Citation analysis for Journal of Finance / American Finance Association

Journal of Finance / American Finance Association

5.51

Impact Factor

6.31

5-Years IF

211

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]

Main indicators

Raw data

	IF	AIF	IF5	DOC	CDO	CCU	CIF	CIT	D2Y	C2Y	D5Y	C5Y	%SC	CiY	II	AII
1990	0.28	0.1	0.2	92	92	270	2.93	6014	179	51	492	98	7 (%)	7	0.08	0.04
1991	0.31	0.09	0.24	82	174	317	1.82	7163	188	58	461	111	15 (%)	10	0.12	0.04
1992	0.31	0.1	0.3	85	259	323	1.25	7993	174	54	447	134	18 (%)	8	0.09	0.04
1993	0.43	0.11	0.42	87	346	452	1.31	8044	167	71	438	186	7 (%)	13	0.15	0.05
1994	0.52	0.12	0.48	72	418	601	1.44	5656	172	90	442	212	10 (%)	13	0.18	0.05
1995	0.79	0.19	1.17	65	483	1536	3.18	7444	159	126	418	487	8 (%)	23	0.35	0.07
1996	1.26	0.22	1.45	70	553	1952	3.53	6376	137	173	391	566	13 (%)	31	0.44	0.09
1997	1.38	0.27	1.66	86	639	2397	3.75	11494	135	186	379	631	13 (%)	56	0.65	0.09
1998	1.4	0.27	1.65	84	723	2460	3.4	7860	156	219	380	628	10 (%)	44	0.52	0.1
1999	2.32	0.31	2.33	84	807	3293	4.08	7381	170	394	377	877	11 (%)	100	1.19	0.13
2000	2.13	0.4	2.82	98	905	4204	4.65	8928	168	358	389	1098	14 (%)	103	1.05	0.15
2001	2.7	0.4	3.11	92	997	5041	5.06	7590	182	491	422	1311	14 (%)	93	1.01	0.15
2002	2.84	0.42	3.57	93	1090	6024	5.53	9697	190	539	444	1583	15 (%)	167	1.8	0.18
2003	3.34	0.44	3.76	96	1186	7040	5.94	5923	185	617	451	1694	7 (%)	97	1.01	0.18
2004	3.85	0.49	4.14	93	1279	8675	6.78	6616	189	727	463	1919	8 (%)	136	1.46	0.2
2005	3.37	0.53	4.64	86	1365	9836	7.21	7227	189	637	472	2191	10 (%)	164	1.91	0.21
2006	3.66	0.51	4.49	88	1453	10110	6.96	5771	179	655	460	2064	9 (%)	151	1.72	0.2
2007	3.85	0.44	4.29	85	1538	9694	6.3	4102	174	670	456	1956	6 (%)	109	1.28	0.18
2008	3.69	0.47	4.49	83	1621	11542	7.12	3884	173	638	448	2010	7 (%)	109	1.31	0.2
2009	3.23	0.47	4.61	80	1701	12069	7.1	3128	168	543	435	2007	4 (%)	104	1.3	0.19
2010	2.77	0.44	4.11	70	1771	11651	6.58	2232	163	452	422	1735	3 (%)	79	1.13	0.16
2011	3.57	0.51	4.74	63	1834	13890	7.57	2239	150	536	406	1924	(%)	109	1.73	0.2
2012	4.47	0.56	5.19	52	1886	16504	8.75	1277	133	595	381	1979	2 (%)	63	1.21	0.21
2013	5.31	0.66	5.82	68	1954	19667	10.06	1307	115	611	348	2027	3 (%)	112	1.65	0.23
2014	5.04	0.67	5.88	74	2028	19123	9.43	866	120	605	333	1958	(%)	97	1.31	0.22
2015	5.51	0.82	6.31	24	2052	19606	9.55	181	142	782	327	2062	(%)	64	2.67	0.27

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

50 most cited documents in this series:

#	Year	Title	Cited
1	1992	The Cross-Section of Expected Stock Returns.. (1992). French, Kenneth ; Fama, Eugene. In: Journal of Finance. RePEc:bla:jfinan:v:47:y:1992:i:2:p:427-65. Full description at Econpapers \|\| Download paper	2013
2	1952	PORTFOLIO SELECTION. (1952). Markowitz, Harry. In: Journal of Finance. RePEc:bla:jfinan:v:7:y:1952:i:1:p:77-91. Full description at Econpapers \|\| Download paper	1954
3	1997	Legal Determinants of External Finance.. (1997). Vishny, Robert ; Shleifer, Andrei ; Lopez-de-Silanes, Florencio ; La Porta, Rafael. In: Journal of Finance. RePEc:bla:jfinan:v:52:y:1997:i:3:p:1131-50. Full description at Econpapers \|\| Download paper	1889
4	1997	On Persistence in Mutual Fund Performance.. (1997). Carhart, Mark. In: Journal of Finance. RePEc:bla:jfinan:v:52:y:1997:i:1:p:57-82. Full description at Econpapers \|\| Download paper	1858
5	1970	Efficient Capital Markets: A Review of Theory and Empirical Work.. (1970). Fama, Eugene. In: Journal of Finance. RePEc:bla:jfinan:v:25:y:1970:i:2:p:383-417. Full description at Econpapers \|\| Download paper	1849
6	1974	On the Pricing of Corporate Debt: The Risk Structure of Interest Rates.. (1974). merton, robert. In: Journal of Finance. RePEc:bla:jfinan:v:29:y:1974:i:2:p:449-70. Full description at Econpapers \|\| Download paper	1829
7	1997	A Survey of Corporate Governance.. (1997). Vishny, Robert ; Shleifer, Andrei. In: Journal of Finance. RePEc:bla:jfinan:v:52:y:1997:i:2:p:737-83. Full description at Econpapers \|\| Download paper	1785
8	1999	Corporate Ownership Around the World. (1999). Shleifer, Andrei ; Lopez-de-Silanes, Florencio ; La Porta, Rafael. In: Journal of Finance. RePEc:bla:jfinan:v:54:y:1999:i:2:p:471-517. Full description at Econpapers \|\| Download paper	1562
9	1964	CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK. (1964). Sharpe, William. In: Journal of Finance. RePEc:bla:jfinan:v:19:y:1964:i:3:p:425-442. Full description at Econpapers \|\| Download paper	1551
10	1993	On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks.. (1993). Jagannathan, Ravi ; Runkle, David E ; Glosten, Lawrence R. In: Journal of Finance. RePEc:bla:jfinan:v:48:y:1993:i:5:p:1779-1801. Full description at Econpapers \|\| Download paper	1423
11	1993	Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency.. (1993). Titman, Sheridan ; Jegadeesh, Narasimhan . In: Journal of Finance. RePEc:bla:jfinan:v:48:y:1993:i:1:p:65-91. Full description at Econpapers \|\| Download paper	1242
12	1994	The Benefits of Lending Relationships: Evidence from Small Business Data.. (1994). Rajan, Raghuram ; Petersen, Mitchell. In: Journal of Finance. RePEc:bla:jfinan:v:49:y:1994:i:1:p:3-37. Full description at Econpapers \|\| Download paper	1062
13	2002	No Contagion, Only Interdependence: Measuring Stock Market Comovements. (2002). Rigobon, Roberto ; Forbes, Kristin. In: Journal of Finance. RePEc:bla:jfinan:v:57:y:2002:i:5:p:2223-2261. Full description at Econpapers \|\| Download paper	996
14	1993	Measuring and Testing the Impact of News on Volatility.. (1993). Engle, Robert. In: Journal of Finance. RePEc:bla:jfinan:v:48:y:1993:i:5:p:1749-78. Full description at Econpapers \|\| Download paper	977
15	1996	Multifactor Explanations of Asset Pricing Anomalies.. (1996). French, Kenneth ; Fama, Eugene. In: Journal of Finance. RePEc:bla:jfinan:v:51:y:1996:i:1:p:55-84. Full description at Econpapers \|\| Download paper	959
16	1995	What Do We Know about Capital Structure? Some Evidence from International Data.. (1995). Zingales, Luigi ; Rajan, Raghuram. In: Journal of Finance. RePEc:bla:jfinan:v:50:y:1995:i:5:p:1421-60. Full description at Econpapers \|\| Download paper	945
17	1985	Does the Stock Market Overreact?. (1985). Thaler, Richard ; De Bondt, Werner F M, . In: Journal of Finance. RePEc:bla:jfinan:v:40:y:1985:i:3:p:793-805. Full description at Econpapers \|\| Download paper	932
18	1989	Why Does Stock Market Volatility Change over Time?. (1989). Schwert, G.. In: Journal of Finance. RePEc:bla:jfinan:v:44:y:1989:i:5:p:1115-53. Full description at Econpapers \|\| Download paper	855
19	1984	The Capital Structure Puzzle.. (1984). Myers, Stewart C. In: Journal of Finance. RePEc:bla:jfinan:v:39:y:1984:i:3:p:575-92. Full description at Econpapers \|\| Download paper	845
20	1991	Efficient Capital Markets: II.. (1991). Fama, Eugene. In: Journal of Finance. RePEc:bla:jfinan:v:46:y:1991:i:5:p:1575-617. Full description at Econpapers \|\| Download paper	843
21	1968	FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY. (1968). Altman, Edward I.. In: Journal of Finance. RePEc:bla:jfinan:v:23:y:1968:i:4:p:589-609. Full description at Econpapers \|\| Download paper	803
22	1993	The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems.. (1993). Jensen, Michael. In: Journal of Finance. RePEc:bla:jfinan:v:48:y:1993:i:3:p:831-80. Full description at Econpapers \|\| Download paper	748
23	2004	Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles. (2004). Yaron, Amir ; Bansal, Ravi. In: Journal of Finance. RePEc:bla:jfinan:v:59:y:2004:i:4:p:1481-1509. Full description at Econpapers \|\| Download paper	738
24	1997	The Limits of Arbitrage.. (1997). Vishny, Robert ; Shleifer, Andrei. In: Journal of Finance. RePEc:bla:jfinan:v:52:y:1997:i:1:p:35-55. Full description at Econpapers \|\| Download paper	727
25	1977	Informational Asymmetries, Financial Structure, and Financial Intermediation.. (1977). Leland, Hayne ; Pyle, David H. In: Journal of Finance. RePEc:bla:jfinan:v:32:y:1977:i:2:p:371-87. Full description at Econpapers \|\| Download paper	720
26	1987	The Pricing of Options on Assets with Stochastic Volatilities.. (1987). White, Alan ; Hull, John C. In: Journal of Finance. RePEc:bla:jfinan:v:42:y:1987:i:2:p:281-300. Full description at Econpapers \|\| Download paper	714
27	1961	COUNTERSPECULATION, AUCTIONS, AND COMPETITIVE SEALED TENDERS. (1961). Vickrey, William . In: Journal of Finance. RePEc:bla:jfinan:v:16:y:1961:i:1:p:8-37. Full description at Econpapers \|\| Download paper	708
28	1987	A Simple Model of Capital Market Equilibrium with Incomplete Information.. (1987). merton, robert. In: Journal of Finance. RePEc:bla:jfinan:v:42:y:1987:i:3:p:483-510. Full description at Econpapers \|\| Download paper	704
29	1992	Insiders and Outsiders: The Choice between Informed and Arms-Length Debt.. (1992). Rajan, Raghuram. In: Journal of Finance. RePEc:bla:jfinan:v:47:y:1992:i:4:p:1367-400. Full description at Econpapers \|\| Download paper	702
30	1998	Investor Psychology and Security Market Under- and Overreactions. (1998). Subrahmanyam, Avanidhar ; Hirshleifer, David ; Daniel, Kent . In: Journal of Finance. RePEc:bla:jfinan:v:53:y:1998:i:6:p:1839-1885. Full description at Econpapers \|\| Download paper	693
31	1988	The Determinants of Capital Structure Choice.. (1988). Titman, Sheridan ; Wessels, Roberto. In: Journal of Finance. RePEc:bla:jfinan:v:43:y:1988:i:1:p:1-19. Full description at Econpapers \|\| Download paper	653
32	2002	Investor Protection and Corporate Valuation. (2002). Vishny, Robert ; Shleifer, Andrei ; Lopez-de-Silanes, Florencio ; La Porta, Rafael. In: Journal of Finance. RePEc:bla:jfinan:v:57:y:2002:i:3:p:1147-1170. Full description at Econpapers \|\| Download paper	642
33	1991	Inferring Trade Direction from Intraday Data.. (1991). Ready, Mark ; Lee, Charles. In: Journal of Finance. RePEc:bla:jfinan:v:46:y:1991:i:2:p:733-46. Full description at Econpapers \|\| Download paper	641
34	2000	Foreign Speculators and Emerging Equity Markets. (2000). Harvey, Campbell ; Bekaert, Geert. In: Journal of Finance. RePEc:bla:jfinan:v:55:y:2000:i:2:p:565-613. Full description at Econpapers \|\| Download paper	620
35	1991	The Theory of Capital Structure.. (1991). Harris, Milton ; Raviv, Artur . In: Journal of Finance. RePEc:bla:jfinan:v:46:y:1991:i:1:p:297-355. Full description at Econpapers \|\| Download paper	617
36	1995	Time-Varying World Market Integration.. (1995). Harvey, Campbell ; Bekaert, Geert. In: Journal of Finance. RePEc:bla:jfinan:v:50:y:1995:i:2:p:403-44. Full description at Econpapers \|\| Download paper	609
37	2001	Extreme Correlation of International Equity Markets. (2001). Longin, Franois . In: Journal of Finance. RePEc:bla:jfinan:v:56:y:2001:i:2:p:649-676. Full description at Econpapers \|\| Download paper	586
38	1995	The New Issues Puzzle.. (1995). Ritter, Jay ; Loughran, Tim . In: Journal of Finance. RePEc:bla:jfinan:v:50:y:1995:i:1:p:23-51. Full description at Econpapers \|\| Download paper	575
39	1977	Debt and Taxes.. (1977). Miller, Merton. In: Journal of Finance. RePEc:bla:jfinan:v:32:y:1977:i:2:p:261-75. Full description at Econpapers \|\| Download paper	555
40	1990	Asymmetric Information, Bank Lending, and Implicit Contracts: A Stylized Model of Customer Relationships.. (1990). Sharpe, Steven. In: Journal of Finance. RePEc:bla:jfinan:v:45:y:1990:i:4:p:1069-87. Full description at Econpapers \|\| Download paper	550
41	1998	Are Investors Reluctant to Realize Their Losses?. (1998). Odean, Terrance . In: Journal of Finance. RePEc:bla:jfinan:v:53:y:1998:i:5:p:1775-1798. Full description at Econpapers \|\| Download paper	548
42	1994	Contrarian Investment, Extrapolation, and Risk.. (1994). Vishny, Robert ; Shleifer, Andrei ; Lakonishok, Josef . In: Journal of Finance. RePEc:bla:jfinan:v:49:y:1994:i:5:p:1541-78. Full description at Econpapers \|\| Download paper	545
43	2002	Disentangling the Incentive and Entrenchment Effects of Large Shareholdings. (2002). Lang, Larry ; Djankov, Simeon ; Claessens, Stijn. In: Journal of Finance. RePEc:bla:jfinan:v:57:y:2002:i:6:p:2741-2771. Full description at Econpapers \|\| Download paper	538
44	1990	Positive Feedback Investment Strategies and Destabilizing Rational Speculation.. (1990). Summers, Lawrence ; Shleifer, Andrei ; DeLong, James. In: Journal of Finance. RePEc:bla:jfinan:v:45:y:1990:i:2:p:379-95. Full description at Econpapers \|\| Download paper	533
45	1992	Liquidation Values and Debt Capacity: A Market Equilibrium Approach.. (1992). Vishny, Robert ; Shleifer, Andrei. In: Journal of Finance. RePEc:bla:jfinan:v:47:y:1992:i:4:p:1343-66. Full description at Econpapers \|\| Download paper	526
46	1991	The Term Structure as a Predictor of Real Economic Activity.. (1991). HARDOUVELIS, GIKAS ; Estrella, Arturo. In: Journal of Finance. RePEc:bla:jfinan:v:46:y:1991:i:2:p:555-76. Full description at Econpapers \|\| Download paper	521
47	1998	Law, Finance, and Firm Growth. (1998). Maksimovic, Vojislav ; Demirguc-Kunt, Asli. In: Journal of Finance. RePEc:bla:jfinan:v:53:y:1998:i:6:p:2107-2137. Full description at Econpapers \|\| Download paper	520
48	1988	Stock Prices, Earnings, and Expected Dividends.. (1988). Shiller, Robert ; Campbell, John. In: Journal of Finance. RePEc:bla:jfinan:v:43:y:1988:i:3:p:661-76. Full description at Econpapers \|\| Download paper	508
49	1993	Risk Management: Coordinating Corporate Investment and Financing Policies.. (1993). Stein, Jeremy ; Scharfstein, David ; Froot, Kenneth. In: Journal of Finance. RePEc:bla:jfinan:v:48:y:1993:i:5:p:1629-58. Full description at Econpapers \|\| Download paper	508
50	1998	Costly Search and Mutual Fund Flows. (1998). Sirri, Erik R.. In: Journal of Finance. RePEc:bla:jfinan:v:53:y:1998:i:5:p:1589-1622. Full description at Econpapers \|\| Download paper	500

