Li, Haitao ; Kim, Gi H. ; Zhang, Weina . In: Working Papers. RePEc:wbs:wpaper:wpn11-04.

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2011Does it pay to have friends? Social ties and executive appointments in banking. (2011). Schaeck, Klaus ; Koetter, Michael ; Kick, Thomas ; Berger, Allen N.. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:201118.

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2011Uncovering hedge fund skill from the portfolio holdings they hide. (2011). Yang, Baozhong ; Tang, Yuehua ; Jiang, Wei ; Agarwal, Vikas . In: CFR Working Papers. RePEc:zbw:cfrwps:1009r.

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2011The valuation of hedge funds equity positions. (2011). Kempf, Alexander ; Cici, Gjergji ; Putz, Alexander . In: CFR Working Papers. RePEc:zbw:cfrwps:1015r.

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2011Can internet search queries help to predict stock market volatility?. (2011). Jank, Stephan ; Dimpfl, Thomas . In: CFR Working Papers. RePEc:zbw:cfrwps:1115.

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2011Can Internet search queries help to predict stock market volatility?. (2011). Jank, Stephan ; Dimpfl, Thomas . In: University of Tuebingen Working Papers in Economics and Finance. RePEc:zbw:tuewef:18.

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2011Do private equity owners increase risk of financial distress and bankruptcy?. (2011). Tykvova, Tereza ; Borell, Mariela . In: ZEW Discussion Papers. RePEc:zbw:zewdip:11076.

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Recent citations received in: 2010


YearTitleSee
2010Predictable return distributions. (2010). Pedersen, Thomas. In: CREATES Research Papers. RePEc:aah:create:2010-38.

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2010Consumption and Saving: Models of Intertemporal Allocation and Their Implications for Public Policy. (2010). Weber, Guglielmo ; Attanasio, Orazio. In: Journal of Economic Literature. RePEc:aea:jeclit:v:48:y:2010:i:3:p:693-751.

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2010Risk Price Dynamics. (2010). Scheinkman, Jose ; Hansen, Lars ; Borovička, Jaroslav ; Borovicka, Jaroslav ; Hendricks, Mark . In: Working Papers. RePEc:bfi:wpaper:2010-004.

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2010The Market Impact of Relative Agency Activity in the Sovereign Ratings Market. (2010). faff, robert ; Hill, Paula . In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:37:y:2010:i:9-10:p:1309-1347.

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2010Credit Risk and Business Cycles. (2010). Wang, Pengfei ; Miao, Jianjun. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2010-032.

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2010Soft Information and Investment: Evidence from Plant-Level Data. (2010). Giroud, Xavier . In: Working Papers. RePEc:cen:wpaper:10-38r.

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2010Behavioral Economics as Applied to Firms: A Primer. (2010). Huck, Steffen ; Armstrong, Mark. In: CESifo Working Paper Series. RePEc:ces:ceswps:_2937.

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2010CEO Compensation. (2010). Jenter, Dirk ; Frydman, Carola. In: CESifo Working Paper Series. RePEc:ces:ceswps:_3277.

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2010Incentives to Innovate and the Decision to Go Public or Private. (2010). Silva, Andre ; Manso, Gustavo ; Ferreira, Daniel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:7750.

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2010Does the Stock Market Harm Investment Incentives?. (2010). Ljungqvist, Alexander ; Asker, John ; Farre-Mensa, Joan . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:7857.

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2010Skewness in Stock Returns:Reconciling the Evidence on Firm versus Aggregate Returns. (2010). Albuquerque, Rui. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:7896.

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2010How Deep is the Annuity Market Participation Puzzle?. (2010). Michaelides, Alexander ; Inkmann, Joachim ; Lopes, Paula . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:7940.

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2010Dynamic Incentive Contracts under Parameter Uncertainty. (2010). Prat, Julien ; Jovanovic, Boyan. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8136.

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2010Aggregate Idiosyncratic Volatility. (2010). Hodrick, Robert ; Bekaert, Geert ; Zhang, Xiaoyan . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8149.

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2010Getting the Most out of Macroeconomic Information for Predicting Stock Returns and Volatility. (2010). Cakmakli, Cem ; van Dijk, Dick . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2010115.

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2010Cash Flow and Discount Rate Risk in Up and Down Markets: What is actually priced?. (2010). Lucas, Andre ; Botshekan, Mahmoud . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2010116.

