[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]
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  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 |
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Most cited documents in this series:
Year | Title | Cited |
---|---|---|
1997 |
Legal Determinants of External Finance.. (1997). Vishny, Robert ; Shleifer, Andrei ; Lopez-de-Silanes, Florencio ; La Porta, Rafael. In: Journal of Finance. RePEc:bla:jfinan:v:52:y:1997:i:3:p:1131-50. Full description at Econpapers || Download paper | 1521 |
1992 |
The Cross-Section of Expected Stock Returns.. (1992). French, Kenneth ; Fama, Eugene. In: Journal of Finance. RePEc:bla:jfinan:v:47:y:1992:i:2:p:427-65. Full description at Econpapers || Download paper | 1477 |
1997 |
A Survey of Corporate Governance.. (1997). Vishny, Robert ; Shleifer, Andrei. In: Journal of Finance. RePEc:bla:jfinan:v:52:y:1997:i:2:p:737-83. Full description at Econpapers || Download paper | 1345 |
1974 | On the Pricing of Corporate Debt: The Risk Structure of Interest Rates.. (1974). merton, robert. In: Journal of Finance. RePEc:bla:jfinan:v:29:y:1974:i:2:p:449-70. Full description at Econpapers || Download paper | 1229 |
1970 | Efficient Capital Markets: A Review of Theory and Empirical Work.. (1970). Fama, Eugene. In: Journal of Finance. RePEc:bla:jfinan:v:25:y:1970:i:2:p:383-417. Full description at Econpapers || Download paper | 1217 |
1999 | Corporate Ownership Around the World. (1999). Shleifer, Andrei ; Lopez-de-Silanes, Florencio ; La Porta, Rafael. In: Journal of Finance. RePEc:bla:jfinan:v:54:y:1999:i:2:p:471-517. Full description at Econpapers || Download paper | 1200 |
1997 |
On Persistence in Mutual Fund Performance.. (1997). Carhart, Mark. In: Journal of Finance. RePEc:bla:jfinan:v:52:y:1997:i:1:p:57-82. Full description at Econpapers || Download paper | 1156 |
1952 | PORTFOLIO SELECTION. (1952). Markowitz, Harry. In: Journal of Finance. RePEc:bla:jfinan:v:7:y:1952:i:1:p:77-91. Full description at Econpapers || Download paper | 1103 |
1964 | CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK. (1964). Sharpe, William F.. In: Journal of Finance. RePEc:bla:jfinan:v:19:y:1964:i:3:p:425-442. Full description at Econpapers || Download paper | 935 |
1993 |
On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks.. (1993). Jagannathan, Ravi ; Runkle, David E ; Glosten, Lawrence R. In: Journal of Finance. RePEc:bla:jfinan:v:48:y:1993:i:5:p:1779-1801. Full description at Econpapers || Download paper | 892 |
1994 |
The Benefits of Lending Relationships: Evidence from Small Business Data.. (1994). Rajan, Raghuram ; Petersen, Mitchell. In: Journal of Finance. RePEc:bla:jfinan:v:49:y:1994:i:1:p:3-37. Full description at Econpapers || Download paper | 815 |
1993 |
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency.. (1993). Titman, Sheridan ; Jegadeesh, Narasimhan . In: Journal of Finance. RePEc:bla:jfinan:v:48:y:1993:i:1:p:65-91. Full description at Econpapers || Download paper | 810 |
1993 |
Measuring and Testing the Impact of News on Volatility.. (1993). Engle, Robert. In: Journal of Finance. RePEc:bla:jfinan:v:48:y:1993:i:5:p:1749-78. Full description at Econpapers || Download paper | 717 |
1996 |
Multifactor Explanations of Asset Pricing Anomalies.. (1996). French, Kenneth ; Fama, Eugene. In: Journal of Finance. RePEc:bla:jfinan:v:51:y:1996:i:1:p:55-84. Full description at Econpapers || Download paper | 715 |
1995 |
What Do We Know about Capital Structure? Some Evidence from International Data.. (1995). Zingales, Luigi ; Rajan, Raghuram. In: Journal of Finance. RePEc:bla:jfinan:v:50:y:1995:i:5:p:1421-60. Full description at Econpapers || Download paper | 688 |
1985 |
Does the Stock Market Overreact?. (1985). Thaler, Richard ; De Bondt, Werner F M, . In: Journal of Finance. RePEc:bla:jfinan:v:40:y:1985:i:3:p:793-805. Full description at Econpapers || Download paper | 685 |
1989 |
Why Does Stock Market Volatility Change over Time?. (1989). Schwert, G.. In: Journal of Finance. RePEc:bla:jfinan:v:44:y:1989:i:5:p:1115-53. Full description at Econpapers || Download paper | 642 |
1991 |
Efficient Capital Markets: II.. (1991). Fama, Eugene. In: Journal of Finance. RePEc:bla:jfinan:v:46:y:1991:i:5:p:1575-617. Full description at Econpapers || Download paper | 634 |
1984 |
The Capital Structure Puzzle.. (1984). Myers, Stewart C. In: Journal of Finance. RePEc:bla:jfinan:v:39:y:1984:i:3:p:575-92. Full description at Econpapers || Download paper | 625 |
2002 | No Contagion, Only Interdependence: Measuring Stock Market Comovements. (2002). Rigobon, Roberto ; Forbes, Kristin. In: Journal of Finance. RePEc:bla:jfinan:v:57:y:2002:i:5:p:2223-2261. Full description at Econpapers || Download paper | 602 |
1987 |
The Pricing of Options on Assets with Stochastic Volatilities.. (1987). White, Alan ; Hull, John C. In: Journal of Finance. RePEc:bla:jfinan:v:42:y:1987:i:2:p:281-300. Full description at Econpapers || Download paper | 568 |
1977 | Informational Asymmetries, Financial Structure, and Financial Intermediation.. (1977). Leland, Hayne ; Pyle, David H. In: Journal of Finance. RePEc:bla:jfinan:v:32:y:1977:i:2:p:371-87. Full description at Econpapers || Download paper | 545 |
1993 |
The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems.. (1993). Jensen, Michael. In: Journal of Finance. RePEc:bla:jfinan:v:48:y:1993:i:3:p:831-80. Full description at Econpapers || Download paper | 534 |
2000 | Foreign Speculators and Emerging Equity Markets. (2000). Harvey, Campbell ; Bekaert, Geert. In: Journal of Finance. RePEc:bla:jfinan:v:55:y:2000:i:2:p:565-613. Full description at Econpapers || Download paper | 509 |
1997 |
The Limits of Arbitrage.. (1997). Vishny, Robert ; Shleifer, Andrei. In: Journal of Finance. RePEc:bla:jfinan:v:52:y:1997:i:1:p:35-55. Full description at Econpapers || Download paper | 509 |
1992 |
Insiders and Outsiders: The Choice between Informed and Arms-Length Debt.. (1992). Rajan, Raghuram. In: Journal of Finance. RePEc:bla:jfinan:v:47:y:1992:i:4:p:1367-400. Full description at Econpapers || Download paper | 505 |
1987 |
A Simple Model of Capital Market Equilibrium with Incomplete Information.. (1987). merton, robert. In: Journal of Finance. RePEc:bla:jfinan:v:42:y:1987:i:3:p:483-510. Full description at Econpapers || Download paper | 500 |
2002 | Investor Protection and Corporate Valuation. (2002). Vishny, Robert ; Shleifer, Andrei ; Lopez-de-Silanes, Florencio ; La Porta, Rafael. In: Journal of Finance. RePEc:bla:jfinan:v:57:y:2002:i:3:p:1147-1170. Full description at Econpapers || Download paper | 489 |
1991 |
Inferring Trade Direction from Intraday Data.. (1991). Ready, Mark ; Lee, Charles. In: Journal of Finance. RePEc:bla:jfinan:v:46:y:1991:i:2:p:733-46. Full description at Econpapers || Download paper | 487 |
1998 | Investor Psychology and Security Market Under- and Overreactions. (1998). Subrahmanyam, Avanidhar ; Hirshleifer, David ; Daniel, Kent . In: Journal of Finance. RePEc:bla:jfinan:v:53:y:1998:i:6:p:1839-1885. Full description at Econpapers || Download paper | 485 |
1988 |
The Determinants of Capital Structure Choice.. (1988). Titman, Sheridan ; Wessels, Roberto. In: Journal of Finance. RePEc:bla:jfinan:v:43:y:1988:i:1:p:1-19. Full description at Econpapers || Download paper | 477 |
1991 |
The Theory of Capital Structure.. (1991). Harris, Milton ; Raviv, Artur . In: Journal of Finance. RePEc:bla:jfinan:v:46:y:1991:i:1:p:297-355. Full description at Econpapers || Download paper | 477 |
2004 | Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles. (2004). Yaron, Amir ; Bansal, Ravi. In: Journal of Finance. RePEc:bla:jfinan:v:59:y:2004:i:4:p:1481-1509. Full description at Econpapers || Download paper | 470 |
1995 |
The New Issues Puzzle.. (1995). Ritter, Jay ; Loughran, Tim . In: Journal of Finance. RePEc:bla:jfinan:v:50:y:1995:i:1:p:23-51. Full description at Econpapers || Download paper | 464 |
1977 | Debt and Taxes.. (1977). Miller, Merton. In: Journal of Finance. RePEc:bla:jfinan:v:32:y:1977:i:2:p:261-75. Full description at Econpapers || Download paper | 449 |
1961 | COUNTERSPECULATION, AUCTIONS, AND COMPETITIVE SEALED TENDERS. (1961). Vickrey, William . In: Journal of Finance. RePEc:bla:jfinan:v:16:y:1961:i:1:p:8-37. Full description at Econpapers || Download paper | 445 |
1968 | FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY. (1968). Altman, Edward I.. In: Journal of Finance. RePEc:bla:jfinan:v:23:y:1968:i:4:p:589-609. Full description at Econpapers || Download paper | 441 |
Time-Varying World Market Integration.. (1995). Harvey, Campbell ; Bekaert, Geert. In: Journal of Finance. RePEc:bla:jfinan:v:50:y:1995:i:2:p:403-44. Full description at Econpapers || Download paper | 433 | |
1998 | Law, Finance, and Firm Growth. (1998). Maksimovic, Vojislav ; Demirguc-Kunt, Asli. In: Journal of Finance. RePEc:bla:jfinan:v:53:y:1998:i:6:p:2107-2137. Full description at Econpapers || Download paper | 428 |
1990 |
Asymmetric Information, Bank Lending, and Implicit Contracts: A Stylized Model of Customer Relationships.. (1990). Sharpe, Steven. In: Journal of Finance. RePEc:bla:jfinan:v:45:y:1990:i:4:p:1069-87. Full description at Econpapers || Download paper | 409 |
1991 |
The Term Structure as a Predictor of Real Economic Activity.. (1991). HARDOUVELIS, GIKAS ; Estrella, Arturo. In: Journal of Finance. RePEc:bla:jfinan:v:46:y:1991:i:2:p:555-76. Full description at Econpapers || Download paper | 402 |
1990 |
Positive Feedback Investment Strategies and Destabilizing Rational Speculation.. (1990). Summers, Lawrence ; Shleifer, Andrei ; DeLong, James. In: Journal of Finance. RePEc:bla:jfinan:v:45:y:1990:i:2:p:379-95. Full description at Econpapers || Download paper | 401 |
1994 |
Contrarian Investment, Extrapolation, and Risk.. (1994). Vishny, Robert ; Shleifer, Andrei ; Lakonishok, Josef . In: Journal of Finance. RePEc:bla:jfinan:v:49:y:1994:i:5:p:1541-78. Full description at Econpapers || Download paper | 398 |
1998 | Are Investors Reluctant to Realize Their Losses?. (1998). Odean, Terrance . In: Journal of Finance. RePEc:bla:jfinan:v:53:y:1998:i:5:p:1775-1798. Full description at Econpapers || Download paper | 390 |
2001 | Extreme Correlation of International Equity Markets. (2001). LONGIN, Franois . In: Journal of Finance. RePEc:bla:jfinan:v:56:y:2001:i:2:p:649-676. Full description at Econpapers || Download paper | 390 |
1992 |
Liquidation Values and Debt Capacity: A Market Equilibrium Approach.. (1992). Vishny, Robert ; Shleifer, Andrei. In: Journal of Finance. RePEc:bla:jfinan:v:47:y:1992:i:4:p:1343-66. Full description at Econpapers || Download paper | 375 |
1993 |
Risk Management: Coordinating Corporate Investment and Financing Policies.. (1993). Stein, Jeremy ; Scharfstein, David ; Froot, Kenneth. In: Journal of Finance. RePEc:bla:jfinan:v:48:y:1993:i:5:p:1629-58. Full description at Econpapers || Download paper | 374 |
2002 | Disentangling the Incentive and Entrenchment Effects of Large Shareholdings. (2002). Lang, Larry ; Djankov, Simeon ; Claessens, Stijn. In: Journal of Finance. RePEc:bla:jfinan:v:57:y:2002:i:6:p:2741-2771. Full description at Econpapers || Download paper | 371 |
1988 |
Stock Prices, Earnings, and Expected Dividends.. (1988). Shiller, Robert ; Campbell, John. In: Journal of Finance. RePEc:bla:jfinan:v:43:y:1988:i:3:p:661-76. Full description at Econpapers || Download paper | 371 |
2001 | Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk. (2001). Campbell, John. In: Journal of Finance. RePEc:bla:jfinan:v:56:y:2001:i:1:p:1-43. Full description at Econpapers || Download paper | 368 |
Citing documents used to compute impact factor 192:
Year | Title | See |
---|---|---|
2014 | Trading in derivatives when the underlying is scarce. (2014). Banerjee, Snehal ; Graveline, Jeremy J.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:3:p:589-608. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs. (2014). Uppal, Raman ; Vilkov, Grigory ; Buss, Adrian . In: SAFE Working Paper Series. RePEc:zbw:safewp:41. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | 60 Years of portfolio optimization: Practical challenges and current trends. (2014). Kolm, Petter N. ; Fabozzi, Frank J. ; Tutuncu, Reha . In: European Journal of Operational Research. RePEc:eee:ejores:v:234:y:2014:i:2:p:356-371. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Trading with Small Price Impact. (2014). Soner, Mete H. ; Muhle-Karbe, Johannes ; Moreau, Ludovic . In: Papers. RePEc:arx:papers:1402.5304. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Rebalancing with Linear and Quadratic Costs. (2014). Liu, Ren ; Weber, Marko ; Muhle-Karbe, Johannes . In: Papers. RePEc:arx:papers:1402.5306. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Banking deregulation, consolidation, and corporate cash holdings: U.S. evidence. (2014). Francis, Bill ; Wang, Haizhi ; Hasan, Iftekhar . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:41:y:2014:i:c:p:45-56. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | [Citation Analysis] | |
2014 | Creditor rights and capital structure: Evidence from international data. (2014). Cho, Seong-Soon ; Suh, Jungwon ; Guedhami, Omrane ; El Ghoul, Sadok . In: Journal of Corporate Finance. RePEc:eee:corfin:v:25:y:2014:i:c:p:40-60. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Forward-looking reaction to bank regulation. (2014). Herrala, Risto. In: Working Paper Series. RePEc:ecb:ecbwps:20141645. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | [Citation Analysis] | |