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	1952	PORTFOLIO SELECTION. (1952). Markowitz, Harry. In: Journal of Finance. RePEc:bla:jfinan:v:7:y:1952:i:1:p:77-91. Full description at Econpapers \|\| Download paper	702
2	1997	On Persistence in Mutual Fund Performance.. (1997). Carhart, Mark. In: Journal of Finance. RePEc:bla:jfinan:v:52:y:1997:i:1:p:57-82. Full description at Econpapers \|\| Download paper	649
3	1970	Efficient Capital Markets: A Review of Theory and Empirical Work.. (1970). Fama, Eugene. In: Journal of Finance. RePEc:bla:jfinan:v:25:y:1970:i:2:p:383-417. Full description at Econpapers \|\| Download paper	518
4	1974	On the Pricing of Corporate Debt: The Risk Structure of Interest Rates.. (1974). merton, robert. In: Journal of Finance. RePEc:bla:jfinan:v:29:y:1974:i:2:p:449-70. Full description at Econpapers \|\| Download paper	511
5	1964	CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK. (1964). Sharpe, William. In: Journal of Finance. RePEc:bla:jfinan:v:19:y:1964:i:3:p:425-442. Full description at Econpapers \|\| Download paper	471
6	1992	The Cross-Section of Expected Stock Returns.. (1992). French, Kenneth ; Fama, Eugene. In: Journal of Finance. RePEc:bla:jfinan:v:47:y:1992:i:2:p:427-65. Full description at Econpapers \|\| Download paper	456
7	1993	On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks.. (1993). Jagannathan, Ravi ; Runkle, David E ; Glosten, Lawrence R. In: Journal of Finance. RePEc:bla:jfinan:v:48:y:1993:i:5:p:1779-1801. Full description at Econpapers \|\| Download paper	421
8	2002	No Contagion, Only Interdependence: Measuring Stock Market Comovements. (2002). Rigobon, Roberto ; Forbes, Kristin. In: Journal of Finance. RePEc:bla:jfinan:v:57:y:2002:i:5:p:2223-2261. Full description at Econpapers \|\| Download paper	371
9	1997	A Survey of Corporate Governance.. (1997). Vishny, Robert ; Shleifer, Andrei. In: Journal of Finance. RePEc:bla:jfinan:v:52:y:1997:i:2:p:737-83. Full description at Econpapers \|\| Download paper	369
10	1993	Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency.. (1993). Titman, Sheridan ; Jegadeesh, Narasimhan . In: Journal of Finance. RePEc:bla:jfinan:v:48:y:1993:i:1:p:65-91. Full description at Econpapers \|\| Download paper	368
11	1997	Legal Determinants of External Finance.. (1997). Vishny, Robert ; Shleifer, Andrei ; Lopez-de-Silanes, Florencio ; La Porta, Rafael. In: Journal of Finance. RePEc:bla:jfinan:v:52:y:1997:i:3:p:1131-50. Full description at Econpapers \|\| Download paper	318
12	1999	Corporate Ownership Around the World. (1999). Shleifer, Andrei ; Lopez-de-Silanes, Florencio ; La Porta, Rafael. In: Journal of Finance. RePEc:bla:jfinan:v:54:y:1999:i:2:p:471-517. Full description at Econpapers \|\| Download paper	312
13	1968	FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY. (1968). Altman, Edward I.. In: Journal of Finance. RePEc:bla:jfinan:v:23:y:1968:i:4:p:589-609. Full description at Econpapers \|\| Download paper	288
14	2004	Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles. (2004). Yaron, Amir ; Bansal, Ravi. In: Journal of Finance. RePEc:bla:jfinan:v:59:y:2004:i:4:p:1481-1509. Full description at Econpapers \|\| Download paper	273
15	1995	What Do We Know about Capital Structure? Some Evidence from International Data.. (1995). Zingales, Luigi ; Rajan, Raghuram. In: Journal of Finance. RePEc:bla:jfinan:v:50:y:1995:i:5:p:1421-60. Full description at Econpapers \|\| Download paper	222
16	1996	Multifactor Explanations of Asset Pricing Anomalies.. (1996). French, Kenneth ; Fama, Eugene. In: Journal of Finance. RePEc:bla:jfinan:v:51:y:1996:i:1:p:55-84. Full description at Econpapers \|\| Download paper	214
17	2006	Investor Sentiment and the Cross-Section of Stock Returns. (2006). Wurgler, Jeffrey ; Baker, Malcolm. In: Journal of Finance. RePEc:bla:jfinan:v:61:y:2006:i:4:p:1645-1680. Full description at Econpapers \|\| Download paper	202
18	1994	The Benefits of Lending Relationships: Evidence from Small Business Data.. (1994). Rajan, Raghuram ; Petersen, Mitchell. In: Journal of Finance. RePEc:bla:jfinan:v:49:y:1994:i:1:p:3-37. Full description at Econpapers \|\| Download paper	201
19	1985	Does the Stock Market Overreact?. (1985). Thaler, Richard ; De Bondt, Werner F M, . In: Journal of Finance. RePEc:bla:jfinan:v:40:y:1985:i:3:p:793-805. Full description at Econpapers \|\| Download paper	199
20	1993	Measuring and Testing the Impact of News on Volatility.. (1993). Engle, Robert. In: Journal of Finance. RePEc:bla:jfinan:v:48:y:1993:i:5:p:1749-78. Full description at Econpapers \|\| Download paper	192
21	1987	A Simple Model of Capital Market Equilibrium with Incomplete Information.. (1987). merton, robert. In: Journal of Finance. RePEc:bla:jfinan:v:42:y:1987:i:3:p:483-510. Full description at Econpapers \|\| Download paper	188
22	1998	Investor Psychology and Security Market Under- and Overreactions. (1998). Subrahmanyam, Avanidhar ; Hirshleifer, David ; Daniel, Kent . In: Journal of Finance. RePEc:bla:jfinan:v:53:y:1998:i:6:p:1839-1885. Full description at Econpapers \|\| Download paper	188
23	1984	The Capital Structure Puzzle.. (1984). Myers, Stewart C. In: Journal of Finance. RePEc:bla:jfinan:v:39:y:1984:i:3:p:575-92. Full description at Econpapers \|\| Download paper	186
24	2006	The Cross-Section of Volatility and Expected Returns. (2006). zhang, xiaoyan ; Xing, Yuhang ; Hodrick, Robert. In: Journal of Finance. RePEc:bla:jfinan:v:61:y:2006:i:1:p:259-299. Full description at Econpapers \|\| Download paper	182
25	1997	The Limits of Arbitrage.. (1997). Vishny, Robert ; Shleifer, Andrei. In: Journal of Finance. RePEc:bla:jfinan:v:52:y:1997:i:1:p:35-55. Full description at Econpapers \|\| Download paper	180
26	1993	The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems.. (1993). Jensen, Michael. In: Journal of Finance. RePEc:bla:jfinan:v:48:y:1993:i:3:p:831-80. Full description at Econpapers \|\| Download paper	180
27	2001	Extreme Correlation of International Equity Markets. (2001). Longin, Franois . In: Journal of Finance. RePEc:bla:jfinan:v:56:y:2001:i:2:p:649-676. Full description at Econpapers \|\| Download paper	175
28	1989	Why Does Stock Market Volatility Change over Time?. (1989). Schwert, G.. In: Journal of Finance. RePEc:bla:jfinan:v:44:y:1989:i:5:p:1115-53. Full description at Econpapers \|\| Download paper	165
29	1996	Oil and the Stock Markets.. (1996). Kaul, Gautam ; Jones, Charles M. In: Journal of Finance. RePEc:bla:jfinan:v:51:y:1996:i:2:p:463-91. Full description at Econpapers \|\| Download paper	163
30	2003	Founding-Family Ownership and Firm Performance: Evidence from the S&P 500. (2003). Reeb, David ; Anderson, Ronald C.. In: Journal of Finance. RePEc:bla:jfinan:v:58:y:2003:i:3:p:1301-1327. Full description at Econpapers \|\| Download paper	163
31	2007	Giving Content to Investor Sentiment: The Role of Media in the Stock Market. (2007). Tetlock, Paul C.. In: Journal of Finance. RePEc:bla:jfinan:v:62:y:2007:i:3:p:1139-1168. Full description at Econpapers \|\| Download paper	162
32	2002	Disentangling the Incentive and Entrenchment Effects of Large Shareholdings. (2002). Lang, Larry ; Djankov, Simeon ; Claessens, Stijn. In: Journal of Finance. RePEc:bla:jfinan:v:57:y:2002:i:6:p:2741-2771. Full description at Econpapers \|\| Download paper	161
33	1961	COUNTERSPECULATION, AUCTIONS, AND COMPETITIVE SEALED TENDERS. (1961). Vickrey, William . In: Journal of Finance. RePEc:bla:jfinan:v:16:y:1961:i:1:p:8-37. Full description at Econpapers \|\| Download paper	161
34	1991	Efficient Capital Markets: II.. (1991). Fama, Eugene. In: Journal of Finance. RePEc:bla:jfinan:v:46:y:1991:i:5:p:1575-617. Full description at Econpapers \|\| Download paper	154
35	1992	Insiders and Outsiders: The Choice between Informed and Arms-Length Debt.. (1992). Rajan, Raghuram. In: Journal of Finance. RePEc:bla:jfinan:v:47:y:1992:i:4:p:1367-400. Full description at Econpapers \|\| Download paper	152
36	2005	What Explains the Stock Markets Reaction to Federal Reserve Policy?. (2005). Kuttner, Kenneth ; Bernanke, Ben. In: Journal of Finance. RePEc:bla:jfinan:v:60:y:2005:i:3:p:1221-1257. Full description at Econpapers \|\| Download paper	151
37	1999	A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets. (1999). Stein, Jeremy ; Hong, Harrison. In: Journal of Finance. RePEc:bla:jfinan:v:54:y:1999:i:6:p:2143-2184. Full description at Econpapers \|\| Download paper	146
38	1988	The Determinants of Capital Structure Choice.. (1988). Titman, Sheridan ; Wessels, Roberto. In: Journal of Finance. RePEc:bla:jfinan:v:43:y:1988:i:1:p:1-19. Full description at Econpapers \|\| Download paper	144
39	1998	Costly Search and Mutual Fund Flows. (1998). Sirri, Erik R.. In: Journal of Finance. RePEc:bla:jfinan:v:53:y:1998:i:5:p:1589-1622. Full description at Econpapers \|\| Download paper	143
40	1977	Informational Asymmetries, Financial Structure, and Financial Intermediation.. (1977). Leland, Hayne ; Pyle, David H. In: Journal of Finance. RePEc:bla:jfinan:v:32:y:1977:i:2:p:371-87. Full description at Econpapers \|\| Download paper	142
41	2005	The Theory of Bank Risk Taking and Competition Revisited. (2005). De Nicol, Gianni ; Boyd, John H.. In: Journal of Finance. RePEc:bla:jfinan:v:60:y:2005:i:3:p:1329-1343. Full description at Econpapers \|\| Download paper	142
42	1991	Inferring Trade Direction from Intraday Data.. (1991). Ready, Mark ; Lee, Charles. In: Journal of Finance. RePEc:bla:jfinan:v:46:y:1991:i:2:p:733-46. Full description at Econpapers \|\| Download paper	132
43	1977	Risk, Uncertainty, and Divergence of Opinion.. (1977). Miller, Edward M. In: Journal of Finance. RePEc:bla:jfinan:v:32:y:1977:i:4:p:1151-68. Full description at Econpapers \|\| Download paper	131
44	2002	Investor Protection and Corporate Valuation. (2002). Vishny, Robert ; Shleifer, Andrei ; Lopez-de-Silanes, Florencio ; La Porta, Rafael. In: Journal of Finance. RePEc:bla:jfinan:v:57:y:2002:i:3:p:1147-1170. Full description at Econpapers \|\| Download paper	130
45	2008	Trusting the Stock Market. (2008). Zingales, Luigi ; Sapienza, Paola ; Guiso, Luigi. In: Journal of Finance. RePEc:bla:jfinan:v:63:y:2008:i:6:p:2557-2600. Full description at Econpapers \|\| Download paper	130
46	1995	Time-Varying World Market Integration.. (1995). Harvey, Campbell ; Bekaert, Geert. In: Journal of Finance. RePEc:bla:jfinan:v:50:y:1995:i:2:p:403-44. Full description at Econpapers \|\| Download paper	129
47	2006	Household Finance. (2006). Campbell, John. In: Journal of Finance. RePEc:bla:jfinan:v:61:y:2006:i:4:p:1553-1604. Full description at Econpapers \|\| Download paper	129
48	1994	Contrarian Investment, Extrapolation, and Risk.. (1994). Vishny, Robert ; Shleifer, Andrei ; Lakonishok, Josef . In: Journal of Finance. RePEc:bla:jfinan:v:49:y:1994:i:5:p:1541-78. Full description at Econpapers \|\| Download paper	127
49	1968	THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945â1964. (1968). Jensen, Michael. In: Journal of Finance. RePEc:bla:jfinan:v:23:y:1968:i:2:p:389-416. Full description at Econpapers \|\| Download paper	125
50	1992	Liquidation Values and Debt Capacity: A Market Equilibrium Approach.. (1992). Vishny, Robert ; Shleifer, Andrei. In: Journal of Finance. RePEc:bla:jfinan:v:47:y:1992:i:4:p:1343-66. Full description at Econpapers \|\| Download paper	125

Citing documents used to compute impact factor 782:

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2015	Short-Sale Constraints and the Pricing of Managerial Skills. (2015). Zhang, Hong ; Cheng, Si ; Massa, Massimo . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10447. Full description at Econpapers \|\| Download paper
2015	Investing in Low-Trust Countries: Trust in the Global Mutual Fund Industry. (2015). Wang, Chengwei ; Massa, Massimo ; Zhang, Jian . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10472. Full description at Econpapers \|\| Download paper
2015	Uninsured deposits as a monitoring device: Their impact on bond yields of banks. (2015). Beladi, Hamid ; Alanis, Emmanuel ; Quijano, Margot . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:52:y:2015:i:c:p:77-88. Full description at Econpapers \|\| Download paper
2015	Debt concentration of European Firms. (2015). Giannetti, Caterina. In: MPRA Paper. RePEc:pra:mprapa:63002. Full description at Econpapers \|\| Download paper
2015	The effects of business cycle and debt maturity on a firms investment and default decisions. (2015). Jeon, Haejun ; Nishihara, Michi . In: International Review of Economics & Finance. RePEc:eee:reveco:v:38:y:2015:i:c:p:326-351. Full description at Econpapers \|\| Download paper
2015	A theory of LBO activity based on repeated debt-equity conflicts. (2015). Malenko, Nadya. In: Journal of Financial Economics. RePEc:eee:jfinec:v:117:y:2015:i:3:p:607-627. Full description at Econpapers \|\| Download paper
2015	Debt Concentration of European Firms. (2015). Giannetti, Caterina. In: SEP Working Papers. RePEc:ris:sepewp:2015_003. Full description at Econpapers \|\| Download paper
2015	Executive Compensation: A Modern Primer. (2015). Gabaix, Xavier ; Edmans, Alex. In: NBER Working Papers. RePEc:nbr:nberwo:21131. Full description at Econpapers \|\| Download paper
2015	Change in Corporate Performance after Forcing Out CEOs: Comparison between the United States and Japan (Japanese). (2015). KWON, Hyeog Ug ; Atsuko, IZUMI ; Ug, Kwon Hyeog . In: Discussion Papers (Japanese). RePEc:eti:rdpsjp:15032. Full description at Econpapers \|\| Download paper
2015	Executive Compensation: A Modern Primer. (2015). Gabaix, Xavier ; Edmans, Alex. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10566. Full description at Econpapers \|\| Download paper
2015	Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets. (2015). Vilkov, Grigory ; Uppal, Raman ; Buss, Adrian . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10437. Full description at Econpapers \|\| Download paper
2015	Intermediated investment management in private markets: Evidence from pension fund investments in real estate. (2015). Andonov, Aleksandar ; Eichholtz, Piet ; Kok, Nils . In: Journal of Financial Markets. RePEc:eee:finmar:v:22:y:2015:i:c:p:73-103. Full description at Econpapers \|\| Download paper
2015	What Do Private Equity Firms Say They Do?. (2015). Gompers, Paul ; Mukharlyamov, Vladimir ; Kaplan, Steven N.. In: Harvard Business School Working Papers. RePEc:hbs:wpaper:15-081. Full description at Econpapers \|\| Download paper
2015	What Do Private Equity Firms Say They Do?. (2015). Gompers, Paul ; Kaplan, Steven N. ; Mukharlyamov, Vladimir . In: NBER Working Papers. RePEc:nbr:nberwo:21133. Full description at Econpapers \|\| Download paper
2015	The disintermediation of financial markets: Direct investing in private equity. (2015). Lerner, Josh ; Ivashina, Victoria ; Fang, Lily . In: Journal of Financial Economics. RePEc:eee:jfinec:v:116:y:2015:i:1:p:160-178. Full description at Econpapers \|\| Download paper
2015	Private Equity Capital in a Less Developed Economy: Evidence, Issues and Perspectives. (2015). Mpofu, Melusi ; Sibanda, Mabutho . In: Acta Universitatis Danubius. OEconomica. RePEc:dug:actaec:y:2015:i:5:p:17-29. Full description at Econpapers \|\| Download paper
2015	Labor-Force Heterogeneity and Asset Prices: the Importance of Skilled Labor. (2015). Lin, Xiaoji ; Belo, Frederico ; Zhao, Xiaofei . In: NBER Working Papers. RePEc:nbr:nberwo:21487. Full description at Econpapers \|\| Download paper
2015	The Human Factor in Acquisitions: Cross-Industry Labor Mobility and Corporate Diversification. (2015). Tate, Geoffrey ; Yang, Liu . In: Working Papers. RePEc:cen:wpaper:15-31. Full description at Econpapers \|\| Download paper
2015	Cash holdings and employee welfare. (2015). Ghaly, Mohamed ; Stathopoulos, Konstantinos ; Dang, Viet Anh . In: Journal of Corporate Finance. RePEc:eee:corfin:v:33:y:2015:i:c:p:53-70. Full description at Econpapers \|\| Download paper
2015	Using proprietary credit default swap (CDS) data from 2010 to 2014, I show that capital fluctuations for sellers of CDS protection are an important determinant of CDS spread movements. I first establi. (2015). Siriwardane, Emil . In: Working Papers. RePEc:ofr:wpaper:14-10. Full description at Econpapers \|\| Download paper
2015	Fund flows inducing mispricing of risk in competitive financial markets. (2015). Stahmer, Axel . In: ESMT Research Working Papers. RePEc:esm:wpaper:esmt-15-04. Full description at Econpapers \|\| Download paper
2015	An analysis of the dynamics of efficiency of mutual funds. (2015). Veiga, Helena ; Ramos, Sofia ; Galan, Jorge ; Galn, Jorge . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws1517. Full description at Econpapers \|\| Download paper
2015	The Impact of Financial Advice on Trade Performance and Behavioral Biases. (2015). Schmid, Markus ; Schaub, Nic ; Hoechle, Daniel ; Ruenzi, Stefan . In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:19. Full description at Econpapers \|\| Download paper
2015	Familiarity and competition: the case of mutual funds. (2015). Gil-Bazo, Javier ; Dumitrescu, Ariadna. In: Economics Working Papers. RePEc:upf:upfgen:1474. Full description at Econpapers \|\| Download paper
2015	Familiarity and Competition: The Case of Mutual Funds. (2015). Gil-Bazo, Javier ; Dumitrescu, Ariadna. In: Working Papers. RePEc:bge:wpaper:815. Full description at Econpapers \|\| Download paper
2015	Do financial advisors provide tangible benefits for investors? Evidence from tax-motivated mutual fund flows. (2015). Cici, Gjergji ; Sorhage, Christoph ; Kempf, Alexander . In: CFR Working Papers. RePEc:zbw:cfrwps:1209r5. Full description at Econpapers \|\| Download paper
2015	Outsourcing of mutual funds non-core competencies. (2015). Sorhage, Christoph . In: CFR Working Papers. RePEc:zbw:cfrwps:1404r2. Full description at Econpapers \|\| Download paper
2015	Milk or wine: Mutual funds (dis)economies of life. (2015). Dahm, Laura K ; Sorhage, Christoph . In: CFR Working Papers. RePEc:zbw:cfrwps:1505. Full description at Econpapers \|\| Download paper
2015	Determinants of money flows into investment trusts in Japan. (2015). Shinozawa, Yoshikatsu . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:37:y:2015:i:c:p:138-161. Full description at Econpapers \|\| Download paper
2015	The scope of international mutual fund outsourcing: Fees, performance and risks. (2015). Cumming, Douglas ; Zhan, Feng ; Schwienbacher, Armin . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:38:y:2015:i:c:p:185-199. Full description at Econpapers \|\| Download paper
2015	Measuring skill in the mutual fund industry. (2015). Berk, Jonathan B ; van Binsbergen, Jules H. In: Journal of Financial Economics. RePEc:eee:jfinec:v:118:y:2015:i:1:p:1-20. Full description at Econpapers \|\| Download paper
2015	Shareholder versus Stakeholder Protection and Interest-Group Politics. (2015). At, Christian . In: Journal of Institutional and Theoretical Economics (JITE). RePEc:mhr:jinste:urn:sici:0932-4569(201509)171:3_478:svspai_2.0.tx_2-a. Full description at Econpapers \|\| Download paper
2015	High-frequency quoting, trading, and the efficiency of prices. (2015). Conrad, Jennifer ; Xiang, Jin ; Wahal, Sunil . In: Journal of Financial Economics. RePEc:eee:jfinec:v:116:y:2015:i:2:p:271-291. Full description at Econpapers \|\| Download paper
2015	The friction-free weighted price contribution. (2015). PASCUAL, ROBERTO ; Abad, David . In: International Review of Economics & Finance. RePEc:eee:reveco:v:37:y:2015:i:c:p:226-239. Full description at Econpapers \|\| Download paper
2015	Evaluating trade classification algorithms: Bulk volume classification versus the tick rule and the Lee-Ready algorithm. (2015). Chakrabarty, Bidisha ; Shkilko, Andriy ; Pascual, Roberto . In: Journal of Financial Markets. RePEc:eee:finmar:v:25:y:2015:i:c:p:52-79. Full description at Econpapers \|\| Download paper
2015	Technology spillovers and corporate cash holdings. (2015). Wan, Chi ; Qiu, Jiaping . In: Journal of Financial Economics. RePEc:eee:jfinec:v:115:y:2015:i:3:p:558-573. Full description at Econpapers \|\| Download paper
2015	Challenging the payment effect in bank-financed takeovers. (2015). Fischer, Mario . In: Journal of Management Control: Zeitschrift fÃ¼r Planung und Unternehmenssteuerung. RePEc:spr:jmgtco:v:26:y:2015:i:4:p:347-376. Full description at Econpapers \|\| Download paper
2015	The impact of private equity on firms innovation activity. (2015). wright, mike ; Stiebale, Joel ; Amess, Kevin. In: DICE Discussion Papers. RePEc:zbw:dicedp:184. Full description at Econpapers \|\| Download paper
2015	Cross-Border M&As and Innovative Activity of Acquiring and Target Firms. (2015). Stiebale, Joel. In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:112898. Full description at Econpapers \|\| Download paper
2015	Growth uncertainty, generalized disappointment aversion and production-based asset pricing. (2015). Miao, Jianjun ; Liu, Hening . In: Journal of Monetary Economics. RePEc:eee:moneco:v:69:y:2015:i:c:p:70-89. Full description at Econpapers \|\| Download paper
2015	Learning, confidence, and option prices. (2015). Shaliastovich, Ivan . In: Journal of Econometrics. RePEc:eee:econom:v:187:y:2015:i:1:p:18-42. Full description at Econpapers \|\| Download paper
2015	Stock return and cash flow predictability: The role of volatility risk. (2015). Bollerslev, Tim ; Zhou, Hao ; Xu, Lai . In: Journal of Econometrics. RePEc:eee:econom:v:187:y:2015:i:2:p:458-471. Full description at Econpapers \|\| Download paper
2015	Good and bad uncertainty: Macroeconomic and financial market implications. (2015). Segal, Gill ; Yaron, Amir ; Shaliastovich, Ivan . In: Journal of Financial Economics. RePEc:eee:jfinec:v:117:y:2015:i:2:p:369-397. Full description at Econpapers \|\| Download paper
2015	The effect of poison pill adoptions and court rulings on firm entrenchment. (2015). Heron, Randall A ; Lie, Erik . In: Journal of Corporate Finance. RePEc:eee:corfin:v:35:y:2015:i:c:p:286-296. Full description at Econpapers \|\| Download paper
2015	The problem of causality in corporate governance research: The case of governance indexes and firm valuation. (2015). Saravia Matus, Silvia ; Saravia-Matus, Silvia . In: DOCUMENTOS DE TRABAJO CIEF. RePEc:col:000122:012451. Full description at Econpapers \|\| Download paper
2015	Managerial Compensation Duration and Stock Price Manipulation. (2015). Schroth, Josef. In: Staff Working Papers. RePEc:bca:bocawp:15-25. Full description at Econpapers \|\| Download paper
2015	Volatility of aggregate volatility and hedge funds returns. (2015). ARISOY, Yakup ; Agarwal, Vikas ; Naik, Narayan Y.. In: CFR Working Papers. RePEc:zbw:cfrwps:1503. Full description at Econpapers \|\| Download paper
2015	Volatility of aggregate volatility and hedge funds returns. (2015). ARISOY, Yakup ; Agarwal, Vikas ; Naik, Narayan Y. In: CFR Working Papers. RePEc:zbw:cfrwps:1503r. Full description at Econpapers \|\| Download paper
2015	Nobody is perfect: Asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errors. (2015). Branger, Nicole ; Wu, Lue ; Schlag, Christian . In: SAFE Working Paper Series. RePEc:zbw:safewp:114. Full description at Econpapers \|\| Download paper
2015	Does variance risk have two prices? Evidence from the equity and option markets. (2015). Malkhozov, Aytek . In: BIS Working Papers. RePEc:bis:biswps:521. Full description at Econpapers \|\| Download paper
2015	Equity Prices and Cartel Activity. (2015). Richards, Dan ; Bianconi, Marcelo ; Yuan, Heng . In: Discussion Papers Series, Department of Economics, Tufts University. RePEc:tuf:tuftec:0813. Full description at Econpapers \|\| Download paper
2015	Financial connectedness among European volatility risk premia. (2015). cipollini, andrea ; Muzzioli, Silvia ; lo Cascio, Iolanda . In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:15112. Full description at Econpapers \|\| Download paper
2015	Aggregate volatility expectations and threshold CAPM. (2015). ARISOY, Yakup. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:231-253. Full description at Econpapers \|\| Download paper
2015	Volatility co-movements: A time-scale decomposition analysis. (2015). cipollini, andrea ; Muzzioli, Silvia ; lo Cascio, Iolanda . In: Journal of Empirical Finance. RePEc:eee:empfin:v:34:y:2015:i:c:p:34-44. Full description at Econpapers \|\| Download paper
2015	How do acquirers choose between mergers and tender offers?. (2015). Offenberg, David ; Pirinsky, Christo . In: Journal of Financial Economics. RePEc:eee:jfinec:v:116:y:2015:i:2:p:331-348. Full description at Econpapers \|\| Download paper
2015	Managerial Performance Incentives and Firm Risk during Economic Expansions and Recessions. (2015). Savaser, Tanseli ; Ciamarra, Elif Sisli . In: Working Papers. RePEc:brd:wpaper:93. Full description at Econpapers \|\| Download paper
2015	Risk and ambiguity in models of business cycles. (2015). Ferriere, Axelle ; Backus, David ; Zin, Stanley . In: Journal of Monetary Economics. RePEc:eee:moneco:v:69:y:2015:i:c:p:42-63. Full description at Econpapers \|\| Download paper
2015	Misspecified Recovery. (2015). Scheinkman, Jose ; Hansen, Lars ; Borovivcka, Jaroslav ; Jos'e A. Scheinkman, . In: Papers. RePEc:arx:papers:1412.0042. Full description at Econpapers \|\| Download paper
2015	Dynamic equilibrium with rare events and heterogeneous Epstein-Zin investors. (2015). Chabakauri, Georgy . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:60737. Full description at Econpapers \|\| Download paper
2015	Generalized risk premia. (2015). Schneider, Paul . In: Journal of Financial Economics. RePEc:eee:jfinec:v:116:y:2015:i:3:p:487-504. Full description at Econpapers \|\| Download paper
2015	Extreme risk interdependence. (2015). Stoja, Evarist ; Polanski, Arnold . In: Bank of England working papers. RePEc:boe:boeewp:0563. Full description at Econpapers \|\| Download paper
2015	Asset pricing with heterogeneous preferences, beliefs, and portfolio constraints. (2015). Chabakauri, Georgy . In: Journal of Monetary Economics. RePEc:eee:moneco:v:75:y:2015:i:c:p:21-34. Full description at Econpapers \|\| Download paper
2015	Margin regulation and volatility. (2015). Schmedders, Karl ; Kubler, Felix ; Grill, Michael ; Brumm, Johannes . In: Journal of Monetary Economics. RePEc:eee:moneco:v:75:y:2015:i:c:p:54-68. Full description at Econpapers \|\| Download paper
2015	The impact of CCPs margin policies on repo markets. (2015). Picillo, Cristina ; Pietrunti, Mario ; Miglietta, Arianna . In: BIS Working Papers. RePEc:bis:biswps:515. Full description at Econpapers \|\| Download paper
2015	The impact of CCPsÃ¯Â¿Â½ margin policies on Repo markets. (2015). Picillo, Cristina ; Pietrunti, Mario ; Miglietta, Arianna . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1028_15. Full description at Econpapers \|\| Download paper
2015	Macroprudential regulation under repo funding. (2015). Valderrama, Laura . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:24:y:2015:i:2:p:178-199. Full description at Econpapers \|\| Download paper
2015	The intraday interest rate: Whats that?. (2015). Fecht, Falko ; Abbassi, Puriya ; Tischer, Johannes . In: Discussion Papers. RePEc:zbw:bubdps:242015. Full description at Econpapers \|\| Download paper
2015	Tri-Party Repo Pricing. (2015). HU, GRACE XING ; Wang, Jiang ; Pan, Jun . In: NBER Working Papers. RePEc:nbr:nberwo:21502. Full description at Econpapers \|\| Download paper
2015	Introduction [to A Primer on the GCF RepoÂ® Service]. (2015). Copeland, Adam. In: Economic Policy Review. RePEc:fip:fednep:00024. Full description at Econpapers \|\| Download paper
2015	An empirical analysis of the GCF RepoÂ® Service. (2015). Martin, Antoine ; Copeland, Adam ; Davis, Isaac . In: Economic Policy Review. RePEc:fip:fednep:00026. Full description at Econpapers \|\| Download paper
2015	Textual analysis and international financial reporting: Large sample evidence. (2015). Lang, Mark ; Stice-Lawrence, Lorien . In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:60:y:2015:i:2:p:110-135. Full description at Econpapers \|\| Download paper
2015	On guidance and volatility. (2015). Billings, Mary Brooke ; Lev, Baruch ; Jennings, Robert . In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:60:y:2015:i:2:p:161-180. Full description at Econpapers \|\| Download paper
2015	Market risk of BRIC Eurobonds in the financial crisis period. (2015). VORTELINOS, DIMITRIOS ; Lakshmi, Geeta . In: International Review of Economics & Finance. RePEc:eee:reveco:v:39:y:2015:i:c:p:295-310. Full description at Econpapers \|\| Download paper
2015	The relationship between the option-implied volatility smile, stock returns and heterogeneous beliefs. (2015). Feng, Shu ; Friesen, Geoffrey C ; Zhang, YI. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:62-73. Full description at Econpapers \|\| Download paper
2015	Trading breaks and asymmetric information: The option markets. (2015). Kaplanski, Guy ; Levy, Haim . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:390-404. Full description at Econpapers \|\| Download paper
2015	The effects of employee stock option plans on operating performance in Chinese firms. (2015). Fang, Hongyan ; Quan, Juan ; Nofsinger, John R.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:54:y:2015:i:c:p:141-159. Full description at Econpapers \|\| Download paper
2015	How long is a long-term-firm investment in the presence of governance mechanisms?. (2015). Carlsson, Evert ; Mavruk, Taylan . In: Eurasian Business Review. RePEc:spr:eurasi:v:5:y:2015:i:1:p:117-149. Full description at Econpapers \|\| Download paper
2015	Bonus caps, deferrals and bankers risk-taking. (2015). Jokivuolle, Esa ; Yuan, Xuchuan ; Keppo, Jussi . In: Research Discussion Papers. RePEc:bof:bofrdp:2015_005. Full description at Econpapers \|\| Download paper
2015	Bonus caps, deferrals and bankers risk-taking. (2015). Jokivuolle, Esa ; Yuan, Xuchuan ; Keppo, Jussi . In: Research Discussion Papers. RePEc:hhs:bofrdp:2015_005. Full description at Econpapers \|\| Download paper
2015	Sovereign default, enforcement and the private cost of capital. (2015). Andreasen, Eugenia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:39:y:2015:i:c:p:411-427. Full description at Econpapers \|\| Download paper
2015	The recent growth of international reserves in developing economies: A monetary perspective. (2015). Pina, Goncalo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:58:y:2015:i:c:p:172-190. Full description at Econpapers \|\| Download paper
2015	Financial innovation in sovereign borrowing and public provision of liquidity. (2015). Gomez-Gonzalez, Patricia . In: Working Papers. RePEc:bde:wpaper:1511. Full description at Econpapers \|\| Download paper
2015	Sovereign debt and reserves with liquidity and productivity crises. (2015). Tarantino, Emanuele ; Corneli, Flavia. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1012_15. Full description at Econpapers \|\| Download paper
2015	Bank and sovereign risk feedback loops. (2015). Erce, Aitor. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:227. Full description at Econpapers \|\| Download paper
2015	Determinants of long-term yields: A panel data analysis of major countries. (2015). Ichiue, Hibiki ; Shimizu, Yuhei . In: Japan and the World Economy. RePEc:eee:japwor:v:34-35:y:2015:i::p:44-55. Full description at Econpapers \|\| Download paper
2015	International political risk and government bond pricing. (2015). Zhang, Bohui ; Wu, Fei ; Huang, Tao ; Yu, Jing . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:55:y:2015:i:c:p:393-405. Full description at Econpapers \|\| Download paper
2015	Default Premium. (2015). Mano, Rui ; CatÃÂ£o, Luis ; Cato, Luis . In: IMF Working Papers. RePEc:imf:imfwpa:15/167. Full description at Econpapers \|\| Download paper
2015	Sovereign debt exposure and the bank lending channel: impact on credit supply and the real economy. (2015). Mezzanotti, Filippo ; Lenzu, Simone ; Bottero, Margherita . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1032_15. Full description at Econpapers \|\| Download paper
2015	Comment on External and Public Debt Crises. (2015). Reis, Ricardo . In: NBER Chapters. RePEc:nbr:nberch:13605. Full description at Econpapers \|\| Download paper
2015	Bank and sovereign risk feedback loops. (2015). Erce, Aitor. In: Working Papers. RePEc:stm:wpaper:1. Full description at Econpapers \|\| Download paper
2015	Banksâ Liquidity Buffers and the Role of Liquidity Regulation. (2015). Zymek, Robert ; Lelyveld, Iman ; Bonner, Clemens. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:48:y:2015:i:3:p:215-234. Full description at Econpapers \|\| Download paper
2015	Sovereign and corporate credit risk: Evidence from the Eurozone. (2015). Bedendo, Mascia ; Colla, Paolo . In: Journal of Corporate Finance. RePEc:eee:corfin:v:33:y:2015:i:c:p:34-52. Full description at Econpapers \|\| Download paper
2015	Financial Frictions, Product Quality, and International Trade. (2015). Crino, Rosario ; Ogliari, Laura . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10555. Full description at Econpapers \|\| Download paper
2015	Preferential Regulatory Treatment and Banks Demand for Government Bonds. (2015). Bonner, Clemens. In: Discussion Paper. RePEc:tiu:tiucen:049e0e5e-f57b-4ef8-ab8b-bcbd00568d6e. Full description at Econpapers \|\| Download paper
2015	Domestic creditors as last lenders in debt crises: a simple model with multiple equilibria. (2015). Gandr, Pauline . In: Economics Bulletin. RePEc:ebl:ecbull:eb-15-00676. Full description at Econpapers \|\| Download paper
2015	Transmission channels of systemic risk and contagion in the European financial network. (2015). Paltalidis, Nikos ; Koutelidakis, Yiannis ; Gounopoulos, Dimitrios . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s1:p:s36-s52. Full description at Econpapers \|\| Download paper
2015	The effects of ratings-contingent regulation on international bank lending behavior: Evidence from the Basel 2 Accord. (2015). Wu, Eliza ; Kim, Suk-Joong ; HASAN, IFTEKHAR. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s1:p:s53-s68. Full description at Econpapers \|\| Download paper
2015	Domestic creditors as last lenders in debt crises: a simple model with multiple equilibria. (2015). Gandre, Pauline . In: Post-Print. RePEc:hal:journl:halshs-01264630. Full description at Econpapers \|\| Download paper
2015	Uncertainty shocks and non-fundamental debt crises: An ambiguity approach. (2015). GroÃÂe Steffen, Christoph. In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:112936. Full description at Econpapers \|\| Download paper
2015	Bank Profitability and Risk-Taking. (2015). Vlahu, Razvan ; Ratnovski, Lev ; Martynova, Natalya . In: IMF Working Papers. RePEc:imf:imfwpa:15/249. Full description at Econpapers \|\| Download paper
2015	Private Equity, Layoffs, and Job Polarization. (2015). TÃÂ¥g, Joacim ; Olsson, Martin ; TÃ¥g, Joacim, . In: Working Paper Series. RePEc:hhs:iuiwop:1068. Full description at Econpapers \|\| Download paper
2015	Employee rights and acquisitions. (2015). Knyazeva, Anzhela ; John, Kose . In: Journal of Financial Economics. RePEc:eee:jfinec:v:118:y:2015:i:1:p:49-69. Full description at Econpapers \|\| Download paper
2015	An analysis of sectoral equity and CDS spreads. (2015). Narayan, Paresh. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:80-93. Full description at Econpapers \|\| Download paper
2015	The Relationship Between Credit Default Swap Spreads, Equity Indices and Sector Equity Indices: An Empirical Study on Istanbul Stock Exchange. (2015). Koy, Ayben . In: Proceedings of International Academic Conferences. RePEc:sek:iacpro:2604117. Full description at Econpapers \|\| Download paper
2015	The Negative Credit Risk Premium Puzzle: A Limits to Arbitrage Story. (2015). Brooks, Chris ; Godfrey, Chris . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2015-07. Full description at Econpapers \|\| Download paper
2015	Monetary policy and long-term real rates. (2015). Stein, Jeremy ; Hanson, Samuel G.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:115:y:2015:i:3:p:429-448. Full description at Econpapers \|\| Download paper