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2010The delay of stock price adjustment to information: A country-level analysis. (2010). Lim, Kian-Ping ; Hooy, Chee-Wooi. In: Economics Bulletin. RePEc:ebl:ecbull:eb-10-00033.

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2010Blockholder monitoring and the efficiency of pay-performance benchmarking. (2010). Kim, Kyonghee . In: Journal of Corporate Finance. RePEc:eee:corfin:v:16:y:2010:i:5:p:748-766.

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2010How much stock return predictability can we expect from an asset pricing model?. (2010). Zhou, Guofu. In: Economics Letters. RePEc:eee:ecolet:v:108:y:2010:i:2:p:184-186.

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2010Do investors trade uniformly through time?. (2010). Johnson, Woodrow. In: Journal of Empirical Finance. 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. (2010). ARMSTRONG, CHRISTOPHER S. ; Guay, Wayne R. ; Weber, Joseph P.. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:50:y:2010:i:2-3:p:179-234.

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2010Accounting anomalies and fundamental analysis: A review of recent research advances. (2010). Wysocki, Peter ; Tuna, Irem ; Richardson, Scott . In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:50:y:2010:i:2-3:p:410-454.

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2010Does gender matter in bank-firm relationships? Evidence from small business lending. (2010). Zazzaro, Alberto ; Borisov, Alexander ; Bellucci, Andrea . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:12:p:2968-2984.

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2010Venture capital affiliation with underwriters and the underpricing of initial public offerings in Japan. (2010). Imad'eddine, Gael, ; Arikawa, Yasuhiro . In: Journal of Economics and Business. RePEc:eee:jebusi:v:62:y::i:6:p:502-516.

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2010A resolution of the distress risk and leverage puzzles in the cross section of stock returns. (2010). Hwang, Chuan-Yang ; George, Thomas J.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:96:y:2010:i:1:p:56-79.

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2010Liquidity biases in asset pricing tests. (2010). Bessembinder, Hendrik ; Asparouhova, Elena ; Kalcheva, Ivalina . In: Journal of Financial Economics. RePEc:eee:jfinec:v:96:y:2010:i:2:p:215-237.

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2010Returns of claims on the upside and the viability of U-shaped pricing kernels. (2010). Madan, Dilip ; Bakshi, Gurdip ; Panayotov, George . In: Journal of Financial Economics. RePEc:eee:jfinec:v:97:y:2010:i:1:p:130-154.

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2010Negotiations under the threat of an auction. (2010). DE BODT, Eric ; Roll, Richard ; AKTAS, Nihat . In: Journal of Financial Economics. RePEc:eee:jfinec:v:98:y:2010:i:2:p:241-255.

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2010Does q-theory with investment frictions explain anomalies in the cross section of returns?. (2010). Zhang, Lu ; Li, Dongmei . In: Journal of Financial Economics. RePEc:eee:jfinec:v:98:y:2010:i:2:p:297-314.

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2010Nature or nurture: What determines investor behavior?. (2010). Siegel, Stephan ; Barnea, Amir ; Cronqvist, Henrik . In: Journal of Financial Economics. RePEc:eee:jfinec:v:98:y:2010:i:3:p:583-604.

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2010Trader see, trader do: How do (small) FX traders react to large counterparties trades?. (2010). Schmeling, Maik ; Menkhoff, Lukas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:29:y:2010:i:7:p:1283-1302.

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2010Teams of rivals: endogenous markups in a Ricardian world. (2010). Russ, Katheryn ; de Blas, Beatriz. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:67.

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2010Out-of-sample equity premium prediction: economic fundamentals vs. moving-average rules. (2010). Zhou, Guofu ; Tu, Jun ; Neely, Christopher ; Rapach, David E.. In: Working Papers. RePEc:fip:fedlwp:2010-008.

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2010Because Im worth it? CEO pay and corporate governance. (2010). Huang, Rocco. In: Business Review. RePEc:fip:fedpbr:y:2010:i:q3:p:12-19.

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2010Connected Stocks. (2010). Polk, Christopher ; Anton, Miguel . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp651.

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2010Issuer Quality and Corporate Bond Returns. (2010). Greenwood, Robin ; Hanson, Samuel G.. In: Harvard Business School Working Papers. RePEc:hbs:wpaper:11-065.