2014 | On bank credit risk: systemic or bank-specific? Evidence from the US and UK. (2014). Li, Junye ; Zinna, Gabriele . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_951_14. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | [Citation Analysis] | |
2014 | Internal capital market studies in empirical banking: Biases due to usage of assets instead of risk capital?. (2014). Glaser, Markus ; Riepe, Jan . In: Finance Research Letters. RePEc:eee:finlet:v:11:y:2014:i:1:p:47-53. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The MAX effect: European evidence. (2014). Walkshausl, Christian . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:42:y:2014:i:c:p:1-10. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Brand Capital and Firm Value. (2014). Lin, Xiaoji ; Belo, Frederico ; Vitorino, Maria Ana . In: Review of Economic Dynamics. RePEc:red:issued:12-71. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | [Citation Analysis] | |
2014 | Explaining the Association between Monitoring and Controversial CEO Pay Practices: an Optimal Contracting Perspective. (2014). Sahuguet, Nicolas ; Chaigneau, Pierre . In: Cahiers de recherche. RePEc:lvl:lacicr:1406. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience. (2014). Campbell, John ; Ranish, Benjamin ; Ramadorai, Tarun . In: NBER Working Papers. RePEc:nbr:nberwo:20000. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Winners in the spotlight: Media coverage of fund holdings as a driver of flows. (2014). Solomon, David H. ; SOSYURA, DENIS ; Soltes, Eugene . In: Journal of Financial Economics. RePEc:eee:jfinec:v:113:y:2014:i:1:p:53-72. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Are Household Investors Noise Traders: Evidence from Belief Dispersion and Stock Trading Volume. (2014). Li, Dan . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2014-35. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Durable Financial Regulation: Monitoring Financial Instruments as a Counterpart to Regulating Financial Institutions. (2014). Nakamura, Leonard . In: NBER Chapters. RePEc:nbr:nberch:12521. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Seasonality and idiosyncratic risk in mutual fund performance. (2014). Vidal-Garcia, Javier . In: European Journal of Operational Research. RePEc:eee:ejores:v:233:y:2014:i:3:p:613-624. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Which short-selling regulation is the least damaging to market efficiency? Evidence from Europe. (2014). Szafarz, Ariane ; Bernal, Oscar ; Herinckx, Astrid . In: International Review of Law and Economics. RePEc:eee:irlaec:v:37:y:2014:i:c:p:244-256. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Short-sales constraints and liquidity change: Cross-sectional evidence from the Hong Kong Market. (2014). Bai, Min ; Qin, Yafeng . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:26:y:2014:i:c:p:98-122. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | MIKROFINANÄNÃ REVOLUCE: AKTUÃLNÃ KONTROVERZE A VÃZVY. (2014). Janda, Karel ; Zetek, Pavel . In: MPRA Paper. RePEc:pra:mprapa:54098. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | [Citation Analysis] | |
2014 | Investment busts, reputation, and the temptation to blend in with the crowd. (2014). Grenadier, Steven R. ; Strebulaev, Ilya A. ; Malenko, Andrey . In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:1:p:137-157. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Coordinated strategic defaults and financial fragility in a costly state verification model. (2014). Carrasco, Vinicius ; Salgado, Pablo . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:23:y:2014:i:1:p:129-139. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Credit Risk Modeling Of Residential Mortgage Lending In Russia. (2014). Poroshina, Agatha M.. In: HSE Working papers. RePEc:hig:wpaper:30/fe/2014. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | . Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Predatory lending and the subprime crisis. (2014). Chomsisengphet, Souphala ; Evanoff, Douglas D. ; Ben-David, Itzhak ; Amromin, Gene ; Agarwal, Sumit . In: Journal of Financial Economics. RePEc:eee:jfinec:v:113:y:2014:i:1:p:29-52. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Sticky prices or economically-linked economies: The case of forecasting the Chinese stock market. (2014). Wohar, Mark ; Jordan, Steven J. ; Vivian, Andrew . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:41:y:2014:i:c:p:95-109. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The euro area sovereign debt crisis: Can contagion spread from the periphery to the core?. (2014). Gorea, Denis ; Radev, Deyan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:30:y:2014:i:c:p:78-100. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bringing cost transparency to the life annuity market. (2014). Donnelly, Catherine ; Nielsen, Jens Perch ; Guillen, Montserrat . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:56:y:2014:i:c:p:14-27. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | An Analysis of Price Discovery from Panel Data Models of CDS and Equity Returns. (2014). Sharma, Susan ; Narayan, Paresh Kumar ; Thuraisamy, Kannan . In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2014_08. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | An analysis of price discovery from panel data models of CDS and equity returns. (2014). Sharma, Susan ; Narayan, Paresh Kumar ; Thuraisamy, Kannan Sivananthan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:41:y:2014:i:c:p:167-177. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Soft power: the media industries in Britain since 1870. (2014). Bakker, Gerben. In: Economic History Working Papers. RePEc:ehl:wpaper:56333. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Financial stability policies for shadow banking. (2014). Adrian, Tobias. In: Staff Reports. RePEc:fip:fednsr:664. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Shadow Banking and Traditional Bank Lending: The Role of Implicit Guarantees. (2014). Gornicka, Lucyna . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20140035. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | [Citation Analysis] | |
2014 | Precious Metals Under the Microscope: A High-Frequency Analysis. (2014). Caporin, Massimiliano ; Velo, Gabriel G. ; Ranaldo, Angelo . In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:09. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Usefulness of Financial Variables in Predicting Exchange Rate Movements. (2014). Rossi, Jose ; Rossi, Jose Luiz Junior, . In: Insper Working Papers. RePEc:ibm:ibmecp:wpe_332. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Is there momentum or reversal in weekly currency returns?. (2014). Raza, Ahmad ; Visaltanachoti, Nuttawat ; Marshall, Ben R.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:45:y:2014:i:c:p:38-60. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | [Citation Analysis] | |
2014 | Least quartic Regression Criterion with Application to Finance. (2014). ARBIA, GIUSEPPE . In: Papers. RePEc:arx:papers:1403.4171. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | An Empirical Analysis of the Ross Recovery Theorem. (2014). Ludwig, Markus ; Huitema, Robert ; Audrino, Francesco . In: Economics Working Paper Series. RePEc:usg:econwp:2014:11. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Rare Booms and Disasters in a Multi-sector Endowment Economy. (2014). Wachter, Jessica ; Tsai, Jerry . In: NBER Working Papers. RePEc:nbr:nberwo:20062. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Antitakeover provisions, managerial entrenchment and firm innovation. (2014). Chakraborty, Atreya ; Rzakhanov, Zaur ; Sheikh, Shahbaz . In: Journal of Economics and Business. RePEc:eee:jebusi:v:72:y:2014:i:c:p:30-43. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | What is the Relation (if any) Between a Firms Corporate Governance Arrangements and its Financial Performance?. (2014). Wessels, Roberto E. ; Wansbeek, Tom J.. In: CESifo Working Paper Series. RePEc:ces:ceswps:_4599. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Financial development and innovation: Cross-country evidence. (2014). Xu, Yan ; Hsu, Po-Hsuan ; Tian, Xuan . In: Journal of Financial Economics. RePEc:eee:jfinec:v:112:y:2014:i:1:p:116-135. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The scale of predictability. (2014). Bandi, Federico M. ; Tebaldi, Claudio ; Tamoni, Andrea ; Perron, Bernard . In: Working Papers. RePEc:igi:igierp:509. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | What drives the shadow banking system in the short and long run?. (2014). Duca, John. In: Working Papers. RePEc:fip:feddwp:1401. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | ECB Interventions in Distressed Sovereign Debt Markets: The Case of Greek Bonds. (2014). Trebesch, Christoph ; Zettelmeyer, Jeromin . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4731. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Are the Bailouts of Wall Street Complements or Substitutes?. (2014). Wilson, Linus ; Prejean, Stephanie ; Wu, Yan . In: Atlantic Economic Journal. RePEc:kap:atlecj:v:42:y:2014:i:1:p:21-38. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Dealer financial conditions and lender-of-last resort facilities. (2014). Sarkar, Asani ; Hrung, Warren ; Fleming, Michael ; Acharya, Viral. In: Staff Reports. RePEc:fip:fednsr:673. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The evolution of capital structure and operating performance after leveraged buyouts: Evidence from U.S. corporate tax returns. (2014). Cohn, Jonathan B. ; Towery, Erin M. ; Mills, Lillian F.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:2:p:469-494. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | International Capital Markets Structure, Preferences and Puzzles: The US-China Case. (2014). Donadelli, Michael ; Caporale, Guglielmo Maria ; Varani, Alessia . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1362. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | International Capital Markets Structure, Preferences and Puzzles: The US-China Case. (2014). Donadelli, Michael ; Caporale, Guglielmo Maria ; Varani, Alessia . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4669. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Does financial integration affect real exchange rate volatility and cross-country equity market returns correlation?. (2014). Donadelli, Michael ; Paradiso, Antonio . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:28:y:2014:i:c:p:206-220. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Benchmark models of expected returns in U.K. portfolio performance: An empirical investigation. (2014). Fletcher, Jonathan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:29:y:2014:i:c:p:30-46. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | How much is too much? Debt capacity and financial flexibility. (2014). Hess, Dieter ; Immenkotter, Philipp . In: CFR Working Papers. RePEc:zbw:cfrwps:1403. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Why do firms (not) hedge? â Novel evidence on cultural influence. (2014). Lievenbruck, Martin ; Schmid, Thomas . In: Journal of Corporate Finance. RePEc:eee:corfin:v:25:y:2014:i:c:p:92-106. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Information ratio analysis of momentum strategies. (2014). Ferreira, Fernando F. ; Yen, Ju-Yi ; Silva, Christian A.. In: Papers. RePEc:arx:papers:1402.3030. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Global Style Portfolios Based on Country Indices. (2014). Angelidis, Timotheos ; Tessaromatis, Nikolaos . In: MPRA Paper. RePEc:pra:mprapa:53094. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Trend following, risk parity and momentum in commodity futures. (2014). Smith, Peter ; Thomas, Stephen ; Clare, Andrew ; Seaton, James . In: International Review of Financial Analysis. RePEc:eee:finana:v:31:y:2014:i:c:p:1-12. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Does revenue momentum drive or ride earnings or price momentum?. (2014). Chen, Hong-Yi ; Lee, Cheng-few ; Hsin, Chin-Wen . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:38:y:2014:i:c:p:166-185. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Are there common factors in individual commodity futures returns?. (2014). Skiadopoulos, George ; KOSTAKIS, ALEXANDROS ; Daskalaki, Charoula . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:346-363. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Countercyclical currency risk premia. (2014). Roussanov, Nikolai ; Lustig, Hanno ; Verdelhan, Adrien . In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:3:p:527-553. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Reward-risk momentum strategies using classical tempered stable