2015	Limits to arbitrage and the term structure of bond illiquidity premiums. (2015). Schuster, Philipp ; Uhrig-Homburg, Marliese . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:57:y:2015:i:c:p:143-159. Full description at Econpapers \|\| Download paper
2015	The informational content of market-based measures of inflation expectations derived from govenment bonds and inflation swaps in the United Kingdom. (2015). Liu, Zhuoshi ; Relleen, Jon ; Kaminska, Iryna ; Vangelista, Elisabetta . In: Bank of England working papers. RePEc:boe:boeewp:0551. Full description at Econpapers \|\| Download paper
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2015	Understanding financial inclusion in China. (2015). Weill, Laurent ; FungÃ¡ÄovÃ¡, Zuzana. In: China Economic Review. RePEc:eee:chieco:v:34:y:2015:i:c:p:196-206. Full description at Econpapers \|\| Download paper
2015	The Effect of Savings Accounts on Interpersonal Financial Relationships: Evidence from a Field Experiment in Rural Kenya. (2015). Robinson, Jonathan ; Dupas, Pascaline ; Keats, Anthony . In: NBER Working Papers. RePEc:nbr:nberwo:21339. Full description at Econpapers \|\| Download paper
2015	Dual credit markets and household access to finance : evidence from a representative Chinese household survey. (2015). Xu, Lixin ; Gan, Li ; Cull, Robert ; Gao, Nan . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:7454. Full description at Econpapers \|\| Download paper
2015	The Effect of Savings Accounts on Interpersonal Financial Relationships: Evidence from a Field Experiment in Rural Kenya. (2015). Robinson, Jonathan ; Dupas, Pascaline ; Keats, Anthony . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10689. Full description at Econpapers \|\| Download paper
2015	Handbook on the Economics of Foreign Aid. (2015). Arvin, Mak. In: Books. RePEc:elg:eebook:15762. Full description at Econpapers \|\| Download paper
2015	Why do options prices predict stock returns? Evidence from analyst tipping. (2015). Lin, Tse-Chun ; Lu, Xiaolong . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:52:y:2015:i:c:p:17-28. Full description at Econpapers \|\| Download paper
2015	What is the value of sell-side analysts? Evidence from coverage initiations and terminations. (2015). Li, Kevin K ; You, Haifeng . In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:60:y:2015:i:2:p:141-160. Full description at Econpapers \|\| Download paper
2015	What is the value of sell-side analysts? Evidence from coverage changes â A discussion. (2015). Hansen, Robert. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:60:y:2015:i:2:p:58-64. Full description at Econpapers \|\| Download paper
2015	Stock return synchronicity and the market response to analyst recommendation revisions. (2015). Hao, Wei ; Devos, Erik ; Wongchoti, Udomsak ; Prevost, Andrew K. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:376-389. Full description at Econpapers \|\| Download paper
2015	Excess premium offers and bidder success in European takeovers. (2015). Schneck, Colin ; Bessler, Wolfgang . In: Eurasian Economic Review. RePEc:spr:eurase:v:5:y:2015:i:1:p:23-62. Full description at Econpapers \|\| Download paper
2015	Takeover rumors: Returns and pricing of rumored targets. (2015). Yin, Xiangkang ; Tian, Gloria Y. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:13-27. Full description at Econpapers \|\| Download paper
2015	Bidder contests in international mergers and acquisitions: The impact of toeholds, preemptive bidding, and termination fees. (2015). Bessler, Wolfgang ; Zimmermann, Jan ; Schneck, Colin . In: International Review of Financial Analysis. RePEc:eee:finana:v:42:y:2015:i:c:p:4-23. Full description at Econpapers \|\| Download paper
2015	How Sukuk Shapes Firm Performance. (2015). Weill, Laurent ; Godlewski, Christophe ; Klein, Paul-Olivier . In: Working Papers of LaRGE Research Center. RePEc:lar:wpaper:2015-05. Full description at Econpapers \|\| Download paper
2015	How does information technology improve aggregate productivity? A new channel of productivity dispersion and reallocation. (2015). Chun, Hyunbae ; Kim, Jung-Wook ; Lee, Jason . In: Research Policy. RePEc:eee:respol:v:44:y:2015:i:5:p:999-1016. Full description at Econpapers \|\| Download paper
2015	Asset Pricing with Horizon-Dependent Risk Aversion. (2015). Eisenbach, Thomas ; Andries, Marianne ; Schmalz, Martin . In: 2015 Meeting Papers. RePEc:red:sed015:1069. Full description at Econpapers \|\| Download paper
2015	Growth, Slowdowns, and Recoveries. (2015). Bianchi, Francesco ; Kung, Howard . In: 2015 Meeting Papers. RePEc:red:sed015:1073. Full description at Econpapers \|\| Download paper
2015	Stock Market Returns, Corporate Governance and Capital Market Equilibrium. (2015). von Thadden, Ernst-Ludwig ; Pelizzon, Loriana ; Parigi, Bruno . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10392. Full description at Econpapers \|\| Download paper
2015	Managing markets for toxic assets. (2015). Masatlioglu, Yusufcan ; House, Christopher L.. In: Journal of Monetary Economics. RePEc:eee:moneco:v:70:y:2015:i:c:p:84-99. Full description at Econpapers \|\| Download paper
2015	Banks and Market Liquidity. (2015). Arping, Stefan . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150020. Full description at Econpapers \|\| Download paper
2015	Does Lack of Financial Stability Impair the Transmission of Monetary Policy?. (2015). Teichmann, Daniel ; Acharya, Viral V. ; Imbierowicz, Bjorn ; Steffen, Sascha . In: HIT-REFINED Working Paper Series. RePEc:hit:remfce:24. Full description at Econpapers \|\| Download paper
2015	Liquidity hoarding and interbank market rates: The role of counterparty risk. (2015). Hoerova, Marie ; Heider, Florian ; Holthausen, Cornelia . In: Journal of Financial Economics. RePEc:eee:jfinec:v:118:y:2015:i:2:p:336-354. Full description at Econpapers \|\| Download paper
2015	Innovation efficiency, global diversification, and firm value. (2015). Chou, Julia ; Gao, Wenlian . In: Journal of Corporate Finance. RePEc:eee:corfin:v:30:y:2015:i:c:p:278-298. Full description at Econpapers \|\| Download paper
2015	Sharing a Director with a Peer. (2015). Schmid, Markus ; Horsch, Philipp ; Berg, Tatjana . In: Working Papers on Finance. RePEc:usg:sfwpfi:2015:07. Full description at Econpapers \|\| Download paper
2015	Social learning and corporate peer effects. (2015). Kaustia, Markku ; Rantala, Ville . In: Journal of Financial Economics. RePEc:eee:jfinec:v:117:y:2015:i:3:p:653-669. Full description at Econpapers \|\| Download paper
2015	On the evolution of corporate capital structures. (2015). Arce, Daniel ; Kieschnick, Robert ; Cook, Douglas. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:25:y:2015:i:3:p:561-583. Full description at Econpapers \|\| Download paper
2015	Bank loans and troubled debt restructurings. (2015). Demiroglu, Cem ; James, Christopher . In: Journal of Financial Economics. RePEc:eee:jfinec:v:118:y:2015:i:1:p:192-210. Full description at Econpapers \|\| Download paper
2015	Bank leverage and profitability: Evidence from a sample of international banks. (2015). Paladino, Giovanna ; Beltratti, Andrea . In: Review of Financial Economics. RePEc:eee:revfin:v:27:y:2015:i:c:p:46-57. Full description at Econpapers \|\| Download paper
2015	International Corporate Governance Spillovers: Evidence from Cross-Border Mergers and Acquisitions. (2015). Brandao Marques, Luis ; Ferreira, Miguel ; Matos, Pedro Pinto ; Brando-Marques, Luis . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10917. Full description at Econpapers \|\| Download paper
2015	Corporate cash holdings: Causes and consequences. (2015). Amess, Kevin ; Banerji, Sanjay ; Lampousis, Athanasios . In: International Review of Financial Analysis. RePEc:eee:finana:v:42:y:2015:i:c:p:421-433. Full description at Econpapers \|\| Download paper
2015	Corporate Shareholdings and the Liquidity of Malaysian Stocks: Investor Heterogeneity, Trading Account Types and the Underlying Channels. (2015). Lim, Kian-Ping ; Hooy, Chee-Wooi ; Thian, Tze-Chung . In: MPRA Paper. RePEc:pra:mprapa:67602. Full description at Econpapers \|\| Download paper
2015	On the stock market liquidity and the business cycle: A multi country approach. (2015). Galariotis, Emilios ; Giouvris, Evangelos . In: International Review of Financial Analysis. RePEc:eee:finana:v:38:y:2015:i:c:p:44-69. Full description at Econpapers \|\| Download paper
2015	Investor Sentiment and Employment. (2015). Montone, Maurizio ; Remco C. J. Zwinkels, ; Remco C. J. Zwinkels, . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150046. Full description at Econpapers \|\| Download paper
2015	Corporate Investment in Emerging Markets; Financing vs. Real Options Channel. (2015). Valencia, Fabian ; Li, Delong ; Magud, Nicolas E. In: IMF Working Papers. RePEc:imf:imfwpa:15/285. Full description at Econpapers \|\| Download paper
2015	Secular bipolar growth rate of the real US GDP per capita: implications for understanding past and future economic growth. (2015). Lera, Sandro ; Sornette, Didier . In: Papers. RePEc:arx:papers:1607.04136. Full description at Econpapers \|\| Download paper
2015	Model of Determination of the Dynamical Stability of Economic Systems. (2015). Kostenko, Elena ; Lapshyn, Volodymyr ; Kuznichenko, Volodymyr . In: Research in Applied Economics. RePEc:mth:raee88:v:7:y:2015:i:2:p:1-10. Full description at Econpapers \|\| Download paper
2015	Evidence on the Wage Returns of Advanced Vocational Training and University Education in Spain. (2015). Llorente-Heras, Raquel ; HERRARTE SANCHEZ, AINHOA ; Blzquez, Maite. In: Research in Applied Economics. RePEc:mth:raee88:v:7:y:2015:i:3:p:1-13. Full description at Econpapers \|\| Download paper
2015	AIG in Hindsight. (2015). Paulson, Anna ; McDonald, Robert L.. In: NBER Working Papers. RePEc:nbr:nberwo:21108. Full description at Econpapers \|\| Download paper
2015	Reference guide to U.S. repo and securities lending markets. (2015). Copeland, Adam ; McCaughrin, Rebecca ; Baklanova, Viktoria . In: Staff Reports. RePEc:fip:fednsr:740. Full description at Econpapers \|\| Download paper
2015	The Rise of Chinas Shadow Banking System. (2015). Song, Zheng ; Hachem, Kinda . In: 2015 Meeting Papers. RePEc:red:sed015:931. Full description at Econpapers \|\| Download paper
2015	The Interaction between Funding Liquidity and Market Liquidity: Evidence from Subprime and European Crises. (2015). Takeyama, Azusa ; Tsuchida, Naoshi . In: IMES Discussion Paper Series. RePEc:ime:imedps:15-e-14. Full description at Econpapers \|\| Download paper
2015	Banks as patient fixed-income investors. (2015). Stein, Jeremy ; Shleifer, Andrei ; Hanson, Samuel G ; Vishny, Robert W. In: Journal of Financial Economics. RePEc:eee:jfinec:v:117:y:2015:i:3:p:449-469. Full description at Econpapers \|\| Download paper
2015	Discount window stigma during the 2007â2008 financial crisis. (2015). Armantier, Olivier ; Shrader, Jeffrey ; Sarkar, Asani ; Ghysels, Eric . In: Journal of Financial Economics. RePEc:eee:jfinec:v:118:y:2015:i:2:p:317-335. Full description at Econpapers \|\| Download paper
2015	Central Bank Collateral Frameworks. (2015). Nyborg, Kjell. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10663. Full description at Econpapers \|\| Download paper
2015	Banks, Shadow Banking, and Fragility. (2015). Schempp, Paul ; Luck, Stephan . In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:113204. Full description at Econpapers \|\| Download paper
2015	Price support by bank-affiliated mutual funds. (2015). Marin, Jose ; Golez, Benjamin . In: Journal of Financial Economics. RePEc:eee:jfinec:v:115:y:2015:i:3:p:614-638. Full description at Econpapers \|\| Download paper
2015	High Frequency Newswire Textual Sentiment: Evidence from international stock markets during the European Financial Crisis. (2015). Chouliaras, Andreas. In: MPRA Paper. RePEc:pra:mprapa:62524. Full description at Econpapers \|\| Download paper
2015	Multinational investment and voluntary disclosure: Project-level evidence from the petroleum industry. (2015). Cannizzaro, Anthony P. ; Weiner, Robert J.. In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:42:y:2015:i:c:p:32-47. Full description at Econpapers \|\| Download paper
2015	The Pessimism Factor: SEC EDGAR Form 10-K Textual Analysis and Stock Returns. (2015). Chouliaras, Andreas. In: MPRA Paper. RePEc:pra:mprapa:65585. Full description at Econpapers \|\| Download paper
2015	Institutional Investors, Annual Reports, Textual Analysis and Stock Returns: Evidence from SEC EDGAR 10-K and 13-F Forms. (2015). Chouliaras, Andreas. In: MPRA Paper. RePEc:pra:mprapa:65875. Full description at Econpapers \|\| Download paper
2015	The Effect of Investor Attention on the Pricing of Seasoned Equity Offerings. (2015). Pinto-Gutierrez, Cristian. In: Serie Working Papers. RePEc:dsr:wpaper:20. Full description at Econpapers \|\| Download paper
2015	Corporate social responsibility and media coverage. (2015). Cahan, Steven F ; Nguyen, Nhut H ; Chen, LI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:409-422. Full description at Econpapers \|\| Download paper
2015	Media news and earnings management prior to equity offerings. (2015). Chahine, Salim ; Mazboudi, Mohamad ; Mansi, Sattar . In: Journal of Corporate Finance. RePEc:eee:corfin:v:35:y:2015:i:c:p:177-195. Full description at Econpapers \|\| Download paper
2015	What do ads buy? Daily coverage of listed companies on the Italian press. (2015). GAMBARO, Marco ; Puglisi, Riccardo . In: European Journal of Political Economy. RePEc:eee:poleco:v:39:y:2015:i:c:p:41-57. Full description at Econpapers \|\| Download paper
2015	Options market makers×³ hedging and informed trading: Theory and evidence. (2015). Mello, Antonio S. ; Huh, Sahn-Wook ; Lin, Hao . In: Journal of Financial Markets. RePEc:eee:finmar:v:23:y:2015:i:c:p:26-58. Full description at Econpapers \|\| Download paper
2015	How well does the weighted price contribution measure price discovery?. (2015). Yang, Minxian ; Wang, Jianxin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:55:y:2015:i:c:p:113-129. Full description at Econpapers \|\| Download paper
2015	High frequency market microstructure. (2015). OHara, Maureen . In: Journal of Financial Economics. RePEc:eee:jfinec:v:116:y:2015:i:2:p:257-270. Full description at Econpapers \|\| Download paper
2015	Intraday Stochastic Volatility in Discrete Price Changes: the Dynamic Skellam Model. (2015). Lucas, AndrÃÂ© ; Koopman, Siem Jan. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150076. Full description at Econpapers \|\| Download paper
2015	Does individual investor trading impact firm valuation?. (2015). Wang, Qin ; Zhang, Jun . In: Journal of Corporate Finance. RePEc:eee:corfin:v:35:y:2015:i:c:p:120-135. Full description at Econpapers \|\| Download paper
2015	Corruption and bank risk-taking: Evidence from emerging economies. (2015). Wu, Ji ; Jeon, Bang ; Wang, Rui ; Chen, Minghua . In: Emerging Markets Review. RePEc:eee:ememar:v:24:y:2015:i:c:p:122-148. Full description at Econpapers \|\| Download paper
2015	Political Connections, Discriminatory Credit Constraint and Business Cycle. (2015). Peng, Yuchao ; Yan, Lili . In: MPRA Paper. RePEc:pra:mprapa:61439. Full description at Econpapers \|\| Download paper
2015	Macroeconomic and Financial Consequences of the Post-Crisis Government-Driven Credit Expansion in Brazil. (2015). Bonomo, Marco ; Martins, Bruno ; Brito, Ricardo . In: IDB Publications (Working Papers). RePEc:idb:brikps:88337. Full description at Econpapers \|\| Download paper
2015	Bank ownership, lending, and local economic performance during the 2008â2009 financial crisis. (2015). Coleman, Nicholas ; Feler, Leo . In: Journal of Monetary Economics. RePEc:eee:moneco:v:71:y:2015:i:c:p:50-66. Full description at Econpapers \|\| Download paper
2015	Political and economic incentives of government in partial privatization. (2015). Yamada, Takeshi ; Li, Zhaohua . In: Journal of Corporate Finance. RePEc:eee:corfin:v:32:y:2015:i:c:p:169-189. Full description at Econpapers \|\| Download paper
2015	Financing in an emerging economy: Does financial development or financial structure matter?. (2015). Martins-Filho, Carlos ; Castro, Fernanda ; Kalatzis, Aquiles E. G., . In: Emerging Markets Review. RePEc:eee:ememar:v:23:y:2015:i:c:p:96-123. Full description at Econpapers \|\| Download paper
2015	The after crisis government-driven credit expansion in Brazil: A firm level analysis. (2015). Martins, Bruno ; Bonomo, Marco ; Brito, Ricardo D.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:55:y:2015:i:c:p:111-134. Full description at Econpapers \|\| Download paper
2015	Are large firms born or made ? evidence from developing countries. (2015). Maksimovic, Vojislav ; Demirguc-Kunt, Asli ; Ayyagari, Meghana . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:7406. Full description at Econpapers \|\| Download paper
2015	State-Owned Banks: Acquirers in M&A deals. (2015). Florio, Massimo ; Bacchiocchi, Emanuele ; Vandone, Daniela ; Ferrari, Matteo . In: CIRIEC Working Papers. RePEc:crc:wpaper:1508. Full description at Econpapers \|\| Download paper
2015	Cyclicality of SME lending and government involvement in banks. (2015). Foos, Daniel ; Norden, Lars ; Behr, Patrick . In: Discussion Papers. RePEc:zbw:bubdps:392015. Full description at Econpapers \|\| Download paper
2015	The German banking system: Characteristics and challenges. (2015). Schmidt, Reinhard ; Behr, Patrick . In: SAFE White Paper Series. RePEc:zbw:safewh:32. Full description at Econpapers \|\| Download paper
2015	Electoral Credit Supply Cycles Among German Savings Banks. (2015). Gropp, Reint ; Saadi, Vahid . In: IWH Online. RePEc:zbw:iwhonl:112015. Full description at Econpapers \|\| Download paper
2015	Resolving the Spanning Puzzle in Macro-Finance Term Structure Models. (2015). Rudebusch, Glenn ; Bauer, Michael ; GlennD. Rudebusch, . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5187. Full description at Econpapers \|\| Download paper
2015	Resolving the spanning puzzle in macro-finance term structure models. (2015). Rudebusch, Glenn ; Bauer, Michael. In: Working Paper Series. RePEc:fip:fedfwp:2015-01. Full description at Econpapers \|\| Download paper
2015	Tasas de InterÃ©s de Largo Plazo en EconomÃas Desarrolladas: Tendencias Recientes e Implicancias de PolÃtica Monetaria en Chile.. (2015). Vergara, Rodrigo ; Albagli, Elias . In: Economic Policy Papers Central Bank of Chile. RePEc:chb:bcchep:52. Full description at Econpapers \|\| Download paper
2015	Restrictions on Risk Prices in Dynamic Term Structure Models. (2015). Bauer, Michael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5241. Full description at Econpapers \|\| Download paper
2015	Out-of-sample bond risk premium predictions: A global common factor. (2015). . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:51:y:2015:i:c:p:155-173. Full description at Econpapers \|\| Download paper
2015	Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty. (2015). Korobilis, Dimitris ; Cao, Shuo ; Byrne, Joseph. In: MPRA Paper. RePEc:pra:mprapa:63844. Full description at Econpapers \|\| Download paper
2015	A regime-switching NelsonâSiegel term structure model of the macroeconomy. (2015). RAHMAN, Shahidur . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:44:y:2015:i:c:p:1-17. Full description at Econpapers \|\| Download paper
2015	Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty. (2015). Korobilis, Dimitris ; Cao, Shuo ; Byrne, Joseph. In: Working Papers. RePEc:gla:glaewp:2015_08. Full description at Econpapers \|\| Download paper
2015	Inflation targeting and term premia estimates for Latin America. (2015). Rummel, Ole ; Blake, Andrew ; Rule, Garreth . In: Latin American Economic Review. RePEc:spr:laecrv:v:24:y:2015:i:1:p:1-21:10.1007/s40503-015-0017-7. Full description at Econpapers \|\| Download paper
2015	Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty. (2015). Byrne, Joseph P ; Korobilis, Dimitris ; Cao, Shuo . In: 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN. RePEc:ags:aaea07:679. Full description at Econpapers \|\| Download paper
2015	Alegerea soluÅ£iilor pentru expunerile faÅ£Ä de risc. (2015). Stefanescu, Razvan ; Dumitriu, Ramona . In: MPRA Paper. RePEc:pra:mprapa:65074. Full description at Econpapers \|\| Download paper
2015	UK Term Structure Decompositions at the Zero Lower Bound. (2015). Mouabbi, Sarah ; Carriero, Andrea ; Vangelista, Elisabetta . In: Working Papers. RePEc:qmw:qmwecw:wp755. Full description at Econpapers \|\| Download paper
2015	A rotated Dynamic Nelson-Siegel model with macro-financial applications. (2015). Nyholm, Ken . In: Working Paper Series. RePEc:ecb:ecbwps:20151851. Full description at Econpapers \|\| Download paper
2015	Expectations and risk premia at 8:30am: Macroeconomic announcements and the yield curve. (2015). Remolona, Eli ; HÃÂ¶rdahl, Peter ; Valente, Giorgio ; Hordahl, Peter . In: BIS Working Papers. RePEc:bis:biswps:527. Full description at Econpapers \|\| Download paper
2015	Multivariate return decomposition: theory and implications. (2015). Gospodinov, Nikolay ; Anatolyev, Stanislav. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2015-07. Full description at Econpapers \|\| Download paper
2015	Term-Structure Modelling at the Zero Lower Bound: Implications for Estimating the Term Premium. (2015). Chung, Tsz-Kin ; Li, Ka-Fai . In: Working Papers. RePEc:hkm:wpaper:212015. Full description at Econpapers \|\| Download paper
2015	Can behavioral biases explain the rejections of the expectation hypothesis of the term structure of interest rates?. (2015). Nawosah, Vivekanand ; Bulkley, George . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:179-193. Full description at Econpapers \|\| Download paper
2015	Financial conditions, macroeconomic factors and disaggregated bond excess returns. (2015). Menkhoff, Lukas ; Fricke, Christoph . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:80-94. Full description at Econpapers \|\| Download paper
2015	How does competition structure affect industry merger waves? A network analysis perspective. (2015). McKelvey, Bill ; Hou, Rui ; Yang, Jianmei ; Yao, Canzhong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:429:y:2015:i:c:p:140-156. Full description at Econpapers \|\| Download paper
2015	Which stocks are profitable? A network method to investigate the effects of network structure on stock returns. (2015). Luo, Peng ; Chen, Kun ; Wang, Huaiqing ; Sun, Bianxia . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:436:y:2015:i:c:p:224-235. Full description at Econpapers \|\| Download paper
2015	The bonding hypothesis of takeover defenses: Evidence from IPO firms. (2015). Johnson, William C ; Yi, Sangho . In: Journal of Financial Economics. RePEc:eee:jfinec:v:117:y:2015:i:2:p:307-332. Full description at Econpapers \|\| Download paper
2015	Industry Productivity Growth: A Network Perspective. (2015). Teng, Joe ; Smith, Fran ; Wu, Dazhong . In: Business Systems Research. RePEc:bit:bsrysr:v:6:y:2015:i:2:p:41-51. Full description at Econpapers \|\| Download paper
2015	Ripple effects from industry defaults. (2015). Wolff, Christian ; Pisa, Magdalena ; Bams, Dennis . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10891. Full description at Econpapers \|\| Download paper
2015	COMPARISON OF PREMIUMS OF CHINESE AND EUROPEAN COMPANIES IN MERGERS AND ACQUISITIONS IN EUROPE. (2015). Urbiena, Laimuta ; Zatulinas, Artras ; Nemunaityta, Viktorija . In: Organizations and Markets in Emerging Economies. RePEc:vul:omefvu:v:6:y:2015:i:2:id:195. Full description at Econpapers \|\| Download paper
2015	Corporate Governance, Innovation and Firm Age: Insights and New Evidence. (2015). Ravix, Jacques-Laurent ; Quatraro, Francesco ; Krafft, Jackie ; Bianchini, Stefano. In: GREDEG Working Papers. RePEc:gre:wpaper:2015-05. Full description at Econpapers \|\| Download paper
2015	Corporate Governance, Innovation and Firm Age: Insights and New Evidence.. (2015). Ravix, Jacques-Laurent ; Quatraro, Francesco ; Krafft, Jackie ; Bianchini, Stefano . In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:201504. Full description at Econpapers \|\| Download paper
2015	Corporate Governance, Innovation and Firm Age: Insights and New Evidence.. (2015). Ravix, Jacques-Laurent ; Quatraro, Francesco ; Krafft, Jackie ; Bianchini, Stefano . In: Department of Economics and Statistics Cognetti de Martiis LEI & BRICK - Laboratory of Economics of Innovation Franco Momigliano, Bureau of Research i. RePEc:uto:labeco:201502. Full description at Econpapers \|\| Download paper
