1.21
Impact Factor
1.81
5-Years IF
72
5-Years H index
1.21
Impact Factor
1.81
5-Years IF
72
5-Years H index
[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]
IF | AIF | IF5 | DOC | CDO | CCU | CIF | CIT | D2Y | C2Y | D5Y | C5Y | %SC | CiY | II | AII | |
1990 | 0.06 | 0.09 | 0.05 | 35 | 35 | 19 | 0.54 | 786 | 72 | 4 | 181 | 9 | (%) | 0.03 | ||
1991 | 0.1 | 0.09 | 0.08 | 38 | 73 | 36 | 0.49 | 575 | 71 | 7 | 180 | 14 | (%) | 0.04 | ||
1992 | 0.1 | 0.09 | 0.1 | 38 | 111 | 43 | 0.39 | 900 | 73 | 7 | 182 | 18 | (%) | 1 | 0.03 | 0.04 |
1993 | 0.08 | 0.1 | 0.13 | 34 | 145 | 70 | 0.48 | 933 | 76 | 6 | 183 | 24 | 2 (%) | 0.05 | ||
1994 | 0.03 | 0.11 | 0.1 | 33 | 178 | 65 | 0.37 | 709 | 72 | 2 | 181 | 19 | 2 (%) | 3 | 0.09 | 0.05 |
1995 | 0.27 | 0.19 | 0.39 | 33 | 211 | 289 | 1.37 | 739 | 67 | 18 | 178 | 69 | 1 (%) | 1 | 0.03 | 0.07 |
1996 | 0.48 | 0.23 | 0.57 | 29 | 240 | 406 | 1.69 | 1244 | 66 | 32 | 176 | 100 | (%) | 4 | 0.14 | 0.09 |
1997 | 0.48 | 0.27 | 0.68 | 26 | 266 | 454 | 1.71 | 730 | 62 | 30 | 167 | 114 | 1 (%) | 4 | 0.15 | 0.09 |
1998 | 0.71 | 0.27 | 0.71 | 24 | 290 | 479 | 1.65 | 717 | 55 | 39 | 155 | 110 | (%) | 3 | 0.13 | 0.1 |
1999 | 0.66 | 0.31 | 0.86 | 23 | 313 | 527 | 1.68 | 846 | 50 | 33 | 145 | 124 | (%) | 5 | 0.22 | 0.13 |
2000 | 0.66 | 0.39 | 0.98 | 29 | 342 | 655 | 1.92 | 967 | 47 | 31 | 135 | 132 | 1 (%) | 4 | 0.14 | 0.15 |
2001 | 1.19 | 0.41 | 1.29 | 25 | 367 | 786 | 2.14 | 774 | 52 | 62 | 131 | 169 | 1 (%) | 6 | 0.24 | 0.16 |
2002 | 0.98 | 0.43 | 1.32 | 28 | 395 | 880 | 2.23 | 692 | 54 | 53 | 127 | 168 | (%) | 12 | 0.43 | 0.19 |
2003 | 0.94 | 0.45 | 1.64 | 37 | 432 | 1042 | 2.41 | 1273 | 53 | 50 | 129 | 211 | 1 (%) | 23 | 0.62 | 0.19 |
2004 | 1.46 | 0.51 | 1.8 | 38 | 470 | 1256 | 2.67 | 763 | 65 | 95 | 142 | 256 | 1 (%) | 17 | 0.45 | 0.21 |
2005 | 1.55 | 0.54 | 1.64 | 36 | 506 | 1335 | 2.64 | 837 | 75 | 116 | 157 | 257 | 1 (%) | 16 | 0.44 | 0.22 |
2006 | 1.22 | 0.52 | 1.77 | 37 | 543 | 1335 | 2.46 | 462 | 74 | 90 | 164 | 291 | (%) | 12 | 0.32 | 0.21 |
2007 | 1.03 | 0.45 | 1.6 | 41 | 584 | 1355 | 2.32 | 612 | 73 | 75 | 176 | 281 | 1 (%) | 15 | 0.37 | 0.18 |
2008 | 0.99 | 0.48 | 1.6 | 37 | 621 | 1490 | 2.4 | 567 | 78 | 77 | 189 | 302 | (%) | 13 | 0.35 | 0.2 |
2009 | 1.33 | 0.48 | 1.46 | 54 | 675 | 1616 | 2.39 | 733 | 78 | 104 | 189 | 276 | 1 (%) | 21 | 0.39 | 0.19 |
2010 | 1.08 | 0.44 | 1.4 | 57 | 732 | 1596 | 2.18 | 592 | 91 | 98 | 205 | 288 | 1 (%) | 15 | 0.26 | 0.16 |
2011 | 1.37 | 0.53 | 1.54 | 72 | 804 | 1906 | 2.37 | 440 | 111 | 152 | 226 | 349 | (%) | 18 | 0.25 | 0.21 |
2012 | 1.18 | 0.58 | 1.63 | 62 | 866 | 2021 | 2.33 | 235 | 129 | 152 | 261 | 425 | (%) | 15 | 0.24 | 0.22 |
2013 | 1.43 | 0.71 | 1.98 | 63 | 929 | 2424 | 2.61 | 187 | 134 | 191 | 282 | 559 | 1 (%) | 25 | 0.4 | 0.25 |
2014 | 1.21 | 0.81 | 1.81 | 50 | 979 | 2542 | 2.6 | 63 | 125 | 151 | 308 | 557 | (%) | 14 | 0.28 | 0.28 |
  IF: Impact Factor: C2Y / D2Y AIF: Average Impact Factor for series in RePEc in year y IF5: Impact Factor: C5Y / D5Y 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 D5Y: Number of articles published in y-1 until y-5 C5Y: Cites in y to articles published in y-1 until y-5 %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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50 most cited documents in this series:
[Click on heading to sort table]
Year | Title | Cited |
---|---|---|
1977 | Abstract: An Equilibrium Characterization of the Term Structure. (1977). Vasicek, Oldrich Alfonso . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:12:y:1977:i:04:p:627-627_02. Full description at Econpapers || Download paper | 606 |
1987 | The Relation between Price Changes and Trading Volume: A Survey. (1987). Karpoff, Jonathan M.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:22:y:1987:i:01:p:109-126_01. Full description at Econpapers || Download paper | 410 |
1989 | International Transmission of Stock Market Movements. (1989). Eun, Cheol S. ; Shim, Sang Dal . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:24:y:1989:i:02:p:241-256_01. Full description at Econpapers || Download paper | 303 |
1985 | The Determinants of Firms Hedging Policies. (1985). Smith, Clifford W. ; Stulz, Ren M.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:20:y:1985:i:04:p:391-405_01. Full description at Econpapers || Download paper | 294 |
1996 | Firm Performance and Mechanisms to Control Agency Problems between Managers and Shareholders. (1996). Agrawal, Anup ; Knoeber, Charles R.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:31:y:1996:i:03:p:377-397_00. Full description at Econpapers || Download paper | 293 |
1999 | Autoregressive Conditional Skewness. (1999). Siddique, Akhtar . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:34:y:1999:i:04:p:465-487_00. Full description at Econpapers || Download paper | 199 |
2003 | International Corporate Governance. (2003). Denis, Diane K. ; McConnell, John J.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:01:p:1-36_00. Full description at Econpapers || Download paper | 192 |
1999 | Volatility in Emerging Stock Markets. (1999). Inclan, Carla ; Leal, Ricardo ; Aggarwal, Reena . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:34:y:1999:i:01:p:33-55_00. Full description at Econpapers || Download paper | 176 |
2001 | The Debt-Equity Choice. (2001). Hovakimian, Armen ; Opler, Tim ; Titman, Sheridan . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:36:y:2001:i:01:p:1-24_00. Full description at Econpapers || Download paper | 174 |
1984 | Optimal Hedging Policies. (1984). Stulz, Ren M.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:19:y:1984:i:02:p:127-140_01. Full description at Econpapers || Download paper | 169 |
1993 | Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures. (1993). Sultan, Jahangir ; KRONER, Kenneth F.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:28:y:1993:i:04:p:535-551_00. Full description at Econpapers || Download paper | 158 |
2001 | Economic News and Bond Prices: Evidence from the U.S. Treasury Market. (2001). Green, Clifton T. ; Balduzzi, Pierluigi ; Elton, Edwin J.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:36:y:2001:i:04:p:523-543_00. Full description at Econpapers || Download paper | 158 |
1998 | The Determinants of Corporate Liquidity: Theory and Evidence. (1998). Sherman, Ann E. ; Mauer, David C. ; Kim, Chang-Soo . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:33:y:1998:i:03:p:335-359_00. Full description at Econpapers || Download paper | 158 |
2003 | Equity Ownership and Firm Value in Emerging Markets. (2003). Lins, Karl V.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:01:p:159-184_00. Full description at Econpapers || Download paper | 147 |
1991 | The Pricing of Exchange Rate Risk in the Stock Market. (1991). Jorion, Philippe . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:26:y:1991:i:03:p:363-376_00. Full description at Econpapers || Download paper | 144 |
2003 | International Corporate Governance and Corporate Cash Holdings. (2003). Dittmar, Amy ; Mahrt-Smith, Jan. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:01:p:111-133_00. Full description at Econpapers || Download paper | 143 |
1990 | Stock Returns and Volatility. (1990). Baillie, Richard T.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:25:y:1990:i:02:p:203-214_00. Full description at Econpapers || Download paper | 139 |
1987 | Option Pricing when the Variance Changes Randomly: Theory, Estimation, and an Application. (1987). Scott, Louis O.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:22:y:1987:i:04:p:419-438_01. Full description at Econpapers || Download paper | 137 |
2003 | Corporate Governance and the Home Bias. (2003). Pinkowitz, Lee ; Williamson, Rohan ; Stulz, Ren M. ; Dahlquist, Magnus . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:01:p:87-110_00. Full description at Econpapers || Download paper | 135 |
2005 | Determinants of Board Size and Composition: A Theory of Corporate Boards. (2005). Raheja, Charu G.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:40:y:2005:i:02:p:283-306_00. Full description at Econpapers || Download paper | 124 |
1996 | Evidence on Corporate Hedging Policy. (1996). Mian, Shehzad L.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:31:y:1996:i:03:p:419-439_00. Full description at Econpapers || Download paper | 124 |
1981 | The Determinants of Bank Interest Margins: Theory and Empirical Evidence. (1981). Saunders, Anthony ; Ho, Thomas S. Y., . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:16:y:1981:i:04:p:581-600_00. Full description at Econpapers || Download paper | 123 |
1996 | Another Look at Models of the Short-Term Interest Rate. (1996). KRONER, Kenneth F. ; Brenner, Robin J. ; Harjes, Richard H.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:31:y:1996:i:01:p:85-107_00. Full description at Econpapers || Download paper | 122 |
1990 | The Dynamics of Stock Index and Stock Index Futures Returns. (1990). Whaley, Robert E.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:25:y:1990:i:04:p:441-468_00. Full description at Econpapers || Download paper | 120 |
1988 | The Dependence between Hourly Prices and Trading Volume. (1988). Joh, Gun-Ho ; Jain, Prem C.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:23:y:1988:i:03:p:269-283_01. Full description at Econpapers || Download paper | 118 |
1977 | The Valuation of Corporate Liabilities as Compound Options. (1977). Geske, Robert . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:12:y:1977:i:04:p:541-552_02. Full description at Econpapers || Download paper | 118 |
2005 | Volatility Spillover Effects in European Equity Markets. (2005). Baele, Lieven . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:40:y:2005:i:02:p:373-401_00. Full description at Econpapers || Download paper | 116 |
1986 | Bayes-Stein Estimation for Portfolio Analysis. (1986). Jorion, Philippe . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:21:y:1986:i:03:p:279-292_01. Full description at Econpapers || Download paper | 114 |
