[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 |
---|---|---|
2009 | Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches. (2009). Petersen, Mitchell. In: Review of Financial Studies. RePEc:oup:rfinst:v:22:y:2009:i:1:p:435-480. Full description at Econpapers || Download paper | 551 |
1988 | Stock Market Prices do not Follow Random Walks: Evidence from a Simple Specification Test. (1988). Lo, Andrew. In: Review of Financial Studies. RePEc:oup:rfinst:v:1:y:1988:i:1:p:41-66. Full description at Econpapers || Download paper | 507 |
1990 | Transmission of Volatility between Stock Markets.. (1990). Wadhwani, Sushil ; King, Mervyn A. In: Review of Financial Studies. RePEc:oup:rfinst:v:3:y:1990:i:1:p:5-33. Full description at Econpapers || Download paper | 452 |
1988 | A Theory of Intraday Patterns: Volume and Price Variability. (1988). Admati, Anat ; Anat R. Admati, Paul Pfleiderer, . In: Review of Financial Studies. RePEc:oup:rfinst:v:1:y:1988:i:1:p:3-40. Full description at Econpapers || Download paper | 446 |
1993 | A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options.. (1993). Heston, Steven L. In: Review of Financial Studies. RePEc:oup:rfinst:v:6:y:1993:i:2:p:327-43. Full description at Econpapers || Download paper | 446 |
1990 | Correlations in Price Changes and Volatility across International Stock Markets.. (1990). masulis, ronald ; Hamao, Yasushi ; Ng, Victor. In: Review of Financial Studies. RePEc:oup:rfinst:v:3:y:1990:i:2:p:281-307. Full description at Econpapers || Download paper | 435 |
1988 | The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors. (1988). Shiller, Robert ; Campbell, John. In: Review of Financial Studies. RePEc:oup:rfinst:v:1:y:1988:i:3:p:195-228. Full description at Econpapers || Download paper | 427 |
2009 | Market Liquidity and Funding Liquidity. (2009). Pedersen, Lasse ; Brunnermeier, Markus. In: Review of Financial Studies. RePEc:oup:rfinst:v:22:y:2009:i:6:p:2201-2238. Full description at Econpapers || Download paper | 394 |
1995 | Predictable Risk and Returns in Emerging Markets.. (1995). Harvey, Campbell. In: Review of Financial Studies. RePEc:oup:rfinst:v:8:y:1995:i:3:p:773-816. Full description at Econpapers || Download paper | 339 |
1999 | Modeling Term Structures of Defaultable Bonds.. (1999). Duffie, Darrell ; Singleton, Kenneth J. In: Review of Financial Studies. RePEc:oup:rfinst:v:12:y:1999:i:4:p:687-720. Full description at Econpapers || Download paper | 336 |
1992 | Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement.. (1992). Hodrick, Robert. In: Review of Financial Studies. RePEc:oup:rfinst:v:5:y:1992:i:3:p:357-86. Full description at Econpapers || Download paper | 330 |
2002 | International Asset Allocation With Regime Shifts. (2002). Bekaert, Geert ; Ang, Andrew. In: Review of Financial Studies. RePEc:oup:rfinst:v:15:y:2002:i:4:p:1137-1187. Full description at Econpapers || Download paper | 318 |
1996 | Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options.. (1996). Bates, David S. In: Review of Financial Studies. RePEc:oup:rfinst:v:9:y:1996:i:1:p:69-107. Full description at Econpapers || Download paper | 281 |
1992 | Stock Prices and Volume.. (1992). Tauchen, George ; Rossi, Peter ; Gallant, A.. In: Review of Financial Studies. RePEc:oup:rfinst:v:5:y:1992:i:2:p:199-242. Full description at Econpapers || Download paper | 274 |
1993 | The Risk and Predictability of International Equity Returns.. (1993). Harvey, Campbell ; Ferson, Wayne. In: Review of Financial Studies. RePEc:oup:rfinst:v:6:y:1993:i:3:p:527-66. Full description at Econpapers || Download paper | 273 |
1990 | Pricing Interest-Rate-Derivative Securities.. (1990). White, Alan ; Hull, John . In: Review of Financial Studies. RePEc:oup:rfinst:v:3:y:1990:i:4:p:573-92. Full description at Econpapers || Download paper | 266 |
1992 | Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World.. (1992). Dumas, Bernard . In: Review of Financial Studies. RePEc:oup:rfinst:v:5:y:1992:i:2:p:153-80. Full description at Econpapers || Download paper | 266 |
Asymmetric Volatility and Risk in Equity Markets.. (2000). Bekaert, Geert ; Wu, Guojun. In: Review of Financial Studies. RePEc:oup:rfinst:v:13:y:2000:i:1:p:1-42. Full description at Econpapers || Download paper | 266 | |
1997 | A Markov Model for the Term Structure of Credit Risk Spreads.. (1997). Lando, David ; Jarrow, Robert ; Turnbull, Stuart M. In: Review of Financial Studies. RePEc:oup:rfinst:v:10:y:1997:i:2:p:481-523. Full description at Econpapers || Download paper | 266 |
1996 | Testing Continuous-Time Models of the Spot Interest Rate.. (1996). Ait-Sahalia, Yacine. In: Review of Financial Studies. RePEc:oup:rfinst:v:9:y:1996:i:2:p:385-426. Full description at Econpapers || Download paper | 262 |
1993 | Differences of Opinion Make a Horse Race.. (1993). Harris, Milton ; Raviv, Artur . In: Review of Financial Studies. RePEc:oup:rfinst:v:6:y:1993:i:3:p:473-506. Full description at Econpapers || Download paper | 250 |
2008 | A Comprehensive Look at The Empirical Performance of Equity Premium Prediction. (2008). welch, ivo ; Goyal, Amit. In: Review of Financial Studies. RePEc:oup:rfinst:v:21:y:2008:i:4:p:1455-1508. Full description at Econpapers || Download paper | 239 |
1990 | When Are Contrarian Profits Due to Stock Market Overreaction?. (1990). Lo, Andrew ; MacKinlay, Craig A. In: Review of Financial Studies. RePEc:oup:rfinst:v:3:y:1990:i:2:p:175-205. Full description at Econpapers || Download paper | 235 |
2002 | Testing Trade-Off and Pecking Order Predictions About Dividends and Debt. (2002). Fama, Eugene. In: Review of Financial Studies. RePEc:oup:rfinst:v:15:y:2002:i:1:p:1-33. Full description at Econpapers || Download paper | 233 |
1997 | Trade Credit: Theories and Evidence.. (1997). Rajan, Raghuram ; Petersen, Mitchell. In: Review of Financial Studies. RePEc:oup:rfinst:v:10:y:1997:i:3:p:661-91. Full description at Econpapers || Download paper | 228 |
2001 | Familiarity Breeds Investment.. (2001). Huberman, Gur. In: Review of Financial Studies. RePEc:oup:rfinst:v:14:y:2001:i:3:p:659-80. Full description at Econpapers || Download paper | 225 |
2000 | The Interaction between Product Market and Financing Strategy: The Role of Venture Capital.. (2000). Hellmann, Thomas ; Puri, Manju . In: Review of Financial Studies. RePEc:oup:rfinst:v:13:y:2000:i:4:p:959-84. Full description at Econpapers || Download paper | 199 |
1991 | Stock Price Distributions with Stochastic Volatility: An Analytic Approach.. (1991). Stein, Jeremy. In: Review of Financial Studies. RePEc:oup:rfinst:v:4:y:1991:i:4:p:727-52. Full description at Econpapers || Download paper | 183 |
2001 | Learning to be Overconfident.. (2001). Gervais, Simon ; Odean, Terrance . In: Review of Financial Studies. RePEc:oup:rfinst:v:14:y:2001:i:1:p:1-27. Full description at Econpapers || Download paper | 183 |
1994 | Transactions, Volume, and Volatility.. (1994). Kaul, Gautam ; Jones, Charles M ; Lipson, Marc L. In: Review of Financial Studies. RePEc:oup:rfinst:v:7:y:1994:i:4:p:631-51. Full description at Econpapers || Download paper | 180 |
1994 | Do Bulls and Bears Move across Borders? International Transmission of Stock Returns and Volatility.. (1994). Ito, Takatoshi ; Engle, Robert ; Lin, Wen-Ling . In: Review of Financial Studies. RePEc:oup:rfinst:v:7:y:1994:i:3:p:507-38. Full description at Econpapers || Download paper | 176 |
1992 | On the Estimation of Beta-Pricing Models.. (1992). Shanken, Jay. In: Review of Financial Studies. RePEc:oup:rfinst:v:5:y:1992:i:1:p:1-33. Full description at Econpapers || Download paper | 173 |
2003 | A New Approach to Measuring Financial Contagion. (2003). Stulz, René ; Karolyi, G. ; Bae, Kee-Hong . In: Review of Financial Studies. RePEc:oup:rfinst:v:16:y:2003:i:3:p:717-763. Full description at Econpapers || Download paper | 172 |
1999 | Conflict of Interest and the Credibility of Underwriter Analyst Recommendations.. (1999). michaely, roni ; Womack, Kent L. In: Review of Financial Studies. RePEc:oup:rfinst:v:12:y:1999:i:4:p:653-86. Full description at Econpapers || Download paper | 167 |
1992 | Survivorship Bias in Performance Studies.. (1992). Brown, Stephen. In: Review of Financial Studies. RePEc:oup:rfinst:v:5:y:1992:i:4:p:553-80. Full description at Econpapers || Download paper | 164 |
1998 | Modeling Asymmetric Comovements of Asset Returns.. (1998). Kroner, Kenneth F ; Ng, Victor K. In: Review of Financial Studies. RePEc:oup:rfinst:v:11:y:1998:i:4:p:817-44. Full description at Econpapers || Download paper | 160 |
1990 | Data-Snooping Biases in Tests of Financial Asset Pricing Models.. (1990). Lo, Andrew ; MacKinlay, Craig A. In: Review of Financial Studies. RePEc:oup:rfinst:v:3:y:1990:i:3:p:431-67. Full description at Econpapers || Download paper | 159 |
1990 | A Theory of the Interday Variations in Volume, Variance, and Trading Costs in Securities Markets.. (1990). Viswanathan, S ; Foster, Frederick. In: Review of Financial Studies. RePEc:oup:rfinst:v:3:y:1990:i:4:p:593-624. Full description at Econpapers || Download paper | 155 |
1997 | Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds.. (1997). Hsieh, David A ; Fung, William . In: Review of Financial Studies. RePEc:oup:rfinst:v:10:y:1997:i:2:p:275-302. Full description at Econpapers || Download paper | 154 |
2005 | Consumption and Portfolio Choice over the Life Cycle. (2005). Cocco, Joao F.. In: Review of Financial Studies. RePEc:oup:rfinst:v:18:y:2005:i:2:p:491-533. Full description at Econpapers || Download paper | 151 |
2009 | What Matters in Corporate Governance?. (2009). Cohen, Alma ; Bebchuk, Lucian ; Ferrell, Allen . In: Review of Financial Studies. RePEc:oup:rfinst:v:22:y:2009:i:2:p:783-827. Full description at Econpapers || Download paper | 148 |
2003 | Financial Development and Financing Constraints: International Evidence from the Structural Investment Model. (2003). Love, Inessa. In: Review of Financial Studies. RePEc:oup:rfinst:v:16:y:2003:i:3:p:765-791. Full description at Econpapers || Download paper | 148 |