2015	Innovation, investor sentiment, and firm-level experimentation. (2015). Aramonte, Sirio . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2015-67. Full description at Econpapers \|\| Download paper
2015	Companies learning to innovate in recessions. (2015). Amore, Mario Daniele . In: Research Policy. RePEc:eee:respol:v:44:y:2015:i:8:p:1574-1583. Full description at Econpapers \|\| Download paper
2015	Insider Trading and Innovation. (2015). Lin, Chen ; Levine, Ross ; Wei, Lai . In: NBER Working Papers. RePEc:nbr:nberwo:21634. Full description at Econpapers \|\| Download paper
2015	Corporate social responsibility and social capital. (2015). Cox, James ; Jha, Anand . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:60:y:2015:i:c:p:252-270. Full description at Econpapers \|\| Download paper
2015	Stock liquidity and managerial short-termism. (2015). Chen, Yangyang ; Rhee, Ghon S ; Veeraraghavan, Madhu ; Zolotoy, Leon . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:60:y:2015:i:c:p:44-59. Full description at Econpapers \|\| Download paper
2015	The effects of stock liquidity on firm value and corporate governance: Endogeneity and the REIT experiment. (2015). Cheung, William Mingyan ; Fung, Scott ; Chung, Richard . In: Journal of Corporate Finance. RePEc:eee:corfin:v:35:y:2015:i:c:p:211-231. Full description at Econpapers \|\| Download paper
2015	Product market competition and the value of innovation: Evidence from US patent data. (2015). Im, Hyun Joong ; Shon, Janghoon ; Park, Young Joon . In: Economics Letters. RePEc:eee:ecolet:v:137:y:2015:i:c:p:78-82. Full description at Econpapers \|\| Download paper
2015	Does managerial ability facilitate corporate innovative success?. (2015). Podolski, Edward ; Chen, Yangyang ; Veeraraghavan, Madhu . In: Journal of Empirical Finance. RePEc:eee:empfin:v:34:y:2015:i:c:p:313-326. Full description at Econpapers \|\| Download paper
2015	Injecting liquidity into liquidity research. (2015). faff, robert ; Smith, Tom ; Benson, Karen . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:35:y:2015:i:pb:p:533-540. Full description at Econpapers \|\| Download paper
2015	Creative destruction in Wall Streets technological arms race: Evidence from patent data. (2015). Diaz-Rainey, Ivan ; Essendorfer, Stephan ; Falta, Michael . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:99:y:2015:i:c:p:300-316. Full description at Econpapers \|\| Download paper
2015	Insurance companies trading behaviour during the European Sovereign debt crisis: Flight home or flight to quality?. (2015). Vermeulen, Robert ; Bijlsma, Melle. In: DNB Working Papers. RePEc:dnb:dnbwpp:468. Full description at Econpapers \|\| Download paper
2015	Uncertainty and episodes of extreme capital flows in the Euro Area. (2015). Schmidt, Torsten ; Zwick, Lina . In: Economic Modelling. RePEc:eee:ecmode:v:48:y:2015:i:c:p:343-356. Full description at Econpapers \|\| Download paper
2015	Cutting the credit line: Evidence from Germany. (2015). Nitsch, Volker ; Goldbach, Stefan. In: Discussion Papers. RePEc:zbw:bubdps:252015. Full description at Econpapers \|\| Download paper
2015	The side effects of national financial sector policies: framing the debate on financial protectionism. (2015). Reinhardt, Dennis ; Worz, Julia ; Weissenseel, Lisa ; Ramos-Tallada, Julio ; Peeters, Jolanda ; Paterno, Francesco . In: Occasional Paper Series. RePEc:ecb:ecbops:2014166. Full description at Econpapers \|\| Download paper
2015	The banks that said no: banking relationships, credit supply and productivity in the United Kingdom. (2015). Thwaites, Gregory ; Rostom, May ; Franklin, Jeremy. In: Bank of England working papers. RePEc:boe:boeewp:0557. Full description at Econpapers \|\| Download paper
2015	The banks that said no: banking relationships, credit supply and productivity in the UK. (2015). Thwaites, Gregory ; Rostom, May ; Franklin, Jeremy. In: Discussion Papers. RePEc:cfm:wpaper:1525. Full description at Econpapers \|\| Download paper
2015	International banking and liquidity risk transmission: lessons from the United Kingdom. (2015). Wieladek, Tomasz ; Hills, Robert ; Korniyenko, Yevgeniya ; Hooley, John . In: Bank of England working papers. RePEc:boe:boeewp:0562. Full description at Econpapers \|\| Download paper
2015	Financial Fragmentation and Economic Growth in Europe. (2015). Schnabel, Isabel ; Seckinger, Christian . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10805. Full description at Econpapers \|\| Download paper
2015	The side effects of national financial sector policies: framing the debate on financial protectionism. (2015). Rebillard, Cyril ; Reinhardt, Dennis ; Ramos-Tallada, Julio ; Beirne, John ; Peeters, Jolanda ; Paterno, Francesco ; Worz, Julia ; Weissenseel, Lisa ; Beck, Roland ; Hoc, AD. In: Occasional Paper Series. RePEc:ecb:ecbops:2015166. Full description at Econpapers \|\| Download paper
2015	Financial Fragmentation and Economic Growth in Europe. (2015). Schnabel, Isabel ; Seckinger, Christian . In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:112864. Full description at Econpapers \|\| Download paper
2015	Determinants and shareholder wealth effects of the sales method in acquisitions. (2015). Schlingemann, Frederik ; Wu, Hong . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:469-485. Full description at Econpapers \|\| Download paper
2015	Financing bidders in takeover contests. (2015). Vladimirov, Vladimir . In: Journal of Financial Economics. RePEc:eee:jfinec:v:117:y:2015:i:3:p:534-557. Full description at Econpapers \|\| Download paper
2015	The quality-assuring role of mutual fund advisory fees. (2015). Johnsen, Bruce D. ; Habib, Michel Antoine . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10438. Full description at Econpapers \|\| Download paper
2015	Scale and skill in active management. (2015). Stambaugh, Robert ; Pastor, Lubos ; Taylor, Lucian A.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:116:y:2015:i:1:p:23-45. Full description at Econpapers \|\| Download paper
2015	Efficiently Inefficient Markets for Assets and Asset Management. (2015). Pedersen, Lasse ; Garleanu, Nicolae B. In: NBER Working Papers. RePEc:nbr:nberwo:21563. Full description at Econpapers \|\| Download paper
2015	Liquidity effects and FFA returns in the international shipping derivatives market. (2015). Tsouknidis, Dimitris ; Alizadeh, Amir H. ; Kappou, Konstantina ; Visvikis, Ilias . In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:76:y:2015:i:c:p:58-75. Full description at Econpapers \|\| Download paper
2015	Risk Premiums in the Cross-Section of Commodity Convenience Yields. (2015). Bollinger, Thomas ; Kind, Axel . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1517. Full description at Econpapers \|\| Download paper
2015	Market sentiment in commodity futures returns. (2015). Gao, Lin ; Suss, Stephan . In: Journal of Empirical Finance. RePEc:eee:empfin:v:33:y:2015:i:c:p:84-103. Full description at Econpapers \|\| Download paper
2015	Testing for asymmetric causality between U.S. equity returns and commodity futures returns. (2015). Sousa, Ricardo ; Nguyen, Duc Khuong ; Uddin, Gazi Salah . In: Finance Research Letters. RePEc:eee:finlet:v:12:y:2015:i:c:p:38-47. Full description at Econpapers \|\| Download paper
2015	Foreign exchange predictability during the financial crisis: implications for carry trade profitability. (2015). Liu, Xiaochun ; Gospodinov, Nikolay ; Anatolyev, Stanislav. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2015-06. Full description at Econpapers \|\| Download paper
2015	Cross-Border Liquidity, Relationships and Monetary Policy: Evidence from the Euro Area Interbank Crisis. (2015). Peydro, Jose-Luis ; Fecht, Falko ; BrÃÂ¤uning, Falk ; Abbassi, Puriya ; Brauning, Falk . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10479. Full description at Econpapers \|\| Download paper
2015	Monetary Policy under the Microscope: Intra-bank Transmission of Asset Purchase Programs of the ECB. (2015). Koetter, Michael ; Cycon, L. In: IWH Discussion Papers. RePEc:iwh:dispap:9-15. Full description at Econpapers \|\| Download paper
2015	Bailout uncertainty in a microfounded general equilibrium model of the financial system. (2015). Cukierman, Alex ; Izhakian, Yehuda . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:52:y:2015:i:c:p:160-179. Full description at Econpapers \|\| Download paper
2015	Credit default swaps and the market for sovereign debt. (2015). Phillips, Blake ; Ismailescu, Iuliana . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:52:y:2015:i:c:p:43-61. Full description at Econpapers \|\| Download paper
2015	Bank sovereign bond holdings, sovereign shock spillovers, and moral hazard during the European crisis. (2015). Beltratti, Andrea ; Stulz, Rene M.. In: NBER Working Papers. RePEc:nbr:nberwo:21150. Full description at Econpapers \|\| Download paper
2015	Does sovereign creditworthiness affect bank valuations in emerging markets?. (2015). Williams, Gwion ; ap Gwilym, Owain ; Alsakka, Rasha. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:36:y:2015:i:c:p:113-129. Full description at Econpapers \|\| Download paper
2015	The role of macroeconomic news in sovereign CDS markets: Domestic and spillover news effects from the U.S., the Eurozone and China. (2015). Wu, Eliza ; Kim, Suk-Joong ; Salem, Leith . In: Journal of Financial Stability. RePEc:eee:finsta:v:18:y:2015:i:c:p:208-224. Full description at Econpapers \|\| Download paper
2015	The ICA-based Factor Decomposition of the Eurozone Sovereign CDS Spreads. (2015). Fabozzi, Frank J. ; Tsuchida, Naoshi ; Giacometti, Rosella . In: IMES Discussion Paper Series. RePEc:ime:imedps:15-e-04. Full description at Econpapers \|\| Download paper
2015	Securitization and lending standards: Evidence from the European wholesale loan market. (2015). Ongena, Steven ; Marques-Ibanez, David ; Kara, Alper. In: International Finance Discussion Papers. RePEc:fip:fedgif:1141. Full description at Econpapers \|\| Download paper
2015	A theory of bazookas; or, when (and when not) to use large-scale official sector support. (2015). Frost, Jon. In: DNB Working Papers. RePEc:dnb:dnbwpp:479. Full description at Econpapers \|\| Download paper
2015	Between capture and discretion - The determinants of distressed bank treatment and expected government support. (2015). Ignatowski, Magdalena ; Werger, Charlotte ; Korte, Josef . In: Working Paper Series. RePEc:ecb:ecbwps:20151835. Full description at Econpapers \|\| Download paper
2015	Sovereign risk, interbank freezes, and aggregate fluctuations. (2015). GroÃÂe Steffen, Christoph ; Engler, Philipp. In: Working Paper Series. RePEc:ecb:ecbwps:20151840. Full description at Econpapers \|\| Download paper
2015	Tax Evasion across Industries: Soft Credit Evidence from Greece. (2015). Artavanis, Nikolaos ; Tsoutsoura, Margarita ; Morse, Adair . In: NBER Working Papers. RePEc:nbr:nberwo:21552. Full description at Econpapers \|\| Download paper
2015	Banks and Sovereign Risk: A Granular View. (2015). Ohls, Jana ; Koetter, Michael ; Buch, Claudia. In: IWH Discussion Papers. RePEc:iwh:dispap:12-15. Full description at Econpapers \|\| Download paper
2015	Bank failure and bail-in: an introduction. (2015). Chennells, Lucy ; Wingfield, Venetia . In: Bank of England Quarterly Bulletin. RePEc:boe:qbullt:0179. Full description at Econpapers \|\| Download paper
2015	Modeling Systemic Risk with Correlated Stochastic Processes. (2015). Parisi, Laura ; Giudici, Paolo. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0110. Full description at Econpapers \|\| Download paper
2015	Correlated Defaults of UK Banks: Dynamics and Asymmetries. (2015). Zhao, Yang ; cerrato, mario ; Kim, Minjoo ; Crosby, John . In: Working Papers. RePEc:gla:glaewp:2015_24. Full description at Econpapers \|\| Download paper
2015	Contagion and banking crisis â International evidence for 2007â2009. (2015). Gajurel, Dinesh ; Dungey, Mardi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:60:y:2015:i:c:p:271-283. Full description at Econpapers \|\| Download paper
2015	Determinants and Valuation Effects of the Home Bias in European Banks Sovereign Debt Portfolios. (2015). Ioannidou, Vasso ; Huizinga, Harry ; Horvath, Balint. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10661. Full description at Econpapers \|\| Download paper
2015	Monetary policy under the microscope: Intra-bank transmission of asset purchase programs of the ECB. (2015). Koetter, Michael ; Cycon, Lisa . In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:112831. Full description at Econpapers \|\| Download paper
2015	âSovereigns and banks in the euro area: a tale of two crisesâ. (2015). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta . In: IREA Working Papers. RePEc:ira:wpaper:201504. Full description at Econpapers \|\| Download paper
2015	Banks and Sovereign Risk: A Granular View. (2015). Koetter, Michael ; Buch, Claudia ; Ohls, Jana . In: IWH Discussion Papers. RePEc:zbw:iwhdps:iwh-12-15. Full description at Econpapers \|\| Download paper
2015	Monetary Policy under the Microscope: Intra-bank Transmission of Asset Purchase Programs of the ECB. (2015). Koetter, Michael ; Cycon, Lisa . In: IWH Discussion Papers. RePEc:zbw:iwhdps:iwh-9-15. Full description at Econpapers \|\| Download paper
2015	Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns. (2015). Gungor, Sermin ; Garcia, RenÃÂ© ; Fontaine, Jean-Sebastien. In: Staff Working Papers. RePEc:bca:bocawp:15-12. Full description at Econpapers \|\| Download paper
2015	On the roles of different foreign currencies in European bank lending. (2015). Tille, CÃÂ©dric ; Krogstrup, Signe. In: IHEID Working Papers. RePEc:gii:giihei:heidwp17-2015. Full description at Econpapers \|\| Download paper
2015	A Macroeconomic Model of Equities and Real, Nominal, and Defaultable Debt. (2015). Swanson, Eric. In: 2015 Meeting Papers. RePEc:red:sed015:273. Full description at Econpapers \|\| Download paper
2015	Financial Flows and the International Monetary System. (2015). Rey, Helene ; Passari, Evgenia. In: NBER Working Papers. RePEc:nbr:nberwo:21172. Full description at Econpapers \|\| Download paper
2015	The Pass-Through of Sovereign Risk. (2015). Bocola, Luigi. In: Working Papers. RePEc:fip:fedmwp:722. Full description at Econpapers \|\| Download paper
2015	Credit-Market Sentiment and the Business Cycle. (2015). Zakrajsek, Egon ; Stein, Jeremy ; Lopez-Salido, David. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2015-28. Full description at Econpapers \|\| Download paper
2015	Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing. (2015). Ma, Sai ; Ludvigson, Sydney ; Lettau, Martin . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10335. Full description at Econpapers \|\| Download paper
2015	Intermediary leverage cycles and financial stability. (2015). Boyarchenko, Nina ; Adrian, Tobias. In: Staff Reports. RePEc:fip:fednsr:567. Full description at Econpapers \|\| Download paper
2015	Asset Pricing of Financial Insitutions: The Cross-Section of Expected Stock Returns in the Property/Liability Insurance Industry. (2015). Milidonis, Andreas ; ben Ammar, Semir ; Eling, Martin . In: Working Papers on Finance. RePEc:usg:sfwpfi:2015:16. Full description at Econpapers \|\| Download paper
2015	What do stock markets tell us about exchange rates?. (2015). Sarno, Lucio ; Payne, Richard ; Cenedese, Gino ; Valente, Giorgio . In: Bank of England working papers. RePEc:boe:boeewp:0537. Full description at Econpapers \|\| Download paper
2015	It aint over till its over: A global perspective on the Great Moderation-Great Recession interconnection. (2015). MORANA, CLAUDIO ; Bagliano, Fabio. In: Working Papers. RePEc:mib:wpaper:303. Full description at Econpapers \|\| Download paper
2015	It aint over till its over: A global perspective on the Great Moderation-Great Recession interconnection. (2015). MORANA, CLAUDIO ; Bagliano, Fabio. In: Working papers. RePEc:tur:wpapnw:031. Full description at Econpapers \|\| Download paper
2015	On the Roles of Different Foreign Currencies in European Bank Lending. (2015). Tille, CÃÂ©dric ; Krogstrup, Signe. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5535. Full description at Econpapers \|\| Download paper
2015	The great housing boom of China. (2015). Wen, Yi ; Chen, Kaiji. In: FRB Atlanta CQER Working Paper. RePEc:fip:fedacq:15-03. Full description at Econpapers \|\| Download paper
2015	What Do Stock Markets Tell Us About Exchange Rates?. (2015). Sarno, Lucio ; Payne, Richard ; Cenedese, Gino ; Valente, Giorgio . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10685. Full description at Econpapers \|\| Download paper
2015	The cost of capital of the financial sector. (2015). Adrian, Tobias ; Friedman, Evan ; Muir, Tyler . In: Staff Reports. RePEc:fip:fednsr:755. Full description at Econpapers \|\| Download paper
2015	On the roles of different foreign currencies in European bank lending. (2015). Tille, CÃÂ©dric ; Krogstrup, Signe. In: Kiel Working Papers. RePEc:zbw:ifwkwp:2007. Full description at Econpapers \|\| Download paper
2015	The Cost of Capital of the Financial Sector. (2015). Adrian, Tobias ; Muir, Tyler ; Friedman, Evan . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11031. Full description at Econpapers \|\| Download paper
2015	WSJ Category Kings - the impact of media attention on consumer and mutual fund investment decisions. (2015). Parham, Robert ; Kaniel, Ron . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10923. Full description at Econpapers \|\| Download paper
2015	The market timing ability and return performance of Islamic equities: An empirical study. (2015). Ashraf, Dawood ; Mohammad, Nazeeruddin . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:34:y:2015:i:c:p:169-183. Full description at Econpapers \|\| Download paper
2015	Estimation of skill of Russian mutual fund managers. (2015). Parshakov, Petr. In: Applied Econometrics. RePEc:ris:apltrx:0257. Full description at Econpapers \|\| Download paper
2015	Performance of European socially responsible funds during market crises: Evidence from France. (2015). Cortez, Maria Ceu ; Leite, Paulo . In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:132-141. Full description at Econpapers \|\| Download paper
2015	Information acquisition and learning from prices over the business cycle. (2015). MÃÂ¤kinen, Taneli ; Ohl, Bjorn ; Makinen, Taneli . In: Journal of Economic Theory. RePEc:eee:jetheo:v:158:y:2015:i:pb:p:585-633. Full description at Econpapers \|\| Download paper
2015	Mutual fund investment horizon and performance. (2015). Lan, Chunhua ; Wermers, Russ ; Moneta, Fabio . In: CFR Working Papers. RePEc:zbw:cfrwps:1506. Full description at Econpapers \|\| Download paper
2015	Board Overlaps in Mutual Fund Families. (2015). Hornstein, Abigail ; Ciamarra, Elif Sisli . In: Working Papers. RePEc:brd:wpaper:92. Full description at Econpapers \|\| Download paper
2015	Country and industry concentration and the performance of international mutual funds. (2015). Hiraki, Takato ; Wang, Xue ; Liu, Ming . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:297-310. Full description at Econpapers \|\| Download paper
2015	Informed trading around earnings and mutual fund alphas. (2015). Lau, Sie Ting ; Cai, YU. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:60:y:2015:i:c:p:168-180. Full description at Econpapers \|\| Download paper
2015	Downside Risk Timing by Mutual Funds. (2015). Simonov, Andrei ; Bodnaruk, Andriy ; Chokaev, Bekhan . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10639. Full description at Econpapers \|\| Download paper
2015	Learning to Take Risks? The Effect of Education on Risk-Taking in Financial Markets. (2015). Majlesi, Kaveh ; Lundborg, Petter ; Devereux, Paul ; Black, Sandra ; PaulJ. Devereux, . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10525. Full description at Econpapers \|\| Download paper
2015	Learning to Take Risks? The Effect of Education on Risk-Taking in Financial Markets. (2015). Majlesi, Kaveh ; Lundborg, Petter ; Devereux, Paul ; Black, Sandra. In: IZA Discussion Papers. RePEc:iza:izadps:dp8905. Full description at Econpapers \|\| Download paper
2015	Learning to Take Risks? The Effect of Education on Risk-Taking in Financial Markets. (2015). Majlesi, Kaveh ; Lundborg, Petter ; Devereux, Paul ; Black, Sandra. In: Working Papers. RePEc:hhs:lunewp:2015_008. Full description at Econpapers \|\| Download paper
2015	Learning to Take Risks? The Effect of Education on Risk-Taking in Financial Markets. (2015). Majlesi, Kaveh ; Lundborg, Petter ; Devereux, Paul ; Black, Sandra. In: Working Papers. RePEc:ucn:wpaper:201509. Full description at Econpapers \|\| Download paper
2015	Learning to Take Risks? The Effect of Education on Risk-Taking in Financial Markets. (2015). Majlesi, Kaveh ; Lundborg, Petter ; Devereux, Paul ; Black, Sandra. In: NBER Working Papers. RePEc:nbr:nberwo:21043. Full description at Econpapers \|\| Download paper
2015	On the Origins of Risk-Taking. (2015). Majlesi, Kaveh ; Lundborg, Petter ; Devereux, Paul ; Black, Sandra ; SandraE. Black, ; PaulJ. Devereux, . In: IZA Discussion Papers. RePEc:iza:izadps:dp9178. Full description at Econpapers \|\| Download paper
2015	On the Origins of Risk-Taking. (2015). Majlesi, Kaveh ; Lundborg, Petter ; Devereux, Paul ; Black, Sandra ; PaulJ. Devereux, ; SandraE. Black, . In: NBER Working Papers. RePEc:nbr:nberwo:21332. Full description at Econpapers \|\| Download paper
2015	On The Origins of Risk-Taking. (2015). Majlesi, Kaveh ; Lundborg, Petter ; Devereux, Paul ; Black, Sandra. In: Working Papers. RePEc:hhs:lunewp:2015_020. Full description at Econpapers \|\| Download paper
2015	Why do wealthy parents have wealthy children?. (2015). RÃÂ¸nning, Marte ; Mogstad, Magne ; Fagereng, Andreas ; Ronning, Marte . In: Discussion Papers. RePEc:ssb:dispap:813. Full description at Econpapers \|\| Download paper
2015	Asset Pricing and the One Percent. (2015). Toda, Alexis Akira ; Walsh, Kieran . In: 2015 Meeting Papers. RePEc:red:sed015:858. Full description at Econpapers \|\| Download paper
2015	On the Origins of Risk-Taking. (2015). Majlesi, Kaveh ; Lundborg, Petter ; Devereux, Paul ; Black, Sandra. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10694. Full description at Econpapers \|\| Download paper
2015	Home Ownership and Household Portfolio Choice. (2015). Veldhuizen, Sander ; van Veldhuizen, Sander ; Mocking, Remco ; Michielsen, Thomas . In: CPB Discussion Paper. RePEc:cpb:discus:318. Full description at Econpapers \|\| Download paper
2015	On The Origins of Risk-Taking in Financial Markets. (2015). Majlesi, Kaveh ; Lundborg, Petter ; Devereux, Paul ; Black, Sandra E. In: Knut Wicksell Working Paper Series. RePEc:hhs:luwick:2015_007. Full description at Econpapers \|\| Download paper
2015	On The Origins of Risk-Taking. (2015). Majlesi, Kaveh ; Lundborg, Petter ; Devereux, Paul ; Black, Sandra E. In: Working Papers. RePEc:ucn:wpaper:201517. Full description at Econpapers \|\| Download paper
2015	Interactions among high-frequency traders. (2015). Benos, Evangelos ; Hjalmarsson, Erik ; Brugler, James . In: Bank of England working papers. RePEc:boe:boeewp:0523. Full description at Econpapers \|\| Download paper
2015	Sovereign credit risk, liquidity, and ECB intervention: Deus ex machina?. (2015). Pelizzon, Loriana ; Tomio, Davide ; Subrahmanyam, Marti G. ; Uno, Jun . In: SAFE Working Paper Series. RePEc:zbw:safewp:95. Full description at Econpapers \|\| Download paper
2015	Adverse Selection, Speed Bumps and Asset Market Quality. (2015). Yang, Fuyu ; Brown, Alasdair . In: University of East Anglia Applied and Financial Economics Working Paper Series. RePEc:uea:aepppr:2012_70. Full description at Econpapers \|\| Download paper
2015	Measuring sovereign contagion in Europe. (2015). Rigobon, Roberto ; Ravazzolo, Francesco ; Pelizzon, Loriana ; Caporin, Massimiliano. In: SAFE Working Paper Series. RePEc:zbw:safewp:103. Full description at Econpapers \|\| Download paper
2015	Liquidity-adjusted Intraday Value at Risk modeling and risk management: An application to data from Deutsche BÃ¶rse. (2015). Dionne, Georges ; Zhou, Xiaozhou ; Pacurar, Maria . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:202-219. Full description at Econpapers \|\| Download paper
2015	Gold, currencies and market efficiency. (2015). KriÅ¡toufek, Ladislav ; Vosvrda, Miloslav . In: Papers. RePEc:arx:papers:1510.08615. Full description at Econpapers \|\| Download paper
2015	Financial Market Liquidity: Who Is Acting Strategically?. (2015). Le Fol, Gaelle ; darolles, serge ; Mero, Gulten . In: THEMA Working Papers. RePEc:ema:worpap:2015-14. Full description at Econpapers \|\| Download paper