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2010Does diversification increase or decrease bank risk and performance? Evidence on diversification and the risk-return tradeoff in banking. (2010). Zhou, Mingming ; Korhonen, Iikka ; HASAN, IFTEKHAR ; Berger, Allen N.. In: BOFIT Discussion Papers. RePEc:hhs:bofitp:2010_009.

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2010Going for broke: New Century Financial Corporation, 2004-2006. (2010). Sraer, David ; Landier, Augustin ; Thesmar, David . In: IDEI Working Papers. RePEc:ide:wpaper:23653.

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2010Home Country Bias: Does Domestic Experience Help Investors Enter Foreign Markets?. (2010). Mendes, Victor ; Abreu, Margarida ; Santos, Joo A.. In: Working Papers Department of Economics. RePEc:ise:isegwp:wp22010.

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2010Dynamic Incentive Contracts under Parameter Uncertainty. (2010). Prat, Julien ; Jovanovic, Boyan. In: IZA Discussion Papers. RePEc:iza:izadps:dp5323.

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2010The Public Perception and Normative Valuation of Executive Compensation: An International Comparison. (2010). Kuhn, Andreas . In: NRN working papers. RePEc:jku:nrnwps:2010_13.

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2010The Role of Corruption, Culture, and Law in Investment Fund Manager Fees. (2010). NAJAR, Dorra ; Johan, Sofia. In: Journal of Business Ethics. RePEc:kap:jbuset:v:95:y:2010:i:2:p:147-172.

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2010The Effect of Uncertain Labor Income and Social Security on Life-cycle Portfolios. (2010). Mitchell, Olivia ; Maurer, Raimond ; Rogalla, Ralph . In: NBER Working Papers. RePEc:nbr:nberwo:15682.

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2010Macroeconomic Conditions and the Puzzles of Credit Spreads and Capital Structure. (2010). Chen, Hui. In: NBER Working Papers. RePEc:nbr:nberwo:16151.

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2010Understanding Markups in the Open Economy under Bertrand Competition. (2010). Russ, Katheryn ; de Blas, Beatriz. In: NBER Working Papers. RePEc:nbr:nberwo:16587.

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2010Predictability of Returns and Cash Flows. (2010). Van Nieuwerburgh, Stijn ; koijen, ralph ; Ralph S. J. Koijen, . In: NBER Working Papers. RePEc:nbr:nberwo:16648.

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2010Dynamic Incentive Contracts Under Parameter Uncertainty. (2010). Prat, Julien ; Jovanovic, Boyan. In: NBER Working Papers. RePEc:nbr:nberwo:16649.

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2010Behavioral economics as applied to firms: a primer. (2010). Huck, Steffen ; Armstrong, Mark. In: MPRA Paper. RePEc:pra:mprapa:20356.

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2010Asset Pricing - A Brief Review. (2010). Li, Minqiang. In: MPRA Paper. RePEc:pra:mprapa:22379.

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2010Medium and Long-Term Participation in Microcredit: An Evaluation Using a New Panel Dataset from Bangladesh. (2010). Islam, Asadul. In: MPRA Paper. RePEc:pra:mprapa:24950.

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2010Flight to Liquidity and Global Equity Returns. (2010). Sarkissian, Sergei ; Goyenko, Ruslan . In: MPRA Paper. RePEc:pra:mprapa:27546.

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2010Giants at the Gate: On the Cross-section of Private Equity Investment Returns. (2010). phalippou, ludovic ; Lopez-de-Silanes, Florencio ; Lopez-de-Silanes, Florencio, ; Gottschalg, Olivier . In: MPRA Paper. RePEc:pra:mprapa:28487.

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2010Opening the Black Box: Internal Capital Markets and Managerial Power. (2010). Lopez-de-Silanes, Florencio ; Lopez-de-Silanes, Florencio, ; Sautner, Zacharias ; Glaser, Markus . In: MPRA Paper. RePEc:pra:mprapa:28488.

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2010The demographics of fund turnover. (2010). Sarkissian, Sergei ; Christoffersen, Susan. In: MPRA Paper. RePEc:pra:mprapa:28651.

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2010The Research Agenda: Martin Schneider on Multiple Priors Preferences and Financial Markets. (2010). Schneider, Martin . In: EconomicDynamics Newsletter. RePEc:red:ecodyn:v:11:y:2010:i:2:agenda.