1994 | The Value of the Voting Right: A Study of the Milan Stock Exchange Experience.. (1994). Zingales, Luigi. In: Review of Financial Studies. RePEc:oup:rfinst:v:7:y:1994:i:1:p:125-48. Full description at Econpapers || Download paper | 147 |
2004 | Risks and Portfolio Decisions Involving Hedge Funds. (2004). Agarwal, Vikas . In: Review of Financial Studies. RePEc:oup:rfinst:v:17:y:2004:i:1:p:63-98. Full description at Econpapers || Download paper | 147 |
1988 | On Jump Processes in the Foreign Exchange and Stock Markets. (1988). Jorion, Philippe. In: Review of Financial Studies. RePEc:oup:rfinst:v:1:y:1988:i:4:p:427-445. Full description at Econpapers || Download paper | 146 |
1999 | Estimating the Price of Default Risk.. (1999). Duffee, Greg. In: Review of Financial Studies. RePEc:oup:rfinst:v:12:y:1999:i:1:p:197-226. Full description at Econpapers || Download paper | 143 |
2006 | Competition and Strategic Information Acquisition in Credit Markets. (2006). Marquez, Robert ; Hauswald, Robert . In: Review of Financial Studies. RePEc:oup:rfinst:v:19:y:2006:i:3:p:967-1000. Full description at Econpapers || Download paper | 142 |
1989 | Intertemporally Dependent Preferences and the Volatility of Consumption and Wealth.. (1989). Sundaresan, Suresh M. In: Review of Financial Studies. RePEc:oup:rfinst:v:2:y:1989:i:1:p:73-89. Full description at Econpapers || Download paper | 142 |
1999 | Implementing Statistical Criteria to Select Return Forecasting Models: What Do We Learn?. (1999). Bossaerts, Peter ; Hillion, Pierre . In: Review of Financial Studies. RePEc:oup:rfinst:v:12:y:1999:i:2:p:405-28. Full description at Econpapers || Download paper | 139 |
2000 | Recovering Risk Aversion from Option Prices and Realized Returns.. (2000). Jackwerth, Jens. In: Review of Financial Studies. RePEc:oup:rfinst:v:13:y:2000:i:2:p:433-51. Full description at Econpapers || Download paper | 135 |
Citing documents used to compute impact factor 159:
Year | Title | See |
---|---|---|
2014 | Ambiguous volatility, possibility and utility in continuous time. (2014). Epstein, Larry ; Ji, Shaolin . In: Journal of Mathematical Economics. RePEc:eee:mateco:v:50:y:2014:i:c:p:269-282. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Changing forces of gravity: How the crisis affected international banking. (2014). Neugebauer, Katja ; Buch, Claudia M. ; Schroder, Christoph . In: ZEW Discussion Papers. RePEc:zbw:zewdip:14006. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Transmission of Real Estate Shocks Through Multinational Banks. (2014). Bertay, Ata. In: Discussion Paper. RePEc:dgr:kubcen:2014011. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bank loans and borrower value during the global financial crisis: Empirical evidence from France. (2014). Godlewski, Christophe. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:28:y:2014:i:c:p:100-130. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The impact of funding models and foreign bank ownership on bank credit growth : is Central and Eastern Europe different ?. (2014). Feyen, Erik ; Rocha, Roberto ; Maimbo, Samuel Munzele ; Letelier, Raquel ; Love, Inessa . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:6783. 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 | 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 | Monetary Policy Drivers of Bond and Equity Risks. (2014). Viceira, Luis ; Pflueger, Carolin ; Campbell, John. In: NBER Working Papers. RePEc:nbr:nberwo:20070. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Can time-varying risk premiums explain the excess returns in the interest rate parity condition?. (2014). Lee, Sanglim ; Aysun, Uluc. In: Emerging Markets Review. RePEc:eee:ememar:v:18:y:2014:i:c:p:78-100. 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 | 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 | 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 | Getting to know each other: The role of toeholds in acquisitions. (2014). Povel, Paul ; Sertsios, Giorgo. In: Journal of Corporate Finance. RePEc:eee:corfin:v:26:y:2014:i:c:p:201-224. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Introduction to financial economics. (2014). Vives, Xavier ; Vayanos, Dimitri ; Allen, Franklin . In: Journal of Economic Theory. RePEc:eee:jetheo:v:149:y:2014:i:c:p:1-14. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Time Series Momentum and Market Stability. (2014). He, Xuezhong ; Li, Kai . In: Research Paper Series. RePEc:uts:rpaper:341. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | International asset allocations and capital flows : the benchmark effect. (2014). Raddatz, Claudio ; Williams, Tomas ; Schmukler, Sergio L.. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:6866. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The value of firms voluntary commitment to improve transparency: The case of special segments on Euronext. (2014). Kim, Abby . In: Journal of Corporate Finance. RePEc:eee:corfin:v:25:y:2014:i:c:p:342-359. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | [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 | [Citation Analysis] | |
2014 | Do ETFs Increase Volatility?. (2014). Ben-David, Itzhak ; Moussawi, Rabih ; FRANZONI, FRANCESCO . In: NBER Working Papers. RePEc:nbr:nberwo:20071. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Informational Efficiency under Short Sale Constraints. (2014). Jarrow, Robert ; Larsson, Martin . In: Papers. RePEc:arx:papers:1401.1851. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Predictive Power of Aggregate Short Interest. (2014). Yu, Eric Jinsan. In: MPRA Paper. RePEc:pra:mprapa:56259. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Discretisation-Invariant Swaps. (2014). Alexander, Carol ; Rauch, Johannes . In: Papers. RePEc:arx:papers:1404.1351. 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 | Bank capital regulation, loan contracts, and corporate investment. (2014). Dietrich, Diemo ; Hauck, Achim . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:54:y:2014:i:2:p:230-241. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Central Clearing and Collateral Demand. (2014). Vuillemey, Guillaume ; Duffie, Darrell ; Scheicher, Martin . In: NBER Working Papers. RePEc:nbr:nberwo:19890. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Densely Entangled Financial Systems. (2014). Kaligounder, Lakshmi ; DasGupta, Bhaskar . In: Papers. RePEc:arx:papers:1402.5208. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Central clearing and collateral demand. (2014). Vuillemey, Guillaume ; Scheicher, Martin ; Duffie, Darrell . In: Working Paper Series. RePEc:ecb:ecbwps:20141638. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Family Firms, Soft Information and Bank Lending in a Financial Crisis. (2014). Oliviero, Tommaso ; DAurizio, Leandro ; Romano, Livio . In: CSEF Working Papers. RePEc:sef:csefwp:357. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | On the Fundamental Relation Between Equity Returns and Interest Rates. (2014). Choi, Jaewon ; Whitelaw, Robert F. ; Richardson, Matthew P.. In: NBER Working Papers. RePEc:nbr:nberwo:20187. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | How does bad and good volatility spill over across petroleum markets?. (2014). Vacha, Lukas ; KoÄenda, Evžen ; BarunÃk, Jozef. In: Papers. RePEc:arx:papers:1405.2445. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | CEO age and the riskiness of corporate policies. (2014). Serfling, Matthew A.. In: Journal of Corporate Finance. RePEc:eee:corfin:v:25:y:2014:i:c:p:251-273. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Performance Effects of Appointing Other Firms Executive Directors to Corporate Boards: An Analysis of UK Firms. (2014). Talavera, Oleksandr ; ÐÑÑавÑев, ÐлекÑÐ°Ð½Ð´Ñ ; Muravyev, Alexander ; Weir, Charlie . In: IZA Discussion Papers. RePEc:iza:izadps:dp7962. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | CEO turnover and the reduction of price sensitivity. (2014). Alderson, Michael J. ; Betker, Brian L. ; Bansal, Naresh . In: Journal of Corporate Finance. RePEc:eee:corfin:v:25:y:2014:i:c:p:376-386. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Asymmetric contracts, cash flows and risk taking of mutual funds. (2014). Sheng, Jiliang ; Yang, Jun ; Wang, Xiaoting . In: Economic Modelling. RePEc:eee:ecmode:v:38:y:2014:i:c:p:435-442. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Evaluating Asset-Market Effects of Unconventional Monetary Policy: A Cross-Country Comparison. (2014). Scotti, Chiara ; Rogers, John H. ; Wright, Jonathan H.. In: International Finance Discussion Papers. RePEc:fip:fedgif:1101. 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 | Bank procyclicality and output: Issues and policies. (2014). Delis, Manthos ; Athanasoglou, Panayiotis ; Daniilidis, Ioannis . In: Journal of Economics and Business. RePEc:eee:jebusi:v:72:y:2014:i:c:p:58-83. 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 | On the economics of crisis contracts. (2014). Gersbach, Hans ; Britz, Volker ; Aptus, Elias . In: CFS Working Paper Series. RePEc:zbw:cfswop:453. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Independent director incentives: Where do talented directors spend their limited time and energy?. (2014). Masulis, Ronald W. ; Mobbs, Shawn . In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:2:p:406-429. Full description at Econpapers || Download paper | [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 | 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 | Investor sentiment and return predictability of disagreement. (2014). Kim, Jun Sik ; Seo, Sung Won ; Ryu, Doojin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:42:y:2014:i:c:p:166-178. Full description at Econpapers || Download paper | [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 | 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 market microstructure of the European climate exchange. (2014). Otsubo, Yoichi ; Mizrach, Bruce. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:39:y:2014:i:c:p:107-116. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The importance of the volatility risk premium for volatility forecasting. (2014). Prokopczuk, Marcel ; Simen, Chardin Wese . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:303-320. 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 | The timeline of trading frictions in the European carbon market. (2014). Medina, Vicente ; Pascual, Roberto ; Pardo, Angel . In: Energy Economics. RePEc:eee:eneeco:v:42:y:2014:i:c:p:378-394. 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 | Uncertainty Shocks, Asset Supply and Pricing over the Business Cycle. (2014). Schneider, Martin ; Ilut, Cosmin ; Bianchi, Francesco . In: NBER Working Papers. RePEc:nbr:nberwo:20081. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The stock market impact of government interventions on financial services industry groups: Evidence from the 2007â2009 crisis. (2014). Subrahmanyam, Vijaya ; Pennathur, Anita ; Smith, Deborah . In: Journal of Economics and Business. RePEc:eee:jebusi:v:71:y:2014:i:c:p:22-44. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A barrier option framework for rescue package designs and bank default risks. (2014). Chang, Chuen-Ping . In: Economic Modelling. RePEc:eee:ecmode:v:38:y:2014:i:c:p:246-257. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Large capital infusions, investor reactions, and the return and risk-performance of financial institutions over the business cycle. (2014). Elyasiani, Elyas ; Pagano, Michael S. ; Mester, Loretta J.. In: Journal of Financial Stability. RePEc:eee:finsta:v:11:y:2014:i:c:p:62-81. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bank equity risk under bailout programs of loan guarantee and/or equity capital injection. (2014). Lin, Jyh-Horng ; Hung, Wei-Ming ; Tsai, Jeng-Yan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:31:y:2014:i:c:p:263-274. 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 | Safer ratios, riskier portfolios: Banks׳ response to government aid. (2014). DUCHIN, RAN ; SOSYURA, DENIS . In: Journal of Financial Economics. RePEc:eee:jfinec:v:113:y:2014:i:1:p:1-28. Full description at Econpapers || Download paper | [Citation Analysis] |
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2014 | Family-Concentrated Ownership in Chinese PLCs: Does Ownership Concentration Always Enhance Corporate Value?. (2014). Luo, Jin-hui ; Liu, Heng . In: International Journal of Financial Studies. RePEc:gam:jijfss:v:2:y:2014:i:1:p:103-121:d:33548. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Family Firms, Soft Information and Bank Lending in a Financial Crisis. (2014). Oliviero, Tommaso ; DAurizio, Leandro ; Romano, Livio . In: CSEF Working Papers. RePEc:sef:csefwp:357. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Risk tolerance and entrepreneurship. (2014). Panos, Georgios ; Hvide, Hans K. ; HansK. Hvide, . In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:1:p:200-223. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Modeling Covariance Breakdowns in Multivariate GARCH. (2014). Maheu, John ; Jin, Xin. In: MPRA Paper. RePEc:pra:mprapa:55243. Full description at Econpapers || Download paper | [Citation Analysis] |
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2014 | Lending Standards and Countercyclical Capital Requirements under Imperfect Information. (2014). Gete, Pedro ; Tiernan, Natalie . In: MPRA Paper. RePEc:pra:mprapa:54486. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks. (2014). Boudt, Kris ; PETITJEAN, Mikael . In: Journal of Financial Markets. RePEc:eee:finmar:v:17:y:2014:i:c:p:121-149. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Cojumps in stock prices: Empirical evidence. (2014). Shackleton, Mark ; Gilder, Dudley ; Taylor, Stephen J.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:443-459. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bayesian DEJD model and detection of asymmetric jumps. (2014). Kostrzewski, Maciej . In: Papers. RePEc:arx:papers:1404.2050. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A jump model for fads in asset prices under asymmetric information. (2014). Buckley, Winston ; Perera, Sandun ; Long, Hongwei . In: European Journal of Operational Research. RePEc:eee:ejores:v:236:y:2014:i:1:p:200-208. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Parameter estimation for a subcritical affine two factor model. (2014). Pap, Gyula ; Li, Zenghu ; Barczy, Matyas ; Doering, Leif . In: Papers. RePEc:arx:papers:1302.3451. 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 | Composition of wealth, conditioning information, and the cross-section of stock returns. (2014). Roussanov, Nikolai. In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:2:p:352-380. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Cross-hedging minimum return guarantees: Basis and liquidity risks. (2014). Ankirchner, Stefan ; Schweizer, Nikolaus ; Schneider, Judith C.. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:41:y:2014:i:c:p:93-109. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Quadratic hedging schemes for non-Gaussian GARCH models. (2014). Badescu, Alexandru ; Ortega, Juan-Pablo ; Elliott, Robert J.. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:42:y:2014:i:c:p:13-32. 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 | Relación entre el riesgo sistémico del sistema financiero y el sector real: un enfoque FAVAR. (2014). Melo, Luis ; Wilmar Alexander Cabrera Rodriguez, ; Amado, Daniel Parra ; Luis Fernando Melo Velandia, . In: Borradores de Economia. RePEc:bdr:borrec:810. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Relación entre el riesgo sistémico del sistema financiero y el sector real: un enfoque FAVAR. (2014). Wilmar Alexander Cabrera Rodriguez, ; Amado, Daniel Parra ; Luis Fernando Melo Velandia, . In: BORRADORES DE ECONOMIA. RePEc:col:000094:011142. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Integration of European bond markets. (2014). Christiansen, Charlotte. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:42:y:2014:i:c:p:191-198. Full description at Econpapers || Download paper | [Citation Analysis] |
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2014 | Do Loan Officersâ Incentives Lead to Lax Lending Standards?. (2014). Ben-David, Itzhak ; Agarwal, Sumit . In: NBER Working Papers. RePEc:nbr:nberwo:19945. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Inflation expectations and the news. (2014). Bauer, Michael. In: Working Paper Series. RePEc:fip:fedfwp:2014-09. Full description at Econpapers || Download paper | [Citation Analysis] |
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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 | 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 | Political uncertainty and stock market volatility in the Middle East and North African (MENA) countries. (2014). Chau, Frankie ; WANG, Jun ; Deesomsak, Rataporn. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:28:y:2014:i:c:p:1-19. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The impact of institutional volatility on financial volatility in
transition economies: a GARCH family approach. (2014). Hartwell, Christopher. In: BOFIT Discussion Papers. RePEc:hhs:bofitp:2014_006. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The causal effect of stop-loss and take-gain orders on the disposition effect. (2014). Schudy, Simeon ; Fischbacher, Urs ; Hoffmann, Gerson . In: TWI Research Paper Series. RePEc:twi:respas:0089. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Gold, Oil, and Stocks. (2014). Vacha, Lukas ; KoÄenda, Evžen ; BarunÃk, Jozef. In: Papers. RePEc:arx:papers:1308.0210. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Convertible Debt and Shareholder Incentives. (2014). Dorion, Christian ; Jeanneret, Alexandre ; Grass, Gunnar ; Franois, Pascal . In: Cahiers de recherche. RePEc:lvl:lacicr:1403. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Cash-settled convertible bonds and the value relevance of their accounting treatment. (2014). Lewis, Craig ; Verwijmeren, Patrick . In: Journal of Corporate Finance. RePEc:eee:corfin:v:24:y:2014:i:c:p:101-111. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Determinants of corporate call policy for convertible bonds. (2014). King, Tao-Hsien Dolly ; Mauer, David C.. In: Journal of Corporate Finance. RePEc:eee:corfin:v:24:y:2014:i:c:p:112-134. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | In- and out-of-the-money convertible bond calls: Signaling or price pressure?. (2014). Zebedee, Allan A. ; Bechmann, Ken L. ; Lunde, Asger . In: Journal of Corporate Finance. RePEc:eee:corfin:v:24:y:2014:i:c:p:135-148. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Why are conversion-forcing call announcements associated with negative wealth effects?. (2014). Veld, Chris ; Grundy, Bruce D. ; Zabolotnyuk, Yuriy ; Verwijmeren, Patrick . In: Journal of Corporate Finance. RePEc:eee:corfin:v:24:y:2014:i:c:p:149-157. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | What we do and do not know about convertible bond financing. (2014). Veld, Chris ; Dutordoir, Marie ; Seward, James ; Lewis, Craig . In: Journal of Corporate Finance. RePEc:eee:corfin:v:24:y:2014:i:c:p:3-20. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Convertible debt and shareholder incentives. (2014). Dorion, Christian ; Jeanneret, Alexandre ; Grass, Gunnar ; Franois, Pascal . In: Journal of Corporate Finance. RePEc:eee:corfin:v:24:y:2014:i:c:p:38-56. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | More than meets the eye: Convertible bond issuers concurrent transactions. (2014). Zhao, Bo ; Henderson, Brian J.. In: Journal of Corporate Finance. RePEc:eee:corfin:v:24:y:2014:i:c:p:57-79. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | God does not play dice, but people should: random selection in politics, science and society. (2014). Frey, Bruno ; Bruno S. Frey Lasse Steiner, . In: ECON - Working Papers. RePEc:zur:econwp:144. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Social Value of Finance. (2014). van Dijk, Mathijs. In: ERIM Inaugural Address Series Research in Management. RePEc:ems:euriar:51323. Full description at Econpapers || Download paper | [Citation Analysis] |