2015	Liquidity provision and informed trading by individual investors. (2015). Do, Binh ; Kalev, Petko S ; Tian, Xiao . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:35:y:2015:i:pa:p:143-162. Full description at Econpapers \|\| Download paper
2015	Social Capital, Trust, and Firm Performance during the Financial Crisis. (2015). Servaes, Henri ; Tamayo, Ane ; Lins, Karl. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10399. Full description at Econpapers \|\| Download paper
2015	Family control and corporate cash holdings: Evidence from China. (2015). Tian, Gary Gang ; Luo, Tianpei ; Liu, Qigui . In: Journal of Corporate Finance. RePEc:eee:corfin:v:31:y:2015:i:c:p:220-245. Full description at Econpapers \|\| Download paper
2015	CEO entrenchment and corporate liquidity management. (2015). Elyasiani, Elyas . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:54:y:2015:i:c:p:115-128. Full description at Econpapers \|\| Download paper
2015	Geographic location, excess control rights, and cash holdings. (2015). Lasfer, Meziane ; Boubaker, Sabri ; Derouiche, Imen . In: International Review of Financial Analysis. RePEc:eee:finana:v:42:y:2015:i:c:p:24-37. Full description at Econpapers \|\| Download paper
2015	What is the chance that the equity premium varies over time? Evidence from regressions on the dividend-price ratio. (2015). Warusawitharana, Missaka ; Wachter, Jessica A.. In: Journal of Econometrics. RePEc:eee:econom:v:186:y:2015:i:1:p:74-93. Full description at Econpapers \|\| Download paper
2015	Predicting the equity premium with the demand for gold coins and bars. (2015). Baur, Dirk G. ; Loffler, Gunter . In: Finance Research Letters. RePEc:eee:finlet:v:13:y:2015:i:c:p:172-178. Full description at Econpapers \|\| Download paper
2015	Industry based equity premium forecasts. (2015). Silva, Nuno . In: GEMF Working Papers. RePEc:gmf:wpaper:2015-19.. Full description at Econpapers \|\| Download paper
2015	A Wake-Up-Call Theory of Contagion. (2015). Bertsch, Christoph ; Ahnert, Toni. In: Staff Working Papers. RePEc:bca:bocawp:15-14. Full description at Econpapers \|\| Download paper
2015	Measuring stock market contagion: Local or common currency returns?. (2015). Mink, Mark. In: Emerging Markets Review. RePEc:eee:ememar:v:22:y:2015:i:c:p:18-24. Full description at Econpapers \|\| Download paper
2015	Intra-daily volatility spillovers in international stock markets. (2015). Gribisch, Bastian ; Golosnoy, Vasyl ; Liesenfeld, Roman . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:53:y:2015:i:c:p:95-114. Full description at Econpapers \|\| Download paper
2015	Forecasting volatility with empirical similarity and Google Trends. (2015). Hamid, Alain ; Heiden, Moritz . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:117:y:2015:i:c:p:62-81. Full description at Econpapers \|\| Download paper
2015	Essays in banking and international finance. (2015). Schafer, Larissa . In: Other publications TiSEM. RePEc:tiu:tiutis:54db9c22-05fa-4444-97d5-13d1e406580b. Full description at Econpapers \|\| Download paper
2015	Realized spill-over effects between stock and foreign exchange market: Evidence from regional analysis. (2015). Treepongkaruna, Sirimon ; Do, Hung Xuan ; Brooks, Robert . In: Global Finance Journal. RePEc:eee:glofin:v:28:y:2015:i:c:p:24-37. Full description at Econpapers \|\| Download paper
2015	Effects of land misallocation on capital allocations in India. (2015). Kerr, William ; Grover, Arti ; Ghani, Ejaz ; Duranton, Gilles. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:7451. Full description at Econpapers \|\| Download paper
2015	Strategically camouflaged corporate governance in IPOs: Entrepreneurial masking and impression management. (2015). Benson, David F ; Ferris, Stephen P ; Cicon, James ; Brau, James C. In: Journal of Business Venturing. RePEc:eee:jbvent:v:30:y:2015:i:6:p:839-864. Full description at Econpapers \|\| Download paper
2015	Impact of the Dodd-Frank act on credit ratings. (2015). Palia, Darius ; Dimitrov, Valentin ; Tang, Leo . In: Journal of Financial Economics. RePEc:eee:jfinec:v:115:y:2015:i:3:p:505-520. Full description at Econpapers \|\| Download paper
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2015	Has the Crisis Affected the Behavior of the Rating Agencies? Panel Evidence from the Eurozone. (2015). Panagiotidis, Theodore ; Milas, Costas ; Boumparis, Periklis . In: Working Paper Series. RePEc:rim:rimwps:15-30. Full description at Econpapers \|\| Download paper
2015	Government ownership and the cost of debt: Evidence from government investments in publicly traded firms. (2015). Borisova, Ginka ; Megginson, William L ; Holland, Kateryna ; Fotak, Veljko . In: Journal of Financial Economics. RePEc:eee:jfinec:v:118:y:2015:i:1:p:168-191. Full description at Econpapers \|\| Download paper
2015	Credit Ratings and Acquisitions. (2015). Servaes, Henri ; Petmezas, Dimitris ; Aktas, Nihat ; Karampatsas, Nikolaos . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10719. Full description at Econpapers \|\| Download paper
2015	Has the crisis affected the behavior of the rating agencies? Panel evidence from the Eurozone. (2015). Panagiotidis, Theodore ; Milas, Costas ; Boumparis, Periklis . In: Economics Letters. RePEc:eee:ecolet:v:136:y:2015:i:c:p:118-124. Full description at Econpapers \|\| Download paper
2015	Does competition affect truth-telling? An experiment with rating agencies. (2015). Rabanal, Jean Paul. In: Working Papers. RePEc:apc:wpaper:2015-048. Full description at Econpapers \|\| Download paper
2015	A Neurological Explanation of Strategic Mortgage Default. (2015). Seiler, Michael ; Walden, Eric . In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:51:y:2015:i:2:p:215-230. Full description at Econpapers \|\| Download paper
2015	Hedging against embarrassment. (2015). Santos, Andre ; Goulart, Marco ; Andrade, Eduardo B. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:116:y:2015:i:c:p:310-318. Full description at Econpapers \|\| Download paper
2015	What Makes a Good Trader? On the Role of Quant Skills, Behavioral Biases and Intuition on Trader Performance. (2015). Porter, David ; Corgnet, Brice ; Desantis, Mark . In: Working Papers. RePEc:chu:wpaper:15-17. Full description at Econpapers \|\| Download paper
2015	Neoclassical finance, behavioral finance and noise traders: A review and assessment of the literature. (2015). Ramiah, Vikash ; Moosa, Imad A ; Xu, Xiaoming . In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:89-100. Full description at Econpapers \|\| Download paper
2015	Double bank runs and liquidity risk management. (2015). Sette, Enrico ; Peydro, Jose-Luis ; Ippolito, Filippo ; Polo, Andrea . In: Economics Working Papers. RePEc:upf:upfgen:1497. Full description at Econpapers \|\| Download paper
2015	Operating Leverage over the Business Cycle. (2015). Bhattacharjee, Arnab. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1535. Full description at Econpapers \|\| Download paper
2015	The Real Effects of Credit Line Drawdowns. (2015). Berrospide, Jose M. ; Meisenzahl, Ralf R.. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2015-07. Full description at Econpapers \|\| Download paper
2015	Loan Sales and Bank Liquidity Risk Management: Evidence from a U.S. Credit Register. (2015). Meisenzahl, Ralf R. ; Irani, Rustom M.. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2015-01. Full description at Econpapers \|\| Download paper
2015	CEO entrenchment and corporate liquidity management. (2015). Elyasiani, Elyas . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:54:y:2015:i:c:p:115-128. Full description at Econpapers \|\| Download paper
2015	Double Bank Runs and Liquidity Risk Management. (2015). Sette, Enrico ; Peydro, Jose-Luis ; Ippolito, Filippo ; Polo, Andrea . In: Working Papers. RePEc:bge:wpaper:855. Full description at Econpapers \|\| Download paper
2015	Double Bank Runs and Liquidity Risk Management. (2015). Sette, Enrico ; Peydro, Jose-Luis ; Ippolito, Filippo ; Polo, Andrea . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10948. Full description at Econpapers \|\| Download paper
2015	Corporate cash holdings: Causes and consequences. (2015). Amess, Kevin ; Banerji, Sanjay ; Lampousis, Athanasios . In: International Review of Financial Analysis. RePEc:eee:finana:v:42:y:2015:i:c:p:421-433. Full description at Econpapers \|\| Download paper
2015	Debt financing, venture capital, and the performance of initial public offerings. (2015). Barry, Christopher B ; Mihov, Vassil T. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:144-165. Full description at Econpapers \|\| Download paper
2015	The scope of international mutual fund outsourcing: Fees, performance and risks. (2015). Cumming, Douglas ; Zhan, Feng ; Schwienbacher, Armin . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:38:y:2015:i:c:p:185-199. Full description at Econpapers \|\| Download paper
2015	Subcontracting in International Asset Management: New Evidence on Market Integration. (2015). Schumacher, David ; Massa, Massimo . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10465. Full description at Econpapers \|\| Download paper
2015	Manager Characteristics and Credit Derivative Use by U.S. Corporate Bond Funds. (2015). Gakiewicz, Dominika Paula . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2015-018. Full description at Econpapers \|\| Download paper
2015	Managerial multitasking in the mutual fund industry. (2015). Agarwal, Vikas ; Mullally, Kevin ; Ma, Linlin . In: CFR Working Papers. RePEc:zbw:cfrwps:1310r. Full description at Econpapers \|\| Download paper
2015	Outsourcing of mutual funds non-core competencies. (2015). Sorhage, Christoph . In: CFR Working Papers. RePEc:zbw:cfrwps:1404r2. Full description at Econpapers \|\| Download paper
2015	Funding liquidity risk of funds of hedge funds: Evidence from their holdings. (2015). Agarwal, Vikas ; Shi, Zhen ; Aragon, George O. In: CFR Working Papers. RePEc:zbw:cfrwps:1512. Full description at Econpapers \|\| Download paper
2015	Outsourcing vs. Integration in the Mutual Fund Industry: An Incomplete Contracting Perspective. (2015). Debaere, Peter ; Evans, Richard B.. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10599. Full description at Econpapers \|\| Download paper
2015	The reward for trading illiquid maturities in credit default swap markets. (2015). Arakelyan, Armen ; Serrano, Pedro ; Rubio, Gonzalo . In: International Review of Economics & Finance. RePEc:eee:reveco:v:39:y:2015:i:c:p:376-389. Full description at Econpapers \|\| Download paper
2015	Time-varying systematic and idiosyncratic risk exposures of US bank holding companies. (2015). Kurmann, Philipp ; Bessler, Wolfgang ; Nohel, Tom . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:35:y:2015:i:c:p:45-68. Full description at Econpapers \|\| Download paper
2015	Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty. (2015). Korobilis, Dimitris ; Cao, Shuo ; Byrne, Joseph. In: MPRA Paper. RePEc:pra:mprapa:63844. Full description at Econpapers \|\| Download paper
2015	The Supply and Demand of S&P 500 Put Options. (2015). Constantinides, George ; Lian, Lei . In: NBER Working Papers. RePEc:nbr:nberwo:21161. Full description at Econpapers \|\| Download paper
2015	On the determinants of pairs trading profitability. (2015). Weber, Martin ; Jacobs, Heiko . In: Journal of Financial Markets. RePEc:eee:finmar:v:23:y:2015:i:c:p:75-97. Full description at Econpapers \|\| Download paper
2015	Limits to arbitrage and the term structure of bond illiquidity premiums. (2015). Schuster, Philipp ; Uhrig-Homburg, Marliese . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:57:y:2015:i:c:p:143-159. Full description at Econpapers \|\| Download paper
2015	What explains the dynamics of 100 anomalies?. (2015). Jacobs, Heiko . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:57:y:2015:i:c:p:65-85. Full description at Econpapers \|\| Download paper
2015	On the compensation for illiquidity in sovereign credit markets. (2015). Lafuente, Juan Angel ; Serrano, Pedro . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:30:y:2015:i:c:p:83-100. Full description at Econpapers \|\| Download paper
2015	Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty. (2015). Byrne, Joseph P ; Korobilis, Dimitris ; Cao, Shuo . In: 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN. RePEc:ags:aaea07:679. Full description at Econpapers \|\| Download paper
2015	The risk premia embedded in index options. (2015). Andersen, Torben ; Todorov, Viktor ; Fusari, Nicola . In: Journal of Financial Economics. RePEc:eee:jfinec:v:117:y:2015:i:3:p:558-584. Full description at Econpapers \|\| Download paper
2015	Equity Prices and Cartel Activity. (2015). Richards, Dan ; Bianconi, Marcelo ; Yuan, Heng . In: Discussion Papers Series, Department of Economics, Tufts University. RePEc:tuf:tuftec:0813. Full description at Econpapers \|\| Download paper
2015	A practical approach to constructing price-based funding liquidity factors. (2015). Bouwman, Kees ; Tham, Wing Wah ; Pieterse-Bloem, Mary ; Buis, Boyd . In: International Review of Economics & Finance. RePEc:eee:reveco:v:40:y:2015:i:c:p:90-97. Full description at Econpapers \|\| Download paper
2015	Regulation and Market Liquidity. (2015). Trebbi, Francesco ; Xiao, Kairong . In: NBER Working Papers. RePEc:nbr:nberwo:21739. Full description at Econpapers \|\| Download paper
2015	House-price expectations, alternative mortgage products, and default. (2015). Nakamura, Leonard ; Brueckner, Jan K. ; Calem, Paul S.. In: Working Papers. RePEc:fip:fedpwp:15-1. Full description at Econpapers \|\| Download paper
2015	Financial Literacy, Risk Aversion and Choice of Mortgage Type by Households. (2015). Brounen, Dirk ; Cox, Ruben ; Neuteboom, Peter . In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:50:y:2015:i:1:p:74-112. Full description at Econpapers \|\| Download paper
2015	Financial Literacy, Present Bias and Alternative Mortgage Products. (2015). Weber, JÃÂ¶rg ; Gathergood, John. In: Discussion Papers. RePEc:not:notcdx:2015-13. Full description at Econpapers \|\| Download paper
2015	Financial Literacy, Present Bias and Alternative Mortgage Products. (2015). Weber, JÃÂ¶rg ; Gathergood, John. In: Discussion Papers. RePEc:not:notcfc:15/03. Full description at Econpapers \|\| Download paper
2015	Financial Literacy, Present Bias and Alternative Mortgage Products. (2015). Weber, JÃÂ¶rg ; Gathergood, John. In: Discussion Papers. RePEc:not:notecp:15/04. Full description at Econpapers \|\| Download paper
2015	Financial Literacy, Present Bias and Alternative Mortgage Products. (2015). Weber, JÃÂ¶rg ; Gathergood, John . In: Discussion Papers. RePEc:not:notcdx:2015-15. Full description at Econpapers \|\| Download paper
2015	Financial Literacy, Present Bias and Alternative Mortgage Products. (2015). Gathergood, John ; Weber, Joerg . In: Discussion Papers. RePEc:not:notcfc:15/07. Full description at Econpapers \|\| Download paper
2015	Mortgage debt and entrepreneurship. (2015). Hilber, Christian ; Bracke, Philippe ; Silva, Olmo . In: Bank of England working papers. RePEc:boe:boeewp:0560. Full description at Econpapers \|\| Download paper
2015	What causes housing bubbles?. (2015). Marquez-Velazquez, Alejandro ; Dullien, Sebastian ; Joebges, Heike . In: IMK Studies. RePEc:imk:studie:43-2015. Full description at Econpapers \|\| Download paper
2015	What causes housing bubbles? A theoretical and empirical inquiry. (2015). Marquez-Velazquez, Alejandro ; Dullien, Sebastian ; Joebges, Heike ; Mrquez-Velzquez, Alejandro . In: Competence Centre on Money, Trade, Finance and Development. RePEc:mtf:wpaper:1501. Full description at Econpapers \|\| Download paper
2015	Commonality in news around the world. (2015). Dang, Tung ; Zhang, Bohui ; Moshirian, Fariborz . In: Journal of Financial Economics. RePEc:eee:jfinec:v:116:y:2015:i:1:p:82-110. Full description at Econpapers \|\| Download paper
2015	Why Do Different Short-sellers Pay Different Loan Fees? A Market-wide Analysis. (2015). Chague, Fernando ; De-Losso, Rodrigo ; Bueno, Rodrigo ; de Genaro, Alan . In: Working Papers, Department of Economics. RePEc:spa:wpaper:2015wpecon17. Full description at Econpapers \|\| Download paper
2015	In short supply: Short-sellers and stock returns. (2015). Lee, Charles ; Nichols, D C ; Beneish, M D. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:60:y:2015:i:2:p:33-57. Full description at Econpapers \|\| Download paper
2015	Connecting supply, short-sellers and stock returns: Research challenges. (2015). Reed, Adam V. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:60:y:2015:i:2:p:97-103. Full description at Econpapers \|\| Download paper
2015	Exploration for Human Capital: Evidence from the MBA Labor Market. (2015). Oyer, Paul ; Kuhnen, Camelia. In: NBER Working Papers. RePEc:nbr:nberwo:20825. Full description at Econpapers \|\| Download paper
2015	Asset Pricing of Financial Insitutions: The Cross-Section of Expected Stock Returns in the Property/Liability Insurance Industry. (2015). Milidonis, Andreas ; ben Ammar, Semir ; Eling, Martin . In: Working Papers on Finance. RePEc:usg:sfwpfi:2015:16. Full description at Econpapers \|\| Download paper
2015	Labor-Force Heterogeneity and Asset Prices: the Importance of Skilled Labor. (2015). Lin, Xiaoji ; Belo, Frederico ; Zhao, Xiaofei . In: NBER Working Papers. RePEc:nbr:nberwo:21487. Full description at Econpapers \|\| Download paper
2015	Deflating profitability. (2015). Ball, Ray ; Linnainmaa, Juhani T ; Gerakos, Joseph . In: Journal of Financial Economics. RePEc:eee:jfinec:v:117:y:2015:i:2:p:225-248. Full description at Econpapers \|\| Download paper
2015	The Human Factor in Acquisitions: Cross-Industry Labor Mobility and Corporate Diversification. (2015). Tate, Geoffrey ; Yang, Liu . In: Working Papers. RePEc:cen:wpaper:15-31. Full description at Econpapers \|\| Download paper
2015	Cash holdings and employee welfare. (2015). Ghaly, Mohamed ; Stathopoulos, Konstantinos ; Dang, Viet Anh . In: Journal of Corporate Finance. RePEc:eee:corfin:v:33:y:2015:i:c:p:53-70. Full description at Econpapers \|\| Download paper
2015	Value and risk dynamics over the innovation cycle. (2015). Dockner, Engelbert J ; Siyahhan, Baran . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:61:y:2015:i:c:p:1-16. Full description at Econpapers \|\| Download paper
2015	Are large headquarters unproductive?. (2015). MORIKAWA, MASAYUKI. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:119:y:2015:i:c:p:422-436. Full description at Econpapers \|\| Download paper
2015	The costs and benefits of short sale disclosure. (2015). Yamada, Takeshi ; Huszar, Zsuzsa R. ; Duong, Truong X.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:53:y:2015:i:c:p:124-139. Full description at Econpapers \|\| Download paper
2015	Asset pricing with heterogeneous preferences, beliefs, and portfolio constraints. (2015). Chabakauri, Georgy . In: Journal of Monetary Economics. RePEc:eee:moneco:v:75:y:2015:i:c:p:21-34. Full description at Econpapers \|\| Download paper
2015	Costs and benefits of financial regulation: Short-selling bans and transaction taxes. (2015). Schenk-HoppÃÂ©, Klaus ; Lensberg, Terje ; Ladley, Daniel ; Schenk-Hoppe, Klaus Reiner . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:51:y:2015:i:c:p:103-118. Full description at Econpapers \|\| Download paper
2015	Which financial stocks did short sellers target in the subprime crisis?. (2015). HASAN, IFTEKHAR ; Saunders, Anthony ; Massoud, Nadia ; Song, Keke . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:54:y:2015:i:c:p:87-103. Full description at Econpapers \|\| Download paper
2015	Do foreign short-sellers predict stock returns? Evidence from daily short-selling in Korean stock market. (2015). Lee, Kuan-Hui ; Wang, Shu-Feng . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:32:y:2015:i:c:p:56-75. Full description at Econpapers \|\| Download paper
2015	Short sales constraints and price adjustments to earnings announcements: Evidence from the Hong Kong market. (2015). Bai, Min ; Qin, Yafeng . In: International Review of Financial Analysis. RePEc:eee:finana:v:42:y:2015:i:c:p:304-315. Full description at Econpapers \|\| Download paper
2015	Order imbalance and selling aggression under a shorting ban: Evidence from the UK. (2015). Sifat, Imtiaz Mohammad ; Mohamad, Azhar . In: International Review of Financial Analysis. RePEc:eee:finana:v:42:y:2015:i:c:p:368-379. Full description at Econpapers \|\| Download paper
2015	Predatory Short Sales and Bailouts. (2015). Kranz, Sebastian ; Posch, Peter N ; Loffler, Gunter . In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:114734. Full description at Econpapers \|\| Download paper
2015	Endogenous crisis dating and contagion using smooth transition structural GARCH. (2015). Thorp, Susan ; Dungey, Mardi ; Milunovich, George ; Yang, Minxian . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:71-79. Full description at Econpapers \|\| Download paper
2015	Tractable Term-Structure Models and the Zero Lower Bound. (2015). Feunou, Bruno ; Lundblad, Christian ; LE, ANH ; Fontaine, Jean-Sebastien . In: Staff Working Papers. RePEc:bca:bocawp:15-46. Full description at Econpapers \|\| Download paper
2015	Innovation efficiency, global diversification, and firm value. (2015). Chou, Julia ; Gao, Wenlian . In: Journal of Corporate Finance. RePEc:eee:corfin:v:30:y:2015:i:c:p:278-298. Full description at Econpapers \|\| Download paper
2015	Corporate diversification and firm value during economic downturns. (2015). Smith, Garrett C. ; Volkov, Nikanor I.. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:55:y:2015:i:c:p:160-175. Full description at Econpapers \|\| Download paper
2015	Bank loan contracting and corporate diversification: Does organizational structure matter to lenders?. (2015). Qiu, Jiaping ; Aivazian, Varouj A. ; Rahaman, Mohammad M.. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:24:y:2015:i:2:p:252-282. Full description at Econpapers \|\| Download paper
2015	A trade-off in corporate diversification. (2015). Paudyal, Krishna ; Ekkayokkaya, Manapol . In: Journal of Empirical Finance. RePEc:eee:empfin:v:34:y:2015:i:c:p:275-292. Full description at Econpapers \|\| Download paper
2015	Housing price growth and the cost of equity capital. (2015). Saadi, Samir ; Ni, Yang ; Ding, Xiaoya ; Rahman, Abdul . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:c:p:283-300. Full description at Econpapers \|\| Download paper
2015	Lending to women in microfinance: Role of social trust. (2015). Aggarwal, Raj ; Goodell, John W. ; Selleck, Lauren J.. In: International Business Review. RePEc:eee:iburev:v:24:y:2015:i:1:p:55-65. Full description at Econpapers \|\| Download paper
2015	Handbook on the Economics of Foreign Aid. (2015). Arvin, Mak. In: Books. RePEc:elg:eebook:15762. Full description at Econpapers \|\| Download paper
2015	Forced Asset Sales and the Concentration of Outstanding Debt: Evidence from the Mortgage Market. (2015). Giannetti, Mariassunta ; Favara, Giovanni. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10476. Full description at Econpapers \|\| Download paper
2015	Household repayment behavior: The role of social capital and institutional, political, and religious beliefs. (2015). Georgarakos, Dimitris ; Furth, Sven . In: European Journal of Political Economy. RePEc:eee:poleco:v:37:y:2015:i:c:p:249-265. Full description at Econpapers \|\| Download paper
2015	Public goods and ethnic diversity: evidence from deforestation in Indonesia. (2015). Lovo, Stefania ; Alesina, Alberto ; Gennaioli, Caterina . In: GRI Working Papers. RePEc:lsg:lsgwps:wp166. Full description at Econpapers \|\| Download paper
2015	The sensitivity of housing demand to financing conditions: evidence from a survey. (2015). Zafar, Basit ; Fuster, Andreas. In: Staff Reports. RePEc:fip:fednsr:702. Full description at Econpapers \|\| Download paper
2015	A lakossÃ¡gi devizahitelek Ã¡tÃ¡razÃ¡sÃ¡nak bumerÃ¡nghatÃ¡sa. (2015). Radnai, Marton . In: KÃ¶zgazdasÃ¡gi Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1532. Full description at Econpapers \|\| Download paper
2015	Peer-to-Peer Crowdfunding: Information and the Potential for Disruption in Consumer Lending. (2015). Morse, Adair . In: NBER Working Papers. RePEc:nbr:nberwo:20899. Full description at Econpapers \|\| Download paper
2015	The Determinants of Subprime Mortgage Performance Following a Loan Modification. (2015). Schmeiser, Maximilian ; Gross, Matthew B.. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2015-06. Full description at Econpapers \|\| Download paper