2000 | Market Segmentation and the Cost of the Capital in International Equity Markets. (2000). Miller, Darius P. ; Errunza, Vihang R.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:35:y:2000:i:04:p:577-600_00. Full description at Econpapers || Download paper | 112 |
2007 | Characterizing World Market Integration through Time. (2007). Carrieri, Francesca ; Errunza, Vihang ; Hogan, Ked . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:42:y:2007:i:04:p:915-940_00. Full description at Econpapers || Download paper | 110 |
2002 | Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets. (2002). Wachter, Jessica A.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:37:y:2002:i:01:p:63-91_00. Full description at Econpapers || Download paper | 108 |
1992 | Simultaneous Determination of Insider Ownership, Debt, and Dividend Policies. (1992). Solberg, Donald P. ; Zorn, Thomas S. ; Jensen, Gerald R.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:27:y:1992:i:02:p:247-263_00. Full description at Econpapers || Download paper | 102 |
1993 | Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets. (1993). Bessembinder, Hendrik ; Seguin, Paul J.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:28:y:1993:i:01:p:21-39_00. Full description at Econpapers || Download paper | 102 |
2000 | The Accuracy of Trade Classification Rules: Evidence from Nasdaq. (2000). Ellis, Katrina ; Michaely, Roni ; O'Hara, Maureen . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:35:y:2000:i:04:p:529-551_00. Full description at Econpapers || Download paper | 94 |
2005 | Stock Market Uncertainty and the Stock-Bond Return Relation. (2005). Stivers, Chris ; Connolly, Robert ; Sun, Licheng . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:40:y:2005:i:01:p:161-194_00. Full description at Econpapers || Download paper | 94 |
2000 | Hedge Funds: The Living and the Dead. (2000). Liang, Bing . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:35:y:2000:i:03:p:309-326_00. Full description at Econpapers || Download paper | 93 |
1995 | Cointegration, Error Correction, and Price Discovery on Informationally Linked Security Markets. (1995). deB. Harris, Frederick H., ; Wood, Robert A. ; Shoesmith, Gary L.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:30:y:1995:i:04:p:563-579_00. Full description at Econpapers || Download paper | 92 |
1988 | International Listings and Stock Returns: Some Empirical Evidence. (1988). Eun, Cheol S. ; Janakiramanan, S.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:23:y:1988:i:02:p:135-151_01. Full description at Econpapers || Download paper | 91 |
1980 | Analyzing Convertible Bonds. (1980). Schwartz, Eduardo S. ; Brennan, Michael J.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:15:y:1980:i:04:p:907-929_01. Full description at Econpapers || Download paper | 90 |
1997 | Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach. (1997). Weller, Paul ; Dittmar, Rob . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:32:y:1997:i:04:p:405-426_00. Full description at Econpapers || Download paper | 89 |
1972 | An Analytic Derivation of the Efficient Portfolio Frontier. (1972). Merton, Robert C.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:7:y:1972:i:04:p:1851-1872_01. Full description at Econpapers || Download paper | 85 |
1987 | Transaction Data Tests of the Mixture of Distributions Hypothesis. (1987). Harris, Lawrence . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:22:y:1987:i:02:p:127-141_01. Full description at Econpapers || Download paper | 85 |
2002 | International Cross-Listing and Visibility. (2002). Weaver, Daniel G. ; Baker, Kent H. ; Nofsinger, John R.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:37:y:2002:i:03:p:495-521_00. Full description at Econpapers || Download paper | 83 |
2004 | Capital Investments and Stock Returns. (2004). Xie, Feixue ; Wei, K. C. John, ; Titman, Sheridan . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:39:y:2004:i:04:p:677-700_00. Full description at Econpapers || Download paper | 82 |
2003 | Do Better Institutions Mitigate Agency Problems? Evidence from Corporate Finance Choices. (2003). . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:01:p:185-212_00. Full description at Econpapers || Download paper | 82 |
1999 | Of Smiles and Smirks: A Term Structure Perspective. (1999). Sundaram, Rangarajan K. ; Das, Sanjiv Ranjan . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:34:y:1999:i:02:p:211-239_00. Full description at Econpapers || Download paper | 82 |
1995 | The Conditional Relation between Beta and Returns. (1995). Pettengill, Glenn N. ; Sundaram, Sridhar ; Mathur, Ike . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:30:y:1995:i:01:p:101-116_00. Full description at Econpapers || Download paper | 81 |
1997 | Reciprocally Interlocking Boards of Directors and Executive Compensation. (1997). Hallock, Kevin F.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:32:y:1997:i:03:p:331-344_00. Full description at Econpapers || Download paper | 81 |
1996 | Market vs. Limit Orders: The SuperDOT Evidence on Order Submission Strategy. (1996). Hasbrouck, Joel ; Harris, Lawrence . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:31:y:1996:i:02:p:213-231_00. Full description at Econpapers || Download paper | 80 |
1996 | Outside Directors and CEO Selection. (1996). Borokhovich, Kenneth A. ; Trapani, Teresa ; Parrino, Robert. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:31:y:1996:i:03:p:337-355_00. Full description at Econpapers || Download paper | 80 |
50 most relevant documents in this series:
Papers most cited in the last two years. [Click on heading to sort table]
Year | Title | Cited |
---|---|---|
1977 | Abstract: An Equilibrium Characterization of the Term Structure. (1977). Vasicek, Oldrich Alfonso . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:12:y:1977:i:04:p:627-627_02. Full description at Econpapers || Download paper | 149 |
1985 | The Determinants of Firms Hedging Policies. (1985). Smith, Clifford W. ; Stulz, Ren M.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:20:y:1985:i:04:p:391-405_01. Full description at Econpapers || Download paper | 89 |
1987 | The Relation between Price Changes and Trading Volume: A Survey. (1987). Karpoff, Jonathan M.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:22:y:1987:i:01:p:109-126_01. Full description at Econpapers || Download paper | 66 |
2007 | Characterizing World Market Integration through Time. (2007). Carrieri, Francesca ; Errunza, Vihang ; Hogan, Ked . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:42:y:2007:i:04:p:915-940_00. Full description at Econpapers || Download paper | 64 |
2001 | The Debt-Equity Choice. (2001). Hovakimian, Armen ; Opler, Tim ; Titman, Sheridan . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:36:y:2001:i:01:p:1-24_00. Full description at Econpapers || Download paper | 59 |
1999 | Autoregressive Conditional Skewness. (1999). Siddique, Akhtar . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:34:y:1999:i:04:p:465-487_00. Full description at Econpapers || Download paper | 53 |
2001 | Economic News and Bond Prices: Evidence from the U.S. Treasury Market. (2001). Green, Clifton T. ; Balduzzi, Pierluigi ; Elton, Edwin J.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:36:y:2001:i:04:p:523-543_00. Full description at Econpapers || Download paper | 51 |
2009 | The Determinants of Credit Default Swap Premia. (2009). Jacobs, Kris ; Oviedo, Rodolfo. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:44:y:2009:i:01:p:109-132_09. Full description at Econpapers || Download paper | 51 |
2005 | Determinants of Board Size and Composition: A Theory of Corporate Boards. (2005). Raheja, Charu G.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:40:y:2005:i:02:p:283-306_00. Full description at Econpapers || Download paper | 48 |
1993 | Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures. (1993). Sultan, Jahangir ; KRONER, Kenneth F.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:28:y:1993:i:04:p:535-551_00. Full description at Econpapers || Download paper | 47 |
2005 | Volatility Spillover Effects in European Equity Markets. (2005). Baele, Lieven . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:40:y:2005:i:02:p:373-401_00. Full description at Econpapers || Download paper | 43 |
1986 | Bayes-Stein Estimation for Portfolio Analysis. (1986). Jorion, Philippe . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:21:y:1986:i:03:p:279-292_01. Full description at Econpapers || Download paper | 42 |
2009 | Testing Theories of Capital Structure and Estimating the Speed of Adjustment. (2009). Ritter, Jay R. ; Huang, Rongbing . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:44:y:2009:i:02:p:237-271_09. Full description at Econpapers || Download paper | 42 |
1996 | Firm Performance and Mechanisms to Control Agency Problems between Managers and Shareholders. (1996). Agrawal, Anup ; Knoeber, Charles R.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:31:y:1996:i:03:p:377-397_00. Full description at Econpapers || Download paper | 41 |
1999 | Volatility in Emerging Stock Markets. (1999). Inclan, Carla ; Leal, Ricardo ; Aggarwal, Reena . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:34:y:1999:i:01:p:33-55_00. Full description at Econpapers || Download paper | 41 |
2003 | International Corporate Governance and Corporate Cash Holdings. (2003). Dittmar, Amy ; Mahrt-Smith, Jan. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:01:p:111-133_00. Full description at Econpapers || Download paper | 40 |
2005 | Stock Market Uncertainty and the Stock-Bond Return Relation. (2005). Stivers, Chris ; Connolly, Robert ; Sun, Licheng . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:40:y:2005:i:01:p:161-194_00. Full description at Econpapers || Download paper | 39 |
2003 | Corporate Governance and the Home Bias. (2003). Pinkowitz, Lee ; Williamson, Rohan ; Stulz, Ren M. ; Dahlquist, Magnus . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:01:p:87-110_00. Full description at Econpapers || Download paper | 39 |