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2014 | Maximum drawdown, recovery, and momentum. (2014). Choi, Jaehyung . In: Papers. RePEc:arx:papers:1403.8125. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Two centuries of trend following. (2014). Potters, M. ; Bouchaud, J. P. ; Seager, P. ; Deremble, C. ; Y. Lemp'eri`ere, . In: Papers. RePEc:arx:papers:1404.3274. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Individual Investor Activity and Performance. (2014). Dahlquist, Magnus ; Soderlind, Paul ; Martinez, Jose Vincente . In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:08. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | THE LOW PRICE EFFECT ON THE POLISH MARKET. (2014). Zaremba, Adam ; mudziski, Radosaw . In: e-Finanse. RePEc:rze:efinan:v:10:y:2014:i:1:p:69-85. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Performance of international and global equity mutual funds: Do country momentum and sector momentum matter?. (2014). Breloer, Bernhard ; Wilkens, Marco ; Scholz, Hendrik . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:43:y:2014:i:c:p:58-77. Full description at Econpapers || Download paper | [Citation Analysis] |
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2014 | The turn-of-the-year effect and tax-loss-selling by institutional investors. (2014). Sikes, Stephanie A.. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:57:y:2014:i:1:p:22-42. Full description at Econpapers || Download paper | [Citation Analysis] |
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2014 | Rollover Risk and the Maturity Transformation Function of Banks. (2014). Paligorova, Teodora ; Santos, Joo . In: Working Papers. RePEc:bca:bocawp:14-8. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Maturity Rationing and Collective Short-Termism. (2014). Milbradt, Konstantin ; Oehmke, Martin . In: NBER Working Papers. RePEc:nbr:nberwo:19946. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The relationship between liquidity risk and credit risk in banks. (2014). Rauch, Christian ; Imbierowicz, Bjorn . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:242-256. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Overcoming limits of arbitrage: Theory and evidence. (2014). Hombert, Johan ; Thesmar, David . In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:1:p:26-44. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Asymmetric Information and Roll-Over Risk. (2014). Pothier, David ; Konig, Philipp . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1364. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Originators, traders, neutrals, and traditioners â various banking business models across the globe. Does the business model matter for financial stability?. (2014). Hryckiewicz, Aneta . In: MPRA Paper. RePEc:pra:mprapa:55118. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Speed, algorithmic trading, and market quality around macroeconomic news announcements. (2014). van Dijk, Dick ; Frijns, Bart ; Scholtus, Martin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:38:y:2014:i:c:p:89-105. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Investor fears and risk premia for rare events. (2014). Schwarz, Claudia. In: Discussion Papers. RePEc:zbw:bubdps:032014. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Model Disagreement and Economic Outlook. (2014). Andrei, Daniel ; Hasler, Michael ; Carlin, Bruce . In: NBER Working Papers. RePEc:nbr:nberwo:20190. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Asset Prices in a Lifecycle Economy. (2014). Farmer, Roger ; Roger E. A. Farmer, . In: NBER Working Papers. RePEc:nbr:nberwo:19958. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Learning about Disaster Risk: Joint Implications for Consumption and Asset Prices. (2014). Pakoš, Michal ; Kejak, Michal ; Gillman, Max ; pakos, michal. In: CERGE-EI Working Papers. RePEc:cer:papers:wp507. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Asset Pricing with Countercyclical Household Consumption Risk. (2014). Constantinides, George M. ; Ghosh, Anisha . In: NBER Working Papers. RePEc:nbr:nberwo:20110. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Learning about Rare Disasters: Implications for Consumptions and Asset Prices. (2014). Gillman, Max ; Kejak, Michal ; pakos, michal. In: CEU Working Papers. RePEc:ceu:econwp:2014_2. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Performance evaluation with high moments and disaster risk. (2014). Kadan, Ohad ; Liu, Fang . In: Journal of Financial Economics. RePEc:eee:jfinec:v:113:y:2014:i:1:p:131-155. Full description at Econpapers || Download paper | [Citation Analysis] |
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2014 | The credit crunch and fall in employment during the Great Recession. (2014). Haltenhof, Samuel ; Stebunovs, Viktors ; Lee, Seung Jung . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:43:y:2014:i:c:p:31-57. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Search-for-Yield in Canadian Fixed-Income Mutual Funds and Monetary Policy. (2014). Gungor, Sermin ; Sierra, Jesus . In: Working Papers. RePEc:bca:bocawp:14-3. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Commonality in hedge fund returns: driving factors and implications. (2014). Klaus, Benjamin ; Bussiere, Matthieu ; Hoerova, Marie . In: Working Paper Series. RePEc:ecb:ecbwps:20141658. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Hedge fund systemic risk signals. (2014). Savona, Roberto. In: European Journal of Operational Research. RePEc:eee:ejores:v:236:y:2014:i:1:p:282-291. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Is Sell-Side Research More Valuable in Bad Times?. (2014). Stulz, Rene M. ; Loh, Roger K.. In: NBER Working Papers. RePEc:nbr:nberwo:19778. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Real Effects of Investment Banking Relationships: Evidence from the Financial Crisis. (2014). Oesch, David ; Walter, Ingo ; Schuette, Dustin . In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:05. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Determinants of financial distress in u.s. large bank holding companies. (2014). Zhang, Zhichao ; Lu, Xiangyun ; Xie, Li. In: MPRA Paper. RePEc:pra:mprapa:53545. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Financial innovation and bank behavior: Evidence from credit markets. (2014). Norden, Lars ; Wagner, Wolf ; Buston, Consuelo Silva . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:43:y:2014:i:c:p:130-145. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Reinvestigating the Uncovered Interest Rate Parity Puzzle via Analysis
of Multivariate Tail Dependence in Currency Carry Trades. (2014). Peters, Gareth W. ; Ames, Matthew ; Bagnarosa, Guillaume . In: Papers. RePEc:arx:papers:1303.4314. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Usefulness of Financial Variables in Predicting Exchange Rate Movements. (2014). Rossi, Jose ; Rossi, Jose Luiz Junior, . In: Insper Working Papers. RePEc:ibm:ibmecp:wpe_332. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Monetary policy and the first- and second-moment exchange rate change during the global financial crisis: Evidence from Thailand. (2014). Vithessonthi, Chaiporn. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:29:y:2014:i:c:p:170-194. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Macroeconomic fundamentals and the exchange rate dynamics: A no-arbitrage macro-finance approach. (2014). Yin, Weiwei ; Li, Junye . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:41:y:2014:i:c:p:46-64. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The two faces of cross-border banking flows: an investigation into the links between global risk, arms-length funding and internal capital markets. (2014). Reinhardt, Dennis ; Riddiough, Steven . In: Bank of England working papers. RePEc:boe:boeewp:0498. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Foreign exchange risk and the predictability of carry trade returns. (2014). Tsiakas, Ilias ; Sarno, Lucio ; Cenedese, Gino . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:42:y:2014:i:c:p:302-313. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Trade intensity and purchasing power parity. (2014). Cho, Dooyeon ; Doblas-Madrid, Antonio . In: Journal of International Economics. RePEc:eee:inecon:v:93:y:2014:i:1:p:194-209. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Is there momentum or reversal in weekly currency returns?. (2014). Raza, Ahmad ; Visaltanachoti, Nuttawat ; Marshall, Ben R.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:45:y:2014:i:c:p:38-60. Full description at Econpapers || Download paper | [Citation Analysis] |
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2014 | Gender differences in financial reporting decision-making: Evidence
from accounting conservatism. (2014). HASAN, IFTEKHAR ; Francis, Bill ; Wu, Qiang ; Park, Jong Chool . In: Research Discussion Papers. RePEc:hhs:bofrdp:2014_001. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Match Made at Birth? What Traits of a Million Swedes Tell Us about
CEOs. (2014). Keloharju, Matti ; Knupfer, Samuli . In: Working Paper Series. RePEc:hhs:iuiwop:1024. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | CEO Age, Risk Incentives and Hedging Instrument Choice. (2014). Croci, Ettore ; Jankensgrd, Hkan . In: Knut Wicksell Working Paper Series. RePEc:hhs:luwick:2014_003. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Informational linkages between dark and lit trading venues. (2014). Nimalendran, Mahendrarajah ; Ray, Sugata . In: Journal of Financial Markets. RePEc:eee:finmar:v:17:y:2014:i:c:p:230-261. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Liquidity provisions by individual investor trading prior to dividend announcements: Evidence from Taiwan. (2014). Lin, William T. ; Tsai, Shih-Chuan ; Chen, Zhijuan ; Ma, Changfeng . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:28:y:2014:i:c:p:358-374. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The relationship between liquidity risk and credit risk in banks. (2014). Rauch, Christian ; Imbierowicz, Bjorn . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:242-256. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Speculative Asset Prices. (2014). Shiller, Robert J.. In: American Economic Review. RePEc:aea:aecrev:v:104:y:2014:i:6:p:1486-1517. Full description at Econpapers || Download paper | [Citation Analysis] |
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2014 | Politicians and the IPO decision: The impact of impending political promotions on IPO activity in China. (2014). Piotroski, Joseph D. ; Zhang, Tianyu . In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:1:p:111-136. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Economic policy uncertainty and corporate investment: Evidence from China. (2014). Wang, Yizhong ; Huang, Ying Sophie ; Chen, Carl R.. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:26:y:2014:i:c:p:227-243. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Institutional development and bank stability: Evidence from transition countries. (2014). HASAN, IFTEKHAR ; Fang, Yiwei ; Marton, Katherin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:39:y:2014:i:c:p:160-176. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Financial networks and trading in bond markets. (2014). Booth, Geoffrey G. ; Zhang, Harold ; Gurun, Umit G.. In: Journal of Financial Markets. RePEc:eee:finmar:v:18:y:2014:i:c:p:126-157. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Winners in the spotlight: Media coverage of fund holdings as a driver of flows. (2014). Solomon, David H. ; SOSYURA, DENIS ; Soltes, Eugene . In: Journal of Financial Economics. RePEc:eee:jfinec:v:113:y:2014:i:1:p:53-72. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Crisis financiera, reacción regulatoria y el futuro de la banca en España/Financial Crisis, Regulatory Reform and the Future of the Spanish Banking Industry. (2014). Montalvo, Jose Garcia . In: Estudios de EconomÃa Aplicada. RePEc:lrk:eeaart:32_2_2. Full description at Econpapers || Download paper | [Citation Analysis] |
