2.64
Impact Factor
3.76
5-Years IF
107
5-Years H index
2.64
Impact Factor
3.76
5-Years IF
107
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 | 0.41 | 0.09 | 0.41 | 30 | 30 | 20 | 0.67 | 2585 | 34 | 14 | 34 | 14 | 7 (%) | 5 | 0.17 | 0.03 |
1991 | 0.38 | 0.09 | 0.55 | 28 | 58 | 48 | 0.83 | 1401 | 42 | 16 | 64 | 35 | 5 (%) | 2 | 0.07 | 0.04 |
1992 | 0.22 | 0.09 | 0.35 | 27 | 85 | 41 | 0.48 | 2153 | 58 | 13 | 92 | 32 | 10 (%) | 4 | 0.15 | 0.04 |
1993 | 0.35 | 0.1 | 0.52 | 34 | 119 | 81 | 0.68 | 2632 | 55 | 19 | 119 | 62 | 13 (%) | 7 | 0.21 | 0.05 |
1994 | 0.49 | 0.11 | 0.49 | 27 | 146 | 94 | 0.64 | 1429 | 61 | 30 | 131 | 64 | 6 (%) | 3 | 0.11 | 0.05 |
1995 | 0.8 | 0.19 | 1.11 | 36 | 182 | 281 | 1.54 | 1595 | 61 | 49 | 146 | 162 | 4 (%) | 6 | 0.17 | 0.07 |
1996 | 0.75 | 0.23 | 1.26 | 37 | 219 | 371 | 1.69 | 1841 | 63 | 47 | 152 | 191 | 4 (%) | 10 | 0.27 | 0.09 |
1997 | 0.92 | 0.27 | 1.22 | 35 | 254 | 422 | 1.66 | 2137 | 73 | 67 | 161 | 196 | 8 (%) | 10 | 0.29 | 0.09 |
1998 | 1 | 0.27 | 1.3 | 28 | 282 | 534 | 1.89 | 1296 | 72 | 72 | 169 | 220 | 4 (%) | 8 | 0.29 | 0.1 |
1999 | 1.32 | 0.31 | 1.64 | 40 | 322 | 702 | 2.18 | 2194 | 63 | 83 | 163 | 268 | 5 (%) | 11 | 0.28 | 0.13 |
2000 | 1.1 | 0.39 | 1.73 | 36 | 358 | 847 | 2.37 | 1795 | 68 | 75 | 176 | 305 | 3 (%) | 24 | 0.67 | 0.15 |
2001 | 1.61 | 0.41 | 1.97 | 38 | 396 | 1190 | 3.01 | 2202 | 76 | 122 | 176 | 347 | 3 (%) | 40 | 1.05 | 0.16 |
2002 | 2.08 | 0.43 | 2.6 | 55 | 451 | 1339 | 2.97 | 2448 | 74 | 154 | 177 | 461 | 3 (%) | 33 | 0.6 | 0.19 |
2003 | 2.17 | 0.45 | 2.65 | 38 | 489 | 1659 | 3.39 | 1645 | 93 | 202 | 197 | 523 | 2 (%) | 29 | 0.76 | 0.19 |
2004 | 2.41 | 0.51 | 3.09 | 37 | 526 | 2049 | 3.9 | 1431 | 93 | 224 | 207 | 639 | 2 (%) | 33 | 0.89 | 0.21 |
2005 | 2.45 | 0.54 | 3.24 | 39 | 565 | 2414 | 4.27 | 1983 | 75 | 184 | 204 | 660 | 4 (%) | 76 | 1.95 | 0.22 |
2006 | 2.57 | 0.52 | 3.07 | 45 | 610 | 2396 | 3.93 | 1606 | 76 | 195 | 207 | 636 | 2 (%) | 34 | 0.76 | 0.21 |
2007 | 2.64 | 0.45 | 2.72 | 37 | 647 | 2276 | 3.52 | 1228 | 84 | 222 | 214 | 583 | 3 (%) | 31 | 0.84 | 0.18 |
2008 | 2.26 | 0.48 | 2.93 | 82 | 729 | 2562 | 3.51 | 2513 | 82 | 185 | 196 | 575 | (%) | 91 | 1.11 | 0.2 |
2009 | 2.69 | 0.48 | 3.25 | 149 | 878 | 3057 | 3.48 | 4670 | 119 | 320 | 240 | 779 | 6 (%) | 185 | 1.24 | 0.19 |
2010 | 2.68 | 0.44 | 2.95 | 145 | 1023 | 3100 | 3.03 | 2192 | 231 | 619 | 352 | 1040 | 6 (%) | 80 | 0.55 | 0.16 |
2011 | 2.74 | 0.53 | 3.12 | 116 | 1139 | 3972 | 3.49 | 1328 | 294 | 805 | 458 | 1428 | 1 (%) | 101 | 0.87 | 0.21 |
2012 | 2.13 | 0.58 | 3.37 | 96 | 1235 | 4837 | 3.92 | 894 | 261 | 555 | 529 | 1781 | 1 (%) | 50 | 0.52 | 0.22 |
2013 | 2.64 | 0.71 | 4.08 | 84 | 1319 | 6246 | 4.74 | 451 | 212 | 560 | 588 | 2399 | (%) | 55 | 0.65 | 0.25 |
2014 | 2.64 | 0.81 | 3.76 | 10 | 1329 | 6244 | 4.7 | 94 | 180 | 475 | 590 | 2218 | (%) | 28 | 2.8 | 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 |
---|---|---|
2009 | Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches. (2009). . In: Review of Financial Studies. RePEc:oup:rfinst:v:22:y:2009:i:1:p:435-480. Full description at Econpapers || Download paper | 775 |
1993 | A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options.. (1993). Heston, Steven L. In: Review of Financial Studies. RePEc:oup:rfinst:v:6:y:1993:i:2:p:327-43. Full description at Econpapers || Download paper | 628 |
2009 | Market Liquidity and Funding Liquidity. (2009). Pedersen, Lasse Heje ; Brunnermeier, Markus K.. In: Review of Financial Studies. RePEc:oup:rfinst:v:22:y:2009:i:6:p:2201-2238. Full description at Econpapers || Download paper | 608 |
1988 | Stock Market Prices do not Follow Random Walks: Evidence from a Simple Specification Test. (1988). . In: Review of Financial Studies. RePEc:oup:rfinst:v:1:y:1988:i:1:p:41-66. Full description at Econpapers || Download paper | 588 |
1988 | The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors. (1988). . In: Review of Financial Studies. RePEc:oup:rfinst:v:1:y:1988:i:3:p:195-228. Full description at Econpapers || Download paper | 541 |
1990 | Transmission of Volatility between Stock Markets.. (1990). King, Mervyn A. In: Review of Financial Studies. RePEc:oup:rfinst:v:3:y:1990:i:1:p:5-33. Full description at Econpapers || Download paper | 540 |
1988 | A Theory of Intraday Patterns: Volume and Price Variability. (1988). Anat R. Admati, Paul Pfleiderer, . In: Review of Financial Studies. RePEc:oup:rfinst:v:1:y:1988:i:1:p:3-40. Full description at Econpapers || Download paper | 524 |
1990 | Correlations in Price Changes and Volatility across International Stock Markets.. (1990). Masulis, Ronald W ; Hamao, Yasushi ; Ng, Victor. In: Review of Financial Studies. RePEc:oup:rfinst:v:3:y:1990:i:2:p:281-307. Full description at Econpapers || Download paper | 509 |
2002 | International Asset Allocation With Regime Shifts. (2002). Ang, Andrew . In: Review of Financial Studies. RePEc:oup:rfinst:v:15:y:2002:i:4:p:1137-1187. Full description at Econpapers || Download paper | 388 |
1999 | Modeling Term Structures of Defaultable Bonds.. (1999). Duffie, Darrell ; Singleton, Kenneth J. In: Review of Financial Studies. RePEc:oup:rfinst:v:12:y:1999:i:4:p:687-720. Full description at Econpapers || Download paper | 378 |
1995 | Predictable Risk and Returns in Emerging Markets.. (1995). . In: Review of Financial Studies. RePEc:oup:rfinst:v:8:y:1995:i:3:p:773-816. Full description at Econpapers || Download paper | 367 |
1992 | Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement.. (1992). . In: Review of Financial Studies. RePEc:oup:rfinst:v:5:y:1992:i:3:p:357-86. Full description at Econpapers || Download paper | 364 |
2008 | A Comprehensive Look at The Empirical Performance of Equity Premium Prediction. (2008). Goyal, Amit . In: Review of Financial Studies. RePEc:oup:rfinst:v:21:y:2008:i:4:p:1455-1508. Full description at Econpapers || Download paper | 353 |
1996 | Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options.. (1996). Bates, David S. In: Review of Financial Studies. RePEc:oup:rfinst:v:9:y:1996:i:1:p:69-107. Full description at Econpapers || Download paper | 327 |
Asymmetric Volatility and Risk in Equity Markets.. (2000). Wu, Guojun . In: Review of Financial Studies. RePEc:oup:rfinst:v:13:y:2000:i:1:p:1-42. Full description at Econpapers || Download paper | 313 | |
1992 | Stock Prices and Volume.. (1992). Gallant, Ronald A. In: Review of Financial Studies. RePEc:oup:rfinst:v:5:y:1992:i:2:p:199-242. Full description at Econpapers || Download paper | 312 |
1990 | Pricing Interest-Rate-Derivative Securities.. (1990). Hull, John . In: Review of Financial Studies. RePEc:oup:rfinst:v:3:y:1990:i:4:p:573-92. Full description at Econpapers || Download paper | 302 |
1993 | The Risk and Predictability of International Equity Returns.. (1993). . In: Review of Financial Studies. RePEc:oup:rfinst:v:6:y:1993:i:3:p:527-66. Full description at Econpapers || Download paper | 298 |
1993 | Differences of Opinion Make a Horse Race.. (1993). Raviv, Artur . In: Review of Financial Studies. RePEc:oup:rfinst:v:6:y:1993:i:3:p:473-506. Full description at Econpapers || Download paper | 291 |
1992 | Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World.. (1992). Dumas, Bernard . In: Review of Financial Studies. RePEc:oup:rfinst:v:5:y:1992:i:2:p:153-80. Full description at Econpapers || Download paper | 291 |
1997 | A Markov Model for the Term Structure of Credit Risk Spreads.. (1997). Turnbull, Stuart M. In: Review of Financial Studies. RePEc:oup:rfinst:v:10:y:1997:i:2:p:481-523. Full description at Econpapers || Download paper | 291 |
2002 | Testing Trade-Off and Pecking Order Predictions About Dividends and Debt. (2002). . In: Review of Financial Studies. RePEc:oup:rfinst:v:15:y:2002:i:1:p:1-33. Full description at Econpapers || Download paper | 289 |
2001 | Familiarity Breeds Investment.. (2001). . In: Review of Financial Studies. RePEc:oup:rfinst:v:14:y:2001:i:3:p:659-80. Full description at Econpapers || Download paper | 268 |
1996 | Testing Continuous-Time Models of the Spot Interest Rate.. (1996). . In: Review of Financial Studies. RePEc:oup:rfinst:v:9:y:1996:i:2:p:385-426. Full description at Econpapers || Download paper | 266 |
1997 | Trade Credit: Theories and Evidence.. (1997). . In: Review of Financial Studies. RePEc:oup:rfinst:v:10:y:1997:i:3:p:661-91. Full description at Econpapers || Download paper | 263 |
1990 | When Are Contrarian Profits Due to Stock Market Overreaction?. (1990). MacKinlay, Craig A. In: Review of Financial Studies. RePEc:oup:rfinst:v:3:y:1990:i:2:p:175-205. Full description at Econpapers || Download paper | 263 |
2003 | A New Approach to Measuring Financial Contagion. (2003). Bae, Kee-Hong . In: Review of Financial Studies. RePEc:oup:rfinst:v:16:y:2003:i:3:p:717-763. Full description at Econpapers || Download paper | 237 |
2009 | What Matters in Corporate Governance?. (2009). Ferrell, Allen ; Bebchuk, Lucian ; Cohen, Alma . In: Review of Financial Studies. RePEc:oup:rfinst:v:22:y:2009:i:2:p:783-827. Full description at Econpapers || Download paper | 221 |
2000 | The Interaction between Product Market and Financing Strategy: The Role of Venture Capital.. (2000). Puri, Manju . In: Review of Financial Studies. RePEc:oup:rfinst:v:13:y:2000:i:4:p:959-84. Full description at Econpapers || Download paper | 219 |
2001 | Learning to be Overconfident.. (2001). Odean, Terrance . In: Review of Financial Studies. RePEc:oup:rfinst:v:14:y:2001:i:1:p:1-27. Full description at Econpapers || Download paper | 215 |
1992 | On the Estimation of Beta-Pricing Models.. (1992). . In: Review of Financial Studies. RePEc:oup:rfinst:v:5:y:1992:i:1:p:1-33. Full description at Econpapers || Download paper | 213 |
1991 | Stock Price Distributions with Stochastic Volatility: An Analytic Approach.. (1991). . In: Review of Financial Studies. RePEc:oup:rfinst:v:4:y:1991:i:4:p:727-52. Full description at Econpapers || Download paper | 208 |
1994 | Do Bulls and Bears Move across Borders? International Transmission of Stock Returns and Volatility.. (1994). Lin, Wen-Ling . In: Review of Financial Studies. RePEc:oup:rfinst:v:7:y:1994:i:3:p:507-38. Full description at Econpapers || Download paper | 206 |
1994 | Transactions, Volume, and Volatility.. (1994). Jones, Charles M ; Lipson, Marc L. In: Review of Financial Studies. RePEc:oup:rfinst:v:7:y:1994:i:4:p:631-51. Full description at Econpapers || Download paper | 204 |
1998 | Modeling Asymmetric Comovements of Asset Returns.. (1998). Kroner, Kenneth F ; Ng, Victor K. In: Review of Financial Studies. RePEc:oup:rfinst:v:11:y:1998:i:4:p:817-44. Full description at Econpapers || Download paper | 201 |
1990 | Data-Snooping Biases in Tests of Financial Asset Pricing Models.. (1990). MacKinlay, Craig A. In: Review of Financial Studies. RePEc:oup:rfinst:v:3:y:1990:i:3:p:431-67. Full description at Econpapers || Download paper | 189 |
1999 | Conflict of Interest and the Credibility of Underwriter Analyst Recommendations.. (1999). Womack, Kent L. In: Review of Financial Studies. RePEc:oup:rfinst:v:12:y:1999:i:4:p:653-86. Full description at Econpapers || Download paper | 188 |
2005 | Consumption and Portfolio Choice over the Life Cycle. (2005). Cocco, Joao F.. In: Review of Financial Studies. RePEc:oup:rfinst:v:18:y:2005:i:2:p:491-533. Full description at Econpapers || Download paper | 183 |
1992 | Survivorship Bias in Performance Studies.. (1992). . In: Review of Financial Studies. RePEc:oup:rfinst:v:5:y:1992:i:4:p:553-80. Full description at Econpapers || Download paper | 181 |
2003 | Financial Development and Financing Constraints: International Evidence from the Structural Investment Model. (2003). . In: Review of Financial Studies. RePEc:oup:rfinst:v:16:y:2003:i:3:p:765-791. Full description at Econpapers || Download paper | 175 |
2004 | Risks and Portfolio Decisions Involving Hedge Funds. (2004). Agarwal, Vikas . In: Review of Financial Studies. RePEc:oup:rfinst:v:17:y:2004:i:1:p:63-98. Full description at Econpapers || Download paper | 174 |
1997 | Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds.. (1997). Hsieh, David A ; Fung, William . In: Review of Financial Studies. RePEc:oup:rfinst:v:10:y:1997:i:2:p:275-302. Full description at Econpapers || Download paper | 173 |
1990 | A Theory of the Interday Variations in Volume, Variance, and Trading Costs in Securities Markets.. (1990). Foster, Douglas F. In: Review of Financial Studies. RePEc:oup:rfinst:v:3:y:1990:i:4:p:593-624. Full description at Econpapers || Download paper | 170 |
1999 | A New Estimate of Transaction Costs.. (1999). Trzcinka, Charles A ; Ogden, Joseph P ; Lesmond, David A. In: Review of Financial Studies. RePEc:oup:rfinst:v:12:y:1999:i:5:p:1113-41. Full description at Econpapers || Download paper | 167 |
2008 | All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors. (2008). Odean, Terrance . In: Review of Financial Studies. RePEc:oup:rfinst:v:21:y:2008:i:2:p:785-818. Full description at Econpapers || Download paper | 163 |
2006 | Competition and Strategic Information Acquisition in Credit Markets. (2006). Hauswald, Robert. In: Review of Financial Studies. RePEc:oup:rfinst:v:19:y:2006:i:3:p:967-1000. Full description at Econpapers || Download paper | 161 |
1999 | Estimating the Price of Default Risk.. (1999). Duffee, Gregory R. In: Review of Financial Studies. RePEc:oup:rfinst:v:12:y:1999:i:1:p:197-226. Full description at Econpapers || Download paper | 160 |
1988 | On Jump Processes in the Foreign Exchange and Stock Markets. (1988). . In: Review of Financial Studies. RePEc:oup:rfinst:v:1:y:1988:i:4:p:427-445. Full description at Econpapers || Download paper | 160 |
1998 | Price Dynamics in Limit Order Markets.. (1998). Parlour, Christine A. In: Review of Financial Studies. RePEc:oup:rfinst:v:11:y:1998:i:4:p:789-816. Full description at Econpapers || Download paper | 158 |
1994 | The Value of the Voting Right: A Study of the Milan Stock Exchange Experience.. (1994). Zingales, Luigi . In: Review of Financial Studies. RePEc:oup:rfinst:v:7:y:1994:i:1:p:125-48. Full description at Econpapers || Download paper | 158 |
50 most relevant documents in this series:
Papers most cited in the last two years. [Click on heading to sort table]
Year | Title | Cited |
---|---|---|
2009 | Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches. (2009). . In: Review of Financial Studies. RePEc:oup:rfinst:v:22:y:2009:i:1:p:435-480. Full description at Econpapers || Download paper | 404 |
2009 | Market Liquidity and Funding Liquidity. (2009). Pedersen, Lasse Heje ; Brunnermeier, Markus K.. In: Review of Financial Studies. RePEc:oup:rfinst:v:22:y:2009:i:6:p:2201-2238. Full description at Econpapers || Download paper | 373 |
1993 | A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options.. (1993). Heston, Steven L. In: Review of Financial Studies. RePEc:oup:rfinst:v:6:y:1993:i:2:p:327-43. Full description at Econpapers || Download paper | 284 |
2008 | A Comprehensive Look at The Empirical Performance of Equity Premium Prediction. (2008). Goyal, Amit . In: Review of Financial Studies. RePEc:oup:rfinst:v:21:y:2008:i:4:p:1455-1508. Full description at Econpapers || Download paper | 186 |
1988 | The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors. (1988). . In: Review of Financial Studies. RePEc:oup:rfinst:v:1:y:1988:i:3:p:195-228. Full description at Econpapers || Download paper | 155 |
1990 | Transmission of Volatility between Stock Markets.. (1990). King, Mervyn A. In: Review of Financial Studies. RePEc:oup:rfinst:v:3:y:1990:i:1:p:5-33. Full description at Econpapers || Download paper | 143 |
1988 | Stock Market Prices do not Follow Random Walks: Evidence from a Simple Specification Test. (1988). . In: Review of Financial Studies. RePEc:oup:rfinst:v:1:y:1988:i:1:p:41-66. Full description at Econpapers || Download paper | 123 |
2002 | International Asset Allocation With Regime Shifts. (2002). Ang, Andrew . In: Review of Financial Studies. RePEc:oup:rfinst:v:15:y:2002:i:4:p:1137-1187. Full description at Econpapers || Download paper | 116 |
2009 | Expected Stock Returns and Variance Risk Premia. (2009). Tauchen, George ; Zhou, Hao . In: Review of Financial Studies. RePEc:oup:rfinst:v:22:y:2009:i:11:p:4463-4492. Full description at Econpapers || Download paper | 109 |
1990 | Correlations in Price Changes and Volatility across International Stock Markets.. (1990). Masulis, Ronald W ; Hamao, Yasushi ; Ng, Victor. In: Review of Financial Studies. RePEc:oup:rfinst:v:3:y:1990:i:2:p:281-307. Full description at Econpapers || Download paper | 106 |
2009 | What Matters in Corporate Governance?. (2009). Ferrell, Allen ; Bebchuk, Lucian ; Cohen, Alma . In: Review of Financial Studies. RePEc:oup:rfinst:v:22:y:2009:i:2:p:783-827. Full description at Econpapers || Download paper | 102 |
2008 | Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?. (2008). Thompson, Samuel B.. In: Review of Financial Studies. RePEc:oup:rfinst:v:21:y:2008:i:4:p:1509-1531. Full description at Econpapers || Download paper | 99 |
2003 | A New Approach to Measuring Financial Contagion. (2003). Bae, Kee-Hong . In: Review of Financial Studies. RePEc:oup:rfinst:v:16:y:2003:i:3:p:717-763. Full description at Econpapers || Download paper | 97 |
2002 | Testing Trade-Off and Pecking Order Predictions About Dividends and Debt. (2002). . In: Review of Financial Studies. RePEc:oup:rfinst:v:15:y:2002:i:1:p:1-33. Full description at Econpapers || Download paper | 95 |
2008 | All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors. (2008). Odean, Terrance . In: Review of Financial Studies. RePEc:oup:rfinst:v:21:y:2008:i:2:p:785-818. Full description at Econpapers || Download paper | 95 |
2009 | Macro Factors in Bond Risk Premia. (2009). Ng, Serena ; Ludvigson, Sydney C.. In: Review of Financial Studies. RePEc:oup:rfinst:v:22:y:2009:i:12:p:5027-5067. Full description at Econpapers || Download paper | 90 |
2009 | Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market. (2009). Beber, Alessandro ; Brandt, Michael W. ; Kavajecz, Kenneth A.. In: Review of Financial Studies. RePEc:oup:rfinst:v:22:y:2009:i:3:p:925-957. Full description at Econpapers || Download paper | 79 |
2001 | Valuing American Options by Simulation: A Simple Least-Squares Approach.. (2001). Schwartz, Eduardo S ; Longstaff, Francis A. In: Review of Financial Studies. RePEc:oup:rfinst:v:14:y:2001:i:1:p:113-47. Full description at Econpapers || Download paper | 79 |
2009 | Optimal Versus Naive Diversification: How Inefficient is the 1-N Portfolio Strategy?. (2009). Garlappi, Lorenzo ; DeMiguel, Victor ; de Miguel, Victor ; Uppal, Raman . In: Review of Financial Studies. RePEc:oup:rfinst:v:22:y:2009:i:5:p:1915-1953. Full description at Econpapers || Download paper | 78 |
2010 | New Evidence on Measuring Financial Constraints: Moving Beyond the KZ Index. (2010). Hadlock, Charles J. ; Pierce, Joshua R.. In: Review of Financial Studies. RePEc:oup:rfinst:v:23:y:2010:i:5:p:1909-1940. Full description at Econpapers || Download paper | 77 |
2000 | Asymmetric Volatility and Risk in Equity Markets.. (2000). Wu, Guojun . In: Review of Financial Studies. RePEc:oup:rfinst:v:13:y:2000:i:1:p:1-42. Full description at Econpapers || Download paper | 74 |
2008 | Forecasting Default with the Merton Distance to Default Model. (2008). Shumway, Tyler . In: Review of Financial Studies. RePEc:oup:rfinst:v:21:y:2008:i:3:p:1339-1369. Full description at Econpapers || Download paper | 71 |
2011 | Understanding the Subprime Mortgage Crisis. (2011). Van Hemert, Otto ; Demyanyk, Yuliya . In: Review of Financial Studies. RePEc:oup:rfinst:v:24:y:2011:i:6:p:1848-1880. Full description at Econpapers || Download paper | 71 |
1999 | Modeling Term Structures of Defaultable Bonds.. (1999). Duffie, Darrell ; Singleton, Kenneth J. In: Review of Financial Studies. RePEc:oup:rfinst:v:12:y:1999:i:4:p:687-720. Full description at Econpapers || Download paper | 71 |