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2014 | Firm cash holdings and CEO inside debt. (2014). Liu, Yixin ; Zhang, Yilei ; Mauer, David C.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:42:y:2014:i:c:p:83-100. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Wealth shocks, credit-supply shocks, and asset allocation: Evidence from household and firm portfolios. (2014). Onali, Enrico ; Ruprecht, Benedikt ; Kick, Thomas ; Schaeck, Klaus . In: Discussion Papers. RePEc:zbw:bubdps:072014. 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] |
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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 | 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 | 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 | How close a relationship does a capital market have with other markets? A reexamination based on the equal variance test. (2014). Yang, Lixiong ; Shie, Fu Shuen ; Lee, Chingnun . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:26:y:2014:i:c:p:198-226. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Predictive Power of Aggregate Short Interest. (2014). Yu, Eric Jinsan. In: MPRA Paper. RePEc:pra:mprapa:56259. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Discretisation-Invariant Swaps. (2014). Alexander, Carol ; Rauch, Johannes . In: Papers. RePEc:arx:papers:1404.1351. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Do managerial behaviors trigger firm exit? The case of hyperactive bidders. (2014). Rahaman, Mohammad M.. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:54:y:2014:i:1:p:92-110. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Add-on pricing in retail financial markets and the fallacies of consumer education. (2014). Kosfeld, Michael ; Schuwer, Ulrich . In: SAFE Working Paper Series. RePEc:zbw:safewp:47. 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 | Impact of ethical behavior on syndicated loan rates. (2014). Tribó, Josep ; Kim, Moshe ; Surroca, Jordi . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:38:y:2014:i:c:p:122-144. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Are hedge fund managers systematically misreporting? Or not?. (2014). Jorion, Philippe ; Schwarz, Christopher . In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:2:p:311-327. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications. (2014). Van Nieuwerburgh, Stijn ; Lustig, Hanno ; Herskovic, Bernard ; Kelly, Bryan T.. In: NBER Working Papers. RePEc:nbr:nberwo:20076. 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 | 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] |
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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 | 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] |
2014 | Asymmetric contracts, cash flows and risk taking of mutual funds. (2014). Sheng, Jiliang ; Yang, Jun ; Wang, Xiaoting . In: Economic Modelling. RePEc:eee:ecmode:v:38:y:2014:i:c:p:435-442. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Fund Manager Allocation. (2014). Fang, Jieyan ; Trapp, Monika ; Kempf, Alexander . In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:3:p:661-674. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Productâmarket flexibility and capital structure. (2014). Sarkar, Sudipto . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:54:y:2014:i:1:p:111-122. 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 | 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 | 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 | Does corporate governance influence convertible bond issuance?. (2014). Dutordoir, Marie ; Ziegan, Marius C. ; Strong, Norman . In: Journal of Corporate Finance. RePEc:eee:corfin:v:24:y:2014:i:c:p:80-100. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Syndicated loan spreads and the composition of the syndicate. (2014). Weisbach, Michael ; Lim, Jongha ; Minton, Bernadette A.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:1:p:45-69. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A dynamic limit order market with fast and slow traders. (2014). Hoffmann, Peter . In: Journal of Financial Economics. RePEc:eee:jfinec:v:113:y:2014:i:1:p:156-169. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The role of covenants in bond issue and investment policy. The case of Russian companies.. (2014). Gabriele, Roberto ; Bazzana, Flavio ; Zadorozhnaya, Anna . In: DEM Discussion Papers. RePEc:trn:utwpem:2014/05. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | How Persistent are Monetary Policy Effects at the Zero Lower Bound?. (2014). Neely, Christopher. In: Working Papers. RePEc:fip:fedlwp:2014-004. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Predicting Exchange Rates Out of Sample: Can Economic Fundamentals Beat the Random Walk?. (2014). Tsiakas, Ilias ; Wang, Wei ; Li, Jiahan . In: Working Paper Series. RePEc:rim:rimwps:05_14. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Forward-looking measures of higher-order dependencies with an application to portfolio selection. (2014). Korn, Olaf ; Kempf, Alexander ; Brinkmann, Felix . In: CFR Working Papers. RePEc:zbw:cfrwps:1308r. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Portfolio optimization using forward-looking information. (2014). Kempf, Alexander ; Korn, Olaf ; Saning, Sven . In: CFR Working Papers. RePEc:zbw:cfrwps:1110r. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Stock Market, the Real Economy and Contagion. (2014). Baur, Dirk ; Miyakawa, Isaac . In: Working Paper Series. RePEc:uts:wpaper:179. Full description at Econpapers || Download paper | [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 | The value of diffusing information. (2014). Manela, Asaf . In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:1:p:181-199. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Optimal multi-period consumption and investment with short-sale constraints. (2014). Arsoy, Yakup Eser ; Pnar, Mustafa ; Altay-Salih, Aslhan . In: Finance Research Letters. RePEc:eee:finlet:v:11:y:2014:i:1:p:16-24. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A Model of Monetary Policy and Risk Premia. (2014). Savov, Alexi ; Drechsler, Itamar ; Schnabl, Philipp . In: NBER Working Papers. RePEc:nbr:nberwo:20141. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Rank mattersâThe impact of social competition on portfolio choice. (2014). Holmen, Martin ; Dijk, Oege ; Kirchler, Michael . In: European Economic Review. RePEc:eee:eecrev:v:66:y:2014:i:c:p:97-110. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | SMEsâ Delisting Decisions on the Alternative Investment Market (AIM): Family Holders and Financial Crisis. (2014). Menendez-Requejo, Susana ; Cardone-Riportella, Clara ; Feito-Ruiz, Isabel . In: Working Papers. RePEc:pab:fiecac:14.02. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Family firms and R&D behavior â New evidence from a large-scale survey. (2014). Kaserer, Christoph ; Ampenberger, Markus ; Achleitner, Ann-Kristin ; Schmid, Thomas . In: Research Policy. RePEc:eee:respol:v:43:y:2014:i:1:p:233-244. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Market transparency, market quality, and sunshine trading. (2014). Manzano, Carolina ; de Frutos, angeles M.. In: Journal of Financial Markets. RePEc:eee:finmar:v:17:y:2014:i:c:p:174-198. Full description at Econpapers || Download paper | [Citation Analysis] |
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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 | Learning from peers stock prices and corporate investment. (2014). foucault, thierry ; Fresard, Laurent . In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:3:p:554-577. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | VPIN and the flash crash. (2014). Andersen, Torben ; Bondarenko, Oleg . In: Journal of Financial Markets. RePEc:eee:finmar:v:17:y:2014:i:c:p:1-46. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | VPIN and the Flash Crash: A rejoinder. (2014). Easley, David ; Lopez de Prado, Marcos M., ; O'Hara, Maureen . In: Journal of Financial Markets. RePEc:eee:finmar:v:17:y:2014:i:c:p:47-52. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Reflecting on the VPIN dispute. (2014). Andersen, Torben ; Bondarenko, Oleg . In: Journal of Financial Markets. RePEc:eee:finmar:v:17:y:2014:i:c:p:53-64. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Understanding Corporate Governance Through Learning Models of Managerial Competence. (2014). Hermalin, Benjamin ; Weisbach, Michael S.. In: NBER Working Papers. RePEc:nbr:nberwo:20028. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Limited partner performance and the maturing of the private equity industry. (2014). Sensoy, Berk A. ; Weisbach, Michael S. ; Wang, Yingdi . In: Journal of Financial Economics. RePEc:eee:jfinec:v:112:y:2014:i:3:p:320-343. Full description at Econpapers || Download paper | [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 | The impact of news and the SMP on realized (co)variances in the eurozone sovereign debt market. (2014). Beetsma, Roel ; Widijanto, Daniel ; Giuliodori, Massimo ; de Jong, Frank . In: Working Paper Series. RePEc:ecb:ecbwps:20141629. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Factor High-Frequency Based Volatility (HEAVY) Models. (2014). Sheppard, Kevin . In: Economics Series Working Papers. RePEc:oxf:wpaper:710. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Do Sunspots Matter? Evidence from an Experimental Study of Bank Runs. (2014). Arifovic, Jasmina ; Jiang, Janet Hua . In: Working Papers. RePEc:bca:bocawp:14-12. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A wake-up call: information contagion and strategic uncertainty. (2014). Bertsch, Christoph ; Ahnert, Toni . In: Working Paper Series. RePEc:hhs:rbnkwp:0282. 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 | The fragility of short-term secured funding markets. (2014). von Thadden, Ernst-Ludwig ; Skeie, David ; Martin, Antoine. In: Journal of Economic Theory. RePEc:eee:jetheo:v:149:y:2014:i:c:p:15-42. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2014