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2014 | CDOs and the financial crisis: Credit ratings and fair premia. (2014). Wojtowicz, Marcin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:39:y:2014:i:c:p:1-13. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Can investor-paid credit rating agencies improve the information quality of issuer-paid rating agencies?. (2014). Xia, Han . In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:2:p:450-468. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Non-monotonic Effect of Board Independence on Credit Ratings. (2014). Chen, Dong . In: Journal of Financial Services Research. RePEc:kap:jfsres:v:45:y:2014:i:2:p:145-171. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Dividends: Relevance, rigidity, and signaling. (2014). Karpaviius, Sigitas . In: Journal of Corporate Finance. RePEc:eee:corfin:v:25:y:2014:i:c:p:289-312. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Real Effects of Investment Banking Relationships: Evidence from the Financial Crisis. (2014). Oesch, David ; Walter, Ingo ; Schuette, Dustin . In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:05. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Originators, traders, neutrals, and traditioners â various banking business models across the globe. Does the business model matter for financial stability?. (2014). Hryckiewicz, Aneta . In: MPRA Paper. RePEc:pra:mprapa:55118. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Systemic risk and bank consolidation: International evidence. (2014). Neumann, Sascha ; Bostandzic, Denefa ; WeiÃ, Gregor N. F., . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:165-181. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | What factors drive systemic risk during international financial crises?. (2014). Neumann, Sascha ; Bostandzic, Denefa ; WeiÃ, Gregor N. F., . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:41:y:2014:i:c:p:78-96. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Why Do Banks Practice Regulatory Arbitrage? Evidence from Usage of Trust Preferred Securities. (2014). Fahlenbrach, Ruediger ; Boyson, Nicole M. ; Stulz, Rene M.. In: NBER Working Papers. RePEc:nbr:nberwo:19984. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Market run-ups, market freezes, inventories, and leverage. (2014). Bond, Philip ; Leitner, Yaron . In: Working Papers. RePEc:fip:fedpwp:13-14. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty. (2014). Filis, George ; Antonakakis, Nikolaos ; Chatziantoniou, Ioannis . In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp166. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Economic freedom and the stability of stock prices: A cross-country analysis. (2014). Thomas, Diana ; Brough, Tyler J. ; Blau, Benjamin M.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:41:y:2014:i:c:p:182-196. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Economic policy uncertainty and firm-level investment. (2014). Ratti, Ronald ; Kang, Wensheng ; Lee, Kiseok . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:39:y:2014:i:pa:p:42-53. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Price of Political Uncertainty: Theory and Evidence from the Option Market. (2014). Pastor, Lubos ; Kelly, Bryan ; Veronesi, Pietro . In: NBER Working Papers. RePEc:nbr:nberwo:19812. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Characterizing very high uncertainty episodes. (2014). Guérin, Pierre ; Bijsterbosch, Martin . In: Working Paper Series. RePEc:ecb:ecbwps:20141637. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Net flows to emerging marketsâ funds and the U.S. monetary policy after the subprime crisis. (2014). Audigé, Henri. In: EconomiX Working Papers. RePEc:drm:wpaper:2014-23. Full description at Econpapers || Download paper | [Citation Analysis] |
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2014 | A simple approximation of intraday spreads using daily data. (2014). Zhang, Hao ; CHUNG, KEE H.. In: Journal of Financial Markets. RePEc:eee:finmar:v:17:y:2014:i:c:p:94-120. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The rise and fall of technical trading rule success. (2014). Taylor, Nick . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:286-302. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Firm Complexity and Post-Earnings-Announcement Drift. (2014). Yildizhan, Celim ; Park, Shawn Saeyeul ; Barinov, Alexander . In: MPRA Paper. RePEc:pra:mprapa:53887. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Pricing of liquidity risks: Evidence from multiple liquidity measures. (2014). Kim, Soon-Ho ; Lee, Kuan-Hui . In: Journal of Empirical Finance. RePEc:eee:empfin:v:25:y:2014:i:c:p:112-133. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Estimation accuracy of highâlow spread estimator. (2014). Lin, Chien-Chih . In: Finance Research Letters. RePEc:eee:finlet:v:11:y:2014:i:1:p:54-62. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Defined Contribution Pension Plans: Sticky or Discerning Money?. (2014). Sialm, Clemens ; Zhang, Hanjiang ; Starks, Laura . In: Discussion Papers. RePEc:sip:dpaper:13-022. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Government policy and ownership of equity securities. (2014). Rydqvist, Kristian ; Strebulaev, Ilya ; Spizman, Joshua . In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:1:p:70-85. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The turn-of-the-year effect and tax-loss-selling by institutional investors. (2014). Sikes, Stephanie A.. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:57:y:2014:i:1:p:22-42. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Dividend Clientele Hypothesis: Evidence from the 2003 Tax Act. (2014). Kawano, Laura. In: American Economic Journal: Economic Policy. RePEc:aea:aejpol:v:6:y:2014:i:1:p:114-36. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Capital Gains Lock-In and Governance Choices. (2014). Dimmock, Stephen ; Weisbenner, Scott J. ; Ivkovi, Zoran ; Wil liam C. Gerken, . In: NBER Working Papers. RePEc:nbr:nberwo:20176. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Board Independence, CEO Pay, and Camouflaged Compensation. (2014). Ruiz-Verdu, Pablo ; Singh, Ravi . In: Business Economics Working Papers. RePEc:cte:wbrepe:wb140704. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Corporate governance and corporate social performance. (2014). Epure, Mircea ; Desender, Kurt A.. In: Economics Working Papers. RePEc:upf:upfgen:1398. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Corporate Governance and Corporate Social Performance. (2014). Epure, Mircea ; Desender, Kurt A.. In: Working Papers. RePEc:bge:wpaper:730. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Multi-faceted Concept of Transparency. (2014). Oxel, Lars ; Forssbaeck, Jens . In: Working Paper Series. RePEc:hhs:iuiwop:1013. Full description at Econpapers || Download paper | [Citation Analysis] |
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2014 | Time-varying exchange rate exposure and exchange rate risk pricing in the Canadian Equity Market. (2014). Anwar, Sajid ; Al-Shboul, Mohammad . In: Economic Modelling. RePEc:eee:ecmode:v:37:y:2014:i:c:p:451-463. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | What is the Relation (if any) Between a Firms Corporate Governance Arrangements and its Financial Performance?. (2014). Wessels, Roberto E. ; Wansbeek, Tom J.. In: CESifo Working Paper Series. RePEc:ces:ceswps:_4599. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Evasive Shareholder Meetings. (2014). Li, Yuanzhi ; Yermack, David . In: NBER Working Papers. RePEc:nbr:nberwo:19991. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Scale and Skill in Active Management. (2014). Pastor, Lubos ; Stambaugh, Robert F. ; Taylor, Lucian A.. In: NBER Working Papers. RePEc:nbr:nberwo:19891. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Credit shocks and monetary policy in Brazil: A structural FAVAR approach. (2014). Fonseca, Marcelo Gonçalves da Silva, ; Pereira, Pedro L. Valls, . In: Textos para discussão. RePEc:fgv:eesptd:358. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Anxious periods and bank lending. (2014). Tsoumas, Chris ; Kouretas, Georgios ; Delis, Manthos. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:38:y:2014:i:c:p:1-13. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | How should we bank with foreigners? An empirical assessment of lending behavior of international banks to six East Asian economies. (2014). Siregar, Reza ; Pontines, Victor. In: International Review of Economics & Finance. RePEc:eee:reveco:v:29:y:2014:i:c:p:552-568. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Integration, Productivity and Technological Spillovers: Evidence for Eurozone Banking Industries. (2014). Wilson, John ; Girardone, Claudia ; Casu, Barbara ; John O. S. Wilson, ; Ferrari, Alessandra . In: Economics & Management Discussion Papers. RePEc:rdg:emxxdp:em-dp2014-01. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Determinants of Global Liquidity Dynamics:a FAVAR approach. (2014). Djigbenou, Marie-Louise . In: Working Papers. RePEc:hal:wpaper:hal-00956314. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Determinants of loans and deposits strategies of foreign bank subsidiaries in emerging countries. (2014). sahut, Jean-Michel ; Mili, Medhi . In: Economics Bulletin. RePEc:ebl:ecbull:eb-13-00417. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Heterogeneous bank lending responses to monetary policy: new evidence from a real-time identification. (2014). Koch, Christoffer ; Bowdler, Christopher ; Bluedorn, John. In: Working Papers. RePEc:fip:feddwp:1404. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bank liquidity shocks in loan and deposit in emerging markets. (2014). sahut, Jean-Michel ; Mili, Mehdi. In: Working Papers. RePEc:ipg:wpaper:2014-210. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Ring fencing and consolidated banksâ stress tests. (2014). Schmieder, Christian ; Cerutti, Eugenio. In: Journal of Financial Stability. RePEc:eee:finsta:v:11:y:2014:i:c:p:1-12. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Should I stay or should I go? Bank productivity and internationalization decisions. (2014). Buch, Claudia M. ; Koetter, Michael ; Koch, Catherine T.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:42:y:2014:i:c:p:266-282. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Financial Integration and the Great Leveraging. (2014). Carvalho, Daniel. In: Working Papers. RePEc:ptu:wpaper:w201407. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The impact of foreign banks on monetary policy transmission during the global financial crisis of 2008-2009: Evidence from Korea. (2014). Wu, Ji ; Jeon, Bang ; Lim, Hosung . In: School of Economics Working Paper Series. RePEc:ris:drxlwp:2014_007. Full description at Econpapers || Download paper | [Citation Analysis] |
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2014 | [Citation Analysis] | |
2014 | Is Board Industry Experience a Corporate Governance Mechanism?. (2014). Drobetz, Wolfgang ; Schmid, Markus ; Oesch, David ; von Meyerinck, Felix . In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:01. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The relationship between corporate governance and the cost of equity capital. Evidence from the Italian stock exchange. (2014). Mazzotta, Romilda ; Veltri, Stefania . In: Journal of Management and Governance. RePEc:kap:jmgtgv:v:18:y:2014:i:2:p:419-448. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Habemus Papam? Polarization and Conflict in the Papal States. (2014). Pino, Francisco J. ; Vidal-Robert, Jordi . In: CAGE Online Working Paper Series. RePEc:cge:wacage:189. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs. (2014). Uppal, Raman ; Vilkov, Grigory ; Buss, Adrian . In: SAFE Working Paper Series. RePEc:zbw:safewp:41. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Firm size, timing, and earnings management of seasoned equity offerings. (2014). Shu, Pei-Gi ; Chiang, Sue-Jane . In: International Review of Economics & Finance. RePEc:eee:reveco:v:29:y:2014:i:c:p:177-194. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Firm Age, Investment Opportunities, and Job Creation. (2014). Robinson, David ; Adelino, Manuel ; Ma, Song . In: NBER Working Papers. RePEc:nbr:nberwo:19845. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Does Financing Spur Small Business Productivity? Evidence from a Natural Experiment. (2014). Nandy, Debarshi ; Puri, Manju ; Krishnan, Karthik . In: NBER Working Papers. RePEc:nbr:nberwo:20149. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Who works for startups? The relation between firm age, employee age, and growth. (2014). Ouimet, Paige ; Zarutskie, Rebecca . In: Journal of Financial Economics. RePEc:eee:jfinec:v:112:y:2014:i:3:p:386-407. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Underwriter reputation and the quality of certification: Evidence from high-yield bonds. (2014). Andres, Christian ; Limbach, Peter ; Betzer, Andre . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:97-115. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Does relationship matter? The choice of financial advisors. (2014). Francis, Bill B. ; Sun, Xian ; Hasan, Iftekhar . In: Journal of Economics and Business. RePEc:eee:jebusi:v:73:y:2014:i:c:p:22-47. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Financial flexibility across the euro area and the UK. (2014). Ferrando, Annalisa ; Mura, Roberto ; Marchica, Maria-Teresa . In: Working Paper Series. RePEc:ecb:ecbwps:20141630. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Investor Heterogeneity and the Cross-section of U.K. Investment Trust Performance. (2014). Fletcher, Jonathan ; Marshall, Andrew . In: Journal of Financial Services Research. RePEc:kap:jfsres:v:45:y:2014:i:1:p:67-89. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Opaque financial reports and R2: Revisited. (2014). Singh, Vivek ; Datta, Sudip ; Iskandar-Datta, Mai . In: Review of Financial Economics. RePEc:eee:revfin:v:23:y:2014:i:1:p:10-17. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bankers compensation: Sprint swimming in short bonus pools?. (2014). Jokivuolle, Esa ; Keppo, Jussi . In: Research Discussion Papers. RePEc:hhs:bofrdp:2014_002. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Executive compensation and earnings management under moral hazard. (2014). Sun, Bo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:41:y:2014:i:c:p:276-290. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bonuses and managerial misbehaviour. (2014). Siegert, Caspar . In: European Economic Review. RePEc:eee:eecrev:v:68:y:2014:i:c:p:93-105. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bringing cost transparency to the life annuity market. (2014). Donnelly, Catherine ; Nielsen, Jens Perch ; Guillen, Montserrat . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:56:y:2014:i:c:p:14-27. Full description at Econpapers || Download paper | [Citation Analysis] |