2015	Looking behind mortgage delinquencies. (2015). Viviano, Eliana ; Mocetti, Sauro. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_999_15. Full description at Econpapers \|\| Download paper
2015	The Paradox of Judicial Foreclosure: Collateral Value Uncertainty and Mortgage Rates. (2015). Harrison, David ; Seiler, Michael . In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:50:y:2015:i:3:p:377-411. Full description at Econpapers \|\| Download paper
2015	The Exposure of Mortgage Borrowers to Interest Rate Risk, Income Risk and House Price Risk â Evidence from Swiss Loan Application Data. (2015). Brown, Martin ; Guin, Benjamin . In: Working Papers on Finance. RePEc:usg:sfwpfi:2015:09. Full description at Econpapers \|\| Download paper
2015	The role of informational uncertainty in the decision to strategically default. (2015). Seiler, Michael J.. In: Journal of Housing Economics. RePEc:eee:jhouse:v:27:y:2015:i:c:p:49-59. Full description at Econpapers \|\| Download paper
2015	Unemployment matters: Improved measures of labor market distress in mortgage default analysis. (2015). Niu, Yi ; Ding, Chengri . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:52:y:2015:i:c:p:27-38. Full description at Econpapers \|\| Download paper
2015	A New Look at the U.S. Foreclosure Crisis: Panel Data Evidence of Prime and Subprime Borrowers from 1997 to 2012. (2015). Gyourko, Joseph ; Ferreira, Fernando. In: NBER Working Papers. RePEc:nbr:nberwo:21261. Full description at Econpapers \|\| Download paper
2015	The Gordon Gekko Effect: The Role of Culture in the Financial Industry. (2015). Lo, Andrew. In: NBER Working Papers. RePEc:nbr:nberwo:21267. Full description at Econpapers \|\| Download paper
2015	A Neurological Explanation of Strategic Mortgage Default. (2015). Seiler, Michael ; Walden, Eric . In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:51:y:2015:i:2:p:215-230. Full description at Econpapers \|\| Download paper
2015	The Exposure of Mortgage Borrowers to Interest Rate Risk and House Price Risk â Evidence from Swiss Loan Application Data. (2015). Brown, Martin ; Guin, Benjamin Suman . In: Swiss Journal of Economics and Statistics (SJES). RePEc:ses:arsjes:2015-ii-1. Full description at Econpapers \|\| Download paper
2015	Current risks in the CESEE residential property market: evidence from the OeNB Euro Survey. (2015). Beckmann, Elisabeth ; Jager-Gyovai, Krisztina ; Hildebrandt, Antje . In: Focus on European Economic Integration. RePEc:onb:oenbfi:y:2015:i:3:b:2. Full description at Econpapers \|\| Download paper
2015	Some defaults are deeper than others: Understanding long-term mortgage arrears. (2015). McCann, Fergal ; Kelly, Robert. In: Research Technical Papers. RePEc:cbi:wpaper:05/rt/15. Full description at Econpapers \|\| Download paper
2015	Foreign bank ownership and household credit. (2015). Brown, Martin ; Beck, Thorsten . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:24:y:2015:i:4:p:466-486. Full description at Econpapers \|\| Download paper
2015	Carry Trades, Order Flow and the Forward Bias Puzzle. (2015). Vitale, Paolo ; Rime, Dagfinn ; Breedon, Francis. In: Working Papers. RePEc:qmw:qmwecw:wp761. Full description at Econpapers \|\| Download paper
2015	Understanding the price of volatility risk in carry trades. (2015). Ahmed, Shamim ; Valente, Giorgio . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:57:y:2015:i:c:p:118-129. Full description at Econpapers \|\| Download paper
2015	FX market liquidity, funding constraints and capital flows. (2015). Phylaktis, Kate ; Banti, Chiara. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:56:y:2015:i:c:p:114-134. Full description at Econpapers \|\| Download paper
2015	Can implied volatility predict returns on the currency carry trade?. (2015). Swinkels, Laurens ; Egbers, Tom . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:14-26. Full description at Econpapers \|\| Download paper
2015	Development and functioning of FX markets in Asia and the Pacific. (2015). Levich, Richard M ; Packer, Frank . In: BIS Papers chapters. RePEc:bis:bisbpc:82-07. Full description at Econpapers \|\| Download paper
2015	Foreign exchange predictability during the financial crisis: implications for carry trade profitability. (2015). Liu, Xiaochun ; Gospodinov, Nikolay ; Anatolyev, Stanislav. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2015-06. Full description at Econpapers \|\| Download paper
2015	The tail risk premia of the carry trades. (2015). Dupuy, Philippe . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:59:y:2015:i:c:p:123-145. Full description at Econpapers \|\| Download paper
2015	Understanding FX Liquidity. (2015). SÃÂ¶derlind, Paul ; Ranaldo, Angelo ; Karnaukh, Nina ; Soderlind, Paul . In: Review of Financial Studies. RePEc:oup:rfinst:v:28:y:2015:i:11:p:3073-3108.. Full description at Econpapers \|\| Download paper
2015	Corporate Governance, Innovation and Firm Age: Insights and New Evidence. (2015). Ravix, Jacques-Laurent ; Quatraro, Francesco ; Krafft, Jackie ; Bianchini, Stefano. In: GREDEG Working Papers. RePEc:gre:wpaper:2015-05. Full description at Econpapers \|\| Download paper
2015	Corporate Governance, Innovation and Firm Age: Insights and New Evidence.. (2015). Ravix, Jacques-Laurent ; Quatraro, Francesco ; Krafft, Jackie ; Bianchini, Stefano . In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:201504. Full description at Econpapers \|\| Download paper
2015	Corporate Governance, Innovation and Firm Age: Insights and New Evidence.. (2015). Ravix, Jacques-Laurent ; Quatraro, Francesco ; Krafft, Jackie ; Bianchini, Stefano . In: Department of Economics and Statistics Cognetti de Martiis LEI & BRICK - Laboratory of Economics of Innovation Franco Momigliano, Bureau of Research i. RePEc:uto:labeco:201502. Full description at Econpapers \|\| Download paper
2015	Companies learning to innovate in recessions. (2015). Amore, Mario Daniele . In: Research Policy. RePEc:eee:respol:v:44:y:2015:i:8:p:1574-1583. Full description at Econpapers \|\| Download paper
2015	A comparison of CEO payâperformance sensitivity in privately-held and public firms. (2015). Gao, Huasheng ; Li, Kai . In: Journal of Corporate Finance. RePEc:eee:corfin:v:35:y:2015:i:c:p:370-388. Full description at Econpapers \|\| Download paper
2015	How does competition structure affect industry merger waves? A network analysis perspective. (2015). McKelvey, Bill ; Hou, Rui ; Yang, Jianmei ; Yao, Canzhong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:429:y:2015:i:c:p:140-156. Full description at Econpapers \|\| Download paper
2015	Local IPOs, local delistings, and the firm location premium. (2015). mengoli, stefano ; Carosi, Andrea ; BASCHIERI, GIULIA. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:53:y:2015:i:c:p:67-83. Full description at Econpapers \|\| Download paper
2015	The common drivers of default risk. (2015). Raupach, Peter ; Memmel, Christoph ; GÃÂ¼ndÃÂ¼z, Yalin ; Gunduz, Yalin . In: Journal of Financial Stability. RePEc:eee:finsta:v:16:y:2015:i:c:p:232-247. Full description at Econpapers \|\| Download paper
2015	Culture, agency costs, and governance: International evidence on capital structure. (2015). Fauver, Larry ; McDonald, Michael B. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:34:y:2015:i:c:p:1-23. Full description at Econpapers \|\| Download paper
2015	Predicting the equity premium with the demand for gold coins and bars. (2015). Baur, Dirk G. ; Loffler, Gunter . In: Finance Research Letters. RePEc:eee:finlet:v:13:y:2015:i:c:p:172-178. Full description at Econpapers \|\| Download paper
2015	The default of special district financing: Evidence from California. (2015). Semykina, Anastasia ; Ryvkin, Dmitry ; Racheva-Sarabian, Anna . In: Journal of Housing Economics. RePEc:eee:jhouse:v:27:y:2015:i:c:p:37-48. Full description at Econpapers \|\| Download paper
2015	The explanatory power of representative agent earnings momentum models. (2015). Igboekwu, Aloysius ; Forbes, William . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:44:y:2015:i:3:p:473-492. Full description at Econpapers \|\| Download paper
2015	How do analysts interpret management range forecasts?. (2015). Zhang, LI ; Zarowin, Paul ; Tang, Michael . In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:42:y:2015:i:c:p:48-66. Full description at Econpapers \|\| Download paper
2015	Bank Networks: Contagion, Systemic Risk and Prudential Policy. (2015). Faia, Ester ; Delli Gatti, Domenico ; Aldasoro, IÃÂ±aki. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10540. Full description at Econpapers \|\| Download paper
2015	Bank Networks: Contagion, Systemic Risk and Prudential Policy. (2015). Faia, Ester ; Delli Gatti, Domenico ; Aldasoro, IÃÂ±aki. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5182. Full description at Econpapers \|\| Download paper
2015	Neglected Risks: The Psychology of Financial Crises. (2015). Shleifer, Andrei ; Gennaioli, Nicola ; Vishny, Robert . In: NBER Working Papers. RePEc:nbr:nberwo:20875. Full description at Econpapers \|\| Download paper
2015	Volatility of aggregate volatility and hedge funds returns. (2015). ARISOY, Yakup ; Agarwal, Vikas ; Naik, Narayan Y.. In: CFR Working Papers. RePEc:zbw:cfrwps:1503. Full description at Econpapers \|\| Download paper
2015	Bank networks: Contagion, systemic risk and prudential policy. (2015). Faia, Ester ; Delli Gatti, Domenico ; Aldasoro, IÃÂ±aki. In: SAFE Working Paper Series. RePEc:zbw:safewp:87. Full description at Econpapers \|\| Download paper
2015	Too interconnected to fail: A survey of the interbank networks literature. (2015). . In: SAFE Working Paper Series. RePEc:zbw:safewp:91. Full description at Econpapers \|\| Download paper
2015	A Microfounded Design of Interconnectedness-Based Macroprudential Regulation. (2015). Fique, Jose . In: Caepr Working Papers. RePEc:inu:caeprp:2015008. Full description at Econpapers \|\| Download paper
2015	Macroprudential regulation under repo funding. (2015). Valderrama, Laura . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:24:y:2015:i:2:p:178-199. Full description at Econpapers \|\| Download paper
2015	Information, Coordination, and Market Frictions: An Introduction. (2015). Vives, Xavier ; Pavan, Alessandro. In: Journal of Economic Theory. RePEc:eee:jetheo:v:158:y:2015:i:pb:p:407-426. Full description at Econpapers \|\| Download paper
2015	Information quality and crises in regime-change games. (2015). Iachan, Felipe ; Nenov, Plamen T.. In: Journal of Economic Theory. RePEc:eee:jetheo:v:158:y:2015:i:pb:p:739-768. Full description at Econpapers \|\| Download paper
2015	Protecting Financial Stability in the Aftermath of World War I: The Federal Reserve Bank of Atlantas Dissenting Policy. (2015). White, Eugene. In: NBER Working Papers. RePEc:nbr:nberwo:21341. Full description at Econpapers \|\| Download paper
2015	Volatility of aggregate volatility and hedge funds returns. (2015). ARISOY, Yakup ; Agarwal, Vikas ; Naik, Narayan Y. In: CFR Working Papers. RePEc:zbw:cfrwps:1503r. Full description at Econpapers \|\| Download paper
2015	Bank Networks: Contagion, Systemic Risk and Prudential Policy. (2015). Aldasoro, Iaki ; Faia, Ester ; Gatti, Domenico Delli . In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def028. Full description at Econpapers \|\| Download paper
2015	Bank Insolvencies, Priority Claims and Systemic Risk. (2015). Kirman, Alan ; Bougheas, Spiros. In: Discussion Papers. RePEc:not:notcfc:15/08. Full description at Econpapers \|\| Download paper
2015	Contagion in Financial Networks. (2015). Glasserman, Paul ; Young, Peyton . In: Economics Series Working Papers. RePEc:oxf:wpaper:764. Full description at Econpapers \|\| Download paper
2015	Interconnectedness of the banking sector as a vulnerability to crises. (2015). Rancan, Michela ; Peltonen, Tuomas ; Sarlin, Peter . In: Working Paper Series. RePEc:ecb:ecbwps:20151866. Full description at Econpapers \|\| Download paper
2015	Transmission channels of systemic risk and contagion in the European financial network. (2015). Paltalidis, Nikos ; Koutelidakis, Yiannis ; Gounopoulos, Dimitrios . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s1:p:s36-s52. Full description at Econpapers \|\| Download paper
2015	Behavioral Macroeconomics Via Sparse Dynamic Programming. (2015). Gabaix, Xavier. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11026. Full description at Econpapers \|\| Download paper
2015	Capital allocation and delegation of decision-making authority within firms. (2015). Harvey, Campbell ; Puri, Manju ; Graham, John R.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:115:y:2015:i:3:p:449-470. Full description at Econpapers \|\| Download paper
2015	Russian Manufacturing Subsidiaries of Western Multinational Corporations: Support from Parents and Cooperation with Sister-Subsidiaries. (2015). Gurkov, Igor. In: HSE Working papers. RePEc:hig:wpaper:37man2015. Full description at Econpapers \|\| Download paper
2015	Are bad times good news for the Securities and Exchange Commission?. (2015). Thomann, Christian ; Lohse, Tim. In: European Journal of Law and Economics. RePEc:kap:ejlwec:v:40:y:2015:i:1:p:33-47. Full description at Econpapers \|\| Download paper
2015	Which investments do firms protect? Liquidity management and real adjustments when access to finance falls sharply. (2015). Petersen, Bruce ; Brown, James R. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:24:y:2015:i:4:p:441-465. Full description at Econpapers \|\| Download paper
2015	Growth uncertainty, generalized disappointment aversion and production-based asset pricing. (2015). Miao, Jianjun ; Liu, Hening . In: Journal of Monetary Economics. RePEc:eee:moneco:v:69:y:2015:i:c:p:70-89. Full description at Econpapers \|\| Download paper
2015	Asset Pricing with Horizon-Dependent Risk Aversion. (2015). Eisenbach, Thomas ; Andries, Marianne ; Schmalz, Martin . In: 2015 Meeting Papers. RePEc:red:sed015:1069. Full description at Econpapers \|\| Download paper
2015	Market sentiment in commodity futures returns. (2015). Gao, Lin ; Suss, Stephan . In: Journal of Empirical Finance. RePEc:eee:empfin:v:33:y:2015:i:c:p:84-103. Full description at Econpapers \|\| Download paper
2015	The scale of predictability. (2015). Perron, Benoit ; Bandi, Federico M. ; Tebaldi, Claudio ; Tamoni, Andrea . In: CIRANO Working Papers. RePEc:cir:cirwor:2015s-21. Full description at Econpapers \|\| Download paper
2015	The equity risk premium: a review of models. (2015). Rosa, Carlo ; Duarte, Fernando. In: Staff Reports. RePEc:fip:fednsr:714. Full description at Econpapers \|\| Download paper
2015	Downside Variance Risk Premium. (2015). Jahan-Parvar, Mohammad ; Feunou, Bruno ; Okou, Cedric . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2015-20. Full description at Econpapers \|\| Download paper
2015	Market Sentiment and Paradigm Shifts. (2015). Li, Kai ; He, Xuezhong ; Tu, Jun ; Chu, Liya . In: Research Paper Series. RePEc:uts:rpaper:356. Full description at Econpapers \|\| Download paper
2015	The three-pass regression filter: A new approach to forecasting using many predictors. (2015). Pruitt, Seth ; Kelly, Bryan . In: Journal of Econometrics. RePEc:eee:econom:v:186:y:2015:i:2:p:294-316. Full description at Econpapers \|\| Download paper
2015	The cross section of expected holding period returns and their dynamics: A present value approach. (2015). Lyle, Matthew R. ; Wang, Charles C. Y., . In: Journal of Financial Economics. RePEc:eee:jfinec:v:116:y:2015:i:3:p:505-525. Full description at Econpapers \|\| Download paper
2015	Downside Variance Risk Premium. (2015). Jahan-Parvar, Mohammad ; Feunou, Bruno ; Okou, Cedric . In: Staff Working Papers. RePEc:bca:bocawp:15-36. Full description at Econpapers \|\| Download paper
2015	The equity risk premium: a review of models. (2015). Rosa, Carlo ; Duarte, Fernando. In: Economic Policy Review. RePEc:fip:fednep:00027. Full description at Econpapers \|\| Download paper
2015	The cost of capital of the financial sector. (2015). Adrian, Tobias ; Friedman, Evan ; Muir, Tyler . In: Staff Reports. RePEc:fip:fednsr:755. Full description at Econpapers \|\| Download paper
2015	The Cost of Capital of the Financial Sector. (2015). Adrian, Tobias ; Muir, Tyler ; Friedman, Evan . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11031. Full description at Econpapers \|\| Download paper
2015	Opacity and Liquidity. (2015). Wagner, Wolf ; Stenzel, Andre. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10665. Full description at Econpapers \|\| Download paper
2015	Bank Credit Tightening, Debt Market Frictions and Corporate Yield Spreads. (2015). Zhang, Lei ; Massa, Massimo . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10537. Full description at Econpapers \|\| Download paper
2015	Investor redemptions and fund manager sales of emerging market bonds: how are they related?. (2015). SHIM, ILHYOCK ; Shin, Hyun Song ; Shek, Jimmy . In: BIS Working Papers. RePEc:bis:biswps:509. Full description at Econpapers \|\| Download paper
2015	Happy hour followed by hangover: Financing the UK brewery industry, 1880-1913. (2015). Turner, John ; Coyle, Christopher ; Acheson, Graeme G.. In: QUCEH Working Paper Series. RePEc:zbw:qucehw:1501. Full description at Econpapers \|\| Download paper
2015	Private Equity, Layoffs, and Job Polarization. (2015). TÃÂ¥g, Joacim ; Olsson, Martin ; TÃ¥g, Joacim, . In: Working Paper Series. RePEc:hhs:iuiwop:1068. Full description at Econpapers \|\| Download paper
2015	What Do Private Equity Firms Say They Do?. (2015). Gompers, Paul ; Kaplan, Steven N. ; Mukharlyamov, Vladimir . In: NBER Working Papers. RePEc:nbr:nberwo:21133. Full description at Econpapers \|\| Download paper
2015	The disintermediation of financial markets: Direct investing in private equity. (2015). Lerner, Josh ; Ivashina, Victoria ; Fang, Lily . In: Journal of Financial Economics. RePEc:eee:jfinec:v:116:y:2015:i:1:p:160-178. Full description at Econpapers \|\| Download paper
2015	What determines the exit decision for leveraged buyouts?. (2015). Jenkinson, Tim ; Sousa, Miguel . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:399-408. Full description at Econpapers \|\| Download paper
2015	A theory of LBO activity based on repeated debt-equity conflicts. (2015). Malenko, Nadya. In: Journal of Financial Economics. RePEc:eee:jfinec:v:117:y:2015:i:3:p:607-627. Full description at Econpapers \|\| Download paper
2015	Do managers manipulate earnings prior to management buyouts?. (2015). Renneboog, Luc ; Mao, Yaping . In: Journal of Corporate Finance. RePEc:eee:corfin:v:35:y:2015:i:c:p:43-61. Full description at Econpapers \|\| Download paper
2015	Taking the lead: When non-banks arrange syndicated loans. (2015). Grupp, Marcel . In: SAFE Working Paper Series. RePEc:zbw:safewp:100. Full description at Econpapers \|\| Download paper
2015	On the impact of leveraged buyouts on bank systemic risk. (2015). Grupp, Marcel . In: SAFE Working Paper Series. RePEc:zbw:safewp:101. Full description at Econpapers \|\| Download paper
2015	The influence of leveraged buyouts on target firms competitors. (2015). Umber, Marc ; Rauch, Christian ; Walz, Uwe ; Grupp, Marcel . In: SAFE Working Paper Series. RePEc:zbw:safewp:99. Full description at Econpapers \|\| Download paper
2015	Activist funds, leverage, and procyclicality. (2015). Burkart, Mike ; Dasgupta, Amil . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:65095. Full description at Econpapers \|\| Download paper
2015	Market proxies as factors in linear asset pricing models: Still living with the roll critique. (2015). Prono, Todd. In: Journal of Empirical Finance. RePEc:eee:empfin:v:31:y:2015:i:c:p:36-53. Full description at Econpapers \|\| Download paper
2015	Dynamic factors and asset pricing: International and further U.S. evidence. (2015). Zhu, Jie ; He, Zhongzhi . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:32:y:2015:i:c:p:21-39. Full description at Econpapers \|\| Download paper
2015	Asset Pricing and the One Percent. (2015). Toda, Alexis Akira ; Walsh, Kieran . In: 2015 Meeting Papers. RePEc:red:sed015:858. Full description at Econpapers \|\| Download paper
2015	Testing index-based models in U.K. stock returns. (2015). Davies, J ; Marshall, Andrew ; Fletcher, Jonathan . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:45:y:2015:i:2:p:337-362. Full description at Econpapers \|\| Download paper
2015	Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models. (2015). Robotti, Cesare ; Gospodinov, Nikolay ; Kan, Raymond . In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2015-09. Full description at Econpapers \|\| Download paper
2015	Time-varying risk premium in large cross-sectional equity datasets. (2015). Gagilardini, Patrick ; Scaillet, Olivier . In: Working Papers. RePEc:gnv:wpaper:unige:76321. Full description at Econpapers \|\| Download paper
2015	Unexplained factors and their effects on second pass R-squaredâs. (2015). Kleibergen, Frank ; Zhan, Zhaoguo . In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:1:p:101-116. Full description at Econpapers \|\| Download paper
2015	Regression-based estimation of dynamic asset pricing models. (2015). Moench, Emanuel ; Crump, Richard ; Adrian, Tobias . In: Journal of Financial Economics. RePEc:eee:jfinec:v:118:y:2015:i:2:p:211-244. Full description at Econpapers \|\| Download paper
2015	Which Alpha?. (2015). Shanken, Jay ; Barillas, Francisco . In: NBER Working Papers. RePEc:nbr:nberwo:21698. Full description at Econpapers \|\| Download paper
2015	Comparing Asset Pricing Models. (2015). Shanken, Jay ; Barillas, Francisco . In: NBER Working Papers. RePEc:nbr:nberwo:21771. Full description at Econpapers \|\| Download paper
2015	Beta vs. characteristics: Comparison of risk model performances. (2015). Kim, Daehwan . In: Journal of Empirical Finance. RePEc:eee:empfin:v:34:y:2015:i:c:p:156-171. Full description at Econpapers \|\| Download paper
2015	FamaâMacBeth two-pass regressions: Improving risk premia estimates. (2015). Zhou, Guofu ; Bai, Jushan. In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:31-40. Full description at Econpapers \|\| Download paper
2015	Time-varying risk premium in large cross-sectional equity datasets. (2015). Scaillet, Olivier ; Gagilardini, Patrick . In: Working Papers. RePEc:gnv:wpgsem:unige:76321. Full description at Econpapers \|\| Download paper
2015	Determinants of Cross-border Mergers and Acquisitions: A Comprehensive Review and Future Direction. (2015). Kotapati, Srinivasa Reddy ; Reddy, Kotapati Srinivasa . In: MPRA Paper. RePEc:pra:mprapa:63969. Full description at Econpapers \|\| Download paper
2015	Optimal hedging strategy for risk management on a network. (2015). Gupta, Aparna ; Zhu, Yun ; Gao, Tianjiao ; Gulpinar, Nalan . In: Journal of Financial Stability. RePEc:eee:finsta:v:16:y:2015:i:c:p:31-44. Full description at Econpapers \|\| Download paper
2015	Short-horizon excess returns and exchange rate and interest rate effects. (2015). Savva, Christos ; Joseph, Nathan Lael ; Lambertides, Neophytos . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:37:y:2015:i:c:p:54-76. Full description at Econpapers \|\| Download paper
2015	Intermediated investment management in private markets: Evidence from pension fund investments in real estate. (2015). Andonov, Aleksandar ; Eichholtz, Piet ; Kok, Nils . In: Journal of Financial Markets. RePEc:eee:finmar:v:22:y:2015:i:c:p:73-103. Full description at Econpapers \|\| Download paper
2015	Scale economies in pension fund investments: A dissection of investment costs across asset classes. (2015). Van Oord, Arco ; Broeders, Dirk ; Rijsbergen, David . In: DNB Working Papers. RePEc:dnb:dnbwpp:474. Full description at Econpapers \|\| Download paper
2015	Network centrality and pension fund performance. (2015). Tonks, Ian ; Blake, David ; Wermers, Russ ; Timmermann, Allan ; Rossi, Alberto G. In: CFR Working Papers. RePEc:zbw:cfrwps:1516. Full description at Econpapers \|\| Download paper
2015	Tail Risk in Hedge Funds: A Unique View from Portfolio Holdings. (2015). Weigert, Florian ; Agarwal, Vikas ; Ruenzi, Stefan . In: Working Papers on Finance. RePEc:usg:sfwpfi:2015:08. Full description at Econpapers \|\| Download paper
2015	Tail risk in hedge funds: A unique view from portfolio holdings. (2015). Agarwal, Vikas ; Weigert, Florian ; Ruenzi, Stefan . In: CFR Working Papers. RePEc:zbw:cfrwps:1507. Full description at Econpapers \|\| Download paper
2015	Alpha or beta in the eye of the beholder: What drives hedge fund flows?. (2015). Agarwal, Vikas ; Ren, Honglin ; Green, Clifton T. In: CFR Working Papers. RePEc:zbw:cfrwps:1508. Full description at Econpapers \|\| Download paper