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2010Sovereign Risk Premia. (2010). Verdelhan, Adrien ; Borri, Nicola. In: 2010 Meeting Papers. RePEc:red:sed010:1122.

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2010Corporate Taxes, Leverage, and Business Cycles. (2010). Gomes, João ; Yaron, Amir ; Glover, Brent . In: 2010 Meeting Papers. RePEc:red:sed010:1261.

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2010Asset Pricing and Housing Supply in a Production Economy. (2010). Jaccard, Ivan . In: 2010 Meeting Papers. RePEc:red:sed010:605.

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2010.

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2010Going for broke: New Century Financial Corporation, 2004-2006. (2010). Sraer, David ; Landier, Augustin ; Thesmar, David . In: TSE Working Papers. RePEc:tse:wpaper:23478.

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2010Antiretroviral Therapy and Demand for HIV Testing: Evidence from Zambia. (2010). Heim, Bradley ; Cole, Adam . In: Department of Economics Working Papers. RePEc:wil:wileco:2010-24.

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2010Do Investment Banks Relationships with Investors Impact Pricing? The Case of Convertible Bond Issues. (2010). Henderson, Brian ; Tookes, Heather . In: Yale School of Management Working Papers. RePEc:ysm:somwrk:amz2667.

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2010Overconfidence among professional investors: Evidence from mutual fund managers. (2010). Putz, Alexander ; Ruenzi, Stefan . In: CFR Working Papers. RePEc:zbw:cfrwps:0808r.

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2010Cash flow and discount rate risk in up and down markets: What is actually priced?. (2010). Lucas, André ; Kräussl, Roman ; Botshekan, Mahmoud ; Kraussl, Roman . In: CFS Working Paper Series. RePEc:zbw:cfswop:201020.

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Recent citations received in: 2009


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2009Competition and Relationship Lending: Friends or Foes?. (2009). Zazzaro, Alberto ; Presbitero, Andrea. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:13.

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2009Loan Officers and Relationship Lending to SMEs. (2009). Yamori, Nobuyoshi ; Udell, Gregory ; Uchida, Hirofumi. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:16.

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2009Risk Concentration and Diversification: Second-Order Properties. (2009). Lambrigger, Dominik D. ; Degen, Matthias ; Segers, Johan . In: Papers. RePEc:arx:papers:0910.2367.

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2009The Effects of Uncertainty and Corporate Governance on Firms Demand for Liquidity. (2009). Chakraborty, Atreya ; Baum, Christopher ; Liu, Boyan . In: Boston College Working Papers in Economics. RePEc:boc:bocoec:726.

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2009The spatial structure of the financial development in Brazil. (2009). Crocco, Marco ; Amaral, Pedro ; Santos, Fabiana . In: Textos para Discussão Cedeplar-UFMG. RePEc:cdp:texdis:td361.

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2009Is the Stability of Leverage Ratios Determined by the Stability of the Economy?. (2009). Shamshur, Anastasiya. In: CERGE-EI Working Papers. RePEc:cer:papers:wp393.

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2009State Ownership and Control in the Czech Republic. (2009). Kočenda, Evžen ; Hanousek, Jan ; Kocenda, Even . In: CESifo Working Paper Series. RePEc:ces:ceswps:_2801.

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2009Taxation and Market Power. (2009). Müller, Wieland ; Konrad, Kai ; Morath, Florian ; Muller, Wieland . In: CESifo Working Paper Series. RePEc:ces:ceswps:_2880.

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2009A Network Model of Super-systemic Crises. (2009). Kapadia, Sujit ; Gai, Prasanna . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:542.

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2009Option-Implied Measures of Equity Risk. (2009). Christoffersen, Peter ; Chang, Bo-Young ; Jacobs, Kris ; Vainberg, Gregory . In: CIRANO Working Papers. RePEc:cir:cirwor:2009s-33.

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2009On the Fortunes of Stock Exchanges and Their Reversals: Evidence from Foreign Listings. (2009). Giannetti, Mariassunta ; Fernandes, Nuno . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:7308.

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2009Gender and Banking: Are Women Better Loan Officers?. (2009). Beck, Thorsten ; Guttler, Andre ; Behr, Patrick . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:7409.