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2014 | [Citation Analysis] | |
2014 | Firm boundaries matter: Evidence from conglomerates and R&D activity. (2014). Seru, Amit. In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:2:p:381-405. 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 | Limited partner performance and the maturing of the private equity industry. (2014). Sensoy, Berk A. ; Weisbach, Michael S. ; Wang, Yingdi . In: Journal of Financial Economics. RePEc:eee:jfinec:v:112:y:2014:i:3:p:320-343. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Optimal Return in a Model of Bank Small-business Financing. (2014). Vranceanu, Radu ; Peia, Oana . In: Post-Print. RePEc:hal:journl:hal-00952641. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2013
Year | Title | See |
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2013 | High moment variations and their application. (2013). Choe, Geon Ho ; Lee, Kyungsub . In: Papers. RePEc:arx:papers:1311.4973. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Probabilistic and statistical properties of realized moments and their
use in inference, estimation and risk management. (2013). Lee, Kyungsub . In: Papers. RePEc:arx:papers:1311.5036. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Bankruptcy Risk Induced by Career Concerns of Regulators. (2013). Charles-Cadogan, Godfrey ; Cole, John A.. In: Papers. RePEc:arx:papers:1312.7346. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Are there alternatives to bankruptcy? a study of small business distress in Spain. (2013). Mora-Sanguinetti, Juan ; MiguelGarcia-Posada, . In: Banco de España Working Papers. RePEc:bde:wpaper:1315. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Financial Deglobalization: Is The World Getting Smaller?. (2013). Weder, Beatrice ; Van Rijckeghem, Caroline ; di Mauro, Beatrice Weder . In: Working Papers. RePEc:bou:wpaper:2013/14. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Hes a Chip Off the Old Block - The Persistence of Occupational Choices Across Generations. (2013). Schlenker, Eva ; Riedel, Nadine ; Knoll, Bodo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_4428. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Stein s Overreaction Puzzle: Option Anomaly or Perfectly Rational Behavior?. (2013). Martelin, Nicolas ; Lehnert, Thorsten . In: LSF Research Working Paper Series. RePEc:crf:wpaper:13-11. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Was there a « Greenspan Conundrum » in the Euro area?. (2013). LAME, GILDAS. In: Documents de Travail de la DESE - Working Papers of the DESE. RePEc:crs:wpdeee:g2013-10. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Shocks Abroad, Pain at Home? Bank-firm Level Evidence on the International Transmission of Financial Shocks. (2013). Van Horen, Neeltje ; Peydro, Jose-Luis ; Ongena, Steven. In: Discussion Paper. RePEc:dgr:kubcen:2013040. 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 | Impact of Foreign Banks. (2013). Van Horen, Neeltje ; Claessens, Stijn. In: DNB Working Papers. RePEc:dnb:dnbwpp:370. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | How does culture influence corporate risk-taking?. (2013). Li, Kai ; Zhao, Longkai ; Yue, Heng ; Griffin, Dale . In: Journal of Corporate Finance. RePEc:eee:corfin:v:23:y:2013:i:c:p:1-22. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Asset allocation over the life cycle: How much do taxes matter?. (2013). Munk, Claus ; Fischer, Marcel ; Kraft, Holger . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:37:y:2013:i:11:p:2217-2240. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Flow effects of large-scale asset purchases. (2013). Kandrac, John ; Schlusche, Bernd . In: Economics Letters. RePEc:eee:ecolet:v:121:y:2013:i:2:p:330-335. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Financial market liberalization and the pricing of idiosyncratic risk. (2013). Huang, Biqing ; Martell, Rodolfo ; Wald, John . In: Emerging Markets Review. RePEc:eee:ememar:v:17:y:2013:i:c:p:44-59. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Boardroom centrality and firm performance. (2013). Larcker, David F. ; Wang, Charles C. Y., ; So, Eric C.. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:55:y:2013:i:2:p:225-250. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Asset pricing with heterogeneous beliefs and relative performance. (2013). Tang, Ke ; Huang, Shiyang ; Shang, Qi ; Qiu, Zhigang . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:11:p:4107-4119. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Drivers of holding period firm-level returns in private equity-backed buyouts. (2013). Nikoskelainen, Erkki ; Valkama, Petri ; Wright, Mike ; Maula, Markku . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:7:p:2378-2391. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Incomplete markets, liquidation risk, and the term structure of interest rates. (2013). Ragot, Xavier ; Challe, Edouard ; Le Grand, Franois ; Legrand, Franois . In: Journal of Economic Theory. RePEc:eee:jetheo:v:148:y:2013:i:6:p:2483-2519. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | âWhen the cats away the mice will playâ: Does regulation at home affect bank risk-taking abroad?. (2013). Udell, Gregory ; Popov, Alexander ; Ongena, Steven. In: Journal of Financial Economics. RePEc:eee:jfinec:v:108:y:2013:i:3:p:727-750. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Political uncertainty and risk premia. (2013). Pastor, Lubos ; Veronesi, Pietro . In: Journal of Financial Economics. RePEc:eee:jfinec:v:110:y:2013:i:3:p:520-545. 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 | Cyclical adjustment of capital requirements: A simple framework. (2013). Repullo, Rafael. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:22:y:2013:i:4:p:608-626. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Is market integration associated with informational efficiency of stock markets?. (2013). Lim, Kian-Ping ; Hooy, Chee-Wooi. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:35:y:2013:i:1:p:29-44. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Monetary policy surprises, positions of traders, and changes in commodity futures prices. (2013). Gospodinov, Nikolay ; Jamali, Ibrahim . In: Working Paper. RePEc:fip:fedawp:2013-12. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Say on pay laws, executive compensation, CEO pay slice, and firm value around the world. (2013). Lel, Ugur ; CORREA, RICARDO . In: International Finance Discussion Papers. RePEc:fip:fedgif:1084. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | The Scarcity Value of Treasury Collateral: Repo Market Effects of Security-Specific Supply and Demand Factors. (2013). Fan, Roger ; D'Amico, Stefania ; Kitzul, Yuriy . In: Working Paper Series. RePEc:fip:fedhwp:wp-2013-22. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Did liquidity providers become liquidity seekers?. (2013). Choi, Jaewon ; Shachar, Or. In: Staff Reports. RePEc:fip:fednsr:650. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | The promise and challenges of bank capital reform. (2013). Elul, Ronel . In: Business Review. RePEc:fip:fedpbr:y:2013:i:q3:p:23-30. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | The promise and challenges of bank capital reform. (2013). Elul, Ronel . In: Business Review. RePEc:fip:fedpbr:y:2013:i:q3:p:23-30:n:96. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Dynamic market participation and endogenous information aggregation. (2013). Yu, Edison. In: Working Papers. RePEc:fip:fedpwp:13-42. 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 | Balance Sheet Strength and Bank Lending During the Global Financial Crisis. (2013). Minoiu, Camelia ; Kapan, Tmer . In: IMF Working Papers. RePEc:imf:imfwpa:13/102. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | The Economic Impact of Oil on Industry Portfolios. (2013). Casassus, Jaime ; Higuera, Freddy . In: Documentos de Trabajo. RePEc:ioe:doctra:433. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | CEO Pay and Firm Size: an Update after the Crisis. (2013). sauvagnat, julien ; Gabaix, Xavier ; Landier, Augustin . In: NBER Working Papers. RePEc:nbr:nberwo:19078. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Combining Banking with Private Equity Investing. (2013). Lerner, Josh ; Fang, Lily ; Ivashina, Victoria . In: NBER Working Papers. RePEc:nbr:nberwo:19300. 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 | Productivity Growth and Stock Returns: Firm- and Aggregate-Level Analyses. (2013). Morck, Randall ; Chun, Hyunbae ; Kim, Jung-Wook . In: NBER Working Papers. RePEc:nbr:nberwo:19462. 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 | Bid Takers or Market Makers? The Effect of Auctioneers on Auction Outcomes. (2013). Lacetera, Nicola ; Larsen, Brad ; Sydnor, Justin R. ; Pope, Devin G.. In: NBER Working Papers. RePEc:nbr:nberwo:19731. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Unintended Consequences of LOLR Facilities: The Case of Illiquid Leverage. (2013). Acharya, Viral V. ; Tuckman, Bruce . In: NBER Working Papers. RePEc:nbr:nberwo:19773. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Essays on leveraged buyouts.. (2013). Mao, Y.. In: Open Access publications from Tilburg University. RePEc:ner:tilbur:urn:nbn:nl:ui:12-5929606. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Rare Disasters and the Term Structure of Interest Rates. (2013). Tsai, Jerry . In: Economics Series Working Papers. RePEc:oxf:wpaper:665. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Bank procyclicality and output: Issues and policies. (2013). Delis, Manthos ; Athanasoglou, Panayiotis ; Ioannis, Daniilidis ; Manthos, Delis . In: MPRA Paper. RePEc:pra:mprapa:50830. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Financial Experts, Asset Prices and Reputation. (2013). Vigier, Adrien ; Rudiger, Jesper. In: MPRA Paper. RePEc:pra:mprapa:51784. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Model uncertainty and expected return proxies. (2013). Jäckel, Christoph ; Jackel, Christoph . In: MPRA Paper. RePEc:pra:mprapa:51978. 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 | The transmission of banking crises to households : lessons from the 2008-2011 crises in the ECA region. (2013). Brown, Martin. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:6528. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Dissecting foreign bank lending behavior during the 2008-2009 crisis. (2013). Choi, Moon Jung ; Peria, Maria Soledad Martinez, ; Gutierrez, Eva . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:6674. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Repo funding and internal capital markets in the financial crisis. (2013). Duwel, Cornelia . In: Discussion Papers. RePEc:zbw:bubdps:162013. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Balance sheet strength and bank lending during the global financial crisis. (2013). Minoiu, Camelia ; Kapan, Tumer . In: Discussion Papers. RePEc:zbw:bubdps:332013. 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] |