2010 | How Does Liquidity Affect Government Bond Yields?. (2010). Favero, Carlo ; Pagano, Marco ; VON THADDEN, Ernst-Ludwig . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:45:y:2010:i:01:p:107-134_99. Full description at Econpapers || Download paper | 39 |
1998 | The Determinants of Corporate Liquidity: Theory and Evidence. (1998). Sherman, Ann E. ; Mauer, David C. ; Kim, Chang-Soo . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:33:y:1998:i:03:p:335-359_00. Full description at Econpapers || Download paper | 38 |
2008 | The Determinants of Capital Structure: Capital Market-Oriented versus Bank-Oriented Institutions. (2008). Antoniou, Antonios ; Guney, Yilmaz . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:43:y:2008:i:01:p:59-92_00. Full description at Econpapers || Download paper | 37 |
1984 | Optimal Hedging Policies. (1984). Stulz, Ren M.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:19:y:1984:i:02:p:127-140_01. Full description at Econpapers || Download paper | 37 |
2003 | International Corporate Governance. (2003). Denis, Diane K. ; McConnell, John J.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:01:p:1-36_00. Full description at Econpapers || Download paper | 36 |
2003 | Equity Ownership and Firm Value in Emerging Markets. (2003). Lins, Karl V.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:01:p:159-184_00. Full description at Econpapers || Download paper | 35 |
1981 | The Determinants of Bank Interest Margins: Theory and Empirical Evidence. (1981). Saunders, Anthony ; Ho, Thomas S. Y., . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:16:y:1981:i:04:p:581-600_00. Full description at Econpapers || Download paper | 35 |
1989 | International Transmission of Stock Market Movements. (1989). Eun, Cheol S. ; Shim, Sang Dal . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:24:y:1989:i:02:p:241-256_01. Full description at Econpapers || Download paper | 34 |
2008 | Idiosyncratic Volatility and the Cross Section of Expected Returns. (2008). Cakici, Nusret ; Bali, Turan G.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:43:y:2008:i:01:p:29-58_00. Full description at Econpapers || Download paper | 33 |
2012 | An International Comparison of Capital Structure and Debt Maturity Choices. (2012). Fan, Joseph P. H., ; Titman, Sheridan ; Twite, Garry . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:47:y:2012:i:01:p:23-56_00. Full description at Econpapers || Download paper | 32 |
2004 | Cookie Cutter vs. Character: The Micro Structure of Small Business Lending by Large and Small Banks. (2004). Goldberg, Lawrence G. ; White, Lawrence J.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:39:y:2004:i:02:p:227-251_00. Full description at Econpapers || Download paper | 32 |
2004 | Capital Investments and Stock Returns. (2004). Xie, Feixue ; Wei, K. C. John, ; Titman, Sheridan . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:39:y:2004:i:04:p:677-700_00. Full description at Econpapers || Download paper | 32 |
2000 | Behavioral Portfolio Theory. (2000). Shefrin, Hersh ; Statman, Meir . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:35:y:2000:i:02:p:127-151_00. Full description at Econpapers || Download paper | 30 |
2000 | The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers. (2000). Chen, Hsiu-Lang ; Wermers, Russ ; Jegadeesh, Narasimhan . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:35:y:2000:i:03:p:343-368_00. Full description at Econpapers || Download paper | 30 |
2008 | New Evidence of Asymmetric Dependence Structures in International Equity Markets. (2008). . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:43:y:2008:i:03:p:787-815_00. Full description at Econpapers || Download paper | 29 |
2010 | Corporate Governance and Liquidity. (2010). Kim, Jang-Chul ; Chung, Kee H. ; Elder, John . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:45:y:2010:i:02:p:265-291_00. Full description at Econpapers || Download paper | 29 |
2010 | The Response of Corporate Financing and Investment to Changes in the Supply of Credit. (2010). Lemmon, Michael . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:45:y:2010:i:03:p:555-587_00. Full description at Econpapers || Download paper | 29 |
2001 | The Effect of Green Investment on Corporate Behavior. (2001). Kraus, Alan ; Heinkel, Robert ; Zechner, Josef . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:36:y:2001:i:04:p:431-449_00. Full description at Econpapers || Download paper | 29 |
2012 | Term Structure Estimation with Survey Data on Interest Rate Forecasts. (2012). Kim, Don H.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:47:y:2012:i:01:p:241-272_00. Full description at Econpapers || Download paper | 29 |
2000 | Multi-Period Performance Persistence Analysis of Hedge Funds. (2000). Naik, Narayan Y. ; Agarwal, Vikas . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:35:y:2000:i:03:p:327-342_00. Full description at Econpapers || Download paper | 28 |
1972 | An Analytic Derivation of the Efficient Portfolio Frontier. (1972). Merton, Robert C.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:7:y:1972:i:04:p:1851-1872_01. Full description at Econpapers || Download paper | 27 |
1990 | The Dynamics of Stock Index and Stock Index Futures Returns. (1990). Whaley, Robert E.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:25:y:1990:i:04:p:441-468_00. Full description at Econpapers || Download paper | 27 |
1987 | Option Pricing when the Variance Changes Randomly: Theory, Estimation, and an Application. (1987). Scott, Louis O.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:22:y:1987:i:04:p:419-438_01. Full description at Econpapers || Download paper | 27 |
2009 | Commonality in Liquidity: A Global Perspective. (2009). PRIGNON, Christophe ; Brockman, Paul ; Chung, Dennis Y.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:44:y:2009:i:04:p:851-882_99. Full description at Econpapers || Download paper | 27 |
2000 | Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases. (2000). Hsieh, David A. ; Fung, William . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:35:y:2000:i:03:p:291-307_00. Full description at Econpapers || Download paper | 26 |
2004 | The Economic Value of Predicting Stock Index Returns and Volatility. (2004). Verbeek, Marno ; Marquering, Wessel . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:39:y:2004:i:02:p:407-429_00. Full description at Econpapers || Download paper | 25 |
2005 | Does Corporate Governance Matter to Bondholders?. (2005). Klock, Mark S. ; Maxwell, William F. ; Mansi, Sattar A.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:40:y:2005:i:04:p:693-719_00. Full description at Econpapers || Download paper | 25 |
2010 | Predicting Global Stock Returns. (2010). Hjalmarsson, Erik . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:45:y:2010:i:01:p:49-80_99. Full description at Econpapers || Download paper | 25 |
2003 | Do Better Institutions Mitigate Agency Problems? Evidence from Corporate Finance Choices. (2003). . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:01:p:185-212_00. Full description at Econpapers || Download paper | 25 |
2005 | Ownership Structure and Firm Value in Chinas Privatized Firms: 1991â2001. (2005). Xie, Feixue ; Wei, Zuobao ; Zhang, Shaorong . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:40:y:2005:i:01:p:87-108_00. Full description at Econpapers || Download paper | 25 |
1989 | Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Financial Data. (1989). Froot, Kenneth A.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:24:y:1989:i:03:p:333-355_01. Full description at Econpapers || Download paper | 24 |
1995 | Cointegration, Error Correction, and Price Discovery on Informationally Linked Security Markets. (1995). deB. Harris, Frederick H., ; Wood, Robert A. ; Shoesmith, Gary L.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:30:y:1995:i:04:p:563-579_00. Full description at Econpapers || Download paper | 24 |
Citing documents used to compute impact factor 151:
[Click on heading to sort table]
Year | Title | See |
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2014 | European integration and corporate financing. (2014). Onay, Ceylan ; Muradolu, Yaz Gulnur ; Phylaktis, Kate . In: International Review of Financial Analysis. RePEc:eee:finana:v:33:y:2014:i:c:p:138-157. 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 | Automated Liquidity Provision. (2014). Gerig, Austin ; Michayluk, David . In: Research Paper Series. RePEc:uts:rpaper:345. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The causal impact of algorithmic trading on market quality. (2014). Aggarwal, Nidhi ; Thomas, Susan . In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. RePEc:ind:igiwpp:2014-023. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | High-Frequency Trading around Macroeconomic News Announcements: Evidence from the U.S. Treasury Market. (2014). Jiang, George J. ; Lo, Ingrid ; Valente, Giorgio . In: Staff Working Papers. RePEc:bca:bocawp:14-56. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Equilibrium Fast Trading. (2014). . In: IDEI Working Papers. RePEc:ide:wpaper:27008. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Equilibrium Fast Trading. (2014). . In: TSE Working Papers. RePEc:tse:wpaper:26999. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Are groups less behavioral? The case of anchoring. (2014). Meub, Lukas ; Proeger, Till . In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:188. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Stock Market Overreaction to Management Earnings Forecasts. (2014). Michel, Jean-Sebastien . In: Cahiers de recherche. RePEc:lvl:lacicr:1319. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | An experimental study on social anchoring. (2014). Meub, Lukas ; Proeger, Till . In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:196. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Investment Decisions: Are we fully-Rational?. (2014). Reichhardt, Joaquin Pereira ; Iqbal, Tabassum . In: MPRA Paper. RePEc:pra:mprapa:57686. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The accrual anomaly in the U.K. stock market: Implications of growth and accounting distortions. (2014). Papanastasopoulos, Georgios A. ; Doukakis, Leonidas C.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:32:y:2014:i:c:p:256-277. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Are Employee Stock Option Exercise Decisions Better Explained through the Prospect Theory?. (2014). Bahaji, Hamza . In: Economics Papers from University Paris Dauphine. RePEc:dau:papers:123456789/13098. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The long of it: Odds that investor sentiment spuriously predicts anomaly returns. (2014). Yu, Jianfeng ; Yuan, Yu ; Stambaugh, Robert F.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:114:y:2014:i:3:p:613-619. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Market states, expectations, sentiment and momentum: How naive are investors?. (2014). Galariotis, Emilios C ; Ma, Xiaodong S ; Kallinterakis, Vasileios ; Holmes, Phil . In: Post-Print. RePEc:hal:journl:hal-00943345. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Performance and performance persistence of UK closed-end equity funds. (2014). Nitzsche, Dirk ; Cuthbertson, Keith ; Thomas, Dylan C. ; Bredin, Don . In: International Review of Financial Analysis. RePEc:eee:finana:v:34:y:2014:i:c:p:189-199. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Outsourcing of mutual funds non-core competencies and the impact on operational outcomes: Evidence from funds shareholder services. (2014). Sorhage, Christoph . In: CFR Working Papers. RePEc:zbw:cfrwps:1404. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Outsourcing of mutual funds non-core competencies. (2014). Sorhage, Christoph . In: CFR Working Papers. RePEc:zbw:cfrwps:1404r. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Risk-adjusted option-implied moments. (2014). Brinkmann, Felix ; Korn, Olaf . In: CFR Working Papers. RePEc:zbw:cfrwps:1407. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Equity Portfolio Management Using Option Price Information. (2014). Christoffersen, Peter ; Pan, Xuhui . In: CREATES Research Papers. RePEc:aah:create:2015-05. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Value investing and technical analysis in Taiwan stock market. (2014). Su, Hsiang-Ju ; Lin, Shinn-Juh ; Ko, Kuan-Cheng ; Chang, Hsing-Hua . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:26:y:2014:i:c:p:14-36. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience. (2014). Ranish, Benjamin ; Ramadorai, Tarun . In: NBER Working Papers. RePEc:nbr:nberwo:20000. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Liquidity provisions by individual investor trading prior to dividend announcements: Evidence from Taiwan. (2014). Ma, Changfeng ; Chen, Zhijuan ; Lin, William T. ; Tsai, Shih-Chuan . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:28:y:2014:i:c:p:358-374. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Speculate against speculative demand. (2014). Kita, A. ; ap Gwilym, O.. In: International Review of Financial Analysis. RePEc:eee:finana:v:34:y:2014:i:c:p:212-221. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Short-sale constraints and the idiosyncratic volatility puzzle: An event study approach. (2014). Jiang, Danling ; Doran, James S. ; Peterson, David R.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:28:y:2014:i:c:p:36-59. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Roughing up Beta: Continuous vs. Discontinuous Betas, and the Cross-Section of Expected Stock Returns. (2014). Li, Sophia Zhengzi ; Todorov, Viktor ; Bollerslev, Tim . In: CREATES Research Papers. RePEc:aah:create:2014-48. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience. (2014). Ranish, Benjamin ; Ramadorai, Tarun . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9907. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Controlling shareholders, board structure, and firm performance: Evidence from India. (2014). Prevost, Andrew ; Jameson, Melvin ; Puthenpurackal, John . In: Journal of Corporate Finance. RePEc:eee:corfin:v:27:y:2014:i:c:p:1-20. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Family business groups in Thailand: coping with management critical points. (2014). Suehiro, Akira ; Yabushita, Natenapha . In: Asia Pacific Journal of Management. RePEc:kap:asiapa:v:31:y:2014:i:4:p:997-1018. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Cross listing: price discovery dynamics and exchange rate effects. (2014). Scherrer, Cristina M.. In: CREATES Research Papers. RePEc:aah:create:2014-53. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Intraday Price Discovery in Fragmented Markets. (2014). van der Wel, Michel ; Ozturk, Sait . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140027. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bank capital regulation, loan contracts, and corporate investment. (2014). Hauck, Achim ; Dietrich, Diemo . 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 | Contracts, governance, and country risk in project finance: Theory and evidence. (2014). Byoun, Soku ; Xu, Zhaoxia . In: Journal of Corporate Finance. RePEc:eee:corfin:v:26:y:2014:i:c:p:124-144. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Managerial risk taking incentives and corporate pension policy. (2014). Anantharaman, Divya ; Lee, Yong Gyu . In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:2:p:328-351. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The behavioral foundations of corporate dividend policy a cross-country analysis. (2014). Soypak, Can K. ; Breuer, Wolfgang ; Rieger, Oliver M.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:42:y:2014:i:c:p:247-265. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Overconfidence and optimism: The effect of national culture on capital structure. (2014). Salzmann, Astrid Juliane ; Antonczyk, Ron Christian . In: Research in International Business and Finance. RePEc:eee:riibaf:v:31:y:2014:i:c:p:132-151. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Managerial Optimism and Debt Contract Design: The Case of Syndicated Loans. (2014). Streitz, Daniel ; Burg, Valentin ; Scheinert, Tobias ; Adam, Tim R.. In: Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems. RePEc:trf:wpaper:475. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Essays on ownership and control. (2014). Infante, Urzua F.. In: Other publications TiSEM. RePEc:tiu:tiutis:f17a9a42-f7a7-4ffa-a95d-a012cca4cfc3. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Modeling Dependence Structure and Forecasting Portfolio Value-at-Risk with Dynamic Copulas. (2014). Crosby, John ; Zhao, Yang ; Kim, Minjoo ; Cerrato, Mario . In: Working Papers. RePEc:gla:glaewp:2014_17. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Modeling Dependence Structure and Forecasting Portfolio Value-at-Risk with Dynamic Copulas. (2014). Kim, Minjoo ; Crosby, John ; Cerrato, Mario ; Zhao, Yang . In: 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN. RePEc:ags:aaea07:613. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Empirical Analysis of Liquidity. (2014). Subrahmanyam, Avanidhar ; Jacobsen, Stacey ; Holden, Craig W.. In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000044. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Commonality in liquidity and real estate securities. (2014). Kadilli, Anjeza ; Hoesli, Martin ; Reka, Kustrim . In: Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva. RePEc:gen:geneem:14051a. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Golden Parachutes and the Wealth of Shareholders. (2014). Cohen, Alma ; Wang, Charles C. Y., ; Bebchuk, Lucian . In: Journal of Corporate Finance. RePEc:eee:corfin:v:25:y:2014:i:c:p:140-154. 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 | Outside directors on the board and innovative firm performance. (2014). Buchwald, Achim ; Balsmeier, Benjamin . In: Research Policy. RePEc:eee:respol:v:43:y:2014:i:10:p:1800-1815. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | IPO first-day returns: Skewness preference, investor sentiment and uncertainty underlying factors. (2014). Ben Aissia, Dorsaf . In: Review of Financial Economics. RePEc:eee:revfin:v:23:y:2014:i:3:p:148-154. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Volatility spreads and earnings announcement returns. (2014). Atilgan, Yigit . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:38:y:2014:i:c:p:205-215. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Synergy disclosures in mergers and acquisitions. (2014). Vasconcelos, Manuel ; Roosenboom, Peter ; Dutordoir, Marie . In: International Review of Financial Analysis. RePEc:eee:finana:v:31:y:2014:i:c:p:88-100. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Merger arbitrage short selling and price pressure. (2014). Wu, Juan ; Liu, Tingting . In: Journal of Corporate Finance. RePEc:eee:corfin:v:27:y:2014:i:c:p:36-54. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The cross-section of speculator skill: Evidence from day trading. (2014). Barber, Brad M. ; Liu, Yu-Jane ; Lee, Yi-Tsung ; Odean, Terrance . In: Journal of Financial Markets. RePEc:eee:finmar:v:18:y:2014:i:c:p:1-24. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Think Twice Before Running! Bank Runs and Cognitive Abilities. (2014). Rosa-Garcia, Alfonso ; Rodriguez-Lara, Ismael ; Kiss, Hubert Janos . In: IEHAS Discussion Papers. RePEc:has:discpr:1428. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Strategic News Releases in Equity Vesting Months. (2014). Edmans, Alex ; Wang, Yanbo ; Xu, Moqi ; Goncalves-Pinto, Luis . In: NBER Working Papers. RePEc:nbr:nberwo:20476. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The impact of Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Do leveraged exchange-traded products deliver their stated multiples?. (2014). Loviscek, Anthony ; Xu, Xiaoqing Eleanor ; Tang, Hongfei . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:43:y:2014:i:c:p:29-47. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Robust determinants of IPO underpricing and their implications for IPO research. (2014). Butler, Alexander W. ; Kieschnick, Robert ; Keefe, Michael O'Connor, . In: Journal of Corporate Finance. RePEc:eee:corfin:v:27:y:2014:i:c:p:367-383. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Declining propensity to pay? A re-examination of the lifecycle theory. (2014). Kahle, Kathleen M. ; Banyi, Monica L.. In: Journal of Corporate Finance. RePEc:eee:corfin:v:27:y:2014:i:c:p:345-366. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Mandatory portfolio disclosure, stock liquidity, and mutual fund performance. (2014). Yang, Baozhong ; Tang, Yuehua ; Agarwal, Vikas ; Mullally, Kevin Andrew . In: CFR Working Papers. RePEc:zbw:cfrwps:1304r. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Window dressing in mutual funds. (2014). Gay, Gerald D. ; Agarwal, Vikas ; Ling, Leng . In: CFR Working Papers. RePEc:zbw:cfrwps:1107r3. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Incentive Pay and Bank Risk-Taking:Evidence from Austrian, German, and Swiss Banks. (2014). Steinbrecher, Johannes ; Kampkotter, Patrick . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10217. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Corporate Governance and Bank Insolvency Risk: International Evidence. (2014). Demirguc-Kunt, Asli ; Ma, Kebin ; Anginer, Deniz . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10185. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Incentive Pay and Bank Risk-Taking: Evidence from Austrian, German, and Swiss Banks. (2014). Steinbrecher, Johannes ; Kampkotter, Patrick ; Efing, Matthias . In: NBER Working Papers. RePEc:nbr:nberwo:20468. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Corporate governance and bank insolvency risk : international evidence. (2014). Demirguc-Kunt, Asli ; Ma, Kebin ; Huizinga, Harry ; Anginer, Deniz . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:7017. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Incentive Pay and Bank Risk-Taking: Evidence from Austrian, German, and Swiss Banks. (2014). Hau, Harald ; Kampkotter, Patrick ; Steinbrecher, Johannes . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4984. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | CEO inside debt holdings and risk-shifting: Evidence from bank payout policies. (2014). Srivastav, Abhishek ; Armitage, Seth ; Hagendorff, Jens . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:47:y:2014:i:c:p:41-53. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Corporate Governance and Bank Insolvency Risk : International Evidence. (2014). Demirguc-Kunt, Asli ; Ma, K. ; Anginer, D.. In: Discussion Paper. RePEc:tiu:tiucen:3da1df9f-1cbe-4a14-91be-ffc96c88c0d1. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Crisis performance of European banks â does management ownership
matter?. (2014). Westman, Hanna . In: Research Discussion Papers. RePEc:hhs:bofrdp:2014_028. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bailouts, Bonuses and Bankers Short-Termism. (2014). Hilmer, Michael . In: Working Papers. RePEc:mpi:wpaper:tax-mpg-rps-2014-17. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Price informativeness and institutional ownership: evidence from Japan. (2014). Yan, Isabel ; Chen, Tao ; Luo, Miao . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:42:y:2014:i:4:p:627-651. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Firm cash holdings and CEO inside debt. (2014). Mauer, David C. ; Liu, Yixin ; Zhang, Yilei . 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 | Independent directors: less informed, but better selected? New evidence from a two-way director-firm fixed effect model. (2014). Reberioux, Antoine ; Roudaut, Gwenael . In: CIRANO Working Papers. RePEc:cir:cirwor:2014s-39. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Independent directors: less informed, but better selected? New evidence from a two-way director-firm fixed effect model. (2014). Reberioux, Antoine ; Roudaut, Gwenael . In: Working Papers. RePEc:hal:wpaper:hal-01060211. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Information Asymmetry and the Market Response to Open Market Share Repurchases. (2014). Lee, BongSoo . In: MPRA Paper. RePEc:pra:mprapa:54066. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Limited attention, share repurchases, and takeover risk. (2014). Stephens, Clifford P. ; Wu, YiLin ; Lin, Ji-Chai . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:42:y:2014:i:c:p:283-301. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Creditor rights and capital structure: Evidence from international data. (2014). Suh, Jungwon ; Cho, Seong-Soon ; El Ghoul, Sadok ; Guedhami, Omrane . 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 | The behavioral foundations of corporate dividend policy a cross-country analysis. (2014). Soypak, Can K. ; Breuer, Wolfgang ; Rieger, Oliver M.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:42:y:2014:i:c:p:247-265. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Does market timing persistently affect capital structure? Evidence from stock market liberalization. (2014). Huang, I-Hsiang, . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:26:y:2014:i:c:p:123-144. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The impact of culture on market timing in capital structure choices. (2014). Arosa, Clara Maria Verduch, ; Schuhmann, Peter W. ; Richie, Nivine . In: Research in International Business and Finance. RePEc:eee:riibaf:v:31:y:2014:i:c:p:178-192. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Determinants of Corporate Capital Structure among Private Manufacturing Firms in Kenya: A Survey of Food and Beverage Manufacturing Firms. (2014). Kamau, Charles Guandaru ; Kariuki, Samuel Nduati . In: International Journal of Academic Research in Accounting, Finance and Management Sciences. RePEc:hur:ijaraf:v:4:y:2014:i:3:p:49-62. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Is Business Saving Really None of Our Business?. (2014). Cavallo, Eduardo A. ; Bebczuk, Ricardo N.. In: IDB Publications (Working Papers). RePEc:idb:brikps:85654. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Debt shifting in Europe. (2014). Parisi, M. ; Panteghini, P.. In: International Tax and Public Finance. RePEc:kap:itaxpf:v:21:y:2014:i:3:p:397-435. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Determinants of Capital Structure in Non-Financial Companies. (2014). Kuhnhausen, Fabian . In: Discussion Papers in Economics. RePEc:lmu:muenec:21167. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Corporate Debt Maturity - An international comparison of firm debt maturity choices. (2014). Brando, Elisio ; Correia, Sandra ; Brito, Paula . In: FEP Working Papers. RePEc:por:fepwps:544. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Labour Share Fluctuations in Emerging Markets: The Role of the Cost of Borrowing. (2014). Kabaca, Serdar . In: Staff Working Papers. RePEc:bca:bocawp:14-47. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Financial conservatism of private firms. (2014). Sanchez-Vidal, Javier F. ; Martin-Ugedo, Juan Francisco . In: Journal of Business Research. RePEc:eee:jbrese:v:67:y:2014:i:11:p:2419-2427. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Debt Maturity Choices, Multi-stage Investments and Financing Constraints. (2014). Koussis, N.. In: Working Papers. RePEc:bol:bodewp:wp980. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | CULTURAL DISTANCE AND BOND PRICING: EVIDENCE IN THE YANKEE AND RULE 144A BOND MARKETS. (2014). Zhu, Hui ; Cai, Kelly . In: Journal of Financial Research. RePEc:bla:jfnres:v:37:y:2014:i:3:p:357-384. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | European integration and corporate financing. (2014). Onay, Ceylan ; Muradolu, Yaz Gulnur ; Phylaktis, Kate . In: International Review of Financial Analysis. RePEc:eee:finana:v:33:y:2014:i:c:p:138-157. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Entrepreneurial Saving Practices and Reinvestment : Theory and Evidence. (2014). Beck, T. H. L., ; Pamuk, H.. In: Discussion Paper. RePEc:tiu:tiucen:e8691801-b87a-4402-bf17-532818ebdb4d. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Does Competition Spur Innovation in Developing Countries?. (2014). alvarez, Roberto ; Campusano, Rolando . In: Working Papers. RePEc:udc:wpaper:wp388. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Seasonality and idiosyncratic risk in mutual fund performance. (2014). Vidal-Garcia, Javier . In: European Journal of Operational Research. RePEc:eee:ejores:v:233:y:2014:i:3:p:613-624. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A jackknife-type estimator for portfolio revision. (2014). Trubenbach, Fabian ; Fuss, Roland ; ROLAND FÜSS, ; Miebs, Felix . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:43:y:2014:i:c:p:14-28. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Adjusting MV-efficient portfolio frontier bias for skewed and non-mesokurtic returns. (2014). Chiu, Chia-Yung ; Lin, Shin-Hung ; Huang, Hung-Hsi ; Wang, Ching-Ping . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:59-83. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The role of correlation dynamics in sector allocation. (2014). Kalotychou, Elena ; Staikouras, Sotiris K. ; Zhao, Gang . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:48:y:2014:i:c:p:1-12. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Commonality in liquidity and real estate securities. (2014). Kadilli, Anjeza ; Hoesli, Martin ; Reka, Kustrim . In: Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva. RePEc:gen:geneem:14051a. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Systematic liquidity and the funding liquidity hypothesis. (2014). Zhang, Bohui ; Qian, Xiaolin ; Tam, Lewis H. K., . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:45:y:2014:i:c:p:304-320. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Determinants of Market Liquidity of Shares Traded on the BM&FBOVESPA. (2014). Amaral, Hudson Fernandes ; Correia, Laise Ferraz . In: Brazilian Business Review. RePEc:bbz:fcpbbr:v:11:y:2014:i:6:p:75-97. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Mutual Funds and Information Diffusion: The Role of Country-Level Governance. (2014). Zhang, and Hong ; Massa, Massimo ; Lin, Chunmei . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140079. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Risk and Expected Returns of Private Equity Investments:
Evidence Based on Market Prices. (2014). Pollet, Joshua M. ; Kraussl, Roman ; Jegadeesh, Narasimhan . In: LSF Research Working Paper Series. RePEc:crf:wpaper:14-04. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns. (2014). Cinca, Alfonso Novales ; Rubio, Gonzalo ; Nieto, Belen . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1425. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Capital Gains Lock-In and Governance Choices. (2014). Weisbenner, Scott J. ; Ivkovi, Zoran ; Gerken, William C. ; Wil liam C. Gerken, ; Dimmock, Stephen G.. In: NBER Working Papers. RePEc:nbr:nberwo:20176. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Ties that Bind:How business connections affect mutual fund activism. (2014). Dasgupta, Amil ; Zachariadis, Konstantinos ; Cvijanovic, Dragana . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp731. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Fund governance contagion: New evidence on the mutual fund governance paradox. (2014). Dong, Gang Nathan ; Calluzzo, Paul . In: Journal of Corporate Finance. RePEc:eee:corfin:v:28:y:2014:i:c:p:83-101. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors. (2014). Christiansen, Charlotte ; Lambertides, Neophytos ; Aslanidis, Nektarios ; Savva, Christos S.. In: CREATES Research Papers. RePEc:aah:create:2014-45. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Estimating the Risk-Return Trade-off with Overlapping Data Inference. (2014). Hedegaard, Esben . In: NBER Working Papers. RePEc:nbr:nberwo:19969. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Measuring the Risk-Return Tradeoff with Time-Varying Conditional Covariances. (2014). Hedegaard, Esben . In: NBER Working Papers. RePEc:nbr:nberwo:20245. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Risk-return trade-off and serial correlation: Do volume and volatility matter?. (2014). . In: Journal of Financial Markets. RePEc:eee:finmar:v:20:y:2014:i:c:p:1-19. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Regime switches in the riskâreturn trade-off. (2014). Ghysels, Eric ; Marcellino, Massimiliano . In: Journal of Empirical Finance. RePEc:eee:empfin:v:28:y:2014:i:c:p:118-138. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | US stock market efficiency over weekly, monthly, quarterly and yearly time scales. (2014). Rodriguez, E. ; Femat, R. ; Aguilar-Cornejo, M. ; Alvarez-Ramirez, J.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:554-564. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Roughing up Beta: Continuous vs. Discontinuous Betas, and the Cross-Section of Expected Stock Returns. (2014). Li, Sophia Zhengzi ; Todorov, Viktor ; Bollerslev, Tim . In: CREATES Research Papers. RePEc:aah:create:2014-48. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Monitoring housing markets for episodes of exuberance: an application of the Phillips et al. (2012, 2013) GSADF test on the Dallas Fed International House Price Database. (2014). Mack, Adrienne ; Paya, Ivan ; Martinez-Garcia, Enrique ; Pavlidis, Efthymios ; Peel, David ; Yusupova, Alisa . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:165. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Fama on bubbles. (2014). Engsted, Tom . In: CREATES Research Papers. RePEc:aah:create:2014-28. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Episodes of exuberance in housing markets. (2014). Mack, Adrienne ; Crossman, Valerie ; Paya, Ivan ; Martinez-Garcia, Enrique ; Pavlidis, Efthymios ; Peel, David ; Yusupova, Alisa . In: Working Papers. RePEc:lan:wpaper:64908732. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Monitoring housing markets for episodes of exuberance. (2014). Mack, Adrienne ; Grossman, Valerie ; Paya, Ivan ; Martnez-Garca, Enrique ; Pavlidis, Efthymios ; Peel, David ; Yusupova, Alisa . In: Working Papers. RePEc:lan:wpaper:52032583. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The long-term performance following dividend initiations and resumptions revisited. (2014). Chou, Robin ; Lee, Yun-Chi ; Chen, Sheng-Syan . In: Journal of Economics and Finance. RePEc:spr:jecfin:v:38:y:2014:i:4:p:643-657. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Capital Structure and Financial Flexibility: Expectations of Future Shocks. (2014). Lambrinoudakis, Costas ; Neumann, Michael . In: Working Papers. RePEc:qmw:qmwecw:wp731. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Superstatistical fluctuations in time series of leverage returns. (2014). Tian, L. ; Katz, Y. A.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:405:y:2014:i:c:p:326-331. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Financial markets industry dynamics and growth. (2014). Iacopetta, Maurizio ; Minetti, Raoul ; Peretto, Pietro F. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/1ani1qs24g9in97gbhnanm575u. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Motivating innovation in newly public firms. (2014). Baranchuk, Nina ; Kieschnick, Robert ; Moussawi, Rabih . In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:3:p:578-588. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The effect of financial market development on bank risk: evidence from Southeast Asian countries. (2014). Vithessonthi, Chaiporn . In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:249-260. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Expectations, risk premia and information spanning in dynamic term structure model estimation. (2014). Guimares, Rodrigo . In: Bank of England working papers. RePEc:boe:boeewp:0489. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Monetary Policy and Real Borrowing Costs at the Zero Lower Bound. (2014). Lopez-Salido, David ; Zakrajek, Egon . In: NBER Working Papers. RePEc:nbr:nberwo:20094. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Comment. (2014). Wu, Jing Cynthia ; Bauer, Michael D.. In: American Economic Review. RePEc:aea:aecrev:v:104:y:2014:i:1:p:323-37. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Reply. (2014). Wright, Jonathan H.. In: American Economic Review. RePEc:aea:aecrev:v:104:y:2014:i:1:p:338-41. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Term Structure Modeling with Supply Factors and the Federal Reserves Large Scale Asset Purchase Programs. (2014). Li, Canlin ; Wei, Min . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2014-07. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Monetary Policy and Real Borrowing Costs at the Zero Lower Bound. (2014). Lopez-Salido, David J. ; Gilchrist, Simon ; Zakrajsek, Egon . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2014-39. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Testing the Liquidity Preference Hypothesis using Survey Forecasts. (2014). Antonio Francisco de Almeida Silva Jr, ; Jose Renato Haas Ornelas, . In: Working Papers Series. RePEc:bcb:wpaper:353. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Inflation Risk Premia in the Euro Area and the United States. (2014). Tristani, Oreste ; Hordahl, Peter . In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2014:q:3:a:1. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Signaling Channel for Federal Reserve Bond Purchases. (2014). GlennD. Rudebusch, ; Bauer, Michael D.. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2014:q:3:a:7. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Evaluating the robustness of UK term structure decompositions using linear regression methods. (2014). Meldrum, Andrew ; Malik, Sheheryar . In: Bank of England working papers. RePEc:boe:boeewp:0518. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Jumps in Bond Yields at Known Times. (2014). Kim, Don H.. In: NBER Working Papers. RePEc:nbr:nberwo:20711. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Capital structure, equity mispricing, and stock repurchases. (2014). Bonaime, Alice Adams ; Warr, Richard S. ; oztekin, ozde . In: Journal of Corporate Finance. RePEc:eee:corfin:v:26:y:2014:i:c:p:182-200. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Creditor rights and corporate cash holdings: International evidence. (2014). Yung, Kenneth ; Nafar, Nadia A.. In: International Review of Economics & Finance. RePEc:eee:reveco:v:33:y:2014:i:c:p:111-127. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | CDOs and the financial crisis: Credit ratings and fair premia. (2014). Wojtowicz, Marcin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:39:y:2014:i:c:p:1-13. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Optimal tranching with diverse beliefs. (2014). Wang, Frank Yong ; Wei, Xu ; Guo, Guixia . In: Economics Letters. RePEc:eee:ecolet:v:124:y:2014:i:2:p:222-226. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Currency excess returns and global downside market risk. (2014). Atanasov, Victoria . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:47:y:2014:i:c:p:268-285. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Does cash flow predict returns?. (2014). Westerlund, Joakim ; Narayan, Paresh Kumar . In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:230-236. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | What they did in their previous life: The investment value of mutual fund managers experience outside the financial sector. (2014). Kempf, Alexander ; Gehde-Trapp, Monika ; Goricke, Marc-Andre ; Cici, Gjergji . In: CFR Working Papers. RePEc:zbw:cfrwps:1411. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Cross-hedging minimum return guarantees: Basis and liquidity risks. (2014). Schneider, Judith C. ; Ankirchner, Stefan ; Schweizer, Nikolaus . 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 | Order flow and volatility: An empirical investigation. (2014). Opschoor, Anne ; Taylor, Nick ; van der Wel, Michel ; van Dijk, Dick . In: Journal of Empirical Finance. RePEc:eee:empfin:v:28:y:2014:i:c:p:185-201. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Estimation of trading costs: Trade indicator models revisited. (2014). Theissen, Erik ; Zehnder, Lars Simon . In: CFR Working Papers. RePEc:zbw:cfrwps:1409. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Forty Years, Thirty Currencies and 21,000 Trading Rules: A Large-scale, Data-Snooping Robust Analysis of Technical Trading in the Foreign Exchange Market. (2014). Taylor, Mark P ; Hsu, Po-Hsuan . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10018. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Euler equation with habits and measurement errors: estimates on Russian micro data. (2014). Larin, Alexander ; Khvostova, Irina ; Novak, Anna . In: HSE Working papers. RePEc:hig:wpaper:52/ec/2014. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Give me strong moments and time: Combining GMM and SMM to estimate long-run risk asset pricing. (2014). Schaub, Eva-Maria ; Grammig, Joachim . In: CFR Working Papers. RePEc:zbw:cfrwps:1405. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Give me strong moments and time: Combining GMM and SMM to estimate long-run risk asset pricing models. (2014). Schaub, Eva-Maria ; Grammig, Joachim . In: CFS Working Paper Series. RePEc:zbw:cfswop:479. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Monetary policy regimes: Implications for the yield curve and bond pricing. (2014). De Giorgi, Enrico ; Filipova, Kameliya ; Audrino, Francesco . In: Journal of Financial Economics. RePEc:eee:jfinec:v:113:y:2014:i:3:p:427-454. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Give me strong moments and time - Combining GMM and SMM to estimate long-run risk asset pricing models. (2014). Schaub, Eva-Maria ; Grammig, Joachim . In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100607. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Conditional Pricing of Systematic and Idiosyncratic Risk in the UK Equity Market. (2014). Rossi, Francesco ; O'Sullivan, Niall ; Cotter, John . In: Working Papers. RePEc:ucd:wpaper:201403. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications. (2014). Herskovic, Bernard ; van Nieuwerburgh, Stijn ; Kelly, Bryan T.. In: NBER Working Papers. RePEc:nbr:nberwo:20076. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bank capital and systemic stability. (2014). Demirguc-Kunt, Asli ; Anginer, Deniz . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:6948. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Has the global banking system become more fragile over time?. (2014). Demirguc-Kunt, Asli ; Anginer, Deniz . In: Journal of Financial Stability. RePEc:eee:finsta:v:13:y:2014:i:c:p:202-213. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | What Drives Business Cycle Fluctuations: Aggregate or Idiosyncratic Uncertainty Shocks?. (2014). Bijapur, Mohan . In: MPRA Paper. RePEc:pra:mprapa:60361. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2014
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Year | Title | See |
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2014 | Tail Risk Premia and Return Predictability. (2014). Xu, Lai ; Todorov, Viktor ; Bollerslev, Tim . In: CREATES Research Papers. RePEc:aah:create:2014-49. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Option Valuation with Observable Volatility and Jump Dynamics. (2014). Feunou, Bruno ; Jeon, Yoontae ; Christoffersen, Peter . In: CREATES Research Papers. RePEc:aah:create:2015-07. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Governance and Comovement Under Common Ownership. (2014). Edmans, Alex ; Levit, Doron ; Reilly, Devin . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10119. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Credit ratings and the choice of payment method in mergers and acquisitions. (2014). Petmezas, Dimitris ; Karampatsas, Nikolaos ; Travlos, Nickolaos G.. In: Journal of Corporate Finance. RePEc:eee:corfin:v:25:y:2014:i:c:p:474-493. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Stock return, dividend growth and consumption growth predictability across markets and time: Implications for stock price movement. (2014). McMillan, David G.. In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:90-101. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The fast track IPO â Success factors for taking firms public with SPACs. (2014). Schweizer, Denis ; Ha, Lars Helge ; Cumming, Douglas . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:47:y:2014:i:c:p:198-213. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Information asymmetry around operational risk announcements. (2014). Barakat, Ahmed ; Wahrenburg, Mark ; Chernobai, Anna . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:48:y:2014:i:c:p:152-179. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | How is Moral Hazard Related to Financing R&D and Innovations?. (2014). Arslan-Ayaydin, ozgur ; Ozdemir, Atilla Hakan ; Karan, Mehmet Baha ; Barnum, Darold . In: European Research Studies Journal. RePEc:ers:journl:v:xvii:y:2014:i:4:p:111-131. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Governance and Comovement Under Common Ownership. (2014). Edmans, Alex ; Levit, Doron ; Reilly, Devin . In: NBER Working Papers. RePEc:nbr:nberwo:20420. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Credit Default Swaps: A Survey. (2014). Tang, Dragon Yongjun ; Wang, Sarah Qian ; Augustin, Patrick ; Subrahmanyam, Marti G.. In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000040. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Global Variance Risk Premium and Forex Return Predictability. (2014). Aloosh, Arash . In: MPRA Paper. RePEc:pra:mprapa:59931. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | CEO fitness and firm value. (2014). Sonnenburg, Florian ; Limbach, Peter . In: CFR Working Papers. RePEc:zbw:cfrwps:1412. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | CEO fitness and firm value. (2014). Sonnenburg, Florian ; Limbach, Peter . In: CFR Working Papers. RePEc:zbw:cfrwps:1412r. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Credit default swaps and corporate cash holdings. (2014). Tang, Dragon Yongjun ; Wang, Sarah Qian ; Subrahmanyam, Marti G.. In: CFS Working Paper Series. RePEc:zbw:cfswop:462. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2013
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2013 | Dynamic Diversification in Corporate Credit. (2013). Langlois, Hugues ; Jin, Xisong ; Jacobs, Kris . In: CREATES Research Papers. RePEc:aah:create:2013-46. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Bank Efficiency and Executive Compensation. (2013). Williams, Jonathan ; King, Timothy . In: Working Papers. RePEc:bng:wpaper:13009. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | The Micro Dynamics of Macro Announcements. (2013). Robinzonov, Nikolay ; Mittnik, Stefan . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4421. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Was bewegt den DAX?. (2013). Robinzonov, Nikolay . In: Ifo Schnelldienst. RePEc:ces:ifosdt:v:66:y:2013:i:23:p:32-36. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Blockholders and Corporate Governance. (2013). Edmans, Alex . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9708. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Analyst Coverage, Information, and Bubbles. (2013). Bian, Jiangze ; Burch, Timothy R. ; Andrade, Sandro C.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:48:y:2013:i:05:p:1573-1605_00. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | The international zero-leverage phenomenon. (2013). Meier, Iwan ; Drobetz, Wolfgang ; Bessler, Wolfgang ; Haller, Rebekka . In: Journal of Corporate Finance. RePEc:eee:corfin:v:23:y:2013:i:c:p:196-221. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Shouldnt all eggs be putted in one basket? A portfolio model based on investor sentiment and inertial thinking. (2013). Yang, Chunpeng ; Xie, Jun . In: Economic Modelling. RePEc:eee:ecmode:v:35:y:2013:i:c:p:682-688. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Anchoring effect on foreign institutional investorsâ momentum trading behavior: Evidence from the Taiwan stock market. (2013). Chiu, Banghan ; Chou, Ray Yeutien ; Liao, Li-Chuan . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:72-91. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | CEO incentives for risk shifting and its effect on corporate bank loan cost. (2013). Beladi, Hamid ; Quijano, Margot . In: International Review of Financial Analysis. RePEc:eee:finana:v:30:y:2013:i:c:p:182-188. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Low-latency trading. (2013). Saar, Gideon ; Hasbrouck, Joel . In: Journal of Financial Markets. RePEc:eee:finmar:v:16:y:2013:i:4:p:646-679. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Very fast money: High-frequency trading on the NASDAQ. (2013). Carrion, Allen . In: Journal of Financial Markets. RePEc:eee:finmar:v:16:y:2013:i:4:p:680-711. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | The second moment matters! Cross-sectional dispersion of firm valuations and expected returns. (2013). Jiang, Danling . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:10:p:3974-3992. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Corporate leverage and the collateral channel. (2013). Norden, Lars ; van Kampen, Stefan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:12:p:5062-5072. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Brand perception, cash flow stability, and financial policy. (2013). Larkin, Yelena . In: Journal of Financial Economics. RePEc:eee:jfinec:v:110:y:2013:i:1:p:232-253. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Does the firm-analyst relationship matter in explaining analysts earnings forecast errors?. (2013). Vaubourg, Anne-Gael ; Galanti, Sebastien ; Breton, Regis . In: Working Papers. RePEc:hal:wpaper:hal-00862996. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Does overvaluation of bidder stock drive acquisitions? The case of public and private targets. (2013). Vasudevan, Gopala ; Shangguan, Zhaoyun ; Mateti, Ravi S. ; John, Kose . In: International Journal of Banking, Accounting and Finance. RePEc:ids:injbaf:v:5:y:2013:i:1/2:p:188-204. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | We study whether financial analysts concern for preserving good relationships with firms managers motivates them to issue pessimistic or optimistic forecasts. Based on a dataset of one-yearahead EPS f. (2013). Vaubourg, Anne-Gael ; Berisha-Krasniqui, Valdete ; Galanti, Sebastien ; Breton, Regis ; Hurlin, Christophe . In: Larefi Working Papers. RePEc:laf:wpaper:cr1304. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Blockholders and Corporate Governance. (2013). Edmans, Alex . In: NBER Working Papers. RePEc:nbr:nberwo:19573. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Maximum likelihood estimation of the equity premium. (2013). Avdis, Efstathios ; Wachter, Jessica A.. In: NBER Working Papers. RePEc:nbr:nberwo:19684. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Global Currency Misalignments, Crash Sensitivity, and Downside Insurance Costs. (2013). MacDonald, Ronald . In: MPRA Paper. RePEc:pra:mprapa:53745. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Competition between high-frequency traders, and market quality. (2013). . In: MPRA Paper. RePEc:pra:mprapa:66715. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Macroeconomic announcements and financial markets. (2013). Hu, J.. In: Other publications TiSEM. RePEc:tiu:tiutis:c7e98cdc-6618-476d-8d27-902818038ad5. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Payout policies of privately held firms: Flexibility and the role of income taxes. (2013). Alstadsater, Annette ; Jacob, Martin . In: arqus Discussion Papers in Quantitative Tax Research. RePEc:zbw:arqudp:152. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Anchoring: A valid explanation for biased forecasts when rational predictions are easily accessible and well incentivized?. (2013). Bizer, Kilian ; Proeger, Till ; Meub, Lukas . In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:166. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2012
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Year | Title | See |
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2012 | Predicting returns and rent growth in the housing market using the rent-to-price ratio: Evidence from the OECD countries. (2012). Pedersen, Thomas Q. ; Engsted, Tom . In: CREATES Research Papers. RePEc:aah:create:2012-58. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Forecasting Inflation and the Inflation Risk Premiums Using Nominal Yields. (2012). . In: Staff Working Papers. RePEc:bca:bocawp:12-37. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Determinants of corporate debt maturity in South America: Do institutional quality and financial development matter?. (2012). Kirch, Guilherme ; Terra, Paulo Renato Soares, . In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:4:p:980-993. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The term structure of inflation expectations. (2012). Chernov, Mikhail ; Mueller, Philippe . In: Journal of Financial Economics. RePEc:eee:jfinec:v:106:y:2012:i:2:p:367-394. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Does attention affect individual investors investment return?. (2012). Huang, Jing ; Xu, Zhi ; Chen, Zhengrong ; Shi, Rongsheng . In: China Finance Review International. RePEc:eme:cfripp:v:2:y:2012:i:2:p:143-162. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Term structure modelling with supply factors and the Federal Reserves Large Scale Asset Purchase programs. (2012). Li, Canlin ; Wei, Min . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2012-37. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Does CEO turnover matter in China? Evidence from the stock market. (2012). Weill, Laurent ; Pessarossi, Pierre . In: BOFIT Discussion Papers. RePEc:hhs:bofitp:2012_021. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | What Makes the VIX Tick?. (2012). Zheng, Lin ; Zhou, Yinggang ; Bailey, Warren . In: Working Papers. RePEc:hkm:wpaper:222012. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Qual VAR Revisited: Good Forecast, Bad Story. (2012). von Schweinitz, Gregor ; El-Shagi, Makram . In: IWH Discussion Papers. RePEc:iwh:dispap:12-12. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Do Private Equity Managers Earn Their Fees? Compensation, Ownership, and Cash Flow Performance. (2012). Sensoy, Berk A. ; Robinson, David T.. In: NBER Working Papers. RePEc:nbr:nberwo:17942. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Rational Speculators, Contrarians and Excess Volatility. (2012). . In: MPRA Paper. RePEc:pra:mprapa:43490. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns. (2012). Jan G. De Gooijer, Cees G. H. Diks, Åukasz T. GÄ
, . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:4:y:2012:i:1:p:23-44. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Forecasting Interest Rates with Shifting Endpoints. (2012). van Dijk, Dick ; Koopman, Siem Jan ; van der Wel, Michel ; Wright, Jonathan H.. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20120076. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Are financial advisors useful? Evidence from tax-motivated mutual fund flows. (2012). . In: CFR Working Papers. RePEc:zbw:cfrwps:1209. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Multi-Asset Portfolio Optimization and Out-of-Sample Performance: An Evaluation of Black-Litterman, Mean Variance and Naïve Diversification Approaches. (2012). Wolff, Dominik ; Bessler, Wolfgang ; Opfer, Heiko . In: Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century. RePEc:zbw:vfsc12:62020. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2011
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Year | Title | See |
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2011 | The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: Reply. (2011). Verdelhan, Adrien ; Lustig, Hanno . In: American Economic Review. RePEc:aea:aecrev:v:101:y:2011:i:7:p:3477-3500. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Liquidity Shocks and Hedge Fund Contagion. (2011). Stahel, Christof W. ; Stulz, Rene M. ; Boyson, Nicole M.. In: Working Paper Series. RePEc:ecl:ohidic:2011-12. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Mutual funds as monitors: Evidence from mutual fund voting. (2011). Morgan, Angela ; Yang, Tina ; Wolf, Jack ; Poulsen, Annette. In: Journal of Corporate Finance. RePEc:eee:corfin:v:17:y:2011:i:4:p:914-928. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The risk in hedge fund strategies: Theory and evidence from long/short equity hedge funds. (2011). Hsieh, David A. ; Fung, William . In: Journal of Empirical Finance. RePEc:eee:empfin:v:18:y:2011:i:4:p:547-569. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | What drives the volume-volatility relationship on Euronext Paris?. (2011). Louhichi, Wael . In: International Review of Financial Analysis. RePEc:eee:finana:v:20:y:2011:i:4:p:200-206. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Liquidity, analysts, and institutional ownership. (2011). Jiang, Christine X. ; Kim, Jang-Chul ; Zhou, Dan . In: International Review of Financial Analysis. RePEc:eee:finana:v:20:y:2011:i:5:p:335-344. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The effect of financial liberalization on stock-return volatility in GCC markets. (2011). Bley, Jorg ; Saad, Mohsen . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:5:p:662-685. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The Role of Law, Corruption and Culture in Investment Fund Manager Fees. (2011). Najar, Dorra ; Johan, Sofia . In: Post-Print. RePEc:hal:journl:halshs-00639925. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Implied Cost of Capital over the Last 20 Years. (2011). Gotoh, Masatoshi ; Kitagawa, Norio . In: The Japanese Accounting Review. RePEc:kob:tjrevi:dec2011:v:1:p:71-104. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Negotiating with Labor Under Financial Distress. (2011). Bergman, Nittai K. ; Enriquez, Ricardo . In: NBER Working Papers. RePEc:nbr:nberwo:17192. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Mutual Fund Performance and the Incentive to Generate Alpha. (2011). Del Guercio, Diane ; Reuter, Jonathan . In: NBER Working Papers. RePEc:nbr:nberwo:17491. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | A survey of venture capital research. (2011). Puri, Manju ; da Rin, Marco . In: NBER Working Papers. RePEc:nbr:nberwo:17523. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Diversification in Private Equity Funds : On Knowledge-sharing, Risk-aversion and Limited-attention. (2011). Humphery-Jenner, M.. In: Discussion Paper. RePEc:tiu:tiucen:3e22d8a9-6846-484f-a09e-7c1810062cd9. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Institutional Investor Preferences and Executive Compensation (replaced by CentER DP 2012-004). (2011). McCahery, J. A. ; Sautner, Z.. In: Discussion Paper. RePEc:tiu:tiucen:95389e25-085b-4201-b224-95557adef1c6. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | A Survey of Venture Capital Research. (2011). Da Rin, M. ; Hellmann, T. ; Puri, M. L.. In: Discussion Paper. RePEc:tiu:tiucen:eb956105-daa7-4a03-8392-6d3910cae17c. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Main bank power, Switching Costs, and Firm Performance. Evidence from Ukraine. (2011). . In: University of East Anglia Applied and Financial Economics Working Paper Series. RePEc:uea:aepppr:2011_26. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Do Phoenix miracles exist ? firm-level evidence from financial crises. (2011). Demirguc-Kunt, Asli ; Maksimovic, Vojislav ; 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). Kim, Gi H. ; Zhang, Weina ; Li, Haitao . In: Working Papers. RePEc:wbs:wpaper:wpn11-04. Full description at Econpapers || Download paper | [Citation Analysis] |
10 most frequent citing series:
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Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.
Source data used to compute the impact factor of RePEc series.