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2009Disasters implied by equity index options. (2009). Martin, Ian ; Chernov, Mikhail ; Backus, David. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:7416.

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2009Managerial Incentives and Stock Price Manipulation. (2009). Roell, Ailsa A ; Peng, Lin . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:7442.

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2009Dynamic Incentive Accounts. (2009). Gabaix, Xavier ; Edmans, Alex ; Sannikov, Yuliy ; Sadzik, Tomasz . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:7497.

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2009Asset fire sales and purchases and the international transmission of financial shocks. (2009). Ramadorai, Tarun ; Jotikasthira, Chotibhak ; Lundblad, Christian T.. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:7595.

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2009Behavioral Heterogeneity in the Option Market. (2009). Zwinkels, Remco ; Lehnert, Thorsten ; Frijns, Bart. In: LSF Research Working Paper Series. RePEc:crf:wpaper:09-07.

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2009The wage impact of immigration in Germany - new evidence for skill groups and occupations. (2009). Steinhardt, Max. In: Development Working Papers. RePEc:csl:devewp:273.

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2009The Leverage Cycle. (2009). Geanakoplos, John . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1715.

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2009Where Angels Fear to Trade: The Role of Religion in Household Finance. (2009). Renneboog, Luc ; Spaenjers, C. ; Renneboog, L. D. R., . In: Discussion Paper. RePEc:dgr:kubcen:200934.

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2009Auctioned IPOs: The U.S. Evidence. (2009). Degeorge, Francois ; Womack, K. L. ; Derrien, F.. In: Discussion Paper. RePEc:dgr:kubcen:200937s.

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2009Back to Basics in Banking? A Micro-Analysis of Banking System Stability. (2009). De Jonghe, Olivier. In: Discussion Paper. RePEc:dgr:kubcen:200945s.

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2009Understanding Internal Capital Markets and Corporate Policies. (2009). Cremers, M. ; Sautner, Z. ; Huang, R.. In: Discussion Paper. RePEc:dgr:kubcen:200947s.

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2009Gender and Banking: Are Women Better Loan Officers?. (2009). Beck, Thorsten ; Guttler, A. ; Behr, P. ; Beck, T. H. L., . In: Discussion Paper. RePEc:dgr:kubcen:200963.

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2009How Important Are Risk-Taking Incentives in Executive Compensation?. (2009). Yu, Ko-Chia . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2009076.

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2009La convergence des systèmes nationaux de gouvernance:une perspective contingente. (2009). Charreaux, Gerard. In: Working Papers FARGO. RePEc:dij:wpfarg:1090701.

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2009Bank Ownership, Firm Value and Firm Capital Structure in Europe. (2009). Vander Vennet, Rudi ; Baert, Lieven . In: Working Paper / FINESS. RePEc:diw:diwfin:diwfin02020.

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2009When liquidity risk becomes a macro-prudential issue: Empirical evidence of bank behaviour. (2009). End, Jan Willem ; van den End, Jan Willem ; Tabbae, Mostafa . In: DNB Working Papers. RePEc:dnb:dnbwpp:230.

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2009Financial Leverage and Market Volatility with Diverse Beliefs. (2009). Wang, Frank Yong ; Guo, Wen-Chung ; Wu, Ho-Mou . In: Finance Working Papers. RePEc:eab:financ:22887.

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2009Liquidity (risk) concepts: definitions and interactions. (2009). Nikolaou, Kleopatra . In: Working Paper Series. RePEc:ecb:ecbwps:20091008.

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2009Determinants of government bond spreads in new EU countries. (2009). Bunda, Irina ; Ferrando, Annalisa ; Alexopoulou, Ioana . In: Working Paper Series. RePEc:ecb:ecbwps:20091093.

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2009Liquidity hoarding and interbank market spreads: the role of counterparty risk. (2009). Holthausen, Cornelia ; Hoerova, Marie ; Heider, Florian. In: Working Paper Series. RePEc:ecb:ecbwps:20091126.

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2009The Janus-headed salvation: sovereign and bank credit risk premia during 2008-09. (2009). Lemke, Wolfgang ; Ejsing, Jacob W.. In: Working Paper Series. RePEc:ecb:ecbwps:20091127.