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Recent citations received in: 2013
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2013 | A comparison of numerical methods for the solution of continuous-time DSGE models. (2013). Parra-Alvarez, Juan. In: CREATES Research Papers. RePEc:aah:create:2013-39. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Does Realized Skewness Predict the Cross-Section of Equity Returns?. (2013). Christoffersen, Peter ; Amaya, Diego ; Vasquez, Aurelio ; Jacobs, Kris . In: CREATES Research Papers. RePEc:aah:create:2013-41. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | The impact of short-selling constraints on financial market stability in a heterogeneous agents model. (2013). Tuinstra, Jan ; Anufriev, Mikhail. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:13-01. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Which Parametric Model for Conditional Skewness?. (2013). Jahan-Parvar, Mohammad ; Feunou, Bruno ; Tedongap, Romeo . In: Working Papers. RePEc:bca:bocawp:13-32. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Is Bank Debt Special for the Transmission of Monetary Policy? Evidence from the Stock Market. (2013). Ippolito, Filippo ; Perez, Ander ; Ozdagli, Ali K.. In: Working Papers. RePEc:bge:wpaper:721. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Information Flows in Dark Markets: Dissecting Customer Currency Trades. (2013). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Mankhoff, Lukas . In: BIS Working Papers. RePEc:bis:biswps:405. Full description at Econpapers || Download paper | [Citation Analysis] |
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2013 | Forecasting Stock Returns under Economic Constraints. (2013). Pettenuzzo, Davide ; Valkanov, Rossen ; Timmermann, Allan . In: Working Papers. RePEc:brd:wpaper:57. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Taxing Multinationals in the Presence of Internal Capital Markets. (2013). Stimmelmayr, Michael ; Koethenbuerger, Marko ; Kothenburger, Marko . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4353. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Asset Opacity and Liquidity. (2013). Wagner, W. B. ; Stenzel, A.. In: Discussion Paper. RePEc:dgr:kubcen:2013066. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Identifying Cross-Sided Liquidity Externalities. (2013). Skjeltorp, Johannes A. ; Tham, Wing Wah ; Sojli, Elvira . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20130154. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Short-Selling, Leverage and Systemic Risk. (2013). Stork, Philip A. ; Pais, Amelia . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20130186. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Investment opportunities and share repurchases. (2013). Boudry, Walter I. ; Liu, Crocker H. ; Kallberg, Jarl G.. In: Journal of Corporate Finance. RePEc:eee:corfin:v:23:y:2013:i:c:p:23-38. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Legal shareholder protection and corporate R&D investment. (2013). Xiao, Gang . In: Journal of Corporate Finance. RePEc:eee:corfin:v:23:y:2013:i:c:p:240-266. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | The impact of short-selling constraints on financial market stability in a heterogeneous agents model. (2013). Tuinstra, Jan ; Anufriev, Mikhail. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:37:y:2013:i:8:p:1523-1543. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Shouldnt all eggs be putted in one basket? A portfolio model based on investor sentiment and inertial thinking. (2013). Xie, Jun ; Yang, Chunpeng . In: Economic Modelling. RePEc:eee:ecmode:v:35:y:2013:i:c:p:682-688. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Fund expenses and vertical structures of the fund industry. (2013). Han, Jae-Joon ; Won, Seungyeon ; Kang, Kyeong-Hoon . In: Economic Modelling. RePEc:eee:ecmode:v:35:y:2013:i:c:p:856-864. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Do financial advisor commissions distort client choice?. (2013). de Meza, David ; Beyer, Max ; Reyniers, Diane . In: Economics Letters. RePEc:eee:ecolet:v:119:y:2013:i:2:p:117-119. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Hurricane forecast revisions and petroleum refiner equity returns. (2013). Fink, Jason. In: Energy Economics. RePEc:eee:eneeco:v:38:y:2013:i:c:p:1-11. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Mandatory IFRS reporting and changes in enforcement. (2013). Leuz, Christian ; CHRISTENSEN, HANS B. ; Hail, Luzi . In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:56:y:2013:i:2:p:147-177. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Federal Reserve financial crisis lending programs and bank stock returns. (2013). Griffiths, Mark D. ; Cyree, Ken B. ; Winters, Drew B.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:10:p:3819-3829. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | The second moment matters! Cross-sectional dispersion of firm valuations and expected returns. (2013). Jiang, Danling. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:10:p:3974-3992. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Returns and option activity over the option-expiration week for S&P 100 stocks. (2013). Stivers, Chris ; Sun, Licheng . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:11:p:4226-4240. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Economic valuation of liquidity timing. (2013). van der Wel, Michel ; Sojli, Elvira ; Karstanje, Dennis ; Tham, Wing Wah . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:12:p:5073-5087. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Bank capital, interbank contagion, and bailout policy. (2013). Zhang, Gaiyan ; Yang, Yunhong ; Tian, Suhua . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:8:p:2765-2778. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Do jumps contribute to the dynamics of the equity premium?. (2013). McCurdy, Tom ; Maheu, John ; Zhao, Xiaofei . In: Journal of Financial Economics. RePEc:eee:jfinec:v:110:y:2013:i:2:p:457-477. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | General equilibrium pricing of currency and currency options. (2013). Du, Du. In: Journal of Financial Economics. RePEc:eee:jfinec:v:110:y:2013:i:3:p:730-751. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | The market microstructure approach to foreign exchange: Looking back and looking forward. (2013). Rime, Dagfinn ; King, Michael ; Osler, Carol L.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:38:y:2013:i:c:p:95-119. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Debt maturity and the liquidity of secondary debt markets. (2013). Segura, Anatoli ; Bruche, Max. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:55404. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | The effect of monitoring on CEO pay practices in a matching equilibrium. (2013). Sahuguet, Nicolas ; Chaigneau, Pierre . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:55405. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | The sustainability of a creative-finance-led economy.. (2013). Bianco, Antonio ; Piacentini, Paolo M.. In: Working papers. RePEc:fes:wpaper:wpaper07. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | The role of banks in the transmission of monetary policy. (2013). Rosengren, Eric ; Peek, Joe. In: Public Policy Discussion Paper. RePEc:fip:fedbpp:13-5. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Is bank debt special for the transmission of monetary policy? Evidence from the stock market. (2013). Ippolito, Filippo ; Perez, Ander ; Ozdagli, Ali K.. In: Working Papers. RePEc:fip:fedbwp:13-17. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Disastrous disappointments: asset-pricing with disaster risk and disappointment aversion. (2013). Dolmas, Jim. In: Working Papers. RePEc:fip:feddwp:1309. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Financial stability monitoring. (2013). Adrian, Tobias ; Covitz, Daniel ; Liang, Nellie . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2013-21. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Learning, Rare Disasters, and Asset Prices. (2013). Siemer, Michael ; Lu, Yang . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2013-85. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Revenge of the steamroller: ABCP as a window on risk choices. (2013). Arteta, Carlos ; CORREA, RICARDO ; Carey, Mark ; Kotter, Jason . In: International Finance Discussion Papers. RePEc:fip:fedgif:1076. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Financial stability monitoring. (2013). Adrian, Tobias ; Covitz, Daniel ; Liang, Nellie J.. In: Staff Reports. RePEc:fip:fednsr:601. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | House-price expectations, alternative mortgage products, and default. (2013). Brueckner, Jan ; Nakamura, Leonard I. ; Calem, Paul S.. In: Working Papers. RePEc:fip:fedpwp:13-36. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Equity Premia Predictability in the EuroZone. (2013). Silva, Nuno . In: GEMF Working Papers. RePEc:gmf:wpaper:2013-22.. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Implied Risk Exposures. (2013). Hurlin, Christophe ; Perignon, Christophe ; Benoit, Sylvain . In: Working Papers. RePEc:hal:wpaper:halshs-00836280. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity. (2013). Viceira, Luis ; Pflueger, Carolin. In: Harvard Business School Working Papers. RePEc:hbs:wpaper:11-094. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | What types of bondholders impede corporate innovative activities?. (2013). HASAN, IFTEKHAR ; Ye, Pengfei ; OBrien, Jonathan . In: Research Discussion Papers. RePEc:hhs:bofrdp:2013_023. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Liquidity and Exchange Rates. (2013). Rossi, Jose ; Rossi, Jose Luiz Junior, . In: Insper Working Papers. RePEc:ibm:ibmecp:wpe_325. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Bailouts and Systemic Insurance. (2013). Ratnovski, Lev ; Dell'ariccia, Giovanni. In: IMF Working Papers. RePEc:imf:imfwpa:13/233. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Distribution fees and mutual fund flows: Evidence from a
natural experiment in the Indian mutual funds market. (2013). Sane, Renuka ; Venugopal, Buvaneshwaran ; Marisetty, Vijaya ; Anagol, Santosh . In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. RePEc:ind:igiwpp:2013-004. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?. (2013). Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; GUPTA, RANGAN ; Modise, Mampho P.. In: Working Papers. RePEc:ipg:wpaper:2013-020. Full description at Econpapers || Download paper | [Citation Analysis] |
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2013 | TARPâs deadbeat banks. (2013). Wilson, Linus. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:41:y:2013:i:4:p:651-674. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Taxing Multinationals in the Presence of Internal Capital Markets. (2013). Stimmelmayr, Michael ; Koethenbuerger, Marko ; Kothenburger, Marko . In: EPRU Working Paper Series. RePEc:kud:epruwp:13-02. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Optimal life-cycle portfolios for heterogeneous workers. (2013). Nicodano, Giovanna ; Bagliano, Fabio ; Fugazza, Carolina . In: Working Papers. RePEc:mib:wpaper:260. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Option Implied Trees and Implied Moments. (2013). Muzzioli, Silvia ; Ruggieri, Alessio . In: Department of Economics. RePEc:mod:depeco:0015. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Why High Leverage is Optimal for Banks. (2013). DeAngelo, Harry ; Stulz, Rene M.. In: NBER Working Papers. RePEc:nbr:nberwo:19139. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | X-CAPM: An Extrapolative Capital Asset Pricing Model. (2013). Shleifer, Andrei ; Jin, Lawrence ; Greenwood, Robin ; Barberis, Nicholas . In: NBER Working Papers. RePEc:nbr:nberwo:19189. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Do Firms Issue more equity when markets are more liquid?. (2013). van Dijk, Mathijs ; Stulz, Rene M. ; Vagias, Dimitrios . In: NBER Working Papers. RePEc:nbr:nberwo:19229. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Deflation Risk. (2013). Lustig, Hanno ; Fleckenstein, Matthias ; Longstaff, Francis A.. In: NBER Working Papers. RePEc:nbr:nberwo:19238. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Asset Pricing in the Dark: The Cross Section of OTC Stocks. (2013). Ang, Andrew ; Tetlock, Paul C. ; Shtauber, Assaf A.. In: NBER Working Papers. RePEc:nbr:nberwo:19309. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Exchange Rates and Interest Parity. (2013). Engel, Charles. In: NBER Working Papers. RePEc:nbr:nberwo:19336. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Commodity Trade and the Carry Trade: a Tale of Two Countries. (2013). Roussanov, Nikolai ; Ready, Robert ; Ward, Colin . In: NBER Working Papers. RePEc:nbr:nberwo:19371. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Tail Risk and Asset Prices. (2013). Kelly, Bryan ; Jiang, Hao . In: NBER Working Papers. RePEc:nbr:nberwo:19375. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Corporate Liquidity Management: A Conceptual Framework and Survey. (2013). Weisbach, Michael ; Campello, Murillo ; Almeida, Heitor ; Cunha, Igor . In: NBER Working Papers. RePEc:nbr:nberwo:19502. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Predatory Short Selling. (2013). Brunnermeier, Markus ; Oehmke, Martin . In: NBER Working Papers. RePEc:nbr:nberwo:19514. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | High Frequency Traders: Taking Advantage of Speed. (2013). Ait-Sahalia, Yacine ; Saglam, Mehmet . In: NBER Working Papers. RePEc:nbr:nberwo:19531. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | How Much Would You Pay to Resolve Long-Run Risk?. (2013). Strzalecki, Tomasz ; Farhi, Emmanuel ; Epstein, Larry. In: NBER Working Papers. RePEc:nbr:nberwo:19541. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Predatory Lending and the Subprime Crisis. (2013). Evanoff, Douglas ; Ben-David, Itzhak ; Agarwal, Sumit ; Chomsisengphet, Souphala ; Amromin, Gene . In: NBER Working Papers. RePEc:nbr:nberwo:19550. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Home Bias and Local Contagion: Evidence from Funds of Hedge Funds. (2013). Sialm, Clemens ; Sun, Zheng ; Zheng, Lu. In: NBER Working Papers. RePEc:nbr:nberwo:19570. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Blockholders and Corporate Governance. (2013). Edmans, Alex . In: NBER Working Papers. RePEc:nbr:nberwo:19573. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Collateral Valuation and Borrower Financial Constraints: Evidence from the Residential Real Estate Market. (2013). Ben-David, Itzhak ; Agarwal, Sumit ; Yao, Vincent . In: NBER Working Papers. RePEc:nbr:nberwo:19606. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Option Prices in a Model with Stochastic Disaster Risk. (2013). Wachter, Jessica ; Seo, Sang Byung . In: NBER Working Papers. RePEc:nbr:nberwo:19611. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Moral Hazard, Informed Trading, and Stock Prices. (2013). Collin-Dufresne, Pierre ; Fos, Vyacheslav . In: NBER Working Papers. RePEc:nbr:nberwo:19619. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Liquidity and Governance. (2013). Ljungqvist, Alexander ; Li, Tao ; Back, Kerry . In: NBER Working Papers. RePEc:nbr:nberwo:19669. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Maximum likelihood estimation of the equity premium. (2013). Wachter, Jessica ; Avdis, Efstathios . In: NBER Working Papers. RePEc:nbr:nberwo:19684. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Financial Dependence and Innovation: The Case of Public versus Private Firms. (2013). Acharya, Viral V. ; Xu, Zhaoxia . In: NBER Working Papers. RePEc:nbr:nberwo:19708. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | The Effects of Private Equity on Targets: Majority versus Minority Investments. (2013). Vedovato, Marco ; Battistin, Erich ; Serafini, Martina ; Buttignon, Fabio ; Bortoluzzi, Paolo. In: Marco Fanno Working Papers. RePEc:pad:wpaper:0167. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Adverse Selection and Search Frictions in Corporate Loan Contracts. (2013). Mohammadi, Ali ; Mahmoudi, Babak ; Beyhaghi, Mehdi . In: MPRA Paper. RePEc:pra:mprapa:49780. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Global Currency Misalignments, Crash Sensitivity, and Downside Insurance Costs. (2013). Zhao, Yang ; Huang, Huichou ; MacDonald, Ronald . In: MPRA Paper. RePEc:pra:mprapa:53745. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Investment-Specific Technology Shocks and Recursive Preferences. (2013). Tretvoll, Hakon . In: 2013 Meeting Papers. RePEc:red:sed013:1207. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Repo Runs. (2013). von Thadden, Ernst-Ludwig ; Skeie, David ; Martin, Antoine. In: Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems. RePEc:trf:wpaper:448. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Is bank debt special for the transmission of monetary policy? Evidence from the stock market. (2013). Ippolito, Filippo ; Orive, Ander Perez ; Ozdagli, Ali K.. In: Economics Working Papers. RePEc:upf:upfgen:1384. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Extreme Spillover Between Shadow Banking and Regular Banking. (2013). Paraschiv, Florentina ; Qin, Minzi . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:12. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Disentangling economic recessions and depressions. (2013). Metiu, Norbert ; Candelon, Bertrand ; Straetmans, Stefan . In: Discussion Papers. RePEc:zbw:bubdps:432013. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Market timing, maturity mismatch, and risk management: Evidence from the banking industry. (2013). Kick, Thomas ; Entrop, Oliver ; Ruprecht, Benedikt ; Wilkens, Marco . In: Discussion Papers. RePEc:zbw:bubdps:562013. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | The impact of duality on managerial decisions and performance: Evidence from the mutual fund industry. (2013). Kempf, Alexander ; Sonnenburg, Florian ; Putz, Alexander . In: CFR Working Papers. RePEc:zbw:cfrwps:1206r. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Are financial advisors useful? Evidence from tax-motivated mutual fund flows. (2013). Kempf, Alexander ; Cici, Gjergji ; Sorhage, Christoph . In: CFR Working Papers. RePEc:zbw:cfrwps:1209r. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Institutional investment and intermediation in the hedge fund industry. (2013). Ray, Sugata ; Nada, Vikram ; Agarwal, Vikas . In: CFR Working Papers. RePEc:zbw:cfrwps:1303. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Mandatory portfolio disclosure, stock liquidity, and mutual fund performance. (2013). Yang, Baozhong ; Tang, Yuehua ; Agarwal, Vikas ; Mullally, Kevin . In: CFR Working Papers. RePEc:zbw:cfrwps:1304. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | The 2011 European short sale ban on financial stocks: A cure or a curse?. (2013). Stork, Philip ; Kräussl, Roman ; Felix, Luiz ; Kraussl, Roman . In: CFS Working Paper Series. RePEc:zbw:cfswop:201317. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Granularity of corporate debt. (2013). Zechner, Josef ; Hackbarth, Dirk ; Choi, Jaewon . In: CFS Working Paper Series. RePEc:zbw:cfswop:201326. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Systematic consumption risk in currency returns. (2013). Hoffmann, Mathias ; Suter, Rahel . In: ECON - Working Papers. RePEc:zur:econwp:124. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2012
Year | Title | See |
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2012 | A Comprehensive Look at Financial Volatility Prediction by Economic Variables. (2012). Schrimpf, Andreas ; Schmeling, Maik ; Christiansen, Charlotte. In: BIS Working Papers. RePEc:bis:biswps:374. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Bank ratings-What determines their quality?. (2012). Marqués Ibañez, David ; Hau, Harald ; Marques-Ibanez, David ; Langfield, Sam . In: Working Papers. RePEc:bng:wpaper:12012. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The Regulators Trade-off: Bank Supervision vs. Minimum Capital. (2012). Schliephake, Eva ; Buck, Florian . In: CESifo Working Paper Series. RePEc:ces:ceswps:_3923. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | . Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Risk capital, private credit, and innovative production. (2012). Madsen, Jakob ; Ang, James. In: Canadian Journal of Economics. RePEc:cje:issued:v:45:y:2012:i:4:p:1608-1639. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Bank liquidity, the maturity ladder, and regulation. (2012). de Haan, Leo ; End, Jan Willem ; van den End, Jan Willem . In: DNB Working Papers. RePEc:dnb:dnbwpp:346. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Product market relationships and cost of bank loans: Evidence from strategic alliances. (2012). HASAN, IFTEKHAR ; Francis, Bill ; Fang, Yiwei ; Wang, Haizhi . In: Journal of Empirical Finance. RePEc:eee:empfin:v:19:y:2012:i:5:p:653-674. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The year of the cat: Taxing nuclear risk with the help of capital markets. (2012). Eberl, Jakob ; Jus, Darko . In: Energy Policy. RePEc:eee:enepol:v:51:y:2012:i:c:p:364-373. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Getting beyond carry trade: What makes a safe haven currency?. (2012). Stracca, Livio ; Habib, Maurizio M.. In: Journal of International Economics. RePEc:eee:inecon:v:87:y:2012:i:1:p:50-64. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Foreign exchange volatility and stock returns. (2012). Du, Ding ; Hu, Ou. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:5:p:1202-1216. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | A public good approach to credit ratings â From concept to reality. (2012). Van Laere, Elisabeth ; Duan, Jin-Chuan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:12:p:3239-3247. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Investment policy in family controlled firms. (2012). Duru, Augustine ; Anderson, Ronald C. ; Reeb, David M.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:6:p:1744-1758. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Predictive 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Political geography and stock returns: The value and risk implications of proximity to political power. (2012). Kim, Chansog ; Park, Jung Chul ; Pantzalis, Christos . In: Journal of Financial Economics. RePEc:eee:jfinec:v:106:y:2012:i:1:p:196-228. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Information effect of entry into credit ratings market: The case of insurers ratings. (2012). Kartasheva, Anastasia ; Phillips, Richard D. ; Doherty, Neil A.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:106:y:2012:i:2:p:308-330. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Currency 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Global liquidity risk in the foreign exchange market. (2012). Sarno, Lucio ; Phylaktis, Kate ; Banti, Chiara . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:2:p:267-291. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Securitization, Transparency and Liquidity. (2012). Volpin, Paolo ; Pagano, Marco. In: EIEF Working Papers Series. RePEc:eie:wpaper:0907. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Believe only what you see: credit rating agencies, structured finance, and bonds. (2012). Elamin, Mahmoud. In: Working Paper. RePEc:fip:fedcwp:1222. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | CEO pay and the market for CEOs. (2012). Falato, Antonio ; Milbourn, Todd ; Li, Dan . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2012-39. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Variance risk premiums and the forward premium puzzle. (2012). Zhou, Hao ; Londono, Juan M.. In: International Finance Discussion Papers. RePEc:fip:fedgif:1068. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Doing well by doing good? Community development venture capital. (2012). Kovner, Anna ; Lerner, Josh . In: Staff Reports. RePEc:fip:fednsr:572. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Contagion Effects in the Aftermath of Lehmans Collapse: Measuring the Collateral Damage. (2012). Pop, Adrian ; Dumontaux, Nicolas . In: Working Papers. RePEc:hal:wpaper:hal-00695721. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Competition and Illicit Quality. (2012). Toffel, Michael ; Snyder, Jason A. ; Bennett, Victor Manuel ; Pierce, Lamar . In: Harvard Business School Working Papers. RePEc:hbs:wpaper:12-071. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | More than connectedness â Heterogeneity of CEO social network and