Recent citations received in: 2012
Year | Title | See |
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2012 | Financial black swans driven by ultrafast machine ecology. (2012). Ravindar, Amith ; Carran, Spencer ; Johnson, Neil ; Meng, Jing ; Zhao, Guannan ; Hunsader, Eric ; Tivnan, Brian . In: Papers. RePEc:arx:papers:1202.1448. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Does good advice come cheap? - On the assessment of risk preferences in the lab and the field. (2012). Leuermann, Andrea ; Roth, Benjamin . In: Working Papers. RePEc:awi:wpaper:0534. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Pooling, Tranching and Credit Expansion. (2012). Bougheas, Spiros. In: CESifo Working Paper Series. RePEc:ces:ceswps:_3859. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Do Hedge Funds Reduce Idiosyncratic Risk?. (2012). Kondor, Péter ; Kang, Namho ; Sadka, Ronnie . In: CEU Working Papers. RePEc:ceu:econwp:2012_15. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Dividend-Protected Convertible Bonds and the Disappearance. (2012). Grundy, Bruce D. ; Verwijmeren, Patrick . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20120060. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Aggregate Stock Market Illiquidity and Bond Risk Premia. (2012). Sojli, Elvira ; Tham, Wing Wah ; Bouwman, Kees E.. In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20120140. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Dividend-Protected Convertible Bonds and the Disappearance. (2012). Grundy, Bruce D. ; Verwijmeren, Patrick . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2012060. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Aggregate Stock Market Illiquidity and Bond Risk Premia. (2012). Sojli, Elvira ; Tham, Wing Wah ; Bouwman, Kees E.. In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2012140. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Internationally correlated jumps. (2012). Pukthuanthong, Kuntara ; Roll, Richard . In: Working Paper Series. RePEc:ecb:ecbwps:20121436. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Nonlinear liquidity adjustments in the euro area overnight money market. (2012). Durré, Alain ; Beaupain, Renaud. In: Working Paper Series. RePEc:ecb:ecbwps:20121500. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Investor protection, taxation, and dividends. (2012). Lasfer, Meziane ; Alzahrani, Mohammed. In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:4:p:745-762. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Capital structure and large investment projects. (2012). Dudley, Evan . In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:5:p:1168-1192. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The effect of quarterly earnings guidance on share values in corporate acquisitions. (2012). KOCH, ADAM S. ; Robinson, John R. ; Lefanowicz, Craig E.. In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:5:p:1269-1285. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Default probability of a captive credit bank with government capital injections: A capped barrier option approach. (2012). Chang, Chuen-Ping . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:6:p:2444-2450. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Speed of convergence to market efficiency: The role of ECNs. (2012). Chung, Dennis Y. ; Hrazdil, Karel . In: Journal of Empirical Finance. RePEc:eee:empfin:v:19:y:2012:i:5:p:702-720. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The role of the media in a bubble. (2012). Walker, Clive ; Turner, John ; Campbell, Gareth. In: Explorations in Economic History. RePEc:eee:exehis:v:49:y:2012:i:4:p:461-481. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Selectivity and timing performance of UK investment trusts. (2012). Su, Chen ; Joseph, Nathan L. ; Bangassa, Kenbata . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:5:p:1149-1175. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The market for new issues of municipal bonds: The roles of transparency and limited access to retail investors. (2012). Schultz, Paul . In: Journal of Financial Economics. RePEc:eee:jfinec:v:106:y:2012:i:3:p:492-512. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The firm-level credit multiplier. (2012). Hackbarth, Dirk ; Campello, Murillo . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:21:y:2012:i:3:p:446-472. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | . Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Can Policy Improve Our Financial Decision-Making?. (2012). Lunn, Pete. In: Papers. RePEc:esr:wpaper:ec8. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Family firms and the agency cost of debt: The role of soft information during a crisis. (2012). Romano, Livio ; Oliviero, Tommaso ; DAurizio, Leandro . In: Economics Working Papers. RePEc:eui:euiwps:eco2012/22. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Asset Pricing with Heterogeneous Investors and Portfolio Constraints. (2012). Chabakauri, Georgy . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp707. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Bank equity Involvement in Industrial Firms and Bank Risk. (2012). Strobel, Frank ; Lepetit, Laetitia. In: Working Papers. RePEc:hal:wpaper:hal-00916709. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Incentivizing Calculated Risk-Taking: Evidence from an Experiment with Commercial Bank Loan Officers. (2012). Klapper, Leora ; Kanz, Martin ; Cole, Shawn. In: Harvard Business School Working Papers. RePEc:hbs:wpaper:13-002. 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 | Performance Sensitive Debt - Investment and Financing Incentives. (2012). Myklebust, Tor ge . In: Discussion Papers. RePEc:hhs:nhhfms:2012_007. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | [Citation Analysis] | |
2012 | Money Doctors. (2012). Shleifer, Andrei ; Gennaioli, Nicola ; Vishny, Robert . In: Working Papers. RePEc:igi:igierp:464. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | CEO Pay with Perks. (2012). Han, Seungjin ; Carrothers, Andrew ; Qiu, Jiaping . In: Department of Economics Working Papers. RePEc:mcm:deptwp:2012-05. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The Firm-Level Credit Multiplier. (2012). Hackbarth, Dirk ; Campello, Murillo. In: NBER Working Papers. RePEc:nbr:nberwo:17805. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | What is the Impact of Financial Advisors on Retirement Portfolio Choices and Outcomes?. (2012). Reuter, Jonathan ; Chalmers, John . In: NBER Working Papers. RePEc:nbr:nberwo:18158. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Money Doctors. (2012). Shleifer, Andrei ; Gennaioli, Nicola ; Vishny, Robert W.. In: NBER Working Papers. RePEc:nbr:nberwo:18174. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Dividends as Reference Points: A Behavioral Signaling Approach. (2012). Wurgler, Jeffrey ; Baker, Malcolm. In: NBER Working Papers. RePEc:nbr:nberwo:18242. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Mortgage Market Design. (2012). Campbell, John. In: NBER Working Papers. RePEc:nbr:nberwo:18339. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Endogenous Liquidity and Defaultable Bonds. (2012). Milbradt, Konstantin ; He, Zhiguo . In: NBER Working Papers. RePEc:nbr:nberwo:18408. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The Effect of Pension Design on Employer Costs and Employee Retirement Choices: Evidence from Oregon. (2012). Reuter, Jonathan ; Johnson, Woodrow ; Chalmers, John . In: NBER Working Papers. RePEc:nbr:nberwo:18517. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Building Castles in the Air: Evidence from Industry IPO Waves. (2012). Shen, Jianfeng ; Jagannathan, Ravi ; Da, Zhi . In: NBER Working Papers. RePEc:nbr:nberwo:18555. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | What Makes Annuitization More Appealing?. (2012). Madrian, Brigitte ; Laibson, David ; Choi, James ; Zeldes, Stephen P. ; Beshears, John . In: NBER Working Papers. RePEc:nbr:nberwo:18575. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Disagreement and Asset Prices. (2012). Carlin, Bruce I. ; Matoba, Kyle ; Longstaff, Francis A.. In: NBER Working Papers. RePEc:nbr:nberwo:18619. 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 | Endogenous liquidity and defaultable bonds. (2012). Milbradt, Konstantin ; He, Zhiguo . In: 2012 Meeting Papers. RePEc:red:sed012:86. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | How Trade Credits Foster International Trade. (2012). Schnitzer, Monika ; Eck, Katharina ; Engemann, Martina . In: Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems. RePEc:trf:wpaper:379. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Money doctors. (2012). Shleifer, Andrei ; Gennaioli, Nicola ; Vishny, Robert . In: Economics Working Papers. RePEc:upf:upfgen:1355. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The Skew Risk Premium in the Equity Index Market. (2012). Kozhan, Roman ; Schneider, Paul ; Neuberger, Anthony . In: Working Papers. RePEc:wbs:wpaper:wpn12-08. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | WpÅyw akceleratora finansowego na przebieg wahaÅ koniunkturalnych [ Impact of Financial Accelerator on Business Cycle Fluctuations ]. (2012). Lubiski, Marek . In: Prace i MateriaÅy. RePEc:wsd:irgpim:v:88:y:2012:i:1:p:63-84. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Forecasting stock returns through an efficient aggregation of mutual fund holdings. (2012). Zhao, Jane ; Yao, Tong ; Wermers, Russ . In: CFR Working Papers. RePEc:zbw:cfrwps:0609r. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Is it better to say goodbye? When former executives set executive pay. (2012). Theissen, Erik ; Andres, Christian ; Fernau, Erik . In: CFR Working Papers. RePEc:zbw:cfrwps:1202. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2011