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2009What explains the surge in euro area sovereign spreads during the financial crisis of 2007-09?. (2009). Checherita Westphal, Cristina ; Nickel, Christiane ; Attinasi, Maria-Grazia . In: Working Paper Series. RePEc:ecb:ecbwps:20091131.

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2009The State of Corporate Governance Research. (2009). Weisbach, Michael ; Bebchuk, Lucian. In: Working Paper Series. RePEc:ecl:ohidic:2009-21.

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2009The crisis of fair-value accounting: Making sense of the recent debate. (2009). Leuz, Christian ; Laux, Christian . In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:34:y:2009:i:6-7:p:826-834.

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2009An examination of IPO secondary market returns. (2009). Bradley, Daniel J. ; Highfield, Michael J. ; Roskelley, Kenneth D. ; Gonas, John S.. In: Journal of Corporate Finance. RePEc:eee:corfin:v:15:y:2009:i:3:p:316-330.

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2009Historical market-to-book in a partial adjustment model of leverage. (2009). Liu, Laura Xiaolei . In: Journal of Corporate Finance. RePEc:eee:corfin:v:15:y:2009:i:5:p:602-612.

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2009Growth and risk at the industry level: The real effects of financial liberalization. (2009). Thoenig, Mathias ; Ranciere, Romain ; Levchenko, Andrei. In: Journal of Development Economics. RePEc:eee:deveco:v:89:y:2009:i:2:p:210-222.

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2009Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation. (2009). Salmon, Mark ; Kozhan, Roman . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:33:y:2009:i:5:p:1106-1122.

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2009Institutional ownership and credit spreads: An information asymmetry perspective. (2009). zhang, gaiyan ; Wang, Ashley W.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:16:y:2009:i:4:p:597-612.

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2009Measures of implicit trading costs and buy-sell asymmetry. (2009). Hu, Gang . In: Journal of Financial Markets. RePEc:eee:finmar:v:12:y:2009:i:3:p:418-437.

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2009Systematic noise. (2009). Barber, Brad M. ; Odean, Terrance ; Zhu, Ning . In: Journal of Financial Markets. RePEc:eee:finmar:v:12:y:2009:i:4:p:547-569.

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2009Liquidity and capital structure. (2009). Lipson, Marc L. ; Mortal, Sandra . In: Journal of Financial Markets. RePEc:eee:finmar:v:12:y:2009:i:4:p:611-644.

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2009Tightening corporate governance. (2009). Windsor, Duane . In: Journal of International Management. RePEc:eee:intman:v:15:y:2009:i:3:p:306-316.

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2009Earnings quality: Some evidence on the role of auditor tenure and auditors industry expertise. (2009). Jaggi, Bikki ; Fung, Simon Yu Kit, ; Gul, Ferdinand A.. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:47:y:2009:i:3:p:265-287.

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2009How does financial reporting quality relate to investment efficiency?. (2009). Hilary, Gilles ; Biddle, Gary C. ; Verdi, Rodrigo S.. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:48:y:2009:i:2-3:p:112-131.

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2009Estimation and empirical properties of a firm-year measure of accounting conservatism. (2009). Khan, Mozaffar ; Watts, Ross L.. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:48:y:2009:i:2-3:p:132-150.

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2009Auditor choice in privatized firms: Empirical evidence on the role of state and foreign owners. (2009). Pittman, Jeffrey A. ; Saffar, Walid ; Guedhami, Omrane . In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:48:y:2009:i:2-3:p:151-171.

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2009Internal control and management guidance. (2009). Li, Chan ; McVay, Sarah ; Feng, Mei . In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:48:y:2009:i:2-3:p:190-209.

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2009Propping and tunneling: Empirical evidence from Japanese keiretsu. (2009). McGuire, Jean ; Dow, Sandra . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:10:p:1817-1828.

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2009The delegated portfolio management problem: Reputation and herding. (2009). Villatoro, Félix. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:11:p:2062-2069.

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2009How corporate governance affects payout policy under agency problems and external financing constraints. (2009). Lee, Eun Jung ; Kim, Sungmin ; Chae, Joon . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:11:p:2093-2101.

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2009Firm performance and mutual fund voting. (2009). Ng, Lilian ; Wang, Qinghai ; Zaiats, Nataliya . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:12:p:2207-2217.

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2009Agency costs, governance, and organizational forms: Evidence from the mutual fund industry. (2009). Ferris, Stephen P. ; Yan, Xuemin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:4:p:619-626.