1988 | A Theory of Intraday Patterns: Volume and Price Variability. (1988). Anat R. Admati, Paul Pfleiderer, . In: Review of Financial Studies. RePEc:oup:rfinst:v:1:y:1988:i:1:p:3-40. Full description at Econpapers || Download paper | 70 |
2006 | Financial Constraints Risk. (2006). Wu, Guojun . In: Review of Financial Studies. RePEc:oup:rfinst:v:19:y:2006:i:2:p:531-559. Full description at Econpapers || Download paper | 68 |
2011 | Bank Risk-taking, Securitization, Supervision, and Low Interest Rates: Evidence from the Euro-area and the U.S. Lending Standards. (2011). Maddaloni, Angela . In: Review of Financial Studies. RePEc:oup:rfinst:v:24:y:2011:i:6:p:2121-2165. Full description at Econpapers || Download paper | 68 |
2007 | Liquidity and Expected Returns: Lessons from Emerging Markets. (2007). . In: Review of Financial Studies. RePEc:oup:rfinst:v:20:y:2007:i:6:p:1783-1831. Full description at Econpapers || Download paper | 67 |
1999 | A New Estimate of Transaction Costs.. (1999). Trzcinka, Charles A ; Ogden, Joseph P ; Lesmond, David A. In: Review of Financial Studies. RePEc:oup:rfinst:v:12:y:1999:i:5:p:1113-41. Full description at Econpapers || Download paper | 67 |
1996 | Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options.. (1996). Bates, David S. In: Review of Financial Studies. RePEc:oup:rfinst:v:9:y:1996:i:1:p:69-107. Full description at Econpapers || Download paper | 67 |
2008 | The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes. (2008). . In: Review of Financial Studies. RePEc:oup:rfinst:v:21:y:2008:i:3:p:1187-1222. Full description at Econpapers || Download paper | 66 |
2010 | Distance and Private Information in Lending. (2010). Agarwal, Sumit . In: Review of Financial Studies. RePEc:oup:rfinst:v:23:y:2010:i:7:p:2757-2788. Full description at Econpapers || Download paper | 65 |
2008 | The Dog That Did Not Bark: A Defense of Return Predictability. (2008). . In: Review of Financial Studies. RePEc:oup:rfinst:v:21:y:2008:i:4:p:1533-1575. Full description at Econpapers || Download paper | 65 |
1997 | Trade Credit: Theories and Evidence.. (1997). . In: Review of Financial Studies. RePEc:oup:rfinst:v:10:y:1997:i:3:p:661-91. Full description at Econpapers || Download paper | 65 |
1992 | On the Estimation of Beta-Pricing Models.. (1992). . In: Review of Financial Studies. RePEc:oup:rfinst:v:5:y:1992:i:1:p:1-33. Full description at Econpapers || Download paper | 65 |
1998 | Modeling Asymmetric Comovements of Asset Returns.. (1998). Kroner, Kenneth F ; Ng, Victor K. In: Review of Financial Studies. RePEc:oup:rfinst:v:11:y:1998:i:4:p:817-44. Full description at Econpapers || Download paper | 63 |
2009 | Variance Risk Premiums. (2009). Carr, Peter . In: Review of Financial Studies. RePEc:oup:rfinst:v:22:y:2009:i:3:p:1311-1341. Full description at Econpapers || Download paper | 63 |
2005 | Consumption and Portfolio Choice over the Life Cycle. (2005). Cocco, Joao F.. In: Review of Financial Studies. RePEc:oup:rfinst:v:18:y:2005:i:2:p:491-533. Full description at Econpapers || Download paper | 62 |
2007 | Financial Constraints, Asset Tangibility, and Corporate Investment. (2007). Campello, Murillo . In: Review of Financial Studies. RePEc:oup:rfinst:v:20:y:2007:i:5:p:1429-1460. Full description at Econpapers || Download paper | 61 |
2003 | Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options. (2003). Madan, Dilip ; Kapadia, Nikunj ; Bakshi, Gurdip . In: Review of Financial Studies. RePEc:oup:rfinst:v:16:y:2003:i:1:p:101-143. Full description at Econpapers || Download paper | 61 |
2010 | Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy. (2010). Rapach, David E. ; Strauss, Jack K. ; Zhou, Guofu . In: Review of Financial Studies. RePEc:oup:rfinst:v:23:y:2010:i:2:p:821-862. Full description at Econpapers || Download paper | 59 |
2005 | An Empirical Analysis of Stock and Bond Market Liquidity. (2005). Chordia, Tarun . In: Review of Financial Studies. RePEc:oup:rfinst:v:18:y:2005:i:1:p:85-129. Full description at Econpapers || Download paper | 59 |
2001 | Familiarity Breeds Investment.. (2001). . In: Review of Financial Studies. RePEc:oup:rfinst:v:14:y:2001:i:3:p:659-80. Full description at Econpapers || Download paper | 57 |
2005 | The Model-Free Implied Volatility and Its Information Content. (2005). Jiang, George J. ; Tian, Yisong S.. In: Review of Financial Studies. RePEc:oup:rfinst:v:18:y:2005:i:4:p:1305-1342. Full description at Econpapers || Download paper | 57 |
2009 | Bank Liquidity Creation. (2009). Berger, Allen N. ; Christa H. S. Bouwman, . In: Review of Financial Studies. RePEc:oup:rfinst:v:22:y:2009:i:9:p:3779-3837. Full description at Econpapers || Download paper | 57 |
1992 | Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement.. (1992). . In: Review of Financial Studies. RePEc:oup:rfinst:v:5:y:1992:i:3:p:357-86. Full description at Econpapers || Download paper | 56 |
2009 | Do Politically Connected Boards Affect Firm Value?. (2009). Goldman, Eitan ; Rocholl, Jorg ; So, Jongil . In: Review of Financial Studies. RePEc:oup:rfinst:v:22:y:2009:i:6:p:2331-2360. Full description at Econpapers || Download paper | 54 |
2004 | Risks and Portfolio Decisions Involving Hedge Funds. (2004). Agarwal, Vikas . In: Review of Financial Studies. RePEc:oup:rfinst:v:17:y:2004:i:1:p:63-98. Full description at Econpapers || Download paper | 54 |
2010 | Does Competition Reduce the Risk of Bank Failure?. (2010). Martinez-Miera, David ; Repullo, Rafael . In: Review of Financial Studies. RePEc:oup:rfinst:v:23:y:2010:i:10:p:3638-3664. Full description at Econpapers || Download paper | 54 |
1993 | Differences of Opinion Make a Horse Race.. (1993). Raviv, Artur . In: Review of Financial Studies. RePEc:oup:rfinst:v:6:y:1993:i:3:p:473-506. Full description at Econpapers || Download paper | 54 |
Citing documents used to compute impact factor 475:
[Click on heading to sort table]
Year | Title | See |
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2014 | Ambiguous volatility, possibility and utility in continuous time. (2014). Epstein, Larry G. ; Ji, Shaolin . In: Journal of Mathematical Economics. RePEc:eee:mateco:v:50:y:2014:i:c:p:269-282. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Robust valuation and risk measurement under model uncertainty. (2014). Xu, Yuhong . In: Papers. RePEc:arx:papers:1407.8024. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading Under Knightian Uncertainty. (2014). Riedel, Frank . In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:527. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading
under Knightian Uncertainty. (2014). Riedel, Frank . In: Papers. RePEc:arx:papers:1409.6940. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Superreplication under model uncertainty in discrete time. (2014). Nutz, Marcel . In: Finance and Stochastics. RePEc:spr:finsto:v:18:y:2014:i:4:p:791-803. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Ambiguïté, comportements et marchés financiers.. (2014). Jeleva, Meglena . In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:14064. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Financial markets with volatility uncertainty. (2014). Vorbrink, Jorg . In: Journal of Mathematical Economics. RePEc:eee:mateco:v:53:y:2014:i:c:p:64-78. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Ambiguïté, comportements et marchés financiers. (2014). Jeleva, Meglena ; Tallon, Jean-Marc . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01109639. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Geography of Financial Misconduct. (2014). Parsons, Christopher A. ; Sulaeman, Johan . In: NBER Working Papers. RePEc:nbr:nberwo:20347. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Outside options and CEO turnover: The network effect. (2014). Liu, Yun . In: Journal of Corporate Finance. RePEc:eee:corfin:v:28:y:2014:i:c:p:201-217. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The effects of ratings-contingent regulation on international bank
lending behavior: Evidence from the Basel 2 accord. (2014). Wu, Eliza ; Kim, Suk-Joong ; Hasan, Iftekhar . In: Research Discussion Papers. RePEc:hhs:bofrdp:2014_025. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Contagion and Global Financial Crises: Lessons from Nine Crisis Episodes. (2014). Tang, Chrismin ; Fry-McKibbin, Renee ; Hsiao, Cody . In: Open Economies Review. RePEc:kap:openec:v:25:y:2014:i:3:p:521-570. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Changing forces of gravity: How the crisis affected international banking. (2014). Schroder, Christoph ; Buch, Claudia M.. In: ZEW Discussion Papers. RePEc:zbw:zewdip:14006. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The impact of funding models and foreign bank ownership on bank credit growth : is Central and Eastern Europe different ?. (2014). Feyen, Erik ; Maimbo, Samuel Munzele ; Rocha, Roberto ; Letelier, Raquel ; Love, Inessa . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:6783. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The two faces of cross-border banking flows: an investigation into the links between global risk, arms-length funding and internal capital markets. (2014). Riddiough, Steven . In: Bank of England working papers. RePEc:boe:boeewp:0498. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | EME banking systems and regional financial integration. (2014). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:51. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Financial crises and the composition of cross-border lending. (2014). Minoiu, Camelia ; Cerutti, Eugenio . In: Working Paper Series. RePEc:fip:fedfwp:2014-20. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The dark and bright sides of global banking: a (somewhat) cautionary tale from emerging Europe. (2014). De Haas, Ralph . In: Working Papers. RePEc:ebd:wpaper:170. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Who is to Blame: Foreign Ownership or Foreign Funding?. (2014). Feyen, Erik ; Maimbo, Samuel Munzele ; Rocha, Roberto ; Letelier, Raquel ; Love, Inessa . In: Working Papers. RePEc:hai:wpaper:201423. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Foreign bank subsidiariesdefault risk during the global crisis : what factors help insulate affiliates from their parents ?. (2014). Anginer, Deniz ; Martinez Peria, Maria Soledad, ; Cerutti, Eugenio . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:7053. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Banking Relationships and Syndicated Loans during the 2008 Financial Crisis. (2014). Refait-Alexandre, Catherine ; Bouaiss, Karima . In: Journal of Financial Services Research. RePEc:kap:jfsres:v:46:y:2014:i:1:p:99-113. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The international transmission of bank capital requirements: Evidence from the UK. (2014). Calomiris, Charles W. ; Korniyenko, Yevgeniya ; Wieladek, Tomasz ; Aiyar, Shekhar ; Hooley, John . In: Journal of Financial Economics. RePEc:eee:jfinec:v:113:y:2014:i:3:p:368-382. 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 | Real Effects of the Sovereign Debt Crisis in Europe: Evidence from Syndicated Loans. (2014). Eufinger, Christian ; Acharya, Viral V ; Eisert, Tim ; Hirsch, Christian . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10108. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Transmission of Real Estate Shocks Through Multinational Banks. (2014). . In: Discussion Paper. RePEc:tiu:tiucen:c44093fa-cd84-4107-b819-2faa126771a6. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | International Banking: the Isolation of the Euro Area. (2014). Delatte, Anne-Laure ; Bouvatier, Vincent . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10264. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Essays on relationship banking. (2014). Yu, Y.. In: Other publications TiSEM. RePEc:tiu:tiutis:f3d56b9e-e79e-46c4-bd42-441581abae86. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Financial Fragmentation and Economic Growth in Europe. (2014). Seckinger, Christian . In: Working Papers. RePEc:jgu:wpaper:1502. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Deglobalization of Banking: The World is Getting Smaller. (2014). di Mauro, Beatrice Weder ; Van Rijckeghem, Caroline . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10139. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Non-bank finance for firms. The role of private equity funds in north-western Italy. (2014). Coin, Daniele ; Vacca, Valerio . In: ERSA conference papers. RePEc:wiw:wiwrsa:ersa14p119. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Margin regulation and volatility. (2014). Kubler, Felix ; Grill, Michael ; Schmedders, Karl ; Brumm, Johannes . In: Working Paper Series. RePEc:ecb:ecbwps:20141698. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The evolution of capital structure and operating performance after leveraged buyouts: Evidence from U.S. corporate tax returns. (2014). Towery, Erin M. ; Mills, Lillian F. ; Cohn, Jonathan B.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:2:p:469-494. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Monetary Policy Drivers of Bond and Equity Risks. (2014). Pflueger, Carolin . In: NBER Working Papers. RePEc:nbr:nberwo:20070. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Can time-varying risk premiums explain the excess returns in the interest rate parity condition?. (2014). Aysun, Uluc . In: Emerging Markets Review. RePEc:eee:ememar:v:18:y:2014:i:c:p:78-100. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | 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 | The Carry Trade: Risks and Drawdowns. (2014). Daniel, Kent ; Lu, Zhongjin . In: NBER Working Papers. RePEc:nbr:nberwo:20433. 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 | 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 | Macroeconomic linkages between monetary policy and the term structure of interest rates. (2014). Kung, Howard . In: 2014 Meeting Papers. RePEc:red:sed014:560. 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 | Term-structure of consumption risk premia in the cross-section of currency returns. (2014). Zviadadze, Irina . In: 2014 Meeting Papers. RePEc:red:sed014:1075. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | What Drives the Cross-Section of Credit Spreads?: A Variance Decomposition Approach. (2014). Nozawa, Yoshio . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2014-62. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Housing Bubbles. (2014). Nathanson, Charles G.. In: NBER Working Papers. RePEc:nbr:nberwo:20426. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Identifying Speculative Bubbles: A Two-Pillar Surveillance Framework. (2014). Jones, Bradley . In: IMF Working Papers. RePEc:imf:imfwpa:14/208. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Predictions of corporate bond excess returns. (2014). Wu, Chunchi ; Wang, Junbo . In: Journal of Financial Markets. RePEc:eee:finmar:v:21:y:2014:i:c:p:123-152. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Market Efficiency and Real Efficiency: The Connect and Disconnect via Feedback Effects. (2014). Goldstein, Itay ; Yang, Liyan . In: 2014 Meeting Papers. RePEc:red:sed014:154. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Rare Booms and Disasters in a Multi-sector Endowment Economy. (2014). Tsai, Jerry ; Wachter, Jessica A.. In: NBER Working Papers. RePEc:nbr:nberwo:20062. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Can investor-paid credit rating agencies improve the information quality of issuer-paid rating agencies?. (2014). Xia, Han . In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:2:p:450-468. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Alternatives for issuer-paid credit rating agencies. (2014). BONGAERTS, DION . In: Working Paper Series. RePEc:ecb:ecbwps:20141703. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Did going public impair Moody׳s credit ratings?. (2014). Rajgopal, Shivaram ; Zhou, Xing ; Kedia, Simi . In: Journal of Financial Economics. RePEc:eee:jfinec:v:114:y:2014:i:2:p:293-315. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | [Citation Analysis] | |
2014 | An Empirical Analysis of the Ross Recovery Theorem. (2014). Audrino, Francesco ; Huitema, Robert ; Ludwig, Markus . In: Economics Working Paper Series. RePEc:usg:econwp:2014:11. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Non-monotonic pricing kernel and an extended class of mixture of distributions for option pricing. (2014). Vitiello, Luiz ; Poon, Ser-Huang . In: Review of Derivatives Research. RePEc:kap:revdev:v:17:y:2014:i:2:p:241-259. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bank Systemic Risk-Taking and Loan Pricing : Evidence from Syndicated Loans. (2014). Gong, D.. In: Discussion Paper. RePEc:tiu:tiucen:5f066f24-3d9c-40dd-aaa5-2b16f9b75bd5. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Autonomy-enhancing paternalism. (2014). Lades, Leonhard ; Binder, Martin . In: Stirling Economics Discussion Papers. RePEc:stl:stledp:2014-09. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Autonomy-enhancing paternalism. (2014). Lades, Leonhard K ; Binder, Martin . In: 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN. RePEc:ags:aaea07:590. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The value of firms voluntary commitment to improve transparency: The case of special segments on Euronext. (2014). Kim, Abby . In: Journal of Corporate Finance. RePEc:eee:corfin:v:25:y:2014:i:c:p:342-359. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | 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] |