Year | Title | See |
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2011 | The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk: Comment. (2011). Burnside, Craig. In: American Economic Review. RePEc:aea:aecrev:v:101:y:2011:i:7:p:3456-76. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | FX strategies in periods of distress. (2011). Schrimpf, Andreas ; Gyntelberg, Jacob. In: BIS Quarterly Review. RePEc:bis:bisqtr:1112e. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Bank heterogeneity and interest rate setting: What lessons have we learned since Lehman Brothers?. (2011). Mistrulli, Paolo Emilio ; Gambacorta, Leonardo. In: BIS Working Papers. RePEc:bis:biswps:359. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Currency Momentum Strategies. (2011). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Menkhoff, Lukas. In: BIS Working Papers. RePEc:bis:biswps:366. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Household Saving Behavior and Social Security Privatization. (2011). McKay, Alisdair. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2011-027. 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 | The marginal value of cash, cash flow sensitivities, and bank-finance shocks in nonlisted firms. (2011). Sorensen, Bent ; Ostergaard, Charlotte ; Sasson, Amir . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8278. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Carry Trades and Global Foreign Exchange Volatility. (2011). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Menkhoff, Lukas. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8291. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Fund Managers, Career Concerns, and Asset Price Volatility. (2011). Kondor, Péter ; Guerrieri, Veronica. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8454. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | On the High-Frequency Dynamics of Hedge Fund Risk Exposures. (2011). Ramadorai, Tarun ; Patton, Andrew. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8479. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Regime Changes and Financial Markets. (2011). Timmermann, Allan ; Ang, Andrew. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8480. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Properties of Foreign Exchange Risk Premiums. (2011). Wagner, Christian ; Schneider, Paul ; Sarno, Lucio. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8503. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Asset Pricing under Rational Learning about Rare Disasters. (2011). Wieland, Volker ; Koulovatianos, Christos. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8514. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Gross Capital Flows: Dynamics and Crises. (2011). Schmukler, Sergio ; Erce, Aitor ; Didier, Tatiana ; Broner, Fernando. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8591. 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 | Credit and Liquidity Risks in Euro-area Sovereign Yield Curves. (2011). Renne, Jean-Paul ; Monfort, Alain. In: Working Papers. RePEc:crs:wpaper:2011-26. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The dollar squeeze of the financial crisis. (2011). Pascoa, Mario ; bottazzi, jean-marc ; Luque, Jaime ; Sundaresan, Suresh . In: Economics Working Papers. RePEc:cte:werepe:we1139. 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 | A Survey of Venture Capital Research. (2011). Hellmann, Thomas ; Da Rin, Marco ; Puri, M. L.. In: Discussion Paper. RePEc:dgr:kubcen:2011111. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Basel III and regional financial integration in emerging Europe
An overview of key issues. (2011). Lehmann, Alexander ; Tabak, Peter ; Levi, Micol . In: Working Papers. RePEc:ebd:wpaper:132. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Bayesian Factor Selection in Dynamic Term Structure Models. (2011). Laurini, Márcio. In: Economics Bulletin. RePEc:ebl:ecbull:eb-11-00245. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Ranking, risk-taking and effort: an analysis of the ECBs foreign reserves management. (2011). Scalia, Antonio ; Sahel, Benjamin . In: Working Paper Series. RePEc:ecb:ecbwps:20111377. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Beyond the Disposition Effect: Do Investors Really Like Gains More Than Losses?. (2011). Hirshleifer, David ; Ben-David, Itzhak. In: Working Paper Series. RePEc:ecl:ohidic:2011-13. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Covariances versus Characteristics in General Equilibrium. (2011). Zhang, Lu ; Lin, Xiaoji. In: Working Paper Series. RePEc:ecl:ohidic:2011-15. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Why Did U.S. Banks Invest in Highly-Rated Securitization Tranches?. (2011). Erel, Isil ; Nadauld, Taylor ; Stulz, Rene M.. In: Working Paper Series. RePEc:ecl:ohidic:2011-16. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Financial Policies, Investment, and the Financial Crisis: Impaired Credit Channel or Diminished Demand for Capital?. (2011). Kahle, Kathleen M. ; Stulz, Rene M.. In: Working Paper Series. RePEc:ecl:ohidic:2011-3. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | CEO pay incentives and risk-taking: Evidence from bank acquisitions. (2011). Hagendorff, Jens ; Vallascas, Francesco . In: Journal of Corporate Finance. RePEc:eee:corfin:v:17:y:2011:i:4:p:1078-1095. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Executive compensation and corporate governance in China. (2011). Conyon, Martin ; He, Lerong . In: Journal of Corporate Finance. RePEc:eee:corfin:v:17:y:2011:i:4:p:1158-1175. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Pricing of the time-change risks. (2011). Tauchen, George ; Shaliastovich, Ivan . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:35:y:2011:i:6:p:843-858. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Short-sales constraints and market quality: Evidence from the 2008 short-sales bans. (2011). Frino, Alex ; Lecce, Steven ; Lepone, Andrew . In: International Review of Financial Analysis. RePEc:eee:finana:v:20:y:2011:i:4:p:225-236. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Do technical trading profits remain in the foreign exchange market? Evidence from 14 currencies. (2011). Protopapadakis, Aris ; Cialenco, Igor . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:2:p:176-206. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Selling winners, holding losers: Effect on fund flows and survival of disposition-prone mutual funds. (2011). Singal, Vijay ; Xu, Zhaojin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:10:p:2704-2718. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Global equity fund performance, portfolio concentration, and the fundamental law of active management. (2011). Derwall, Jeroen ; Huij, Joop . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:1:p:155-165. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | CEO ownership, external governance, and risk-taking. (2011). Kim, Han E. ; Lu, Yao . In: Journal of Financial Economics. RePEc:eee:jfinec:v:102:y:2011:i:2:p:272-292. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Liquidity mergers. (2011). Hackbarth, Dirk ; Campello, Murillo ; Almeida, Heitor . In: Journal of Financial Economics. RePEc:eee:jfinec:v:102:y:2011:i:3:p:526-558. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The role of securitization in mortgage renegotiation. (2011). Evanoff, Douglas ; Ben-David, Itzhak ; Agarwal, Sumit ; Chomsisengphet, Souphala ; Amromin, Gene . In: Journal of Financial Economics. RePEc:eee:jfinec:v:102:y:2011:i:3:p:559-578. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Serial CEO incentives and the structure of managerial contracts. (2011). Giannetti, Mariassunta. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:20:y:2011:i:4:p:633-662. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Regime switches in exchange rate volatility and uncovered interest parity. (2011). Ichiue, Hibiki ; Koyama, Kentaro . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:30:y:2011:i:7:p:1436-1450. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Subprime mortgage default. (2011). Kau, James ; Slawson, Carlos V. ; Keenan, Donald C. ; Lyubimov, Constantine . In: Journal of Urban Economics. RePEc:eee:juecon:v:70:y:2011:i:2-3:p:75-87. 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 | Systematic and liquidity risk in subprime-mortgage backed securities. (2011). Flavin, Thomas ; Dwyer, Gerald ; Dungey, Mardi. In: Working Paper. RePEc:fip:fedawp:2011-15. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Global asset pricing. (2011). Lewis, Karen K.. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:88. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | A sentiment-based explanation of the forward premium puzzle. (2011). Yu, Jianfeng . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:90. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | How much asymmetry is there in bond returns and exchange rates?. (2011). Nagakura, Daisuke ; Koerber, Lena ; Fujiwara, Ippei ; Korber, Lena Mareen . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:93. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Mortgage defaults. (2011). Sanchez, Juan ; Martinez, Leonardo ; Hatchondo, Juan. In: Working Papers. RePEc:fip:fedlwp:2011-019. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Lessons from the evolution of foreign exchange trading strategies. (2011). Neely, Christopher ; Weller, Paul A.. In: Working Papers. RePEc:fip:fedlwp:2011-021. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Liquidity hoarding. (2011). Yorulmazer, Tanju ; Gale, Douglas. In: Staff Reports. RePEc:fip:fednsr:488. 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 | Which financial frictions? Parsing the evidence from the financial crisis of 2007-09. (2011). Colla, Paolo ; Adrian, Tobias ; Shin, Hyun Song . In: Staff Reports. RePEc:fip:fednsr:528. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Collateral damage: Sizing and assessing the subprime CDO crisis. (2011). Cordell, Larry ; Huang, Yilin ; Williams, Meredith . In: Working Papers. RePEc:fip:fedpwp:11-30. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Mortgage defaults. (2011). Sanchez, Juan ; Martinez, Leonardo ; Hatchondo, Juan. In: Working Paper. RePEc:fip:fedrwp:11-05. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Trading Frenzies and their Impact on Real Investment. (2011). Ozdenoren, Emre ; Yuan, Kathy ; Goldstein, Itay . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp670. 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 | Anticipated and Repeated Shocks in Liquid Markets. (2011). Yan, Hongjun ; Lou, Dong ; Zhang, Jinfan . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp684. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | CDS Auctions. (2011). Chernov, Mikhail ; Gorbenko, Alexander S. ; Makarov, Igor . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp688. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The Wall Street Walk when Blockholders Compete for Flows. (2011). Dasgupta, Amil ; Piacentino, Giorgia . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp692. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | A Macro-Finance Approach to Exchange Rate Determination. (2011). Tsang, Kwok Ping ; Chen, Yu-chin . In: Working Papers. RePEc:hkm:wpaper:012011. 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 | Spatial Spillovers in Emerging Market Spreads. (2011). Poghosyan, Tigran ; Dell'Erba, Salvatore ; Baldacci, Emanuele . In: IMF Working Papers. RePEc:imf:imfwpa:11/221. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Corporate Social Responsibility, Investor Behaviors, and Stock Market Returns: Evidence from a Natural Experiment in China. (2011). wang, maobin ; Qiu, Chun ; Kong, Dongmin . In: Journal of Business Ethics. RePEc:kap:jbuset:v:101:y:2011:i:1:p:127-141. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Systematic and Liquidity Risk in Subprime-Mortgage Backed SecuritiesM. (2011). Flavin, Thomas ; Dwyer, Gerald ; Dungey, Mardi. In: Economics, Finance and Accounting Department Working Paper Series. RePEc:may:mayecw:n219-11. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Mortgage Modification and Strategic Behavior: Evidence from a Legal Settlement with Countrywide. (2011). Mayer, Christopher ; Gupta, Arpit ; Morrison, Edward . In: NBER Working Papers. RePEc:nbr:nberwo:17065. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | A Pyrrhic Victory? - Bank Bailouts and Sovereign Credit Risk. (2011). Acharya, Viral ; Drechsler, Itamar ; Schnabl, Philipp . In: NBER Working Papers. RePEc:nbr:nberwo:17136. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Surviving the Global Financial Crisis: Foreign Ownership and Establishment Performance. (2011). Chen, Maggie ; Alfaro, Laura. In: NBER Working Papers. RePEc:nbr:nberwo:17141. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Financing Labor. (2011). Seru, Amit ; Benmelech, Efraim ; Bergman, Nittai K.. In: NBER Working Papers. RePEc:nbr:nberwo:17144. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Regime Changes and Financial Markets. (2011). Timmermann, Allan ; Ang, Andrew. In: NBER Working Papers. RePEc:nbr:nberwo:17182. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Why Did U.S. Banks Invest in Highly-Rated Securitization Tranches?. (2011). Erel, Isil ; Nadauld, Taylor D. ; Stulz, Rene M.. In: NBER Working Papers. RePEc:nbr:nberwo:17269. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | International Risk Cycles. (2011). Verdelhan, Adrien ; Siemer, Michael ; Gourio, Francois. In: NBER Working Papers. RePEc:nbr:nberwo:17277. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Carry Trades and Risk. (2011). Burnside, Craig. In: NBER Working Papers. RePEc:nbr:nberwo:17278. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Covariances versus Characteristics in General Equilibrium. (2011). Zhang, Lu ; Lin, Xiaoji. In: NBER Working Papers. RePEc:nbr:nberwo:17285. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Spillover Effects in Mutual Fund Companies. (2011). Sialm, Clemens ; Tham, Mandy T.. In: NBER Working Papers. RePEc:nbr:nberwo:17292. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Complex Mortgages. (2011). Sialm, Clemens ; Zhong, Edward ; Huang, Jennifer ; Amromin, Gene . In: NBER Working Papers. RePEc:nbr:nberwo:17315. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | From the Financial Crisis to the Real Economy: Using Firm-level Data to Identify Transmission Channels. (2011). Wei, Shang-Jin ; Tong, Hui ; Claessens, Stijn. In: NBER Working Papers. RePEc:nbr:nberwo:17360. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | A Model of Mortgage Default. (2011). Campbell, John ; Cocco, Joo F.. In: NBER Working Papers. RePEc:nbr:nberwo:17516. 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 | The Effect of Liquidity on Governance. (2011). Edmans, Alex ; Fang, Vivian W. ; Zur, Emanuel . In: NBER Working Papers. RePEc:nbr:nberwo:17567. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The External Impact of Chinas Exchange Rate Policy: Evidence from Firm Level Data. (2011). Tong, Hui ; Eichengreen, Barry. In: NBER Working Papers. RePEc:nbr:nberwo:17593. 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 | The Expanding Social Safety Net. (2011). Mulligan, Casey. In: NBER Working Papers. RePEc:nbr:nberwo:17654. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The Real Effects of Financial Markets. (2011). Edmans, Alex ; Bond, Philip ; Goldstein, Itay . In: NBER Working Papers. RePEc:nbr:nberwo:17719. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Securitization and Bank Intermediation Function. (2011). Zagonov, Maxim. In: Finance. RePEc:nos:wuwpfi:zagonov-wpsz2011. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Clustering on the same news sources in an asset market. (2011). Larson, Nathan. In: MPRA Paper. RePEc:pra:mprapa:32823. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Small worlds and board interlocking in Brazil: a longitudinal study of corporate networks, 1997-2007. (2011). Mendes-Da-Silva, Wesley ; Mendes-Da-Silva, Wesley, . In: MPRA Paper. RePEc:pra:mprapa:34152. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Age dependent investing: Optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners. (2011). Blake, David ; Zhang, Yumeng ; Wright, Douglas . In: MPRA Paper. RePEc:pra:mprapa:34277. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | A New-Keynesian model of the yield curve with learning dynamics: A Bayesian evaluation. (2011). Lyrio, Marco ; Iania, Leonardo ; Dewachter, Hans. In: MPRA Paper. RePEc:pra:mprapa:34461. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Securitization and bank intermediation function. (2011). Zagonov, Maxim. In: MPRA Paper. RePEc:pra:mprapa:34961. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Is M&A different during a crisis? Evidence from the European banking sector. (2011). Beltratti, Andrea ; Paladino, Giovanna . In: MPRA Paper. RePEc:pra:mprapa:35065. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Dynamic Stock Market Participation of Households. (2011). Khorunzhina, Natalia. In: MPRA Paper. RePEc:pra:mprapa:35310. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Selection and institutional shareholder activism in Chinese acquisitions. (2011). Peng, Fei ; Kang, Lili ; Jiang, Jun . In: MPRA Paper. RePEc:pra:mprapa:38701. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The Impact of Short Selling on Intraday Volatility: Evidence from the Istanbul Stock Exchange. (2011). Ãankaya, Serkan ; Eken, Hasan/M., ; Ulusoy, Veysel . In: MPRA Paper. RePEc:pra:mprapa:43658. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Can the Life Insurance Market Provide Evidence for a Bequest Motive?. (2011). Michaelides, Alexander ; Inkmann, Joachim. In: 2011 Meeting Papers. RePEc:red:sed011:108. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Anticipated and Repeated Shocks in Liquid Markets. (2011). Yan, Hongjun ; Lou, Dong ; Zhang, Jinfan . In: 2011 Meeting Papers. RePEc:red:sed011:1446. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Systematic and Liquidity Risk in Subprime-Mortgage
Backed Securities. (2011). Flavin, Thomas ; Dwyer, Gerald ; Dungey, Mardi. In: Working Papers. RePEc:tas:wpaper:11817. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Prepayment Penalties: Efficieny and Predation. (2011). Rose, Morgan J.. In: UMBC Economics Department Working Papers. RePEc:umb:econwp:11133. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Gross capital flows : dynamics and crises. (2011). Schmukler, Sergio ; Erce, Aitor ; Didier, Tatiana ; Broner, Fernando. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:5768. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Do Phoenix miracles exist ? firm-level evidence from financial crises. (2011). Maksimovic, Vojislav ; Demirguc-Kunt, Asli ; Ayyagari, Meghana . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:5799. 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 | Does it pay to have friends? Social ties and executive appointments in banking. (2011). Schaeck, Klaus ; Koetter, Michael ; Kick, Thomas ; Berger, Allen N.. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:201118. Full description at Econpapers || Download paper | [Citation Analysis] |
More than 100 citations. List broken...
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