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2009Institutional ownership, volatility and dividends. (2009). Smith, Daniel ; Rubin, Amir . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:4:p:627-639.

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2009Strong boards, CEO power and bank risk-taking. (2009). Pathan, Shams. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:7:p:1340-1350.

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2009Information, sophistication, and foreign versus domestic investors performance. (2009). Liu, Yu-Jane ; Johnson, Shane ; Lin, Ji-Chai ; Chen, Li-Wen . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:9:p:1636-1651.

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2009Catering effects in corporate dividend policy: The international evidence. (2009). Jayaraman, Narayanan ; Ferris, Stephen P. ; Sabherwal, Sanjiv . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:9:p:1730-1738.

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2009Experts online: An analysis of trading activity in a public Internet chat room. (2009). Mizrach, Bruce ; Weerts, Susan . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:70:y:2009:i:1-2:p:266-281.

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2009Collateral pricing. (2009). Benmelech, Efraim ; Bergman, Nittai K.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:91:y:2009:i:3:p:339-360.

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2009Accruals, cash flows, and aggregate stock returns. (2009). Teoh, Siew Hong ; Hirshleifer, David ; Hou, Kewei . In: Journal of Financial Economics. RePEc:eee:jfinec:v:91:y:2009:i:3:p:389-406.

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2009Caught on tape: Institutional trading, stock returns, and earnings announcements. (2009). Ramadorai, Tarun ; Campbell, John ; Schwartz, Allie . In: Journal of Financial Economics. RePEc:eee:jfinec:v:92:y:2009:i:1:p:66-91.

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2009Creditor control rights and firm investment policy. (2009). Sufi, Amir ; Nini, Greg ; Smith, David C.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:92:y:2009:i:3:p:400-420.

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2009It pays to have friends. (2009). Hwang, Byoung-Hyoun ; Kim, Seoyoung . In: Journal of Financial Economics. RePEc:eee:jfinec:v:93:y:2009:i:1:p:138-158.

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2009Renegotiation of financial contracts: Evidence from private credit agreements. (2009). Sufi, Amir ; Roberts, Michael. In: Journal of Financial Economics. RePEc:eee:jfinec:v:93:y:2009:i:2:p:159-184.

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2009Cosmetic mergers: The effect of style investing on the market for corporate control. (2009). Zhang, Lei ; Massa, Massimo . In: Journal of Financial Economics. RePEc:eee:jfinec:v:93:y:2009:i:3:p:400-427.

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2009Cost of capital effects and changes in growth expectations around U.S. cross-listings. (2009). Leuz, Christian ; Hail, Luzi . In: Journal of Financial Economics. RePEc:eee:jfinec:v:93:y:2009:i:3:p:428-454.

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2009Liquidity risk and syndicate structure. (2009). Gatev, Evan ; Strahan, Philip E.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:93:y:2009:i:3:p:490-504.

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2009The market for corporate control and the cost of debt. (2009). Qiu, Jiaping ; Yu, Fan . In: Journal of Financial Economics. RePEc:eee:jfinec:v:93:y:2009:i:3:p:505-524.

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2009Cross-section of option returns and volatility. (2009). Goyal, Amit ; Saretto, Alessio . In: Journal of Financial Economics. RePEc:eee:jfinec:v:94:y:2009:i:2:p:310-326.

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2009Private matters. (2009). Packer, Frank ; Helwege, Jean . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:18:y:2009:i:3:p:362-383.

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2009Prohibitions on punishments in private contracts. (2009). Newman, Andrew ; Bond, Philip . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:18:y:2009:i:4:p:526-540.

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2009Bank borrowing and corporate risk management. (2009). Lookman, Aziz A.. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:18:y:2009:i:4:p:632-649.

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2009The financial crisis of 2008 in fixed-income markets. (2009). Tkac, Paula ; Dwyer, Gerald. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:28:y:2009:i:8:p:1293-1316.

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2009Does national culture affect international corporate cash holdings?. (2009). Noorbakhsh, Abbas ; Chang, Kiyoung . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:19:y:2009:i:5:p:323-342.

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2009Transmission of shocks from cross-listed markets to the return and volatility of domestic stocks. (2009). Jithendranathan, Thadavillil ; Jaiswal-Dale, Ameeta . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:19:y:2009:i:5:p:395-408.