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 | Dark Pool Trading Strategies, Market Quality and Welfare. (2014). Werner, Ingrid M. ; Buti, Sabrina . In: Working Papers. RePEc:igi:igierp:530. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Do ETFs Increase Volatility?. (2014). Franzoni, Francesco ; Moussawi, Rabih ; Ben-David, Itzhak . In: NBER Working Papers. RePEc:nbr:nberwo:20071. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Beauty Contest and Short-Term Trading. (2014). Cespa, Giovanni ; Vives, Xavier . In: CSEF Working Papers. RePEc:sef:csefwp:383. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Informational Efficiency under Short Sale Constraints. (2014). Larsson, Martin ; Jarrow, Robert A.. In: Papers. RePEc:arx:papers:1401.1851. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Predictive Power of Aggregate Short Interest. (2014). . In: MPRA Paper. RePEc:pra:mprapa:56259. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The 2011 European Short Sale Ban: An Option Market Perspective. (2014). Felix, Luiz ; Kraussl, Roman . In: LSF Research Working Paper Series. RePEc:crf:wpaper:14-02. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Short sale constraints, disperse pessimistic beliefs and market efficiency â Evidence from the Chinese stock market. (2014). XIONG, Heping ; Zhao, Zhongkuang ; Li, Shuqi . In: Economic Modelling. RePEc:eee:ecmode:v:42:y:2014:i:c:p:333-342. 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 | Stabilizing the market with short sale constraint? New evidence from price jump activities. (2014). Yeh, Jin-Huei ; Chen, Lien-Chuan . In: Finance Research Letters. RePEc:eee:finlet:v:11:y:2014:i:3:p:238-246. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Short-selling, margin-trading, and price efficiency: Evidence from the Chinese market. (2014). Chang, Eric C. ; Luo, Yan ; Ren, Jinjuan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:48:y:2014:i:c:p:411-424. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Fails-to-deliver, short selling, and market quality. (2014). Yadav, Pradeep K. ; Raman, Vikas ; Fotak, Veljko . In: Journal of Financial Economics. RePEc:eee:jfinec:v:114:y:2014:i:3:p:493-516. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Short sale constraints, divergence of opinion and asset prices: Evidence from the laboratory. (2014). Theissen, Erik ; Fellner, Gerlinde . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:101:y:2014:i:c:p:113-127. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Characteristics and development of corporate and sovereign CDS. (2014). Vogel, Heinz-Dieter ; Heidorn, Thomas . In: Journal of Risk Finance. RePEc:eme:jrfpps:v:15:y:2014:i:5:p:482-509. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Value of Informativeness for Contracting. (2014). Edmans, Alex ; Chaigneau, Pierre ; Gottlieb, Daniel . In: NBER Working Papers. RePEc:nbr:nberwo:20542. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bankruptcy risk induced by career concerns of regulators. (2014). Cadogan, Godfrey ; Cole, John A.. In: Finance Research Letters. RePEc:eee:finlet:v:11:y:2014:i:3:p:259-271. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Value of Informativeness for Contracting. (2014). Edmans, Alex ; Chaigneau, Pierre . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10180. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Patent Trolls: Evidence from Targeted Firms. (2014). Cohen, Lauren ; Gurun, Umit ; Kominers, Scott Duke . In: NBER Working Papers. RePEc:nbr:nberwo:20322. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | . . . and the Cross-Section of Expected Returns. (2014). Zhu, Heqing ; Liu, Yan . In: NBER Working Papers. RePEc:nbr:nberwo:20592. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Financial Constraints, Antitakeover Protection, and Corporate Innovation: An Empirical Analysis using Antitakeover Legislation. (2014). Zeng, Hongchao . In: Review of Economics & Finance. RePEc:bap:journl:140301. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Equity Vesting and Managerial Myopia. (2014). Edmans, Alex ; Fang, Vivian ; Lewellen, Katharina A.. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10145. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Which short-selling regulation is the least damaging to market efficiency? Evidence from Europe. (2014). Herinckx, Astrid ; Bernal, Oscar. In: International Review of Law and Economics. RePEc:eee:irlaec:v:37:y:2014:i:c:p:244-256. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | 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 | Are Japanese short sellers information detectives?. (2014). Lee, Bong-Soo ; Ko, Kwangsoo. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:34:y:2014:i:c:p:89-97. 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 | How does bad and good volatility spill over across petroleum markets?. (2014). . In: Papers. RePEc:arx:papers:1405.2445. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Gold, Oil, and Stocks. (2014). Koenda, Even ; Vacha, Luka . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:14. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | CEO age and the riskiness of corporate policies. (2014). Serfling, Matthew A.. In: Journal of Corporate Finance. RePEc:eee:corfin:v:25:y:2014:i:c:p:251-273. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Performance Effects of Appointing Other Firms Executive Directors to Corporate Boards: An Analysis of UK Firms. (2014). Muravyev, Alexander ; Weir, Charlie . In: IZA Discussion Papers. RePEc:iza:izadps:dp7962. 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 | Financial expert CEOs: CEO׳s work experience and firm׳s financial policies. (2014). Custodio, Claudia ; Metzger, Daniel . In: Journal of Financial Economics. RePEc:eee:jfinec:v:114:y:2014:i:1:p:125-154. 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 | Asset Management Contracts and Equilibrium Prices. (2014). Buffa, Andrea ; Woolley, Paul . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10152. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Asymmetric contracts, cash flows and risk taking of mutual funds. (2014). Wang, Jian ; Yang, Jun ; Sheng, Jiliang . In: Economic Modelling. RePEc:eee:ecmode:v:38:y:2014:i:c:p:435-442. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Asset Management Contracts and Equilibrium Prices. (2014). Buffa, Andrea M. ; Woolley, Paul ; Vayanos, Dimitri . In: NBER Working Papers. RePEc:nbr:nberwo:20480. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Money Doctors. (2014). Shleifer, Andrei ; Vishny, Robert W. ; Gennaioli, Nicola . In: Scholarly Articles. RePEc:hrv:faseco:12965657. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Dispersion in beliefs among active mutual funds and the cross-section of stock returns. (2014). Jiang, Hao ; Sun, Zheng . In: Journal of Financial Economics. RePEc:eee:jfinec:v:114:y:2014:i:2:p:341-365. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Complexity in Structured Finance: Financial Wizardry or Smoke and Mirrors. (2014). Ghent, Andra ; Valkanov, Rossen . In: 2014 Meeting Papers. RePEc:red:sed014:104. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Discretionary ratings and the pricing of subprime mortgage-backed securities. (2014). Lugo, Stefano . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:48:y:2014:i:c:p:248-260. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Housing, Finance and the Macroeconomy. (2014). van Nieuwerburgh, Stijn . In: NBER Working Papers. RePEc:nbr:nberwo:20287. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Polarization and Government Debt. (2014). Melki, Mickael . In: Discussion Papers. RePEc:yor:yorken:14/10. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Banks, Government Bonds, and Default: What do the Data Say?. (2014). Rossi, Stefano . In: IMF Working Papers. RePEc:imf:imfwpa:14/120. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Sovereign risk, interbank freezes, and aggregate fluctuations. (2014). Steffen, Christoph Groe ; Engler, Philipp . In: Discussion Papers. RePEc:zbw:fubsbe:201435. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Sovereign Risk, Interbank Freezes, and Aggregate Fluctuations. (2014). Steffen, Christoph Groe ; Engler, Philipp . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1436. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | How much of bank credit risk is sovereign risk? Evidence from the eurozone. (2014). Li, Junye . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_990_14. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk. (2014). Drechsler, Itamar ; Acharya, Viral ; Schnabl, Philipp . In: Journal of Finance. RePEc:bla:jfinan:v:69:y:2014:i:6:p:2689-2739. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The relative concentration of bad versus good news flows. (2014). Walker, Martin ; Athanasakou, Vasiliki E. ; Strong, Norman C. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:60139. 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 | The political institutional and firm governance determinants of liquidity: Evidence from North Africa and the Arab Spring. (2014). Hearn, Bruce . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:31:y:2014:i:c:p:127-158. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Evaluating Asset-Market Effects of Unconventional Monetary Policy: A Cross-Country Comparison. (2014). Scotti, Chiara ; Wright, Jonathan H. ; Rogers, John H.. In: International Finance Discussion Papers. RePEc:fip:fedgif:1101. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | QE Auctions of Treasury Bonds. (2014). Zhu, Haoxiang ; Song, Zhaogang . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2014-48. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The scarcity value of Treasury collateral: Repo market effects of security-specific supply and demand factors. (2014). Fan, Roger ; Kitsul, Yuriy ; D'Amico, Stefania . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2014-60. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Under one roof: A study of simultaneously managed hedge funds and funds of hedge funds. (2014). Ray, Sugata ; Lu, Yan ; Agarwal, Vikas . In: CFR Working Papers. RePEc:zbw:cfrwps:1413. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Evolving Beta-Liquidity Relationship of Hedge Funds. (2014). Siegmann, Arjen ; Stefanova, Denitsa . In: LSF Research Working Paper Series. RePEc:crf:wpaper:14-12. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Determinants of financial distress in u.s. large bank holding companies. (2014). Xie, Li ; Zhang, Zhuang ; lu, xiangyun . In: MPRA Paper. RePEc:pra:mprapa:53545. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Corporate diversification, real activities manipulation, and firm value. (2014). Farooqi, Javeria ; Ngo, Thanh ; Harris, Oneil . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:27:y:2014:i:c:p:130-151. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Does the Geographic Expansion of Bank Assets Reduce Risk?. (2014). Goetz, Martin . In: NBER Working Papers. RePEc:nbr:nberwo:20758. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Competition and Bank Opacity. (2014). Lin, Chen ; Jiang, Liangliang . In: NBER Working Papers. RePEc:nbr:nberwo:20760. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Bidder Exclusion Effect. (2014). Larsen, Bradley ; Sweeney, Kane ; Coey, Dominic . In: NBER Working Papers. RePEc:nbr:nberwo:20523. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Financial Distress and Endogenous Uncertainty. (2014). . In: 2014 Meeting Papers. RePEc:red:sed014:1190. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Commodity Risk Factors and the Cross-Section of Equity Returns. (2014). Fernandez-Perez, Adrian ; Nneji, Ogonna ; Miffre, Joelle ; Brooks, Chris . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2014-09. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Relationship between the trading behavior of three institutional investors and Taiwan Stock Index futures returns. (2014). Lai, Hung-Cheng ; Wang, Kuan-Min . In: Economic Modelling. RePEc:eee:ecmode:v:41:y:2014:i:c:p:156-165. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bank procyclicality and output: Issues and policies. (2014). Daniilidis, Ioannis . In: Journal of Economics and Business. RePEc:eee:jebusi:v:72:y:2014:i:c:p:58-83. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Forward-looking reaction to bank regulation. (2014). Herrala, Risto . In: Working Paper Series. RePEc:ecb:ecbwps:20141645. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | On the economics of crisis contracts. (2014). Aptus, Elias ; Britz, Volker . In: CFS Working Paper Series. RePEc:zbw:cfswop:453. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Credit Growth and Bank Capital Requirements: Binding or Not?. (2014). Labonne, C.. In: Working papers. RePEc:bfr:banfra:481. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bank Capital Adjustment Process and Aggregate Lending.. (2014). Le, M.. In: Working papers. RePEc:bfr:banfra:499. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A counter cyclical adjustment on the economic capital measurement of listed commercial banks. (2014). pan, lingyao . In: MPRA Paper. RePEc:pra:mprapa:58822. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Credit Growth and Capital Requirements: Binding or Not?. (2014). Labonne, C ; Lame, G. In: Documents de Travail de la DESE - Working Papers of the DESE. RePEc:crs:wpdeee:g2014-07. 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 | Evasive Shareholder Meetings. (2014). Yermack, David ; Li, Yuanzhi . In: NBER Working Papers. RePEc:nbr:nberwo:19991. 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 | The incentives of grey directors: Evidence from unexpected executive and board chair turnover. (2014). Brunarski, Kelly R. ; Harman, Yvette S. ; Boulton, Thomas J. ; Borokhovich, Kenneth A.. In: Journal of Corporate Finance. RePEc:eee:corfin:v:28:y:2014:i:c:p:102-115. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Audit committee financial expertise and earnings management: The role of status. (2014). Donelson, Dain C. ; Badolato, Patrick G. ; Ege, Matthew . In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:58:y:2014:i:2:p:208-230. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Shareholder democracy in play: Career consequences of proxy contests. (2014). Tsoutsoura, Margarita ; Fos, Vyacheslav . In: Journal of Financial Economics. RePEc:eee:jfinec:v:114:y:2014:i:2:p:316-340. 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 | Getting to know each other: The role of toeholds in acquisitions. (2014). Sertsios, Giorgo . In: Journal of Corporate Finance. RePEc:eee:corfin:v:26:y:2014:i:c:p:201-224. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | 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 | Asset Price Dynamics with Heterogeneous Beliefs and Time Delays. (2014). Li, Kai . In: PhD Thesis. RePEc:uts:finphd:13. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Introduction to financial economics. (2014). Vayanos, Dimitri ; Vives, Xavier ; Allen, Franklin . In: Journal of Economic Theory. RePEc:eee:jetheo:v:149:y:2014:i:c:p:1-14. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Time Series Momentum and Market Stability. (2014). Li, Kai . In: Research Paper Series. RePEc:uts:rpaper:341. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | International asset allocations and capital flows : the benchmark effect. (2014). Raddatz, Claudio ; Williams, Tomas ; Schmukler, Sergio L.. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:6866. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Combining Momentum, Value, and Quality for the Islamic Equity Portfolio: Multi-style Rotation Strategies using Augmented Black Litterman Factor Model. (2014). Dewandaru, Ginanjar ; Bacha, Obiyathulla ; Masih, A. Mansur M., . In: MPRA Paper. RePEc:pra:mprapa:56965. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Momentum Trading, Return Chasing and Predictable Crashes. (2014). Chabot, Benjamin ; Jagannathan, Ravi ; Ghysels, Eric . In: Working Paper Series. RePEc:fip:fedhwp:wp-2014-27. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Momentum Trading, Return Chasing, and Predictable Crashes. (2014). Chabot, Benjamin . In: NBER Working Papers. RePEc:nbr:nberwo:20660. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Who trades on momentum?. (2014). Smajlbegovic, Esad ; Jank, Stephan ; Baltzer, Markus . In: Discussion Papers. RePEc:zbw:bubdps:422014. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The scale of predictability. (2014). Tamoni, Andrea ; Bandi, Federico M. ; Tebaldi, Claudio ; Perron, Bernard . In: Working Papers. RePEc:igi:igierp:509. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Institutional investors and long-term investment : evidence from Chile. (2014). Raddatz, Claudio ; Schmukler, Sergio L. ; Opazo, Luis . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:6922. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Sovereign Debt Composition in Advanced Economies: A Historical Perspective. (2014). El-Ganainy, Asmaa ; S. M. Ali Abbas, ; S. M. Ali Abbas, ; de Broeck, Mark ; Hu, Malin ; Blattner, Laura . In: IMF Working Papers. RePEc:imf:imfwpa:14/162. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Optimal Government Debt Maturity. (2014). Debortoli, Davide . In: NBER Working Papers. RePEc:nbr:nberwo:20632. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Government Debt Management: The Long and the Short of It. (2014). Marcet, Albert ; Faraglia, Elisa ; Scott, Andrew . In: Working Papers. RePEc:bge:wpaper:799. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Behavioral Finance. (2014). Hirshleifer, David . In: MPRA Paper. RePEc:pra:mprapa:59028. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Growth Expectations, Dividend Yields, and Future Stock Returns. (2014). Shen, Jianfeng ; Da, Zhi . In: NBER Working Papers. RePEc:nbr:nberwo:20651. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Price and earnings momentum: An explanation using return decomposition. (2014). Mao, Mike Qinghao ; Wei, K. C. John, . In: Journal of Empirical Finance. RePEc:eee:empfin:v:28:y:2014:i:c:p:332-351. 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 | Central Clearing and Collateral Demand. (2014). Duffie, Darrell ; Scheicher, Martin ; Vuillemey, Guillaume . In: NBER Working Papers. RePEc:nbr:nberwo:19890. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Densely Entangled Financial Systems. (2014). DasGupta, Bhaskar ; Kaligounder, Lakshmi . In: Papers. RePEc:arx:papers:1402.5208. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Central clearing and collateral demand. (2014). Duffie, Darrell ; Scheicher, Martin . In: Working Paper Series. RePEc:ecb:ecbwps:20141638. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Intermediation and Voluntary Exposure to Counterparty Risk. (2014). Farboodi, Maryam . In: 2014 Meeting Papers. RePEc:red:sed014:365. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Cégek kapcsolati hálózatainak gazdasági szerepe. (2014). Szeidl, adam ; Kondor, Peter ; Koren, Miklos ; Pal, Jen . In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1516. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Robustness, validity, and significance of the ECBs asset quality review and stress test exercise. (2014). Steffen, Sascha . In: SAFE White Paper Series. RePEc:zbw:safewh:23. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The network structure of the CDS market and its determinants. (2014). Vuillemey, Guillaume ; Peltonen, Tuomas A. ; Scheicher, Martin . In: Journal of Financial Stability. RePEc:eee:finsta:v:13:y:2014:i:c:p:118-133. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Central Clearing and Collateral Demand. (2014). Vuillemey, Guillaume ; Schneicher, Martin . In: Economics Working Papers. RePEc:hoo:wpaper:14104. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | What Happened in Cyprus?. (2014). Michaelides, Alexander . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9993. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Multifactor risk loadings and abnormal returns under uncertainty and learning. (2014). Trecroci, Carmine . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:54:y:2014:i:3:p:393-404. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Ownership concentration, contestability, family firms, and capital structure. (2014). Moreira, Antonio ; Santos, Mario ; Vieira, Elisabete . In: Journal of Management and Governance. RePEc:kap:jmgtgv:v:18:y:2014:i:4:p:1063-1107. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Family Firms, Soft Information and Bank Lending in a Financial Crisis. (2014). DAurizio, Leandro ; ROMANO, Livio . In: CSEF Working Papers. RePEc:sef:csefwp:357. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | On the Fundamental Relation Between Equity Returns and Interest Rates. (2014). Choi, Jaewon ; Whitelaw, Robert F. ; Richardson, Matthew P.. In: NBER Working Papers. RePEc:nbr:nberwo:20187. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The value premium, aggregate risk innovations, and average stock returns. (2014). Lindaas, Knut F. ; Simlai, Prodosh . In: Finance Research Letters. RePEc:eee:finlet:v:11:y:2014:i:3:p:303-317. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | CEO turnover and the reduction of price sensitivity. (2014). Betker, Brian L. ; Bansal, Naresh ; Alderson, Michael J.. In: Journal of Corporate Finance. RePEc:eee:corfin:v:25:y:2014:i:c:p:376-386. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Financial regulation in geographically-segmented executive labor markets: Evidence from TARP. (2014). Cazier, Richard A.. In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:219-229. 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: EconomiX Working Papers. RePEc:drm:wpaper:2014-58. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Agglomeration of Bankruptcy. (2014). Milanez, Anna ; Mukharlyamov, Vladimir ; Bergman, Nittai . In: NBER Working Papers. RePEc:nbr:nberwo:20254. 