firm value. (2012). HASAN, IFTEKHAR ; Francis, Bill ; Fang, Yiwei . In: Research Discussion Papers. RePEc:hhs:bofrdp:2012_026. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Does relationship matter? The choice of financial advisors. (2012). HASAN, IFTEKHAR ; Francis, Bill B. ; Sun, Xian . In: Research Discussion Papers. RePEc:hhs:bofrdp:2012_028. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Employee Compensation in Entrepreneurial Companies. (2012). Bengtsson, Ola ; Hand, John R. M., . In: Working Paper Series. RePEc:hhs:iuiwop:0922. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Does the Tail Wag the Dog? The Effect of Credit Default Swaps on Credit Risk. (2012). Subrahmanyam, Marti G. ; Wang, Sarah Qian ; Tang, Dragon Yongjun . In: Working Papers. RePEc:hkm:wpaper:292012. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The Credit Rating Market - Options for Appropriate Regulation. (2012). Freytag, Andreas. In: Global Financial Markets Working Paper Series. RePEc:hlj:hljwrp:39-2012. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Covered bonds, core markets, and financial stability. (2012). Chapman, James ; Anand, Kartik ; Gai, Prasanna . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-065. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Nobody Likes a Rat: On the Willingness and Consequences of Reporting Lies. (2012). Reuben, Ernesto. In: IZA Discussion Papers. RePEc:iza:izadps:dp6998. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The Optimal Timing of CEO Compensation. (2012). Chaigneau, Pierre . In: Cahiers de recherche. RePEc:lvl:lacicr:1207. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | RISK CAPITAL, PRIVATE CREDIT AND INNOVATIVE PRODUCTION. (2012). Madsen, Jakob ; Ang, James ; JakobB. Madsen, . In: Monash Economics Working Papers. RePEc:mos:moswps:2012-08. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Inconsistent Regulators: Evidence From Banking. (2012). Trebbi, Francesco ; Seru, Amit ; Agarwal, Sumit ; Lucca, David . In: NBER Working Papers. RePEc:nbr:nberwo:17736. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Debt Financing in Asset Markets. (2012). Xiong, Wei ; He, Zhiguo . In: NBER Working Papers. RePEc:nbr:nberwo:17935. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | A Theory of Debt Maturity: The Long and Short of Debt Overhang. (2012). Diamond, Douglas ; He, Zhiguo . In: NBER Working Papers. RePEc:nbr:nberwo:18160. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Economic Effects of Runs on Early Shadow Banks: Trust Companies and the Impact of the Panic of 1907. (2012). Hilt, Eric ; Frydman, Carola ; Zhou, Lily Y.. In: NBER Working Papers. RePEc:nbr:nberwo:18264. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Legislating Stock Prices. (2012). Malloy, Christopher ; Cohen, Lauren ; Diether, Karl B.. In: NBER Working Papers. RePEc:nbr:nberwo:18291. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Quantitative investment strategies and portfolio management.. (2012). Guo, J.. In: Open Access publications from Tilburg University. RePEc:ner:tilbur:urn:nbn:nl:ui:12-5590847. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Dynamic Models and Structural Estimation in Corporate Finance. (2012). Whited, Toni ; Strebulaev, Ilya A.. In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000035. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Debt and Macroeconomic Stability. (2012). Sutherland, Douglas ; Merola, Rossana ; Hoeller, Peter ; Ziemann, Volker . In: OECD Economics Department Working Papers. RePEc:oec:ecoaaa:1003-en. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Debt and Macroeconomic Stability: An Overview of the Literature and Some Empirics. (2012). Sutherland, Douglas ; Hoeller, Peter. In: OECD Economics Department Working Papers. RePEc:oec:ecoaaa:1006-en. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Changes in governance, the market for corporate control, and the mechanisms for hostile takeovers in Continental Europe: The case of Arcelor?s takeover by Mittal Steel. (2012). Degen, Ronald. In: Working Papers. RePEc:pil:wpaper:87. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Variance Risk Premium Differentials and Foreign Exchange Returns. (2012). Aloosh, Arash ; Arash, Aloosh . In: MPRA Paper. RePEc:pra:mprapa:40829. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Elections, Political Competition and Bank Failure. (2012). Ngo, Phong ; Liu, Wai-Man . In: MPRA Paper. RePEc:pra:mprapa:43603. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Salvaging 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The Share of Systematic Variation in Bilateral Exchange Rates. (2012). Verdelhan, Adrien. In: 2012 Meeting Papers. RePEc:red:sed012:763. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | International Correlation Risk. (2012). Mueller, Philippe ; Stathopoulos, Andreas ; Vedolin, Andrea . In: 2012 Meeting Papers. RePEc:red:sed012:818. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Concentrated Ownership and Equilibrium Asset Prices. (2012). Haddad, Valentin . In: 2012 Meeting Papers. RePEc:red:sed012:902. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Multinational Banking and the International Transmission of Financial Shocks: Evidence from Foreign Bank Subsidiaries. (2012). Wu, Ji ; Olivero, Maria ; Jeon, Bang. In: School of Economics Working Paper Series. RePEc:ris:drxlwp:2012_002. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Institutional Frameworks, Venture Capital and the Financing of European New Technology-Based Firms. (2012). HEUGHEBAERT, A. ; VANACKER, T. ; MANIGART, S.. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:12/809. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Out of Sight, Out of Mind: The Value of Political Connections in Social Networks. (2012). Do, Quoc-Anh ; Nguyen, Bang Dang ; Lee, Yen-Teik . In: Working Papers. RePEc:siu:wpaper:22-2012. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Reputation as an Entry Barrier in the Credit Rating Industry. (2012). Jeon, Doh-Shin ; Lovo, Stefano . In: TSE Working Papers. RePEc:tse:wpaper:24582. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | . Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Is Director Industry Experience Valuable?. (2012). von Meyerinck, Felix ; Schmid, Markus ; Oesch, David . In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:17. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Are financial advisors useful? Evidence from tax-motivated mutual fund flows. (2012). . In: CFR Working Papers. RePEc:zbw:cfrwps:1209. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2011
Year | Title | See |
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2011 | Illiquidity Premia in the Equity Options Market. (2011). Christoffersen, Peter ; Jacobs, Kris ; Goyenko, Ruslan ; Karoui, Mehdi . In: CREATES Research Papers. RePEc:aah:create:2011-43. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Parametric Inference and Dynamic State Recovery from Option Panels. (2011). Andersen, Torben ; Fusari, Nicola ; Todorov, Viktor . In: CREATES Research Papers. RePEc:aah:create:2012-11. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The Composition and Drawdown of Wealth in Retirement. (2011). Wise, David ; Venti, Steven ; Poterba, James. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:25:y:2011:i:4:p:95-118. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Optimal High Frequency Trading with limit and market orders. (2011). Guilbaud, Fabien ; Pham, Huyen . In: Papers. RePEc:arx:papers:1106.5040. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Predicting Financial Markets: Comparing Survey, News, Twitter and Search
Engine Data. (2011). Mao, Huina ; Counts, Scott ; Bollen, Johan . In: Papers. RePEc:arx:papers:1112.1051. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Analyzing Default Risk and Liquidity Demand during a Financial Crisis: The Case of Canada. (2011). Kastl, Jakub ; Allen, Jason ; Hortasu, Ali . In: Working Papers. RePEc:bca:bocawp:11-17. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Where is the value in high frequency trading?. (2011). Cartea, Ãlvaro ; Penalva, Jose . In: Banco de España Working Papers. RePEc:bde:wpaper:1111. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Home bias in interbank lending and banks’ resolution regimes. (2011). Manna, Michele . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_816_11. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Do interbank customer relationships exist? And how did they function in the crisis? Learning from Italy. (2011). Affinito, Massimiliano . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_826_11. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Rediscovering the macroeconomic roots of financial stability policy: journey, challenges and a way forward. (2011). BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:354. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Financial Investments, Information Flows, and Caste Affiliation - Empirical Evidence from India. (2011). Bönte, Werner ; Filipiak, Ute . In: Schumpeter Discussion Papers. RePEc:bwu:schdps:sdp11014. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | How Much Do Means-Tested Benefits Reduce the Demand for Annuities?. (2011). Staubli, Stefan ; Bütler, Monika ; Peijnenburg, Kim ; Butler, Monika . In: CESifo Working Paper Series. RePEc:ces:ceswps:_3493. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Strategic Complementarity, Fragility, and Regulation. (2011). Vives, Xavier. In: CESifo Working Paper Series. RePEc:ces:ceswps:_3507. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Identifying the balance sheet and lending channels of monetary transmission: A loan-level analysis. (2011). Hepp, Ralf ; Aysun, Uluc. In: Working Papers. RePEc:cfl:wpaper:2011-01. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Tranching, 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Tranching, 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Asset Commonality, Debt Maturity and Systemic Risk. (2011). Babus, Ana ; Allen, Franklin ; Carletti, Elena . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8476. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Sources of entropy in representative agent models. (2011). Zin, Stanley ; Chernov, Mikhail ; Backus, David. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8488. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The delegated Lucas tree. (2011). Kondor, Péter ; KANIEL, RON . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8578. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Sovereign CDS and Bond Pricing Dynamics in the Euro-area. (2011). Portes, Richard ; Palladini, Giorgia . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8651. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | A Model of Liquidity Hoarding and Term Premia in Inter-Bank Markets. (2011). Skeie, David ; Acharya, Viral. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8705. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Pricing Liquidity Risk with Heterogeneous Investment Horizons. (2011). Driessen, Joost ; Beber, Alessandro ; Tuijp, Patrick . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8710. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Risk premium, variance premium and the maturity structure of uncertainty. (2011). Taamouti, Abderrahim ; Tedongap, Romeo ; Feunou, Bruno . In: Economics Working Papers. RePEc:cte:werepe:we1144. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Tranching, 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Tranching, 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Is the Market Portfolio Efficient? A New Test to Revisit the Roll (1977) versus Levy and Roll (2010) Controversy. (2011). Szafarz, Ariane ; OOSTERLINCK, Kim ; Mignon, Valérie ; Drut, Bastien ; Briere, Marie . In: Economics Papers from University Paris Dauphine. RePEc:dau:papers:123456789/9297. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The Impact of Dark and Visible Fragmentation on Market Quality (Replaces CentER Discussion Paper 2011-051). (2011). Degryse, Hans ; Jong , F. C. J. M. de, ; van Kervel, V. L. ; Jong, F. C. J. M. de, . In: Discussion Paper. RePEc:dgr:kubcen:2011069. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Bank Supervision Going Global? A Cost-Benefit Analysis (Replaced by CentER DP 2012-059). (2011). Wagner, Wolf ; Beck, Thorsten ; Beck, T. H. L., ; Todorov, R. I.. In: Discussion Paper. RePEc:dgr:kubcen:2011127. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | On the Non-Exclusivity of Loan Contracts: An Empirical Investigation. (2011). Ioannidou, Vasso ; Degryse, Hans ; von Schedvin, E. L.. In: Discussion Paper. RePEc:dgr:kubcen:2011130. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | A Pigovian Approach to Liquidity Regulation. (2011). Suarez, Javier ; Perotti, Enrico. In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20110040. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | High Frequency Trading and the New-Market Makers. (2011). Menkveld, Albert. In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20110076. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Market Liquidity and Exposure of Hedge Funds. (2011). Siegmann, Arjen ; Stefanova, Denitsa . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20110150. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | A Pigovian Approach to Liquidity Regulation. (2011). Perotti, Enrico ; Suarez, Javier . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2011040. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Variance Bounds on the Permanent and Transitory Components of Stochastic Discount Factors. (2011). Chabi-Yo, Fousseni ; Bakshi, Gurdip . In: Working Paper Series. RePEc:ecl:ohidic:2011-11. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The political economy of residual state ownership in privatized firms: Evidence from emerging markets. (2011). Cosset, Jean-Claude ; Saffar, Walid ; Guedhami, Omrane ; Boubakri, Narjess . In: Journal of Corporate Finance. RePEc:eee:corfin:v:17:y:2011:i:2:p:244-258. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Employee ownership, board representation, and corporate financial policies. (2011). Ginglinger, Edith ; Megginson, William ; Waxin, Timothee . In: Journal of Corporate Finance. RePEc:eee:corfin:v:17:y:2011:i:4:p:868-887. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Trading frequency and asset pricing on the London Stock Exchange: Evidence from a new price impact ratio. (2011). KOSTAKIS, ALEXANDROS ; Florackis, Chris ; Gregoriou, Andros . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:12:p:3335-3350. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The volatility of consumption-based stochastic discount factors and economic cycles. (2011). Nieto, Belen ; Rubio, Gonzalo . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:9:p:2197-2216. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Does geography matter? Firm location and corporate payout policy. (2011). Knyazeva, Diana ; John, Kose. In: Journal of Financial Economics. RePEc:eee:jfinec:v:101:y:2011:i:3:p:533-551. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Does the stock market fully value intangibles? Employee satisfaction and equity prices. (2011). Edmans, Alex. In: Journal of Financial Economics. RePEc:eee:jfinec:v:101:y:2011:i:3:p:621-640. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Hedge fund leverage. (2011). Ang, Andrew ; Gorovyy, Sergiy ; van Inwegen, Gregory B.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:102:y:2011:i:1:p:102-126. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Growth LBOs. (2011). Sraer, David ; Boucly, Quentin ; Thesmar, David . In: Journal of Financial Economics. RePEc:eee:jfinec:v:102:y:2011:i:2:p:432-453. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Stock price fragility. (2011). Thesmar, David ; Greenwood, Robin . In: Journal of Financial Economics. RePEc:eee:jfinec:v:102:y:2011:i:3:p:471-490. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Directors and officers liability insurance and acquisition outcomes. (2011). Zou, Hong ; Lin, Chen ; Officer, Micah S.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:102:y:2011:i:3:p:507-525. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Religious beliefs, gambling attitudes, and financial market outcomes. (2011). Kumar, Alok ; Spalt, Oliver G. ; Page, Jeremy K.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:102:y:2011:i:3:p:671-708. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | A model of liquidity hoarding and term premia in inter-bank markets. (2011). Skeie, David ; Acharya, Viral. In: Journal of Monetary Economics. RePEc:eee:moneco:v:58:y:2011:i:5:p:436-447. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Value 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Barriers to Household Risk Management: Evidence from India. (2011). Vickery, James ; Townsend, Robert ; Tobacman, Jeremy ; Topalova, Petia ; Cole, Shawn ; Gene, Xavier . In: Working Papers. RePEc:ess:wpaper:id:4293. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Reexamining the empirical relation between loan risk and collateral: the roles of collateral characteristics and types. (2011). Ioannidou, Vasso ; Frame, W ; Berger, Allen N.. In: Working Paper. RePEc:fip:fedawp:2011-12. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Are banks passive liquidity backstops? deposit rates and flows during the 2007-2009 crisis. (2011). Mora, Nada ; Acharya, Viral. In: Research Working Paper. RePEc:fip:fedkrw:rwp11-06. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | A model of liquidity hoarding and term premia in inter-bank markets. (2011). Skeie, David ; Acharya, Viral. In: Staff Reports. RePEc:fip:fednsr:498. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Strategic behavior in the tri-party repo market. (2011). Ennis, Huberto. In: Economic Quarterly. RePEc:fip:fedreq:y:2011:i:4q:p:389-413:n:v.97no.4. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Liquidity Hoarding. (2011). Yorulmazer, Tanju ; Gale, Douglas. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp682. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Performance Pay, CEO Dismissal, and the Dual Role of Takeovers. (2011). Burkart, Mike ; Raff, Konrad . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp694. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Minskyâs Financial Instability Hypothesis and the Leverage Cycle. (2011). Tsomocos, Dimitrios ; Vardoulakis, Alexandros ; Bhattacharya, Sudipto ; Goodhart, Charles . In: FMG Special Papers. RePEc:fmg:fmgsps:sp202. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Lintérêt dun renforcement des fonds propres bancaires (et de mesures complémentaires) pour concilier stabilité financière, performance et bon fonctionnement des banques. (2011). Petit-Romec, Arthur . In: Post-Print. RePEc:hal:journl:dumas-00643745. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Employee Ownership, Board Representation, and Corporate Financial Policies. (2011). Ginglinger, Edith ; Megginson, William ; Waxin, Timothee . In: Post-Print. RePEc:hal:journl:halshs-00626310. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | LBOs and innovation: the French case. (2011). Le Nadant, Anne-Laure ; Perdreau, Frederic . In: Post-Print. RePEc:hal:journl:halshs-00669910. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Do Private Equity Firms Foster Innovation? Evidence from French LBOs. (2011). Le Nadant, Anne-Laure ; Perdreau, Frederic . In: Post-Print. RePEc:hal:journl:halshs-00773693. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Optimal High Frequency Trading with limit and market orders. (2011). Guilbaud, Fabien ; Pham, Huyen . In: Working Papers. RePEc:hal:wpaper:hal-00603385. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Gender, Stock Market Participation and Financial Literacy. (2011). Dreber, Anna ; Almenberg, Johan. In: Working Paper Series in Economics and Finance. RePEc:hhs:hastef:0737. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | A Model of Endogenous Extreme Events. (2011). Chollete, Loran . In: UiS Working Papers in Economics and Finance. RePEc:hhs:stavef:2012_002. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Vulnerable Banks. (2011). Landier, Augustin ; Greenwood, Robin ; Thesmar, David . In: IDEI Working Papers. RePEc:ide:wpaper:25524. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | How Much Do Means-Tested Benefits Reduce the Demand for Annuities?. (2011). Staubli, Stefan ; Bütler, Monika ; Peijnenburg, Kim ; Butler, Monika . In: Working Papers. RePEc:igi:igierp:418. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The Role of Default in Macroeconomics. (2011). Tsomocos, Dimitrios ; Charles A. E. Goodhart, ; Charles A. E. Goodhart, . In: IMES Discussion Paper Series. RePEc:ime:imedps:11-e-23. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Modeling Correlated Systemic Liquidity and Solvency Risks in a Financial Environment with Incomplete Information. (2011). Schumacher, Liliana ; Barnhill, Theodore M.. In: IMF Working Papers. RePEc:imf:imfwpa:11/263. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The New Economics of Capital Controls Imposed for Prudential Reasons*. (2011). Korinek, Anton. In: IMF Working Papers. RePEc:imf:imfwpa:11/298. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Taxing Financial Transactions: Issues and Evidence. (2011). Matheson, Thornton . In: IMF Working Papers. RePEc:imf:imfwpa:11/54. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | A Regulatory approach to financial product advice and
distribution. (2011). Sane, Renuka ; Sahoo, M.. In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. RePEc:ind:igiwpp:2011-029. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Stock Return Predictability and Oil Prices. (2011). Casassus, Jaime ; Higuera, Freddy . In: Documentos de Trabajo. RePEc:ioe:doctra:406. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Do financial variables help predict the state of the business cycle in small open economies? Evidence from Switzerland. (2011). Zanetti, Attilio ; Ranaldo, Angelo ; Meichle, Mario . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:25:y:2011:i:4:p:435-453. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Dividends and Bank Capital in the Financial Crisis of 2007-2009. (2011). Acharya, Viral ; Shin, Hyun Song ; Kulkarni, Nirupama ; Gujral, Irvind . In: NBER Working Papers. RePEc:nbr:nberwo:16896. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Credit Risk and Disaster Risk. (2011). Gourio, Francois. In: NBER Working Papers. RePEc:nbr:nberwo:17026. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Sources of Entropy in Representative Agent Models. (2011). Zin, Stanley ; Chernov, Mikhail ; Backus, David. In: NBER Working Papers. RePEc:nbr:nberwo:17219. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | How Do Firm Financial Conditions Affect Product Quality and Pricing?. (2011). Phillips, Gordon ; Sertsios, Giorgo. In: NBER Working Papers. RePEc:nbr:nberwo:17233. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Constituencies and Legislation: The Fight over the McFadden Act of 1927. (2011). Ramcharan, Rodney ; Rajan, Raghuram. In: NBER Working Papers. RePEc:nbr:nberwo:17266. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Rare Macroeconomic Disasters. (2011). Barro, Robert ; Ursua, Jose F.. In: NBER Working Papers. RePEc:nbr:nberwo:17328. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Cyclicality, Performance Measurement, and Cash Flow Liquidity in Private Equity. (2011). Robinson, David ; Sensoy, Berk A.. In: NBER Working Papers. RePEc:nbr:nberwo:17428. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Payout Taxes and the Allocation of Investment. (2011). Becker, Bo ; Jacob, Marcus . In: NBER Working Papers. RePEc:nbr:nberwo:17481. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The Real Effects of Hedge Fund Activism: Productivity, Risk, and Product Market Competition. (2011). Jiang, Wei ; Brav, Alon ; Kim, Hyunseob . In: NBER Working Papers. RePEc:nbr:nberwo:17517. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The Forward Premium Puzzle in a Two-Country World. (2011). Martin, Ian. In: NBER Working Papers. RePEc:nbr:nberwo:17564. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Sovereign CDS and Bond Pricing Dynamics in the Euro-area. (2011). Portes, Richard ; Palladini, Giorgia . In: NBER Working Papers. RePEc:nbr:nberwo:17586. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Evaporating Liquidity. (2011). Nagel, Stefan. In: NBER Working Papers. RePEc:nbr:nberwo:17653. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Financing Africa: Through the crisis and beyond.. (2011). Beck, Thorsten ; Beck, T. H. L., ; Triki, T. ; Maimbo, Munzele S. ; Faye, I.. In: Open Access publications from Tilburg University. RePEc:ner:tilbur:urn:nbn:nl:ui:12-4758568. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Systemic Risk-Taking: Amplification Effects, Externalities, and Regulatory Responses. (2011). Korinek, Anton . In: NFI Working Papers. RePEc:nfi:nfiwps:2011-wp-13. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | A Market-based Approach to Sector Risk Determinants and Transmission in the Euro Area. (2011). Saldias, Martin. In: Working Papers. RePEc:ptu:wpaper:w201130. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The Fiscal Burden of the Legacy of the Civil Service Pension Systems in Northern Cyprus. (2011). Jenkins, Glenn ; Altiok, Hasan U.. In: Working Papers. RePEc:qed:wpaper:1284. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees. (2011). Van Nieuwerburgh, Stijn ; Lustig, Hanno ; Kelly, Bryan . In: 2011 Meeting Papers. RePEc:red:sed011:1285. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Trade Dynamics in the Market for Federal Funds. (2011). Lagos, Ricardo ; Afonson, Gara . In: 2011 Meeting Papers. RePEc:red:sed011:314. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Sources of Entropy in Representative Agent Models. (2011). Zin, Stanley ; Chernov, Mikhail ; Backus, David. In: Working Papers. RePEc:ste:nystbu:11-21. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Vulnerable Banks. (2011). Landier, Augustin ; Greenwood, Robin ; Thesmar, David . In: TSE Working Papers. RePEc:tse:wpaper:25606. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Knowledge, Information and retirement saving decisions: Evidence from a large scale intervention in Chile. (2011). Reyes Hartley, Gonzalo. In: Working Papers. RePEc:uai:wpaper:wp_011. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Endogenous Credit Cycles. (2011). Gu, Chao ; Haslag, Joseph . In: Working Papers. RePEc:umc:wpaper:1114. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Financing Africa : Through the Crisis and Beyond. (2011). Faye, Issa ; Triki, Thouraya ; Beck, Thorsten ; Maimbo, Samuel Munzele . In: World Bank Publications. RePEc:wbk:wbpubs:2355. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Stimulating managerial capital in emerging markets : the impact of business and financial literacy for young entrepreneurs. (2011). Zia, Bilal ; Bruhn, Miriam. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:5642. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The mechanics and regulation of variable payout annuities. (2011). Vittas, Dimitri . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:5762. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Unpacking the causal chain of financial literacy. (2011). Zia, Bilal ; Cole, Shawn ; Shapiro, Jeremy ; Carpena, Fenella . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:5798. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The CDS-Bond Basis Arbitrage and the Cross Section of Corporate Bond Returns. (2011). Zhang, Weina ; Li, Haitao ; Kim, Gi H.. In: Working Papers. RePEc:wbs:wpaper:wpn11-04. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Home-field advantage or a matter of ambiguity aversion? Local bias among German individual investors. (2011). Baltzer, Markus ; Walter, Andreas ; Stolper, Oscar . In: Discussion Paper Series 1: Economic Studies. RePEc:zbw:bubdp1:201123. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Bank bailouts, interventions, and moral hazard. (2011). Koetter, Michael ; Dam, Lammertjan. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:201110. Full description at Econpapers || Download paper | [Citation Analysis] |
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