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2009The implications of liquidity and order flows for neoclassical finance. (2009). Subrahmanyam, Avanidhar. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:17:y:2009:i:5:p:527-532.

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2009Information and trade sizes: The case of short sales. (2009). Blau, Benjamin ; Van Ness, Robert A.. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:49:y:2009:i:4:p:1371-1388.

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2009Is the secondary loan market valuable to borrowers?. (2009). santos, joao ; Nigro, Peter ; Santos, João A. C., . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:49:y:2009:i:4:p:1410-1428.

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2009Agency problems in stock market-driven acquisitions. (2009). Jo, Hoje ; Tsai, Shih-Chuan ; Fung, Scott . In: Review of Accounting and Finance. RePEc:eme:rafpps:v:8:y:2009:i:4:p:388-430.

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2009A Simple Model of the Financial Crisis of 2007-9 with Implications for the Design of a Stimulus Package. (2009). Basu, Kaushik. In: Working Papers. RePEc:ess:wpaper:id:2179.

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2009Competition or collaboration? The reciprocity effect in loan syndication. (2009). Cai, Jian . In: Working Paper. RePEc:fip:fedcwp:0909.

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2009Broker-dealer risk appetite and commodity returns. (2009). Etula, Erkko. In: Staff Reports. RePEc:fip:fednsr:406.

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2009Selection and Serial Entrepreneurs. (2009). Chen, Jing. In: Working Papers. RePEc:fiu:wpaper:0913.

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2009Financial market failures and public policies. (2009). Gonzalez-Paramo, Jose Manuel . In: Hacienda Pública Española. RePEc:hpe:journl:y:2009:v:190:i:3:p:127-156.

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2009Screening in New Credit Markets: Can Individual Lenders Infer Borrower Creditworthiness in Peer-to-Peer Lending?. (2009). Luttmer, Erzo ; Khwaja, Asim ; Iyer, Rajkamal ; Luttmer, Erzo F. P., ; Shue, Kelly . In: Scholarly Articles. RePEc:hrv:hksfac:4448882.

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2009Incorporating the Dynamics of Leverage into Default Prediction. (2009). Maurer, Alina ; Loffler, Gunter . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2009-024.

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2009Innovation and Financial Globalisation. (2009). Lane, Philip ; CEPR, ; Philip R. Lane IIIS, Trinity College Dublin, . In: The Institute for International Integration Studies Discussion Paper Series. RePEc:iis:dispap:iiisdp299.

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2009Interbank Lending, Credit-Risk Premia, and Collateral. (2009). Hoerova, Marie ; Heider, Florian. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2009:q:4:a:1.

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2009Euro Area Sovereign Risk During the Crisis. (2009). Sgherri, Silvia ; Zoli, Edda . In: IMF Working Papers. RePEc:imf:imfwpa:09/222.

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2009Global Market Conditions and Systemic Risk. (2009). Hesse, Heiko ; Gonzlez-Hermosillo, Brenda . In: IMF Working Papers. RePEc:imf:imfwpa:09/230.

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2009Three Cycles: Housing, Credit, and Real Activity. (2009). Tamirisa, Natalia ; Nadal De Simone, Francisco ; Kabundi, Alain ; Igan, Deniz ; Pinheiro, Marcelo . In: IMF Working Papers. RePEc:imf:imfwpa:09/231.

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2009Attitudes toward Uncertainty among the Poor: Evidence from Rural Ethiopia. (2009). Trautmann, Stefan ; Martinsson, Peter ; Akay, Alpaslan ; Medhin, Haileselassie . In: IZA Discussion Papers. RePEc:iza:izadps:dp4225.

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2009Investor Protection and the Value of Shares: Evidence from Statutory Rules Governing Variations of Shareholders Class Rights in Russia. (2009). Муравьев, Александр. In: IZA Discussion Papers. RePEc:iza:izadps:dp4669.

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2009Informational Efficiency: Which Institutions Matter?. (2009). Chen, Tao. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:16:y:2009:i:2:p:141-168.

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2009The Business Ethics of Short Selling and Naked Short Selling. (2009). Angel, James ; McCabe, Douglas . In: Journal of Business Ethics. RePEc:kap:jbuset:v:85:y:2009:i:1:p:239-249.

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More than 100 citations. List broken...

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