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 | 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 | On the value of restrictive covenants: Empirical investigation of public bond issues. (2014). Reisel, Natalia . In: Journal of Corporate Finance. RePEc:eee:corfin:v:27:y:2014:i:c:p:251-268. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Law and structure of the capital markets. (2014). Kowalewski, Oskar ; Gu, Xian . In: MPRA Paper. RePEc:pra:mprapa:61003. 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 | Precious Metals Under the Microscope: A High-Frequency Analysis. (2014). Ranaldo, Angelo ; Caporin, Massimiliano ; Velo, Gabriel G.. In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:09. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The market microstructure of the European climate exchange. (2014). Mizrach, Bruce ; Otsubo, Yoichi . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:39:y:2014:i:c:p:107-116. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The importance of the volatility risk premium for volatility forecasting. (2014). Simen, Chardin Wese ; Prokopczuk, Marcel . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:303-320. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Are there common factors in individual commodity futures returns?. (2014). Kostakis, Alexandros ; Skiadopoulos, George ; Daskalaki, Charoula . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:346-363. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The timeline of trading frictions in the European carbon market. (2014). Pardo, angel ; Medina, Vicente ; Pascual, Roberto . In: Energy Economics. RePEc:eee:eneeco:v:42:y:2014:i:c:p:378-394. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Exploiting commodity momentum along the futures curves. (2014). Karstanje, Dennis ; de Groot, Wilma ; Zhou, Weili . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:48:y:2014:i:c:p:79-93. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Effects of Margin Changes on Commodity Futures Markets. (2014). Daskalaki, Charoula ; Skiadopoulos, George . In: Working Papers. RePEc:qmw:qmwecw:wp736. 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 | The Price of Political Uncertainty: Theory and Evidence from the Option Market. (2014). Kelly, Bryan ; Veronesi, Pietro . In: NBER Working Papers. RePEc:nbr:nberwo:19812. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Uncertainty Shocks, Asset Supply and Pricing over the Business Cycle. (2014). Ilut, Cosmin ; Bianchi, Francesco . In: NBER Working Papers. RePEc:nbr:nberwo:20081. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | External Equity Financing Shocks, Financial Flows, and Asset Prices. (2014). YANG, Fan ; Belo, Frederico . In: NBER Working Papers. RePEc:nbr:nberwo:20210. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Price of Political Uncertainty: Theory and Evidence from the Option Market. (2014). Kelly, Bryan T. ; Veronesi, Pietro ; Pastor, Lubos . In: Working Papers. RePEc:bfi:wpaper:2014-001. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Macroeconomic linkages between monetary policy and the term structure of interest rates. (2014). Kung, Howard . In: 2014 Meeting Papers. RePEc:red:sed014:560. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | External Equity Financing Costs, Financial Flows, and Asset Prices. (2014). YANG, Fan ; Lin, Xiaoji ; Belo, Frederico . In: 2014 Meeting Papers. RePEc:red:sed014:863. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Price of Political Uncertainty: Theory and Evidence from the Option Market. (2014). Kelly, Bryan ; Veronesi, Pietro . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9822. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The stock market impact of government interventions on financial services industry groups: Evidence from the 2007â2009 crisis. (2014). Pennathur, Anita ; Subrahmanyam, Vijaya ; Smith, Deborah . In: Journal of Economics and Business. RePEc:eee:jebusi:v:71:y:2014:i:c:p:22-44. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A barrier option framework for rescue package designs and bank default risks. (2014). Chang, Chuen-Ping . In: Economic Modelling. RePEc:eee:ecmode:v:38:y:2014:i:c:p:246-257. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Large capital infusions, investor reactions, and the return and risk-performance of financial institutions over the business cycle. (2014). Elyasiani, Elyas ; Pagano, Michael S. ; Mester, Loretta J.. In: Journal of Financial Stability. RePEc:eee:finsta:v:11:y:2014:i:c:p:62-81. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bank equity risk under bailout programs of loan guarantee and/or equity capital injection. (2014). Tsai, Jeng-Yan ; Hung, Wei-Ming ; Lin, Jyh-Horng . In: International Review of Economics & Finance. RePEc:eee:reveco:v:31:y:2014:i:c:p:263-274. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Are the Bailouts of Wall Street Complements or Substitutes?. (2014). Wilson, Linus ; Wu, Yan ; Prejean, Stephanie . In: Atlantic Economic Journal. RePEc:kap:atlecj:v:42:y:2014:i:1:p:21-38. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Safer ratios, riskier portfolios: Banks׳ response to government aid. (2014). Sosyura, Denis ; Duchin, Ran . In: Journal of Financial Economics. RePEc:eee:jfinec:v:113:y:2014:i:1:p:1-28. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | What do we know about the impact of government interventions in the banking sector? An assessment of various bailout programs on bank behavior. (2014). Hryckiewicz, Aneta . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:46:y:2014:i:c:p:246-265. 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 | Financial regulation in geographically-segmented executive labor markets: Evidence from TARP. (2014). Cazier, Richard A.. In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:219-229. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The economic consequences of the TARP: The effectiveness of bank recapitalization policies in the U.S.. (2014). Montgomery, Heather ; Takahashi, Yuki . In: Japan and the World Economy. RePEc:eee:japwor:v:32:y:2014:i:c:p:49-64. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Loan Sales and Bank Liquidity Risk Management: Evidence from a U.S. Credit Register. (2014). Meisenzahl, Ralf R. ; Irani, Rustom M.. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2014-115. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Default risk and equity prices in the U.S. banking sector: Regime switching effects of regulatory changes. (2014). Kanas, Angelos . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:244-258. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Why Do Innovative Firms Hold So Much Cash? Evidence from Changes in State R&D Tax Credits. (2014). Falato, Antonio ; Sim, Jae W.. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2014-72. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Good Monitoring, Bad Monitoring. (2014). Rossi, Stefano ; Grinstein, Yaniv . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9960. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Economic & Financial Highlights Economists Inflation Project Publications Research Centers Seminars Small Business Focus The Effect of Large Investors on Asset Quality: Evidence from Subprime Mortgage. (2014). . In: FRB Atlanta Working Paper No.. RePEc:fip:fedawp:2014-04. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Collateral Crises. (2014). Gorton, Gary ; Ordoez, Guillermo . In: American Economic Review. RePEc:aea:aecrev:v:104:y:2014:i:2:p:343-78. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Comparing Traditional and Economic Performance Measures for Creating Shareholderâs Value: a Perspective from Malaysia. (2014). Azizan, Azzlina ; Zainuddin, Yuserrie ; Panigrahi, Shrikant Krupasindhu . In: International Journal of Academic Research in Accounting, Finance and Management Sciences. RePEc:hur:ijaraf:v:4:y:2014:i:4:p:280-289. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Family-Concentrated Ownership in Chinese PLCs: Does Ownership Concentration Always Enhance Corporate Value?. (2014). Liu, Heng ; Luo, Jin-hui . In: International Journal of Financial Studies. RePEc:gam:jijfss:v:2:y:2014:i:1:p:103-121:d:33548. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Family Firms, Soft Information and Bank Lending in a Financial Crisis. (2014). DAurizio, Leandro ; ROMANO, Livio . In: CSEF Working Papers. RePEc:sef:csefwp:357. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Ownership concentration, contestability, family firms, and capital structure. (2014). Moreira, Antonio ; Santos, Mario ; Vieira, Elisabete . In: Journal of Management and Governance. RePEc:kap:jmgtgv:v:18:y:2014:i:4:p:1063-1107. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Liquidity Premium of Near-Money Assets. (2014). . In: NBER Working Papers. RePEc:nbr:nberwo:20265. 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 | Uncertainty, market structure, and liquidity. (2014). Chuwonganant, Chairat ; Chung, Kee H.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:113:y:2014:i:3:p:476-499. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | News-driven return reversals: Liquidity provision ahead of earnings announcements. (2014). So, Eric C. ; Wang, Sean . In: Journal of Financial Economics. RePEc:eee:jfinec:v:114:y:2014:i:1:p:20-35. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Stock market liquidity and macro-liquidity shocks: Evidence from the 2007â2009 financial crisis. (2014). Kontonikas, Alexandros ; Florackis, Chris ; Kostakis, Alexandros . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:44:y:2014:i:c:p:97-117. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Price pressures. (2014). Menkveld, Albert J. ; Hendershott, Terrence . In: Journal of Financial Economics. RePEc:eee:jfinec:v:114:y:2014:i:3:p:405-423. Full description at Econpapers || Download paper | [Citation Analysis] |
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 | The Beauty Contest and Short-Term Trading. (2014). Cespa, Giovanni ; Vives, Xavier . In: CSEF Working Papers. RePEc:sef:csefwp:383. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Housing Collateral, Credit Constraints and Entrepreneurship - Evidence from a Mortgage Reform. (2014). Leth-Petersen, Soren ; Jensen, Thais Laerkholm . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10260. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Risk tolerance and entrepreneurship. (2014). Panos, Georgios A. ; Hvide, Hans K. ; HansK. Hvide, . In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:1:p:200-223. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Serial Entrepreneurship: Learning by Doing?. (2014). Shaw, Kathryn . In: NBER Working Papers. RePEc:nbr:nberwo:20312. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Housing Collateral, Credit Constraints and Entrepreneurship - Evidence from a Mortgage Reform. (2014). Nanda, Ramana ; Jensen, Thais Larkholm ; Leth-Petersen, Soren . In: NBER Working Papers. RePEc:nbr:nberwo:20583. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Modeling Covariance Breakdowns in Multivariate GARCH. (2014). Jin, Xin . In: MPRA Paper. RePEc:pra:mprapa:55243. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Asymmetric Increasing Trends in Dependence in International Equity Markets. (2014). Okimoto, Tatsuyoshi . In: AJRC Working Papers. RePEc:csg:ajrcwp:1405. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Asymmetric increasing trends in dependence in international equity markets. (2014). . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:46:y:2014:i:c:p:219-232. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A dark side of international capital market integration: Domestic investors view. (2014). In Joon Kim, ; Yoon, Sun-Joong . In: International Review of Economics & Finance. RePEc:eee:reveco:v:33:y:2014:i:c:p:238-256. 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 | Returns, Volatilities, and Correlations Across Mature, Regional, and Frontier Markets: Evidence from South Asia. (2014). Amin, Abu S. ; Orlowski, Lucjan T.. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:50:y:2014:i:3:p:5-27. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Optimal Design of Internal Disclosure. (2014). Orlov, Dmitry . In: 2014 Meeting Papers. RePEc:red:sed014:314. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Optimal Unemployment Insurance and Cyclical Fluctuations. (2014). Williams, Noah . In: 2014 Meeting Papers. RePEc:red:sed014:804. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Lending Standards and Countercyclical Capital Requirements under Imperfect Information. (2014). Tiernan, Natalie ; Gete, Pedro . In: MPRA Paper. RePEc:pra:mprapa:54486. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Housing, Finance and the Macroeconomy. (2014). van Nieuwerburgh, Stijn . In: NBER Working Papers. RePEc:nbr:nberwo:20287. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Selling Failed Banks. (2014). Matvos, Gregor . In: NBER Working Papers. RePEc:nbr:nberwo:20410. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Mortgage Rates, Household Balance Sheets, and the Real Economy. (2014). Seru, Amit ; Yao, Vincent ; Piskorski, Tomasz ; Keys, Benjamin J.. In: NBER Working Papers. RePEc:nbr:nberwo:20561. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Securitization and moral hazard: Evidence from credit score cutoff rules. (2014). Kaufman, Alex ; Bubb, Ryan . In: Journal of Monetary Economics. RePEc:eee:moneco:v:63:y:2014:i:c:p:1-18. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks. (2014). Boudt, Kris ; Petitjean, Mikael . In: Journal of Financial Markets. RePEc:eee:finmar:v:17:y:2014:i:c:p:121-149. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Cojumps in stock prices: Empirical evidence. (2014). Gilder, Dudley ; Taylor, Stephen J. ; Shackleton, Mark B.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:443-459. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bayesian DEJD model and detection of asymmetric jumps. (2014). Kostrzewski, Maciej . In: Papers. RePEc:arx:papers:1404.2050. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Multi-jumps. (2014). Kolokolov, Aleksey ; Reno, Roberto ; Caporin, Massimiliano . In: MPRA Paper. RePEc:pra:mprapa:58175. 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 | Break-even maturity as a guide to financial distress. (2014). Ellis, Colin . In: Contemporary Economics. RePEc:wyz:journl:id:379. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Returns to Active Management: The Case of Hedge Funds. (2014). Islamaj, Ergys ; Kazemi, Maziar . In: International Finance Discussion Papers. RePEc:fip:fedgif:1112. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Hedge Fund Innovation. (2014). Siegmann, Arjen ; Zamojski, Marcin ; Stefanova, Denitsa . In: LSF Research Working Paper Series. RePEc:crf:wpaper:14-13. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Macroeconomic risk and hedge fund returns. (2014). Caglayan, Mustafa O. ; Bali, Turan G. ; Brown, Stephen J.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:114:y:2014:i:1:p:1-19. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A jump model for fads in asset prices under asymmetric information. (2014). Long, Hongwei ; Buckley, Winston ; Perera, Sandun . In: European Journal of Operational Research. RePEc:eee:ejores:v:236:y:2014:i:1:p:200-208. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Liquidity Risk, Speculative Trade, and the Optimal Latency of Financial Markets. (2014). Gerig, Austin ; Fricke, Daniel . In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100402. 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 | Manager Characteristics and Credit Derivative Use by U.S. Corporate Bond Funds. (2014). Galkiewicz, Dominika Paula . In: Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems. RePEc:trf:wpaper:495. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Manager Characteristics and Credit Derivative Use by U.S. Corporate Bond Funds. (2014). Galkiewicz, Dominika Paula . In: Discussion Papers in Economics. RePEc:lmu:muenec:24445. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Parameter estimation for a subcritical affine two factor model. (2014). Pap, Gyula ; Li, Zenghu ; Barczy, Matyas ; Doering, Leif . In: Papers. RePEc:arx:papers:1302.3451. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs. (2014). Buss, Adrian ; Uppal, Raman ; Vilkov, Grigory . In: SAFE Working Paper Series. RePEc:zbw:safewp:41. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Composition of wealth, conditioning information, and the cross-section of stock returns. (2014). Roussanov, Nikolai . In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:2:p:352-380. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The limits of granularity adjustments. (2014). Fermanian, Jean-David . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:45:y:2014:i:c:p:9-25. 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 | Quadratic hedging schemes for non-Gaussian GARCH models. (2014). Badescu, Alexandru ; Elliott, Robert J. ; Ortega, Juan-Pablo . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:42:y:2014:i:c:p:13-32. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Informational linkages between dark and lit trading venues. (2014). Nimalendran, Mahendrarajah ; Ray, Sugata . In: Journal of Financial Markets. RePEc:eee:finmar:v:17:y:2014:i:c:p:230-261. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Broker-hosted investor conferences. (2014). Green, Clifton T. ; Markov, Stanimir ; Jame, Russell ; Subasi, Musa . In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:58:y:2014:i:1:p:142-166. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Trading efficiency of fund families: Impact on fund performance and investment behavior. (2014). Kempf, Alexander ; Dahm, Laura K. ; Cici, Gjergji . In: CFR Working Papers. RePEc:zbw:cfrwps:1414. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Relación entre el riesgo sistémico del sistema financiero y el sector real: un enfoque FAVAR. (2014). Amado, Daniel Parra ; Wilmar Alexander Cabrera Rodriguez, ; Luis Fernando Melo Velandia, . In: Borradores de Economia. RePEc:bdr:borrec:810. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Relación entre el riesgo sistémico del sistema financiero y el sector real: un enfoque FAVAR. (2014). Amado, Daniel Parra ; Wilmar Alexander Cabrera Rodriguez, ; Luis Fernando Melo Velandia, . In: BORRADORES DE ECONOMIA. RePEc:col:000094:011142. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Integration of European bond markets. (2014). . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:42:y:2014:i:c:p:191-198. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Flights to Safety. (2014). Baele, Lieven ; Wei, Min . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2014-46. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Indicadores Antecedentes ExtraÃdos de Preços de Ativos em Corte Transversal. (2014). Araujo, Gustavo Silva ; Jose Valentim Machado Vicente, . In: Working Papers Series. RePEc:bcb:wpaper:361. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The VIX, the variance premium and stock market volatility. (2014). Bekaert, Geert ; Hoerova, Marie . In: Working Paper Series. RePEc:ecb:ecbwps:20141675. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The VIX, the variance premium and stock market volatility. (2014). Bekaert, Geert ; Hoerova, Marie . In: Journal of Econometrics. RePEc:eee:econom:v:183:y:2014:i:2:p:181-192. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Banking risk and macroeconomic fluctuations. (2014). Jin, Yi ; Zeng, Zhixiong . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:48:y:2014:i:c:p:350-360. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Determinants of financial stress in emerging market economies. (2014). Park, Cyn-Young . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:45:y:2014:i:c:p:199-224. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Derivatives holdings and systemic risk in the U.S. banking sector. (2014). Pea, Juan Ignacio ; Mayordomo, Sergio ; Rodriguez-Moreno, Maria . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:45:y:2014:i:c:p:84-104. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Loan Prospecting and the Loss of Soft Information. (2014). Ben-David, Itzhak ; Agarwal, Sumit . In: NBER Working Papers. RePEc:nbr:nberwo:19945. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Financial incentives and loan officer behavior: Multitasking and allocation of effort under an incomplete contract. (2014). Drexler, Alejandro ; Behr, Patrick ; Guettler, Andre . In: SAFE Working Paper Series. RePEc:zbw:safewp:62. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Overlending and Macroprudential Tools. (2014). Tiernan, Natalie ; Gete, Pedro . In: 2014 Meeting Papers. RePEc:red:sed014:379. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Essays on banking. (2014). Mosk, T. C.. In: Other publications TiSEM. RePEc:tiu:tiutis:d424ec24-1bfd-4be0-b19a-3efdf24ea409. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Regulating Deferred Incentive Pay. (2014). Hoffmann, Florian ; Opp, Marcus . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9877. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Resource Allocation and Inefficiency in the Financial Sector. (2014). Hachem, Kinda . In: NBER Working Papers. RePEc:nbr:nberwo:20365. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Inflation expectations and the news. (2014). . In: Working Paper Series. RePEc:fip:fedfwp:2014-09. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | On Understanding the Cyclical Behavior of the Price Level and Inflation. (2014). Haslag, Joseph ; Brock, William . In: Working Papers. RePEc:umc:wpaper:1404. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Term Structures of Inflation Expectations and Real Interest Rates: The Effects of Unconventional Monetary Policy. (2014). Aruoba, Boragan S.. In: Staff Report. RePEc:fip:fedmsr:502. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Asset Prices in a Lifecycle Economy. (2014). Roger E. A. Farmer, . In: NBER Working Papers. RePEc:nbr:nberwo:19958. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Asset Pricing with Countercyclical Household Consumption Risk. (2014). Ghosh, Anisha ; Constantinides, George M.. In: NBER Working Papers. RePEc:nbr:nberwo:20110. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Consumption-based asset pricing with rare disaster risk. (2014). Sonksen, Jantje ; Grammig, Joachim . In: CFR Working Papers. RePEc:zbw:cfrwps:1406. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Consumption-based asset pricing with rare disaster risk. (2014). Sonksen, Jantje ; Grammig, Joachim . In: CFS Working Paper Series. RePEc:zbw:cfswop:480. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Hidden persistent disasters and asset prices. (2014). Suzuki, Masataka . In: Annals of Finance. RePEc:kap:annfin:v:10:y:2014:i:3:p:395-418. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Consumption-Based Asset Pricing with Rare Disaster Risk: A Simulated Method of Moments Approach. (2014). Sonksen, Jantje ; Grammig, Joachim . In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100614. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Asset Prices in a Lifecycle Economy. (2014). Farmer, Roger E A, . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9897. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Political uncertainty and stock market volatility in the Middle East and North African (MENA) countries. (2014). Chau, Frankie ; Deesomsak, Rataporn ; Wang, Jun . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:28:y:2014:i:c:p:1-19. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The impact of institutional volatility on financial volatility in
transition economies: a GARCH family approach. (2014). Hartwell, Christopher A.. In: BOFIT Discussion Papers. RePEc:hhs:bofitp:2014_006. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Tail risk in pension funds: an analysis using ARCH models and bilinear processes. (2014). Owadally, Iqbal . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:43:y:2014:i:2:p:301-331. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Asymmetric adjustment toward optimal capital structure: Evidence from a crisis. (2014). Kim, Minjoo ; Shin, Yongcheol ; Dang, Viet Anh . In: International Review of Financial Analysis. RePEc:eee:finana:v:33:y:2014:i:c:p:226-242. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Investment-Cash Flow Sensitivity and the Cost of External Finance. (2014). Merlevede, Bruno . In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:14/890. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The causal effect of stop-loss and take-gain orders on the disposition effect. (2014). Hoffmann, Gerson . In: TWI Research Paper Series. RePEc:twi:respas:0089. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Gold, Oil, and Stocks. (2014). . In: Papers. RePEc:arx:papers:1308.0210. 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 | Realization Utility with Reference-Dependent Preferences. (2014). Ingersoll, Jonathan E. ; Jin, Lawrence J.. In: Papers. RePEc:arx:papers:1408.2859. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Behavioral Finance. (2014). Hirshleifer, David . In: MPRA Paper. RePEc:pra:mprapa:59028. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Capital gains and trading. (2014). Zhu, Xiaoneng ; Zhou, Yuegang ; Lei, Xiaoyan . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:32:y:2014:i:c:p:167-183. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Financial disclosure and market transparency with costly information processing. (2014). Di Maggio, Marco ; Pagano, Marco . In: CFS Working Paper Series. RePEc:zbw:cfswop:485. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Convertible Debt and Shareholder Incentives. (2014). Jeanneret, Alexandre ; Franois, Pascal ; Grass, Gunnar ; Dorion, Christian . In: Cahiers de recherche. RePEc:lvl:lacicr:1403. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Cash-settled convertible bonds and the value relevance of their accounting treatment. (2014). Lewis, Craig ; Verwijmeren, Patrick . In: Journal of Corporate Finance. RePEc:eee:corfin:v:24:y:2014:i:c:p:101-111. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Determinants of corporate call policy for convertible bonds. (2014). Mauer, David C. ; King, Tao-Hsien Dolly . In: Journal of Corporate Finance. RePEc:eee:corfin:v:24:y:2014:i:c:p:112-134. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | In- and out-of-the-money convertible bond calls: Signaling or price pressure?. (2014). Zebedee, Allan A. ; Bechmann, Ken L. ; Lunde, Asger . In: Journal of Corporate Finance. RePEc:eee:corfin:v:24:y:2014:i:c:p:135-148. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Why are conversion-forcing call announcements associated with negative wealth effects?. (2014). Grundy, Bruce D. ; Zabolotnyuk, Yuriy ; Verwijmeren, Patrick ; Veld, Chris . In: Journal of Corporate Finance. RePEc:eee:corfin:v:24:y:2014:i:c:p:149-157. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | What we do and do not know about convertible bond financing. (2014). Veld, Chris ; Dutordoir, Marie ; Seward, James ; Lewis, Craig . In: Journal of Corporate Finance. RePEc:eee:corfin:v:24:y:2014:i:c:p:3-20. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Convertible debt and shareholder incentives. (2014). Jeanneret, Alexandre ; Franois, Pascal ; Grass, Gunnar ; Dorion, Christian . In: Journal of Corporate Finance. RePEc:eee:corfin:v:24:y:2014:i:c:p:38-56. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | More than meets the eye: Convertible bond issuers concurrent transactions. (2014). Zhao, BO ; Henderson, Brian J.. In: Journal of Corporate Finance. RePEc:eee:corfin:v:24:y:2014:i:c:p:57-79. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | 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 | Managerial cash use, default, and corporate financial policies. (2014). Arnold, Marc . In: Journal of Corporate Finance. RePEc:eee:corfin:v:27:y:2014:i:c:p:305-325. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Liquidity, leverage, and Lehman: A structural analysis of financial institutions in crisis. (2014). Sopranzetti, Ben J. ; Chen, Ren-Raw ; Chidambaran, N. K. ; Imerman, Michael B.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:45:y:2014:i:c:p:117-139. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Switching Risk Off: FX Correlations and Risk Premia. (2014). Beber, Alessandro ; Brandt, Michael ; Cen, Jason . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10214. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Scale and Skill in Active Management. (2014). Taylor, Lucian A. ; Stambaugh, Robert F.. In: NBER Working Papers. RePEc:nbr:nberwo:19891. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Defined Contribution Pension Plans: Sticky or Discerning Money?. (2014). SIALM, CLEMENS ; Starks, Laura ; Zhang, Hanjiang . In: Discussion Papers. RePEc:sip:dpaper:13-022. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Scale and Skill in Active Management. (2014). Pastor, Lubos ; Stambaugh, Robert F. ; Taylor, Lucian A.. In: Working Papers. RePEc:bfi:wpaper:2014-003. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Who trades on momentum?. (2014). Smajlbegovic, Esad ; Jank, Stephan ; Baltzer, Markus . In: Discussion Papers. RePEc:zbw:bubdps:422014. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Scale and Skill in Active Management. (2014). Taylor, Lucian ; Stambaugh, Robert F.. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9854. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | How close a relationship does a capital market have with other markets? A reexamination based on the equal variance test. (2014). Lee, Chingnun ; Yang, Lixiong ; Shie, Fu Shuen . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:26:y:2014:i:c:p:198-226. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Predictive Power of Aggregate Short Interest. (2014). . In: MPRA Paper. RePEc:pra:mprapa:56259. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Shorting Premium and Asset Pricing Anomalies. (2014). Drechsler, Itamar . In: NBER Working Papers. RePEc:nbr:nberwo:20282. 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 | Variance trading and market price of variance risk. (2014). Bondarenko, Oleg . In: Journal of Econometrics. RePEc:eee:econom:v:180:y:2014:i:1:p:81-97. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Non-parametric analysis of equity arbitrage. (2014). Vortelinos, Dimitrios I.. In: International Review of Economics & Finance. RePEc:eee:reveco:v:33:y:2014:i:c:p:199-216. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Add-on pricing in retail financial markets and the fallacies of consumer education. (2014). Kosfeld, Michael ; Schuwer, Ulrich . In: SAFE Working Paper Series. RePEc:zbw:safewp:47. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Individual Investor Activity and Performance. (2014). Martinez, Jose Vincente ; Soderlind, Paul ; Dahlquist, Magnus . In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:08. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Does product familiarity matter for participation?. (2014). Fuchs-Schundeln, Nicola . In: SAFE Working Paper Series. RePEc:zbw:safewp:63. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Do financial advisors provide tangible benefits for investors? Evidence from tax-motivated mutual fund flows. (2014). Kempf, Alexander ; Cici, Gjergji ; Sorhage, Christoph . In: CFR Working Papers. RePEc:zbw:cfrwps:1209r3. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Money Doctors. (2014). Shleifer, Andrei ; Vishny, Robert W. ; Gennaioli, Nicola . In: Scholarly Articles. RePEc:hrv:faseco:12965657. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Do financial advisors provide tangible benefits for investors? Evidence from tax-motivated mutual fund flows. (2014). Kempf, Alexander ; Cici, Gjergji ; Sorhage, Christoph . In: CFR Working Papers. RePEc:zbw:cfrwps:1209r4. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | An empirical test of competing hypotheses for the annuity puzzle. (2014). Goedde-Menke, Michael ; Nolte, Sven ; Lehmensiek-Starke, Moritz . In: Journal of Economic Psychology. RePEc:eee:joepsy:v:43:y:2014:i:c:p:75-91. 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 | . . . and the Cross-Section of Expected Returns. (2014). Zhu, Heqing ; Liu, Yan . In: NBER Working Papers. RePEc:nbr:nberwo:20592. 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 | Maturity Rationing and Collective Short-Termism. (2014). Milbradt, Konstantin ; Oehmke, Martin . In: NBER Working Papers. RePEc:nbr:nberwo:19946. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Asymmetric Information and Roll-over Risk. (2014). Konig, Philipp . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1364. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | On the debt capacity of growth and decay options. (2014). J.-L. PRIGENT, ; LETIFI, N.. In: Working Papers. RePEc:ipg:wpaper:2014-391. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Moral Hazard and Debt Maturity. (2014). Huberman, Gur ; Repullo, Rafael . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9930. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | What Makes Annuitization More Appealing?. (2014). Madrian, Brigitte ; Zeldes, Stephen P. ; Beshears, John Leonard ; Choi, James J. ; Laibson, David I.. In: Scholarly Articles. RePEc:hrv:faseco:13382511. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The determinants of annuitization: evidence from Sweden. (2014). Hagen, Johannes . In: Working Paper Series, Center for Fiscal Studies. RePEc:hhs:uufswp:2014_013. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Asymmetric contracts, cash flows and risk taking of mutual funds. (2014). Wang, Jian ; Yang, Jun ; Sheng, Jiliang . In: Economic Modelling. RePEc:eee:ecmode:v:38:y:2014:i:c:p:435-442. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Productâmarket flexibility and capital structure. (2014). Sarkar, Sudipto . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:54:y:2014:i:1:p:111-122. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Valuation of tax loss carryforwards. (2014). Sarkar, Sudipto . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:43:y:2014:i:4:p:803-828. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Corporate governance and the dynamics of capital structure: New evidence. (2014). Chou, Robin K. ; Chang, Ya-Kai ; Huang, Tai-Hsin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:48:y:2014:i:c:p:374-385. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | How much is too much? Debt capacity and financial flexibility. (2014). Hess, Dieter ; Immenkotter, Philipp . In: CFR Working Papers. RePEc:zbw:cfrwps:1403. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Financial flexibility across the euro area and the UK. (2014). Ferrando, Annalisa ; Mura, Roberto ; Marchica, Maria-Teresa . In: Working Paper Series. RePEc:ecb:ecbwps:20141630. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Does Financing Spur Small Business Productivity? Evidence from a Natural Experiment. (2014). Krishnan, Karthik ; Puri, Manju . In: NBER Working Papers. RePEc:nbr:nberwo:20149. 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 | 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 | Bidder Contests in International Mergers and Acquisitions: The Impact of Toeholds, Preemptive Bidding, and Termination Fees. (2014). Schneck, Colin ; Bessler, Wolfgang ; Zimmermann, Jan . In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100493. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The death of the deal: Are withdrawn acquisition deals informative of CEO quality?. (2014). Jacobsen, Stacey . In: Journal of Financial Economics. RePEc:eee:jfinec:v:114:y:2014:i:1:p:54-83. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | CEO optimism and incentive compensation. (2014). Otto, Clemens A.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:114:y:2014:i:2:p:366-404. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Practical Correlation Bias Correction in Two-way Fixed Effects
Linear Regression. (2014). Gaure, Simen . In: Memorandum. RePEc:hhs:osloec:2014_021. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Retail Financial Advice: Does One Size Fit All?. (2014). Previtero, Alessandro ; Foerster, Stephen ; Linnainmaa, Juhani T. ; Melzer, Brian T.. In: NBER Working Papers. RePEc:nbr:nberwo:20712. 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 | HFT and Market Quality. (2014). Biais, Bruno ; Foucault, Thierry . In: Bankers, Markets & Investors. RePEc:rbq:journl:i:128:p:5-19. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Explaining the Association between Monitoring and Controversial CEO Pay Practices: an Optimal Contracting Perspective. (2014). Chaigneau, Pierre . In: Cahiers de recherche. RePEc:lvl:lacicr:1406. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Financial crisis and the dynamics of corporate governance: Evidence from Taiwans listed firms. (2014). Chen, I-Ju, . In: International Review of Economics & Finance. RePEc:eee:reveco:v:32:y:2014:i:c:p:3-28. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Banking reform, risk-taking, and earnings quality â Evidence from
transition countries. (2014). Li, Lingxiang ; Fang, Yiwei . In: BOFIT Discussion Papers. RePEc:hhs:bofitp:2014_019. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The value of diffusing information. (2014). Manela, Asaf . In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:1:p:181-199. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Optimal multi-period consumption and investment with short-sale constraints. (2014). Altay-Salih, Aslhan ; Arsoy, Yakup Eser ; Pnar, Mustafa . In: Finance Research Letters. RePEc:eee:finlet:v:11:y:2014:i:1:p:16-24. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A Model of Monetary Policy and Risk Premia. (2014). Drechsler, Itamar ; Schnabl, Philipp . In: NBER Working Papers. RePEc:nbr:nberwo:20141. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Asset pricing with index investing. (2014). Chabakauri, Georgy ; Rytchkov, Oleg . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:60739. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Rank mattersâThe impact of social competition on portfolio choice. (2014). Holmen, Martin ; Dijk, Oege ; Kirchler, Michael . In: European Economic Review. RePEc:eee:eecrev:v:66:y:2014:i:c:p:97-110. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | How does trading volume affect financial return distributions?. (2014). Wu, Eliza ; Treepongkaruna, Sirimon ; Brooks, Robert ; Do, Hung Xuan . In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:190-206. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | SMEsâ Delisting Decisions on the Alternative Investment Market (AIM): Family Holders and Financial Crisis. (2014). Cardone-Riportella, Clara ; Menendez-Requejo, Susana ; Feito-Ruiz, Isabel . In: Working Papers. RePEc:pab:fiecac:14.02. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Family firms and R&D behavior â New evidence from a large-scale survey. (2014). Achleitner, Ann-Kristin ; Schmid, Thomas ; Ampenberger, Markus ; Kaserer, Christoph . In: Research Policy. RePEc:eee:respol:v:43:y:2014:i:1:p:233-244. 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 | Should I stay or should I go? Former CEOs as monitors. (2014). Andres, Christian ; Theissen, Erik ; Fernau, Erik . In: Journal of Corporate Finance. RePEc:eee:corfin:v:28:y:2014:i:c:p:26-47. 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 | Market transparency, market quality, and sunshine trading. (2014). de Frutos, angeles M. ; Manzano, Carolina . In: Journal of Financial Markets. RePEc:eee:finmar:v:17:y:2014:i:c:p:174-198. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Anonymity and the Information Content of the Limit Order Book. (2014). Duong, Huu Nhan ; Kalev, Petko S.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:30:y:2014:i:c:p:205-219. 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 | Crystallization â the Hidden Dimension of Hedge Funds Fee Structure. (2014). ELAUT, G. ; FRoMMEL, M. ; SJoDIN, J.. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:14/872. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Illiquidity Risk in Non-Listed Funds: Evidence from REIT Fund Exits and Redemption Suspensions. (2014). Wiley, Jonathan . In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:49:y:2014:i:2:p:205-236. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Do Dividend Taxes Affect Corporate Investment?. (2014). Alstadsater, Annette ; Jacob, Martin . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4931. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Do dividend taxes affect corporate investment?. (2014). Alstadsater, Annette ; Jacob, Martin . In: arqus Discussion Papers in Quantitative Tax Research. RePEc:zbw:arqudp:172. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Enhanced Funds Seeking Higher Returns. (2014). Szikszai, Szabolcs ; Badics, Tamas . In: Working papers. RePEc:fes:wpaper:wpaper43. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Financing Decisions and Product Introductions of Private and Publicly Traded Firms. (2014). Sertsios, Giorgo ; PHILLIPS, GORDON . In: NBER Working Papers. RePEc:nbr:nberwo:20578. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | On corporate financial distress prediction: what can we learn from private firms in a small open economy?. (2014). Charalambakis, Evangelos C.. In: Working Papers. RePEc:bog:wpaper:188. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Financial Dependence and Innovation: The Case of Public versus Private Firms. (2014). Acharya, Viral V ; Xu, Zhaoxia . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9829. 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 | 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 | Learning from peers stock prices and corporate investment. (2014). Fresard, Laurent ; Foucault, Thierry . In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:3:p:554-577. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Do political institutions affect the choice of the U.S. cross-listing venue?. (2014). Samet, Anis ; Cosset, Jean-Claude ; Martineau, Charles . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:27:y:2014:i:c:p:22-48. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Volatility links between the home and the host market for U.K. dual-listed stocks on U.S. markets. (2014). Ben Sita, Bernard ; Abdallah, Wissam . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:183-199. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | VPIN and the flash crash. (2014). Bondarenko, Oleg ; Andersen, Torben G.. In: Journal of Financial Markets. RePEc:eee:finmar:v:17:y:2014:i:c:p:1-46. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | VPIN and the Flash Crash: A rejoinder. (2014). Easley, David ; O'Hara, Maureen ; Lopez de Prado, Marcos M., . In: Journal of Financial Markets. RePEc:eee:finmar:v:17:y:2014:i:c:p:47-52. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Reflecting on the VPIN dispute. (2014). Bondarenko, Oleg ; Andersen, Torben G.. In: Journal of Financial Markets. RePEc:eee:finmar:v:17:y:2014:i:c:p:53-64. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Optimal Execution with Dynamic Order Flow Imbalance. (2014). Bechler, Kyle ; Ludkovski, Mike . In: Papers. RePEc:arx:papers:1409.2618. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | An Examination of Adverse Selection Risk in Indian IPO After-Markets using High Frequency Data. (2014). Bhattacharya, Arnab ; Chakrabarti, Binay Bhushan . In: International Journal of Economic Sciences. RePEc:prg:jnljes:v:2014:y:2014:i:3:id:15:p:01-49. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Does PIN affect equity prices around the world?. (2014). Zhang, Bohui ; Lai, Sandy . In: Journal of Financial Economics. RePEc:eee:jfinec:v:114:y:2014:i:1:p:178-195. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Lehman Brothers: What Did Markets Know?. (2014). Haas, Marlene . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9893. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Toxic Arbitrage. (2014). Tham, Wing Wah . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9925. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Effects of Limit Order Book Information Level on Market Stability Metrics. (2014). Paddrik, Mark ; Beling, Peter ; Scherer, William ; Hayes, Roy . In: Working Papers. RePEc:ofr:wpaper:14-09. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Syndicated loan spreads and the composition of the syndicate. (2014). Minton, Bernadette A. ; Weisbach, Michael S. ; Lim, Jongha . In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:1:p:45-69. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Understanding Corporate Governance Through Learning Models of Managerial Competence. (2014). Weisbach, Michael S.. In: NBER Working Papers. RePEc:nbr:nberwo:20028. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Limited partner performance and the maturing of the private equity industry. (2014). Sensoy, Berk A. ; Wang, Yingdi ; Weisbach, Michael S.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:112:y:2014:i:3:p:320-343. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Investment busts, reputation, and the temptation to blend in with the crowd. (2014). Malenko, Andrey ; Grenadier, Steven R. ; Strebulaev, Ilya A.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:1:p:137-157. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Are novice private equity funds risk-takers? Evidence from a comparison with established funds. (2014). Schwienbacher, Armin ; Hege, Ulrich ; Giot, Pierre . In: Journal of Corporate Finance. RePEc:eee:corfin:v:27:y:2014:i:c:p:55-71. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Equity market misvaluation, financing, and investment. (2014). Warusawitharana, Missaka ; Whited, Toni. In: 2014 Meeting Papers. RePEc:red:sed014:95. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Minimum distance estimation of the errors-in-variables model using linear cumulant equations. (2014). Jiang, Colin Huan ; Whited, Toni M. ; Erickson, Timothy . In: Journal of Econometrics. RePEc:eee:econom:v:183:y:2014:i:2:p:211-221. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Minimum Distance Estimation of Dynamic Models with Errors-In-Variables. (2014). . In: FRB Atlanta Working Paper No.. RePEc:fip:fedawp:2014-11. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Share repurchases and institutional supply. (2014). Morscheck, J. D. ; Nofsinger, John R. ; DeLisle, Jared R.. In: Journal of Corporate Finance. RePEc:eee:corfin:v:27:y:2014:i:c:p:216-230. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The impact of news and the SMP on realized (co)variances in the eurozone sovereign debt market. (2014). Widijanto, Daniel ; Beetsma, Roel ; Giuliodori, Massimo ; de Jong, Frank . In: Working Paper Series. RePEc:ecb:ecbwps:20141629. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Factor High-Frequency Based Volatility (HEAVY) Models. (2014). Sheppard, Kevin . In: Economics Series Working Papers. RePEc:oxf:wpaper:710. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Impact of News and the SMP on Realized (Co)Variances in the Eurozone Sovereign Debt Market. (2014). Widijanto, Daniel ; Beetsma, Roel ; Giuliodori, Massimo ; de Jong, Frank . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9803. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Do Sunspots Matter? Evidence from an Experimental Study of Bank Runs. (2014). Jiang, Janet Hua ; Arifovic, Jasmina . In: Staff Working Papers. RePEc:bca:bocawp:14-12. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A wake-up call: information contagion and strategic uncertainty. (2014). Bertsch, Christoph ; Ahnert, Toni . In: Working Paper Series. RePEc:hhs:rbnkwp:0282. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The relationship between liquidity risk and credit risk in banks. (2014). Imbierowicz, Bjorn ; Rauch, Christian . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:242-256. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The fragility of short-term secured funding markets. (2014). Martin, Antoine ; VON THADDEN, Ernst-Ludwig ; Skeie, David . In: Journal of Economic Theory. RePEc:eee:jetheo:v:149:y:2014:i:c:p:15-42. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A network view on interbank market freezes. (2014). Georg, Co-Pierre ; Gabrieli, Silvia . In: Discussion Papers. RePEc:zbw:bubdps:442014. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Runs on Money Market Funds. (2014). Timmermann, Allan G ; Wermers, Russ ; Schmidt, Lawrence . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9906. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Demand expectations and the timing of stimulus policies. (2014). Guimares, Bernardo ; Machado, Caio . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9977. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Funding Liquidity Risk From a Regulatory Perspective. (2014). Gourieroux, Christian ; Heam, Jean-Cyprien . In: Economics Papers from University Paris Dauphine. RePEc:dau:papers:123456789/14986. 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 | Corporate Taxes and Capital Structure: A Long-Term Historical Perspective. (2014). Strebulaev, Ilya A.. In: NBER Working Papers. RePEc:nbr:nberwo:20372. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Investment Under Uncertainty and the Value of Real and Financial Flexibility. (2014). Yang, Jinqiang . In: NBER Working Papers. RePEc:nbr:nberwo:20610. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bank lending constraints, trade credit and alternative financing during the financial crisis: Evidence from European SMEs. (2014). O'Toole, Conor M. ; Casey, Eddie . In: Journal of Corporate Finance. RePEc:eee:corfin:v:27:y:2014:i:c:p:173-193. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Tropical Lending: International Prices, Strategic Default and Credit Constraints among Coffee Washing Stations. (2014). Blouin, Arthur ; Macchiavello, Rocco . In: CAGE Online Working Paper Series. RePEc:cge:wacage:211. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | God does not play dice, but people should: random selection in politics, science and society. (2014). Bruno S. Frey Lasse Steiner, . In: ECON - Working Papers. RePEc:zur:econwp:144. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Social Value of Finance. (2014). van Dijk, M. A.. In: ERIM Inaugural Address Series Research in Management. RePEc:ems:euriar:51323. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Role of Islamic Asset Classes in the Diversified Portfolios: Mean Variance Spanning Test. (2014). Dewandaru, Ginanjar ; Bacha, Obiyathulla I. ; Masih, A. Mansur M., . In: MPRA Paper. RePEc:pra:mprapa:56857. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Combining Momentum, Value, and Quality for the Islamic Equity Portfolio: Multi-style Rotation Strategies using Augmented Black Litterman Factor Model. (2014). Dewandaru, Ginanjar ; Bacha, Obiyathulla ; Masih, A. Mansur M., . In: MPRA Paper. RePEc:pra:mprapa:56965. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Wealth shocks, credit-supply shocks, and asset allocation: Evidence from household and firm portfolios. (2014). Ruprecht, Benedikt ; Kick, Thomas ; Schaeck, Klaus . In: Discussion Papers. RePEc:zbw:bubdps:072014. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bailouts And Moral Hazard: How Implicit Government Guarantees Affect Financial Stability. (2014). Werger, Charlotte ; Merrouche, Ouarda ; Mariathasan, Mike . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10311. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bankers compensation: Sprint swimming in short bonus pools?. (2014). Jokivuolle, Esa ; Keppo, Jussi . In: Research Discussion Papers. RePEc:hhs:bofrdp:2014_002. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The problem with government interventions: The wrong banks, inadequate strategies, or ineffective measures?. (2014). Hryckiewicz, Aneta . In: MPRA Paper. RePEc:pra:mprapa:56730. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Interbank lending and distress: Observables, unobservables, and network structure. (2014). Craig, Ben ; Kruger, Ulrich ; Koetter, Michael . In: Discussion Papers. RePEc:zbw:bubdps:182014. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Interbank Lending and Distress: Observables, Unobservables, and Network Structure. (2014). Kruger, Ulrich . In: Working Paper. RePEc:fip:fedcwp:1418. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Wishful thinking or effective threat? tightening bank resolution regimes and bank risk-taking. (2014). Korte, Josef ; Ignatowski, Magdalena . In: Working Paper Series. RePEc:ecb:ecbwps:20141659. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Wealth shocks, credit-supply shocks, and asset allocation: evidence from household and firm portfolios. (2014). Ruprecht, Benedikt ; Kick, Thomas ; Schaeck, Klaus ; Onali, Enrico . In: Working Paper Series. RePEc:ecb:ecbwps:20141662. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A cross-country analysis of bank bankruptcy regimes. (2014). Marin, Matej ; Rant, Vasja . In: Journal of Financial Stability. RePEc:eee:finsta:v:13:y:2014:i:c:p:134-150. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Can European bank bailouts work?. (2014). Siegmann, Arjen ; Schoenmaker, Dirk . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:48:y:2014:i:c:p:334-349. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A sheep in wolfâs clothing: Can a central bank appear tougher than it is?. (2014). Nijskens, Rob . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:48:y:2014:i:c:p:94-103. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bailing outsourcing. (2014). Ng, Travis . In: Journal of Comparative Economics. RePEc:eee:jcecon:v:42:y:2014:i:4:p:983-993. 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 | The problem with government interventions: The wrong banks, inadequate strategies, or ineffective measures?. (2014). Hryckiewicz, Aneta . In: MPRA Paper. RePEc:pra:mprapa:64074. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Riding the Bubble? Chasing Returns into Illiquid Assets. (2014). Yagan, Danny . In: NBER Working Papers. RePEc:nbr:nberwo:20360. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Do managerial behaviors trigger firm exit? The case of hyperactive bidders. (2014). Rahaman, Mohammad M.. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:54:y:2014:i:1:p:92-110. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Impact of ethical behavior on syndicated loan rates. (2014). Surroca, Jordi ; Kim, Moshe . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:38:y:2014:i:c:p:122-144. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Trust Us to Repay: Social Trust, Long-Term Interest Rates and
Sovereign Credit Ratings. (2014). . In: Working Paper Series. RePEc:hhs:iuiwop:1039. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Are hedge fund managers systematically misreporting? Or not?. (2014). Schwarz, Christopher ; Jorion, Philippe . In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:2:p:311-327. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Brand Capital and Firm Value. (2014). Belo, Frederico ; Vitorino, Maria Ana . In: Review of Economic Dynamics. RePEc:red:issued:12-71. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A Comparison of New Factor Models. (2014). Xue, Chen . In: NBER Working Papers. RePEc:nbr:nberwo:20682. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Performance evaluation with high moments and disaster risk. (2014). Liu, Fang ; Kadan, Ohad . In: Journal of Financial Economics. RePEc:eee:jfinec:v:113:y:2014:i:1:p:131-155. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Fund Manager Allocation. (2014). Kempf, Alexander ; Trapp, Monika ; Fang, Jieyan . In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:3:p:661-674. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Decompondo a Inflação ImplÃcita. (2014). Graminho, Flavia Mouro ; Jose Valentim Machado Vicente, . In: Working Papers Series. RePEc:bcb:wpaper:359. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The scarcity value of Treasury collateral: Repo market effects of security-specific supply and demand factors. (2014). Fan, Roger ; Kitsul, Yuriy ; D'Amico, Stefania . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2014-60. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | On the compensation for illiquidity in sovereign credit markets. (2014). Groba, Jonatan ; Serrano, Pedro ; Lafuente, Juan Angel . In: Business Economics Working Papers. RePEc:cte:wbrepe:wb142911. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Oil Volatility Risk and Expected Stock Returns. (2014). Christoffersen, Peter ; Pan, Xuhui . In: CREATES Research Papers. RePEc:aah:create:2015-06. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Systemic risk and the solvency-liquidity nexus of banks. (2014). . In: CORE Discussion Papers. RePEc:cor:louvco:2014038. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Is Historical Cost Accounting a Panacea? Market Stress, Incentive Distortions, and Gains Trading. (2014). Ellul, Andrew ; Wang, Yihui ; Lundblad, Christian T. ; Jotikasthira, Chotibhak . In: CSEF Working Papers. RePEc:sef:csefwp:375. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Predictions of corporate bond excess returns. (2014). Wu, Chunchi ; Wang, Junbo . In: Journal of Financial Markets. RePEc:eee:finmar:v:21:y:2014:i:c:p:123-152. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | China׳s secondary privatization: Perspectives from the Split-Share Structure Reform. (2014). Liu, Bibo ; Liao, Li ; Wang, Hao . In: Journal of Financial Economics. RePEc:eee:jfinec:v:113:y:2014:i:3:p:500-518. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | State ownership, soft-budget constraints, and cash holdings: Evidence from Chinaâs privatized firms. (2014). Ullah, Barkat ; Wei, Zuobao ; Megginson, William L.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:48:y:2014:i:c:p:276-291. 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 | 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 | Does corporate governance influence convertible bond issuance?. (2014). Dutordoir, Marie ; Strong, Norman ; Ziegan, Marius C.. In: Journal of Corporate Finance. RePEc:eee:corfin:v:24:y:2014:i:c:p:80-100. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | 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 | Are Banks Less Likely to Issue Equity When They Are
Less Capitalized?. (2014). Vallascas, Francesco ; Dinger, Valeriya . In: Working Papers. RePEc:iee:wpaper:wp0100. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Financial frictions and the reaction of stock prices to monetary policy shocks. (2014). Ozdagli, Ali K.. In: Working Papers. RePEc:fip:fedbwp:14-6. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The role of covenants in bond issue and investment policy. The case of Russian companies.. (2014). Zadorozhnaya, Anna ; Bazzana, Flavio . In: DEM Discussion Papers. RePEc:trn:utwpem:2014/05. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Optimal Dynamic Contracts in Financial Intermediation: With an Application to Venture Capital Financing. (2014). Salitskiy, Igor . In: 2014 Meeting Papers. RePEc:red:sed014:355. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Debt covenant renegotiations and creditor control rights. (2014). Denis, David J. ; Wang, Jing . In: Journal of Financial Economics. RePEc:eee:jfinec:v:113:y:2014:i:3:p:348-367. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bond Return Predictability: Economic Value and Links to the Macroeconomy. (2014). Timmermann, Allan G ; Pettenuzzo, Davide ; Gargano, Antonio . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10104. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | How Persistent are Monetary Policy Effects at the Zero Lower Bound?. (2014). . In: Working Papers. RePEc:fip:fedlwp:2014-004. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Predicting Exchange Rates Out of Sample: Can Economic Fundamentals Beat the Random Walk?. (2014). Tsiakas, Ilias ; Wang, Wei ; Li, Jiahan . In: Working Paper Series. RePEc:rim:rimwps:05_14. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bond Return Predictability: Economic Value and Links to the Macroeconomy. (2014). Timmermann, Allan ; Pettenuzzo, Davide ; Gargano, Antonio . In: Working Papers. RePEc:brd:wpaper:75. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Forward-looking measures of higher-order dependencies with an application to portfolio selection. (2014). Kempf, Alexander ; Korn, Olaf ; Brinkmann, Felix . In: CFR Working Papers. RePEc:zbw:cfrwps:1308r. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Portfolio optimization using forward-looking information. (2014). Kempf, Alexander ; Saning, Sven ; Korn, Olaf . In: CFR Working Papers. RePEc:zbw:cfrwps:1110r. 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 | The Stock Market, the Real Economy and Contagion. (2014). Miyakawa, Isaac . In: Working Paper Series. RePEc:uts:wpaper:179. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Financial performance and reviews of corporate social responsibility reports. (2014). Gal, Graham ; Akisik, Orhan . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:25:y:2014:i:3:p:259-288. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Toehold Purchase Problem: A comparative analysis of two strategies. (2014). Trisch, Pavel ; Banakh, Taras . In: Papers. RePEc:arx:papers:1204.2065. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Investor sentiment and return predictability of disagreement. (2014). Ryu, Doojin ; Seo, Sung Won ; Kim, Jun Sik . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:42:y:2014:i:c:p:166-178. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Disagreement and asset prices. (2014). Carlin, Bruce I. ; Matoba, Kyle ; Longstaff, Francis A.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:114:y:2014:i:2:p:226-238. 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 | State Dependence in Access to Credit. (2014). . In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:102. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Asymmetric Transmission of a Bank Liquidity Shock. (2014). Schiozer, Rafael Felipe ; Raquel de Freitas Oliveira, . In: Working Papers Series. RePEc:bcb:wpaper:368. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Patent Collateral, Investor Commitment, and the Market for Venture Lending. (2014). Serrano, Carlos J. ; Hochberg, Yael V. ; Ziedonis, Rosemarie H.. In: Working Papers. RePEc:bge:wpaper:792. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | How do banks respond to increased funding uncertainty?. (2014). Walther, Ansgar ; Ritz, Robert A.. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1414. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Productivity Dynamics in the Great Stagnation: Evidence from British businesses. (2014). Bondibene, Chiara Rosazza ; Riley, Rebecca ; Young, Garry . In: Discussion Papers. RePEc:cfm:wpaper:1407. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Financial Dependence and Innovation: The Case of Public versus Private Firms. (2014). Acharya, Viral V ; Xu, Zhaoxia . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9829. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Optimal Return in a Model of Bank Small-business Financing. (2014). Peia, Oana ; Vranceanu, Radu . In: ESSEC Working Papers. RePEc:ebg:essewp:dr-14003. 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 | Financial development and innovation: Cross-country evidence. (2014). Hsu, Po-Hsuan ; Xu, Yan ; Tian, Xuan . In: Journal of Financial Economics. RePEc:eee:jfinec:v:112:y:2014:i:1:p:116-135. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Limited partner performance and the maturing of the private equity industry. (2014). Sensoy, Berk A. ; Wang, Yingdi ; Weisbach, Michael S.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:112:y:2014:i:3:p:320-343. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Loan Sales and Bank Liquidity Risk Management: Evidence from a U.S. Credit Register. (2014). Meisenzahl, Ralf R. ; Irani, Rustom M.. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2014-115. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bank heterogeneity and capital allocation: evidence from fracking shocks. (2014). . In: Staff Reports. RePEc:fip:fednsr:693. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Agglomeration and innovation. (2014). Carlino, Gerald A. ; Kerr, William R.. In: Working Papers. RePEc:fip:fedpwp:14-26. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | On the real effects of financial pressure: Evidence from euro area firm-level employment during the
recent financial crisis. (2014). Fernandes, Filipa ; Tsoukas, Serafeim . In: Working Papers. RePEc:gla:glaewp:2014_09. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Optimal Return in a Model of Bank Small-business Financing. (2014). Peia, Oana . In: Post-Print. RePEc:hal:journl:hal-00952641. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Agglomeration and Innovation. (2014). . In: Harvard Business School Working Papers. RePEc:hbs:wpaper:15-007. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | OPEN BUSINESS MODELS AND VENTURE CAPITAL FINANCE. (2014). Wadhwa, Anu ; Colombo, Massimo G. ; Cumming, Douglas ; Rossi-Lamastra, Cristina . In: Working Paper Series in Economics and Institutions of Innovation. RePEc:hhs:cesisp:0347. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bank Financing of Start-ups â Findings from a survey. (2014). Laufer, Michel Elmoznino ; Bjuggren, Per-Olof . In: Ratio Working Papers. RePEc:hhs:ratioi:0232. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Exporters in the Financial Crisis. (2014). Gorg, Holger ; Spaliara, Marina-Eliza . In: Kiel Working Papers. RePEc:kie:kieliw:1919. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Entrepreneurship as Experimentation. (2014). Rhodes-Kropf, Matthew ; Kerr, William R. ; Nanda, Ramana . In: NBER Working Papers. RePEc:nbr:nberwo:20358. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Agglomeration and Innovation. (2014). Carlino, Gerald ; Kerr, William R.. In: NBER Working Papers. RePEc:nbr:nberwo:20367. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Patent Collateral, Investor Commitment, and the Market for Venture Lending. (2014). Serrano, Carlos J. ; Hochberg, Yael V. ; Ziedonis, Rosemarie H.. In: NBER Working Papers. RePEc:nbr:nberwo:20587. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Financing Innovation. (2014). . In: NBER Working Papers. RePEc:nbr:nberwo:20676. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Impact of Firm Specific Charachteristics in the
Access to External Finances of SMEs. (2014). Kruja, Iris . In: Proceedings of FIKUSZ '14. RePEc:pkk:sfyr14:135-160. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Real Side of the Financial Crisis: Banks Exposure, Flight to Quality and Firms Investment Rate. (2014). . In: CEIS Research Paper. RePEc:rtv:ceisrp:302. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Patent collateral investor commitment and the market for venture lending. (2014). Serrano, Carlos J. ; Hochberg, Yael V. ; Ziedonis, Rosemarie H.. In: Economics Working Papers. RePEc:upf:upfgen:1448. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Pro-cyclical capital regulation and lending. (2014). Behn, Markus ; Haselmann, Rainer ; Wachtel, Paul . In: Discussion Papers. RePEc:zbw:bubdps:322014. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Does interbank market matter for business cycle fluctuation? An estimated DSGE model with financial frictions for the Euro area. (2014). . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:27. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2013
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2013 | High moment variations and their application. (2013). Choe, Geon Ho ; Lee, Kyungsub . In: Papers. RePEc:arx:papers:1311.4973. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Bankruptcy Risk Induced by Career Concerns of Regulators. (2013). Charles-Cadogan, Godfrey ; Cole, John A.. In: Papers. RePEc:arx:papers:1312.7346. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Are there alternatives to bankruptcy? a study of small business distress in Spain. (2013). Mora-Sanguinetti, Juan S. ; Garcia-Posada, Miguel ; MiguelGarcia-Posada, . In: Banco de España Working Papers. RePEc:bde:wpaper:1315. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Financial Deglobalization: Is The World Getting Smaller?. (2013). di Mauro, Beatrice Weder ; Van Rijckeghem, Caroline . In: Working Papers. RePEc:bou:wpaper:2013/14. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Hes a Chip Off the Old Block - The Persistence of Occupational Choices Across Generations. (2013). Knoll, Bodo ; Riedel, Nadine ; Schlenker, Eva . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4428. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Structured Debt Ratings: Evidence on Conflicts of Interest. (2013). Hau, Harald ; Efing, Matthias . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9465. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | CEO Pay and Firm Size: an Update after the Crisis. (2013). Landier, Augustin ; Gabaix, Xavier ; Sauvagnat, Julien . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9498. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Risk-Adjusting the Returns to Venture Capital. (2013). Korteweg, Arthur ; Nagel, Stefan . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9610. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | A Century of Firm â Bank Relationships: Did Banking Sector Deregulation Spur Firms to Add Banks and Borrow More?. (2013). Braggion, Fabio ; Ongena, Steven . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9695. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Unintended Consequences of LOLR Facilities: The Case of Illiquid Leverage. (2013). Tuckman, Bruce ; Acharya, Viral V. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9784. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Stein s Overreaction Puzzle: Option Anomaly or Perfectly Rational Behavior?. (2013). Martelin, Nicolas ; Lehnert, Thorsten . In: LSF Research Working Paper Series. RePEc:crf:wpaper:13-11. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Was there a « Greenspan Conundrum » in the Euro area?. (2013). Lame, G.. In: Documents de Travail de la DESE - Working Papers of the DESE. RePEc:crs:wpdeee:g2013-10. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Impact of Foreign Banks. (2013). van Horen, Neeltje ; Claessens, Stijn . In: DNB Working Papers. RePEc:dnb:dnbwpp:370. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | How does culture influence corporate risk-taking?. (2013). Griffin, Dale ; Zhao, Longkai ; Li, Kai ; Yue, Heng . In: Journal of Corporate Finance. RePEc:eee:corfin:v:23:y:2013:i:c:p:1-22. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Asset allocation over the life cycle: How much do taxes matter?. (2013). Munk, Claus ; Fischer, Marcel ; Kraft, Holger . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:37:y:2013:i:11:p:2217-2240. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Flow effects of large-scale asset purchases. (2013). Schlusche, Bernd ; Kandrac, John . In: Economics Letters. RePEc:eee:ecolet:v:121:y:2013:i:2:p:330-335. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Boardroom centrality and firm performance. (2013). Larcker, David F. ; Wang, Charles C. Y., ; So, Eric C.. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:55:y:2013:i:2:p:225-250. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Asset pricing with heterogeneous beliefs and relative performance. (2013). Shang, Qi ; Qiu, Zhigang ; Huang, Shiyang . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:11:p:4107-4119. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Drivers of holding period firm-level returns in private equity-backed buyouts. (2013). Nikoskelainen, Erkki ; Valkama, Petri ; Wright, Mike ; Maula, Markku . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:7:p:2378-2391. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Incomplete markets, liquidation risk, and the term structure of interest rates. (2013). Challe, Edouard ; Ragot, Xavier ; le Grand, Franois ; Legrand, Franois . In: Journal of Economic Theory. RePEc:eee:jetheo:v:148:y:2013:i:6:p:2483-2519. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | âWhen the cats away the mice will playâ: Does regulation at home affect bank risk-taking abroad?. (2013). Popov, Alexander ; Ongena, Steven ; Udell, Gregory F.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:108:y:2013:i:3:p:727-750. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Political uncertainty and risk premia. (2013). Veronesi, Pietro ; Pastor, ubo . In: Journal of Financial Economics. RePEc:eee:jfinec:v:110:y:2013:i:3:p:520-545. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | General equilibrium pricing of currency and currency options. (2013). Du, Du. In: Journal of Financial Economics. RePEc:eee:jfinec:v:110:y:2013:i:3:p:730-751. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Cyclical adjustment of capital requirements: A simple framework. (2013). Repullo, Rafael . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:22:y:2013:i:4:p:608-626. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Monetary policy surprises, positions of traders, and changes in commodity futures prices. (2013). Jamali, Ibrahim . In: FRB Atlanta Working Paper No.. RePEc:fip:fedawp:2013-12. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Say on pay laws, executive compensation, CEO pay slice, and firm value around the world. (2013). Correa, Ricardo ; Lel, Ugur . In: International Finance Discussion Papers. RePEc:fip:fedgif:1084. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | The Scarcity Value of Treasury Collateral: Repo Market Effects of Security-Specific Supply and Demand Factors. (2013). Fan, Roger ; Kitzul, Yuriy ; D'Amico, Stefania . In: Working Paper Series. RePEc:fip:fedhwp:wp-2013-22. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Order flow segmentation and the role of dark trading in the price discovery of U.S. treasury securities. (2013). Nguyen, Giang ; Fleming, Michael . In: Staff Reports. RePEc:fip:fednsr:624. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Did liquidity providers become liquidity seekers?. (2013). Choi, Jaewon ; Shachar, Or. In: Staff Reports. RePEc:fip:fednsr:650. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | The promise and challenges of bank capital reform. (2013). Elul, Ronel . In: Business Review. RePEc:fip:fedpbr:y:2013:i:q3:p:23-30. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | The promise and challenges of bank capital reform. (2013). Elul, Ronel . In: Business Review. RePEc:fip:fedpbr:y:2013:i:q3:p:23-30:n:96. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Dynamic market participation and endogenous information aggregation. (2013). Yu, Edison G.. In: Working Papers. RePEc:fip:fedpwp:13-42. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity. (2013). Pflueger, Carolin E.. In: Harvard Business School Working Papers. RePEc:hbs:wpaper:11-094. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Balance Sheet Strength and Bank Lending During the Global Financial Crisis. (2013). Minoiu, Camelia ; Kapan, Tmer . In: IMF Working Papers. RePEc:imf:imfwpa:13/102. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | The Economic Impact of Oil on Industry Portfolios. (2013). Higuera, Freddy ; Casassus, Jaime . In: Documentos de Trabajo. RePEc:ioe:doctra:433. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | CEO Pay and Firm Size: an Update after the Crisis. (2013). Landier, Augustin ; Sauvagnat, Julien . In: NBER Working Papers. RePEc:nbr:nberwo:19078. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Combining Banking with Private Equity Investing. (2013). Fang, Lily ; Ivashina, Victoria . In: NBER Working Papers. RePEc:nbr:nberwo:19300. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Asset Pricing in the Dark: The Cross Section of OTC Stocks. (2013). Ang, Andrew ; Tetlock, Paul C. ; Shtauber, Assaf A.. In: NBER Working Papers. RePEc:nbr:nberwo:19309. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Productivity Growth and Stock Returns: Firm- and Aggregate-Level Analyses. (2013). Kim, Jung-Wook . In: NBER Working Papers. RePEc:nbr:nberwo:19462. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Predatory Short Selling. (2013). Oehmke, Martin . In: NBER Working Papers. RePEc:nbr:nberwo:19514. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Bid Takers or Market Makers? The Effect of Auctioneers on Auction Outcomes. (2013). Larsen, Bradley J. ; Lacetera, Nicola ; Sydnor, Justin R. ; Pope, Devin G.. In: NBER Working Papers. RePEc:nbr:nberwo:19731. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Unintended Consequences of LOLR Facilities: The Case of Illiquid Leverage. (2013). Tuckman, Bruce ; Acharya, Viral V.. In: NBER Working Papers. RePEc:nbr:nberwo:19773. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Rare Disasters and the Term Structure of Interest Rates. (2013). Tsai, Jerry . In: Economics Series Working Papers. RePEc:oxf:wpaper:665. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Bank procyclicality and output: Issues and policies. (2013). Ioannis, Daniilidis ; Manthos, Delis . In: MPRA Paper. RePEc:pra:mprapa:50830. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Financial Experts, Asset Prices and Reputation. (2013). Vigier, Adrien . In: MPRA Paper. RePEc:pra:mprapa:51784. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Model uncertainty and expected return proxies. (2013). Jackel, Christoph . In: MPRA Paper. RePEc:pra:mprapa:51978. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Global Currency Misalignments, Crash Sensitivity, and Downside Insurance Costs. (2013). MacDonald, Ronald . In: MPRA Paper. RePEc:pra:mprapa:53745. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Short-Selling, Leverage and Systemic Risk. (2013). Pais, Amelia ; Stork, Philip A.. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130186. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Shocks Abroad, Pain at Home? Bank-firm Level Evidence on the International Transmission of Financial Shocks. (2013). Peydro, J. L. ; Ongena, S. ; van Horen, N.. In: Discussion Paper. RePEc:tiu:tiucen:74a6ead6-0e8d-4843-91c0-0f1be3f257b3. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Essays on leveraged buyouts. (2013). Mao, Y.. In: Other publications TiSEM. RePEc:tiu:tiutis:55806b61-eacb-4ba2-97c6-80cc26ca1ea6. Full description at Econpapers || Download paper | [Citation Analysis] |
More than 50 citations. List broken...
Recent citations received in: 2012
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Year | Title | See |
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2012 | Disaster Risk and Business Cycles. (2012). Gourio, Francois . In: American Economic Review. RePEc:aea:aecrev:v:102:y:2012:i:6:p:2734-66. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Financial black swans driven by ultrafast machine ecology. (2012). Ravindar, Amith ; Carran, Spencer ; Johnson, Neil ; Meng, Jing ; Zhao, Guannan ; Hunsader, Eric ; Tivnan, Brian . In: Papers. RePEc:arx:papers:1202.1448. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Does good advice come cheap? - On the assessment of risk preferences in the lab and the field. (2012). Leuermann, Andrea ; Roth, Benjamin . In: Working Papers. RePEc:awi:wpaper:0534. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Pooling, Tranching and Credit Expansion. (2012). Bougheas, Spiros . In: CESifo Working Paper Series. RePEc:ces:ceswps:_3859. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Do Hedge Funds Reduce Idiosyncratic Risk?. (2012). Kang, Namho ; Sadka, Ronnie ; Kondor, Peter . In: CEU Working Papers. RePEc:ceu:econwp:2012_15. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | How Trade Credits Foster International Trade. (2012). Eck, Katharina ; Schnitzer, Monika ; Engemann, Martina . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8954. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The structure of CEO pay: pay-for-luck and stock-options. (2012). Chaigneau, Pierre . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9182. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Internationally correlated jumps. (2012). Pukthuanthong, Kuntara ; Roll, Richard . In: Working Paper Series. RePEc:ecb:ecbwps:20121436. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Nonlinear liquidity adjustments in the euro area overnight money market. (2012). . In: Working Paper Series. RePEc:ecb:ecbwps:20121500. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Investor protection, taxation, and dividends. (2012). Alzahrani, Mohammed . In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:4:p:745-762. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Capital structure and large investment projects. (2012). Dudley, Evan . In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:5:p:1168-1192. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The effect of quarterly earnings guidance on share values in corporate acquisitions. (2012). KOCH, ADAM S. ; Robinson, John R. ; Lefanowicz, Craig E.. In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:5:p:1269-1285. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Default probability of a captive credit bank with government capital injections: A capped barrier option approach. (2012). Chang, Chuen-Ping . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:6:p:2444-2450. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Speed of convergence to market efficiency: The role of ECNs. (2012). Chung, Dennis Y. ; Hrazdil, Karel . In: Journal of Empirical Finance. RePEc:eee:empfin:v:19:y:2012:i:5:p:702-720. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The role of the media in a bubble. (2012). Walker, Clive B. ; Turner, John D. ; Campbell, Gareth . In: Explorations in Economic History. RePEc:eee:exehis:v:49:y:2012:i:4:p:461-481. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Selectivity and timing performance of UK investment trusts. (2012). Su, Chen ; Joseph, Nathan L. ; Bangassa, Kenbata . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:5:p:1149-1175. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The market for new issues of municipal bonds: The roles of transparency and limited access to retail investors. (2012). Schultz, Paul . In: Journal of Financial Economics. RePEc:eee:jfinec:v:106:y:2012:i:3:p:492-512. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The firm-level credit multiplier. (2012). Hackbarth, Dirk ; Campello, Murillo . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:21:y:2012:i:3:p:446-472. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | . Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Can Policy Improve Our Financial Decision-Making?. (2012). . In: Papers. RePEc:esr:wpaper:ec8. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Family firms and the agency cost of debt: The role of soft information during a crisis. (2012). DAurizio, Leandro . In: Economics Working Papers. RePEc:eui:euiwps:eco2012/22. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Asset Pricing with Heterogeneous Investors and Portfolio Constraints. (2012). Chabakauri, Georgy . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp707. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Bank equity Involvement in Industrial Firms and Bank Risk. (2012). Strobel, Frank ; Lepetit, Laetitia . In: Working Papers. RePEc:hal:wpaper:hal-00916709. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Incentivizing Calculated Risk-Taking: Evidence from an Experiment with Commercial Bank Loan Officers. (2012). Klapper, Leora ; Cole, Shawn ; Kanz, Martin . In: Harvard Business School Working Papers. RePEc:hbs:wpaper:13-002. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | More than connectedness â Heterogeneity of CEO social network and
firm value. (2012). Francis, Bill ; Fang, Yiwei ; Hasan, Iftekhar . In: Research Discussion Papers. RePEc:hhs:bofrdp:2012_026. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Performance Sensitive Debt - Investment and Financing Incentives. (2012). Myklebust, Tor ge . In: Discussion Papers. RePEc:hhs:nhhfms:2012_007. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Mortgage Market Design. (2012). Campbell, John Y.. In: Scholarly Articles. RePEc:hrv:faseco:9887618. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Money Doctors. (2012). Shleifer, Andrei ; Vishny, Robert ; Gennaioli, Nicola . In: Working Papers. RePEc:igi:igierp:464. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | CEO Pay with Perks. (2012). Carrothers, Andrew ; Qiu, Jiaping . In: Department of Economics Working Papers. RePEc:mcm:deptwp:2012-05. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The Firm-Level Credit Multiplier. (2012). . In: NBER Working Papers. RePEc:nbr:nberwo:17805. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Is Conflicted Investment Advice Better than No Advice?. (2012). Chalmers, John ; Reuter, Jonathan . In: NBER Working Papers. RePEc:nbr:nberwo:18158. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Money Doctors. (2012). Shleifer, Andrei ; Vishny, Robert W. ; Gennaioli, Nicola . In: NBER Working Papers. RePEc:nbr:nberwo:18174. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Dividends as Reference Points: A Behavioral Signaling Approach. (2012). Wurgler, Jeffrey ; Baker, Malcolm . In: NBER Working Papers. RePEc:nbr:nberwo:18242. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Mortgage Market Design. (2012). Campbell, John Y.. In: NBER Working Papers. RePEc:nbr:nberwo:18339. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Endogenous Liquidity and Defaultable Bonds. (2012). Milbradt, Konstantin ; He, Zhiguo . In: NBER Working Papers. RePEc:nbr:nberwo:18408. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The Effect of Pension Design on Employer Costs and Employee Retirement Choices: Evidence from Oregon. (2012). Chalmers, John ; Johnson, Woodrow T.. In: NBER Working Papers. RePEc:nbr:nberwo:18517. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Building Castles in the Air: Evidence from Industry IPO Waves. (2012). Shen, Jianfeng ; Da, Zhi . In: NBER Working Papers. RePEc:nbr:nberwo:18555. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | What Makes Annuitization More Appealing?. (2012). Choi, James J. ; Zeldes, Stephen P. ; Beshears, John . In: NBER Working Papers. RePEc:nbr:nberwo:18575. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Disagreement and Asset Prices. (2012). Carlin, Bruce I. ; Matoba, Kyle ; Longstaff, Francis A.. In: NBER Working Papers. RePEc:nbr:nberwo:18619. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Dynamic Models and Structural Estimation in Corporate Finance. (2012). Strebulaev, Ilya A. ; Whited, Toni M.. In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000035. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Endogenous liquidity and defaultable bonds. (2012). Milbradt, Konstantin ; He, Zhiguo . In: 2012 Meeting Papers. RePEc:red:sed012:86. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Asymmetric Dependence between Aggregate Consumption and Financial Risk. (2012). Ning, Cathy ; Chollete, Loran . In: Working Papers. RePEc:rye:wpaper:wp046. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Dividend-Protected Convertible Bonds and the Disappearance. (2012). Grundy, Bruce D. ; Verwijmeren, Patrick . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20120060. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Aggregate Stock Market Illiquidity and Bond Risk Premia. (2012). Sojli, Elvira ; Tham, Wing Wah ; Bouwman, Kees E.. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20120140. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | How Trade Credits Foster International Trade. (2012). Eck, Katharina ; Schnitzer, Monika ; Engemann, Martina . In: Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems. RePEc:trf:wpaper:379. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Money doctors. (2012). Shleifer, Andrei ; Vishny, Robert ; Gennaioli, Nicola . In: Economics Working Papers. RePEc:upf:upfgen:1355. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The Skew Risk Premium in the Equity Index Market. (2012). Neuberger, Anthony ; Kozhan, Roman ; Schneider, Paul . In: Working Papers. RePEc:wbs:wpaper:wpn12-08. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | WpÅyw akceleratora finansowego na przebieg wahaÅ koniunkturalnych [ Impact of Financial Accelerator on Business Cycle Fluctuations ]. (2012). Lubiski, Marek . In: Prace i MateriaÅy. RePEc:wsd:irgpim:v:88:y:2012:i:1:p:63-84. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Forecasting stock returns through an efficient aggregation of mutual fund holdings. (2012). Zhao, Jane ; Yao, Tong ; Wermers, Russ . In: CFR Working Papers. RePEc:zbw:cfrwps:0609r. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Is it better to say goodbye? When former executives set executive pay. (2012). Andres, Christian ; Theissen, Erik ; Fernau, Erik . In: CFR Working Papers. RePEc:zbw:cfrwps:1202. Full description at Econpapers || Download paper | [Citation Analysis] |
More than 50 citations. List broken...
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: Comment. (2011). Burnside, Craig . In: American Economic Review. RePEc:aea:aecrev:v:101:y:2011:i:7:p:3456-76. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Credit and liquidity risks in euro area sovereign yield curves. (2011). Monfort, A. ; Renne, J-P., . In: Working papers. RePEc:bfr:banfra:352. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Bank heterogeneity and interest rate setting: What lessons have we learned since Lehman Brothers?. (2011). Gambacorta, Leonardo ; Mistrulli, Paolo Emilio . In: BIS Working Papers. RePEc:bis:biswps:359. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Currency Momentum Strategies. (2011). Schrimpf, Andreas ; Schmeling, Maik ; Menkhoff, Lukas ; Sarno, Lucio . In: BIS Working Papers. RePEc:bis:biswps:366. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Forecasting the intraday market price of money. (2011). Ravazzolo, Francesco . In: Working Paper. RePEc:bno:worpap:2011_06. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | How much Asymmetry is there in Bond Returns and Exchange Rates?. (2011). Nagakura, Daisuke ; Koerber, Lena Mareen ; Fujiwara, Ippei . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:11-e-10. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Household Saving Behavior and Social Security Privatization. (2011). McKay, Alisdair . In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2011-027. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes. (2011). Fostel, Ana ; Geanakoplos, John . In: Levine's Working Paper Archive. RePEc:cla:levarc:786969000000000168. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes. (2011). Fostel, Ana ; Geanakoplos, John . In: Levine's Working Paper Archive. RePEc:cla:levarc:786969000000000192. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The marginal value of cash, cash flow sensitivities, and bank-finance shocks in nonlisted firms. (2011). Sasson, Amir ; Ostergaard, Charlotte . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8278. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Expectations, Liquidity, and Short-term Trading. (2011). Cespa, Giovanni ; Vives, Xavier . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8303. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Fund Managers, Career Concerns, and Asset Price Volatility. (2011). Kondor, Peter ; Guerrieri, Veronica . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8454. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | On the High-Frequency Dynamics of Hedge Fund Risk Exposures. (2011). Ramadorai, Tarun . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8479. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Regime Changes and Financial Markets. (2011). Timmermann, Allan G ; Ang, Andrew . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8480. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Asset Pricing under Rational Learning about Rare Disasters. (2011). Koulovatianos, Christos ; Wieland, Volker . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8514. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Gross Capital Flows: Dynamics and Crises. (2011). Erce, Aitor ; Didier, Tatiana ; Schmukler, Sergio ; Broner, Fernando A. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8591. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | A Model of Liquidity Hoarding and Term Premia in Inter-Bank Markets. (2011). Skeie, David ; Acharya, Viral V.. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8705. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Credit and Liquidity Risks in Euro-area Sovereign Yield Curves. (2011). Monfort, Alain ; Renne, Jean-Paul . In: Working Papers. RePEc:crs:wpaper:2011-26. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The dollar squeeze of the financial crisis. (2011). Luque, Jaime ; Sundaresan, Suresh ; Pascoa, Mario R. ; Bottazzi, Jean-Marc . In: Economics Working Papers. RePEc:cte:werepe:we1139. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Tranching, CDS and Asset Prices: How Financial Innovation Can
Cause Bubbles and Crashes. (2011). Fostel, Ana ; Geanakoplos, John . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1809. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Tranching, CDS and Asset Prices: How Financial Innovation Can
Cause Bubbles and Crashes. (2011). Fostel, Ana ; Geanakoplos, John . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1809r. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Basel III and regional financial integration in emerging Europe
An overview of key issues. (2011). Lehmann, Alexander ; Tabak, Peter ; Levi, Micol . In: Working Papers. RePEc:ebd:wpaper:132. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Bayesian Factor Selection in Dynamic Term Structure Models. (2011). . In: Economics Bulletin. RePEc:ebl:ecbull:eb-11-00245. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Ranking, risk-taking and effort: an analysis of the ECBs foreign reserves management. (2011). Scalia, Antonio ; Sahel, Benjamin . In: Working Paper Series. RePEc:ecb:ecbwps:20111377. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Beyond the Disposition Effect: Do Investors Really Like Gains More Than Losses?. (2011). Ben-David, Itzhak . In: Working Paper Series. RePEc:ecl:ohidic:2011-13. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Covariances versus Characteristics in General Equilibrium. (2011). Lin, Xiaoji . In: Working Paper Series. RePEc:ecl:ohidic:2011-15. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Why Did U.S. Banks Invest in Highly-Rated Securitization Tranches?. (2011). Erel, Isil ; Nadauld, Taylor ; Stulz, Rene M.. In: Working Paper Series. RePEc:ecl:ohidic:2011-16. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Financial Policies, Investment, and the Financial Crisis: Impaired Credit Channel or Diminished Demand for Capital?. (2011). Kahle, Kathleen M. ; Stulz, Rene M.. In: Working Paper Series. RePEc:ecl:ohidic:2011-3. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | CEO pay incentives and risk-taking: Evidence from bank acquisitions. (2011). Vallascas, Francesco ; Hagendorff, Jens . In: Journal of Corporate Finance. RePEc:eee:corfin:v:17:y:2011:i:4:p:1078-1095. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Executive compensation and corporate governance in China. (2011). He, Lerong ; Conyon, Martin J.. In: Journal of Corporate Finance. RePEc:eee:corfin:v:17:y:2011:i:4:p:1158-1175. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Pricing of the time-change risks. (2011). Tauchen, George ; Shaliastovich, Ivan . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:35:y:2011:i:6:p:843-858. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Short-sales constraints and market quality: Evidence from the 2008 short-sales bans. (2011). Frino, Alex ; Lecce, Steven ; Lepone, Andrew . In: International Review of Financial Analysis. RePEc:eee:finana:v:20:y:2011:i:4:p:225-236. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Selling winners, holding losers: Effect on fund flows and survival of disposition-prone mutual funds. (2011). Singal, Vijay ; Xu, Zhaojin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:10:p:2704-2718. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Global equity fund performance, portfolio concentration, and the fundamental law of active management. (2011). Derwall, Jeroen ; Huij, Joop . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:1:p:155-165. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | CEO ownership, external governance, and risk-taking. (2011). Kim, Han E. ; Lu, Yao . In: Journal of Financial Economics. RePEc:eee:jfinec:v:102:y:2011:i:2:p:272-292. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Liquidity mergers. (2011). Hackbarth, Dirk ; Campello, Murillo ; Almeida, Heitor . In: Journal of Financial Economics. RePEc:eee:jfinec:v:102:y:2011:i:3:p:526-558. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The role of securitization in mortgage renegotiation. (2011). Evanoff, Douglas D. ; Agarwal, Sumit ; Chomsisengphet, Souphala ; Ben-David, Itzhak ; Amromin, Gene . In: Journal of Financial Economics. RePEc:eee:jfinec:v:102:y:2011:i:3:p:559-578. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Serial CEO incentives and the structure of managerial contracts. (2011). . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:20:y:2011:i:4:p:633-662. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Regime switches in exchange rate volatility and uncovered interest parity. (2011). Ichiue, Hibiki ; Koyama, Kentaro . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:30:y:2011:i:7:p:1436-1450. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Subprime mortgage default. (2011). Slawson, Carlos V. ; Kau, James B. ; Keenan, Donald C. ; Lyubimov, Constantine . In: Journal of Urban Economics. RePEc:eee:juecon:v:70:y:2011:i:2-3:p:75-87. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Value creation and pricing in buyouts: Empirical evidence from Europe and North America. (2011). Achleitner, Ann-Kristin ; Braun, Reiner ; Engel, Nico . In: Review of Financial Economics. RePEc:eee:revfin:v:20:y:2011:i:4:p:146-161. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Systematic and liquidity risk in subprime-mortgage backed securities. (2011). Dwyer, Gerald P. ; Flavin, Thomas ; Dungey, Mardi . In: FRB Atlanta Working Paper No.. RePEc:fip:fedawp:2011-15. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | How much asymmetry is there in bond returns and exchange rates?. (2011). Korber, Lena Mareen . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:93. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Lessons from the evolution of foreign exchange trading strategies. (2011). Weller, Paul A.. In: Working Papers. RePEc:fip:fedlwp:2011-021. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Liquidity hoarding. (2011). Yorulmazer, Tanju . In: Staff Reports. RePEc:fip:fednsr:488. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | A model of liquidity hoarding and term premia in inter-bank markets. (2011). Acharya, Viral V.. In: Staff Reports. RePEc:fip:fednsr:498. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Which financial frictions? Parsing the evidence from the financial crisis of 2007-09. (2011). Shin, Hyun Song ; Adrian, Tobias ; Colla, Paolo . In: Staff Reports. RePEc:fip:fednsr:528. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Collateral damage: Sizing and assessing the subprime CDO crisis. (2011). Cordell, Larry ; Huang, Yilin ; Williams, Meredith . In: Working Papers. RePEc:fip:fedpwp:11-30. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Mortgage defaults. (2011). Hatchondo, Juan Carlos ; Martinez, Leonardo ; Sanchez, Juan M.. In: Working Paper. RePEc:fip:fedrwp:11-05. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Trading Frenzies and their Impact on Real Investment. (2011). Ozdenoren, Emre ; Yuan, Kathy ; Goldstein, Itay . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp670. Full description at Econpapers || Download paper | [Citation Analysis] |
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