2015	Hedge Funds: A Dynamic Industry In Transition. (2015). Lo, Andrew ; Getmansky, Mila ; Lee, Peter A. In: NBER Working Papers. RePEc:nbr:nberwo:21449. Full description at Econpapers \|\| Download paper
2015	Mutual Fund Trading and Portfolio Disclosures. (2015). Ortiz, Cristina ; Vicente, Luis ; Ramirez, Gloria . In: Journal of Financial Services Research. RePEc:kap:jfsres:v:48:y:2015:i:1:p:83-102. Full description at Econpapers \|\| Download paper
2015	When do creditors with heterogeneous beliefs agree to run?. (2015). Minca, Andreea ; Wissel, Johannes ; Krishenik, Andrey . In: Finance and Stochastics. RePEc:spr:finsto:v:19:y:2015:i:2:p:233-259. Full description at Econpapers \|\| Download paper
2015	Determinants of bank interest margins: Impact of maturity transformation. (2015). Memmel, Christoph ; Ruprecht, Benedikt ; Entrop, Oliver ; Wilkens, Marco . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:54:y:2015:i:c:p:1-19. Full description at Econpapers \|\| Download paper
2015	Mapping Heat in the U.S. Financial System. (2015). Warusawitharana, Missaka ; Lee, Seung Jung ; Kiley, Michael ; Aikman, David ; Palumbo, Michael G. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2015-59. Full description at Econpapers \|\| Download paper
2015	The determinants of long-term debt issuance by European banks: evidence of two crises. (2015). Yang, Jing ; Rixtel, Adrian ; Gonzalez, Luna Romo ; van Rixtel, Adrian . In: BIS Working Papers. RePEc:bis:biswps:513. Full description at Econpapers \|\| Download paper
2015	Bankers pay and excessive risk. (2015). Thanassoulis, John ; Tanaka, Misa. In: Bank of England working papers. RePEc:boe:boeewp:0558. Full description at Econpapers \|\| Download paper
2015	Maturity rationing and collective short-termism. (2015). Milbradt, Konstantin ; Oehmke, Martin . In: Journal of Financial Economics. RePEc:eee:jfinec:v:118:y:2015:i:3:p:553-570. Full description at Econpapers \|\| Download paper
2015	Deadly Embrace: Sovereign and Financial Balance Sheets Doom Loops. (2015). Tirole, Jean ; Farhi, Emmanuel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11024. Full description at Econpapers \|\| Download paper
2015	Bank Profitability and Risk-Taking. (2015). Vlahu, Razvan ; Ratnovski, Lev ; Martynova, Natalya . In: IMF Working Papers. RePEc:imf:imfwpa:15/249. Full description at Econpapers \|\| Download paper
2015	Risk, illiquidity or marketability: What matters for the discounts on private equity placements?. (2015). Chen, Linda H. ; Juneja, Januj A. ; Jiang, George J. ; Dyl, Edward A.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:57:y:2015:i:c:p:41-50. Full description at Econpapers \|\| Download paper
2015	High-frequency quoting, trading, and the efficiency of prices. (2015). Conrad, Jennifer ; Xiang, Jin ; Wahal, Sunil . In: Journal of Financial Economics. RePEc:eee:jfinec:v:116:y:2015:i:2:p:271-291. Full description at Econpapers \|\| Download paper
2015	Does ambiguity matter? Estimating asset pricing models with a multiple-priors recursive utility. (2015). Kim, Hwagyun ; Jeong, Daehee ; Park, Joon Y.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:115:y:2015:i:2:p:361-382. Full description at Econpapers \|\| Download paper
2015	Learning, confidence, and option prices. (2015). Shaliastovich, Ivan . In: Journal of Econometrics. RePEc:eee:econom:v:187:y:2015:i:1:p:18-42. Full description at Econpapers \|\| Download paper
2015	The long and the short of the risk-return trade-off. (2015). Meddahi, Nour ; Garcia, RenÃÂ© ; Bonomo, Marco ; Tedongap, Romeo . In: Journal of Econometrics. RePEc:eee:econom:v:187:y:2015:i:2:p:580-592. Full description at Econpapers \|\| Download paper
2015	High order smooth ambiguity preferences and asset prices. (2015). Thimme, Julian ; Volkert, Clemens . In: Review of Financial Economics. RePEc:eee:revfin:v:27:y:2015:i:c:p:1-15. Full description at Econpapers \|\| Download paper
2015	Volatility-of-volatility and tail risk hedging returns. (2015). Park, Yang-Ho . In: Journal of Financial Markets. RePEc:eee:finmar:v:26:y:2015:i:c:p:38-63. Full description at Econpapers \|\| Download paper
2015	Relevance of uncertainty on the volatility and trading volume in the US Treasury bond futures market. (2015). Laakkonen, HelinÃÂ¤. In: Research Discussion Papers. RePEc:bof:bofrdp:2015_004. Full description at Econpapers \|\| Download paper
2015	Ambiguity aversion and stock market participation: An empirical analysis. (2015). Zhang, Ruogu ; Antoniou, Constantinos . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:57-70. Full description at Econpapers \|\| Download paper
2015	Relevance of uncertainty on the volatility and trading volume in the US Treasury bond futures market. (2015). Laakkonen, Helina . In: Research Discussion Papers. RePEc:hhs:bofrdp:2015_004. Full description at Econpapers \|\| Download paper
2015	Global Sunspots and Asset Prices in a Monetary Economy. (2015). Farmer, Roger ; Farmer, Roger E A, . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10402. Full description at Econpapers \|\| Download paper
2015	Rare Disasters and Exchange Rates. (2015). Gabaix, Xavier ; Farhi, Emmanuel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10334. Full description at Econpapers \|\| Download paper
2015	Rare Events, Financial Crises, and the Cross-Section of Asset Returns. (2015). Bianchi, Francesco. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10520. Full description at Econpapers \|\| Download paper
2015	Global Sunspots and Asset Prices in a Monetary Economy. (2015). Farmer, Roger ; Roger E. A. Farmer, . In: NBER Working Papers. RePEc:nbr:nberwo:20831. Full description at Econpapers \|\| Download paper
2015	Disaster Risk and its Implications for Asset Pricing. (2015). Wachter, Jessica ; Tsai, Jerry. In: NBER Working Papers. RePEc:nbr:nberwo:20926. Full description at Econpapers \|\| Download paper
2015	Dynamic equilibrium with rare events and heterogeneous Epstein-Zin investors. (2015). Chabakauri, Georgy . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:60737. Full description at Econpapers \|\| Download paper
2015	The CAPM Strikes Back? An Investment Model with Disasters. (2015). Zhang, Lu ; Bai, Hang ; Kung, Howard . In: NBER Working Papers. RePEc:nbr:nberwo:21016. Full description at Econpapers \|\| Download paper
2015	Rare Events, Financial Crises, and the Cross-Section of Asset Returns. (2015). Bianchi, Francesco. In: NBER Working Papers. RePEc:nbr:nberwo:21056. Full description at Econpapers \|\| Download paper
2015	Dealing with Debt. (2015). Rogoff, Kenneth ; Reinhart, Vincent. In: Working Paper Series. RePEc:ecl:harjfk:rwp15-009. Full description at Econpapers \|\| Download paper
2015	Dealing with debt. (2015). Rogoff, Kenneth ; Reinhart, Vincent. In: Journal of International Economics. RePEc:eee:inecon:v:96:y:2015:i:s1:p:s43-s55. Full description at Econpapers \|\| Download paper
2015	Asset Pricing with Countercyclical Household Consumption Risk. (2015). Constantinides, George ; Ghosh, Anisha . In: 2015 Meeting Papers. RePEc:red:sed015:185. Full description at Econpapers \|\| Download paper
2015	Disaster risk and preference shifts in a New Keynesian model. (2015). Szczerbowicz, Urszula ; IsorÃÂ©, MarlÃÂ¨ne. In: MPRA Paper. RePEc:pra:mprapa:65643. Full description at Econpapers \|\| Download paper
2015	Nominal Rigidities and the Term Structures of Equity and Bond Returns. (2015). Lopez, Pierlauro ; Lopez-Salido, David ; Vazquez-Grande, Francisco . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2015-64. Full description at Econpapers \|\| Download paper
2015	The term structure of the price of variance risk. (2015). Schmalz, Martin ; Eisenbach, Thomas ; Andries, Marianne ; Wang, Yichuan . In: Staff Reports. RePEc:fip:fednsr:736. Full description at Econpapers \|\| Download paper
2015	The Pricing of Short-Term market Risk: Evidence from Weekly Options. (2015). Andersen, Torben ; Todorov, Viktor ; Fusari, Nicola . In: NBER Working Papers. RePEc:nbr:nberwo:21491. Full description at Econpapers \|\| Download paper
2015	Macro-Finance Separation by Force of Habit. (2015). Lopez, Pierlauro ; Lopez-Salido, David ; Vazquez-Grande, Francisco . In: 2015 Meeting Papers. RePEc:red:sed015:980. Full description at Econpapers \|\| Download paper
2015	Disaster Risk and Preference Shifts in a New Keynesian Model. (2015). Szczerbowicz, Urszula ; IsorÃÂ©, MarlÃÂ¨ne. In: Working Papers. RePEc:cii:cepidt:2015-16. Full description at Econpapers \|\| Download paper
2015	Risk, Unemployment, and the Stock Market: A Rare-Event-Based Explanation of Labor Market Volatility. (2015). Wachter, Jessica ; Kilic, Mete . In: NBER Working Papers. RePEc:nbr:nberwo:21575. Full description at Econpapers \|\| Download paper
2015	On the Welfare Cost of Rare Housing Disasters. (2015). Xu, Shaofeng. In: Staff Working Papers. RePEc:bca:bocawp:15-26. Full description at Econpapers \|\| Download paper
2015	Robustness of stable volatility strategies. (2015). Branger, Nicole ; Zieling, Daniel ; Mahayni, Antje . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:60:y:2015:i:c:p:134-151. Full description at Econpapers \|\| Download paper
2015	Tail risk premia and return predictability. (2015). Bollerslev, Tim ; Xu, Lai ; Todorov, Viktor . In: Journal of Financial Economics. RePEc:eee:jfinec:v:118:y:2015:i:1:p:113-134. Full description at Econpapers \|\| Download paper
2015	Trading Fees and Slow-Moving Capital. (2015). Buss, Adrian ; Dumas, Bernard J. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10737. Full description at Econpapers \|\| Download paper
2015	The Spirit of Capitalism and the Equity Premium. (2015). Huang, Zhuo ; Ren, YU ; Zou, Yiheng ; Wang, Qin . In: Annals of Economics and Finance. RePEc:cuf:journl:y:2015:v:16:i:2:wangzou. Full description at Econpapers \|\| Download paper
2015	Collateral-Based Asset Pricing. (2015). Steri, Roberto . In: 2015 Meeting Papers. RePEc:red:sed015:293. Full description at Econpapers \|\| Download paper
2015	Debt concentration of European Firms. (2015). Giannetti, Caterina. In: MPRA Paper. RePEc:pra:mprapa:63002. Full description at Econpapers \|\| Download paper
2015	Corporate Debt Structure and the Financial Crisis. (2015). Uhlig, Harald ; De Fiore, Fiorella. In: Working Paper Series. RePEc:ecb:ecbwps:20151759. Full description at Econpapers \|\| Download paper
2015	Self-Fulfilling Credit Cycles. (2015). Wen, Yi ; Kaas, Leo ; Azariadis, Costas. In: Working Papers. RePEc:fip:fedlwp:2015-005. Full description at Econpapers \|\| Download paper
2015	Self-Fulfilling Credit Cycles. (2015). Wen, Yi ; Kaas, Leo ; Azariadis, Costas . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1507. Full description at Econpapers \|\| Download paper
2015	Self-Fulfilling Credit Cycles. (2015). Wen, Yi ; Kaas, Leo ; Azariadis, Costas . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5289. Full description at Econpapers \|\| Download paper
2015	Challenging the payment effect in bank-financed takeovers. (2015). Fischer, Mario . In: Journal of Management Control: Zeitschrift fÃ¼r Planung und Unternehmenssteuerung. RePEc:spr:jmgtco:v:26:y:2015:i:4:p:347-376. Full description at Econpapers \|\| Download paper
2015	Debt Concentration of European Firms. (2015). Giannetti, Caterina. In: SEP Working Papers. RePEc:ris:sepewp:2015_003. Full description at Econpapers \|\| Download paper
2015	Brothers from different mothers how distribution fees change investment behavior. (2015). Navone, Marco ; Pagani, Marco . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:51:y:2015:i:c:p:12-25. Full description at Econpapers \|\| Download paper
2015	Familiarity and competition: the case of mutual funds. (2015). Gil-Bazo, Javier ; Dumitrescu, Ariadna. In: Economics Working Papers. RePEc:upf:upfgen:1474. Full description at Econpapers \|\| Download paper
2015	Familiarity and Competition: The Case of Mutual Funds. (2015). Gil-Bazo, Javier ; Dumitrescu, Ariadna. In: Working Papers. RePEc:bge:wpaper:815. Full description at Econpapers \|\| Download paper
2015	Tax-Efficient Asset Management: Evidence from Equity Mutual Funds. (2015). Sialm, Clemens ; Zhang, Hanjiang . In: NBER Working Papers. RePEc:nbr:nberwo:21060. Full description at Econpapers \|\| Download paper
2015	Conflicts of Interest and the Realtor Commission Puzzle. (2015). Wong, Maisy ; Pathak, Parag ; Barwick, Panle. In: NBER Working Papers. RePEc:nbr:nberwo:21489. Full description at Econpapers \|\| Download paper
2015	Determinants of money flows into investment trusts in Japan. (2015). Shinozawa, Yoshikatsu . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:37:y:2015:i:c:p:138-161. Full description at Econpapers \|\| Download paper
2015	The Returns to Hedge Fund Activism: An International Study. (2015). Wagner, Hannes ; Becht, Marco ; Franks, Julian R ; Grant, Jeremy . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10507. Full description at Econpapers \|\| Download paper
2015	Contracting with Feedback. (2015). Sun, Bo ; Liu, QI ; Lin, Tse-Chun . In: International Finance Discussion Papers. RePEc:fip:fedgif:1143. Full description at Econpapers \|\| Download paper
2015	Shareholder activism in banking. (2015). Roman, Raluca. In: Research Working Paper. RePEc:fip:fedkrw:rwp15-09. Full description at Econpapers \|\| Download paper
2015	The effect of institutional ownership on firm transparency and information production. (2015). White, Joshua ; Boone, Audra L. In: Journal of Financial Economics. RePEc:eee:jfinec:v:117:y:2015:i:3:p:508-533. Full description at Econpapers \|\| Download paper
2015	Stock liquidity and managerial short-termism. (2015). Chen, Yangyang ; Rhee, Ghon S ; Veeraraghavan, Madhu ; Zolotoy, Leon . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:60:y:2015:i:c:p:44-59. Full description at Econpapers \|\| Download paper
2015	The Wall Street walk when blockholders compete for flows. (2015). Dasgupta, Amil ; Piacentino, Giorgia . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:63144. Full description at Econpapers \|\| Download paper
2015	Commonality in hedge fund returns: Driving factors and implications. (2015). Klaus, Benjamin ; Hoerova, Marie ; Bussiere, Matthieu. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:54:y:2015:i:c:p:266-280. Full description at Econpapers \|\| Download paper
2015	Aggregate volatility expectations and threshold CAPM. (2015). ARISOY, Yakup. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:231-253. Full description at Econpapers \|\| Download paper
2015	Do analysts matter for governance? Evidence from natural experiments. (2015). Lin, Chen ; Harford, Jarrad ; Chen, Tao. In: Journal of Financial Economics. RePEc:eee:jfinec:v:115:y:2015:i:2:p:383-410. Full description at Econpapers \|\| Download paper
2015	Real Effects of Investment Banking Relationships: Evidence from the Financial Crisis. (2015). Oesch, David ; Walter, Ingo ; Schuette, Dustin . In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:05. Full description at Econpapers \|\| Download paper
2015	Lending relationships and analystsâ forecasts. (2015). Ergungor, Ozgur ; Singh, Ajai K. ; Nayar, Nandkumar ; Madureira, Leonardo . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:24:y:2015:i:1:p:71-88. Full description at Econpapers \|\| Download paper
2015	What is the value of sell-side analysts? Evidence from coverage changes â A discussion. (2015). Hansen, Robert. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:60:y:2015:i:2:p:58-64. Full description at Econpapers \|\| Download paper
2015	Measuring skill in the mutual fund industry. (2015). Berk, Jonathan B ; van Binsbergen, Jules H. In: Journal of Financial Economics. RePEc:eee:jfinec:v:118:y:2015:i:1:p:1-20. Full description at Econpapers \|\| Download paper
2015	Why organizations fail: models and cases. (2015). Garicano, Luis ; Rayo, Luis . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10395. Full description at Econpapers \|\| Download paper
2015	The determinants of bank risks: Evidence from the recent financial crisis. (2015). Taylor, Nick ; Evans, K. P. ; Leung, W. S.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:277-293. Full description at Econpapers \|\| Download paper
2015	Sharing a Director with a Peer. (2015). Schmid, Markus ; Horsch, Philipp ; Berg, Tatjana . In: Working Papers on Finance. RePEc:usg:sfwpfi:2015:07. Full description at Econpapers \|\| Download paper
2015	Nonstationary Z-score measures. (2015). Mare, Davide Salvatore ; Rossi, Roberto ; Moreira, Fernando . In: MPRA Paper. RePEc:pra:mprapa:67840. Full description at Econpapers \|\| Download paper
2015	The impact of risk modeling on the market perception of banksâ estimated fair value gains and losses for financial instruments. (2015). Bhat, Gauri ; Ryan, Stephen G. In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:46:y:2015:i:c:p:81-95. Full description at Econpapers \|\| Download paper
2015	Risk governance and Asian bank performance: An empirical investigation over the financial crisis. (2015). Gallo, Angela ; Battaglia, Francesca . In: Emerging Markets Review. RePEc:eee:ememar:v:25:y:2015:i:c:p:53-68. Full description at Econpapers \|\| Download paper
2015	The Demise of Finance-dominated Capitalism. (2015). Hein, Eckhard ; Dodig, Nina ; Detzer, Daniel. In: Books. RePEc:elg:eebook:16281. Full description at Econpapers \|\| Download paper
2015	Heterogeneous Agents, the Financial Crisis and Exchange Rate Predictability. (2015). Buncic, Daniel ; Piras, Gion Donat . In: Economics Working Paper Series. RePEc:usg:econwp:2014:36. Full description at Econpapers \|\| Download paper
2015	Out-of-sample bond risk premium predictions: A global common factor. (2015). . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:51:y:2015:i:c:p:155-173. Full description at Econpapers \|\| Download paper
2015	International Sign Predictability of Stock Returns: The Role of the United States. (2015). PÃÂ¶nkÃÂ¤, Harri ; Nyberg, Henri. In: CREATES Research Papers. RePEc:aah:create:2015-20. Full description at Econpapers \|\| Download paper
2015	Revisiting the asymmetric dynamic dependence of stock returns: Evidence from a quantile autoregression model. (2015). Zeng, Zhaofa ; Zhu, Hui-Ming ; Li, ZhaoLai ; You, Wanhai . In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:142-153. Full description at Econpapers \|\| Download paper
2015	Predicting severe simultaneous bear stock markets using macroeconomic variables as leading indicators. (2015). Wu, Shue-Jen ; Lee, Wei-Ming . In: Finance Research Letters. RePEc:eee:finlet:v:13:y:2015:i:c:p:196-204. Full description at Econpapers \|\| Download paper
2015	What moves international stock and bond markets?. (2015). Mallucci, Enrico ; Cenedese, Gino. In: Discussion Papers. RePEc:cfm:wpaper:1514. Full description at Econpapers \|\| Download paper
2015	What moves international stock and bond markets?. (2015). Mallucci, Enrico ; Cenedese, Gino. In: Working Paper Series. RePEc:rim:rimwps:15-23. Full description at Econpapers \|\| Download paper
2015	International Stock Return Predictability: Is the Role of U.S. Time-Varying?. (2015). GUPTA, RANGAN ; Balcilar, Mehmet ; Aye, Goodness C. In: Working Papers. RePEc:emu:wpaper:15-07.pdf. Full description at Econpapers \|\| Download paper
2015	What moves international stock and bond markets?. (2015). Mallucci, Enrico ; Cenedese, Gino. In: Bank of England working papers. RePEc:boe:boeewp:0534. Full description at Econpapers \|\| Download paper
2015	Forecasting copper prices with dynamic averaging and selection models. (2015). Buncic, Daniel ; Moretto, Carlo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:1-38. Full description at Econpapers \|\| Download paper
2015	The world market risk premium and U.S. macroeconomic announcements. (2015). Du, Ding ; Hu, Ou. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:58:y:2015:i:c:p:75-97. Full description at Econpapers \|\| Download paper
2015	Dissecting Modelsâ Forecasting Performance. (2015). Siliverstovs, Boriss. In: KOF Working papers. RePEc:kof:wpskof:15-397. Full description at Econpapers \|\| Download paper
2015	Real oil prices and the international sign predictability of stock returns. (2015). PÃÂ¶nkÃÂ¤, Harri. In: MPRA Paper. RePEc:pra:mprapa:68330. Full description at Econpapers \|\| Download paper
2015	Do industries lead stock markets? A reexamination. (2015). Tse, Yiuman . In: Journal of Empirical Finance. RePEc:eee:empfin:v:34:y:2015:i:c:p:195-203. Full description at Econpapers \|\| Download paper
2015	Stock return predictability in South Africa: The role of major developed markets. (2015). Wen, Yi-Chieh ; Roca, Eduardo ; Li, Bin ; Lin, Philip T. In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:257-265. Full description at Econpapers \|\| Download paper
2015	Are Indian stock returns predictable?. (2015). Narayan, Paresh Kumar ; Bannigidadmath, Deepa . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:506-531. Full description at Econpapers \|\| Download paper
2015	Financial crises and the composition of cross-border lending. (2015). Minoiu, Camelia ; Hale, Galina ; Cerutti, Eugenio. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:52:y:2015:i:c:p:60-81. Full description at Econpapers \|\| Download paper
2015	Trade intensity and output synchronisation: On the endogeneity properties of EMU. (2015). Girardi, Alessandro ; de santis, roberta ; Caporale, Guglielmo Maria. In: Journal of Financial Stability. RePEc:eee:finsta:v:16:y:2015:i:c:p:154-163. Full description at Econpapers \|\| Download paper
2015	Do global banks facilitate foreign direct investment?. (2015). Poelhekke, Steven. In: European Economic Review. RePEc:eee:eecrev:v:76:y:2015:i:c:p:25-46. Full description at Econpapers \|\| Download paper
2015	The oil cycle, the Federal Reserve, and the monetary and exchange rate policies of Qatar. (2015). Basher, Syed ; Rashid, Alkhater Khalid . In: MPRA Paper. RePEc:pra:mprapa:65900. Full description at Econpapers \|\| Download paper
2015	The impact of the global financial crisis on cross-border mergers and acquisitions: a continental and industry analysis. (2015). Reddy, K ; Rao, Narendar. In: Eurasian Business Review. RePEc:spr:eurasi:v:5:y:2015:i:2:p:309-341. Full description at Econpapers \|\| Download paper
2015	Contagion and banking crisis â International evidence for 2007â2009. (2015). Gajurel, Dinesh ; Dungey, Mardi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:60:y:2015:i:c:p:271-283. Full description at Econpapers \|\| Download paper
2015	Global banking, global crises? The role of the bank balance-sheet channel for the transmission of financial crises. (2015). Goujard, Antoine ; Ahrend, Rudiger. In: European Economic Review. RePEc:eee:eecrev:v:80:y:2015:i:c:p:253-279. Full description at Econpapers \|\| Download paper
2015	Transmission of sovereign risk in the Euro crisis. (2015). SaurÃÂ©, Philip ; Saure, Philip . In: Journal of International Economics. RePEc:eee:inecon:v:97:y:2015:i:2:p:231-248. Full description at Econpapers \|\| Download paper
2015	High Frequency Newswire Textual Sentiment: Evidence from international stock markets during the European Financial Crisis. (2015). Chouliaras, Andreas. In: MPRA Paper. RePEc:pra:mprapa:62524. Full description at Econpapers \|\| Download paper
2015	Time-variation in the impact of news sentiment. (2015). Smales, Lee. In: International Review of Financial Analysis. RePEc:eee:finana:v:37:y:2015:i:c:p:40-50. Full description at Econpapers \|\| Download paper
2015	Asymmetric volatility response to news sentiment in gold futures. (2015). Smales, Lee. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:161-172. Full description at Econpapers \|\| Download paper
2015	The similarity of ECBâs communication. (2015). Amaya, Diego ; Filbien, Jean-Yves . In: Finance Research Letters. RePEc:eee:finlet:v:13:y:2015:i:c:p:234-242. Full description at Econpapers \|\| Download paper
2015	Determinants of systemic risk and information dissemination. (2015). Tan, Chih Ming ; Hua, Xiaxin ; Bianconi, Marcelo . In: International Review of Economics & Finance. RePEc:eee:reveco:v:38:y:2015:i:c:p:352-368. Full description at Econpapers \|\| Download paper
2015	The Pessimism Factor: SEC EDGAR Form 10-K Textual Analysis and Stock Returns. (2015). Chouliaras, Andreas. In: MPRA Paper. RePEc:pra:mprapa:65585. Full description at Econpapers \|\| Download paper
2015	Institutional Investors, Annual Reports, Textual Analysis and Stock Returns: Evidence from SEC EDGAR 10-K and 13-F Forms. (2015). Chouliaras, Andreas. In: MPRA Paper. RePEc:pra:mprapa:65875. Full description at Econpapers \|\| Download paper
2015	Small Business Borrowing and Peer-to-Peer Lending: Evidence from Lending Club. (2015). Ross, Amanda ; Yencha, Christopher . In: Working Papers. RePEc:wvu:wpaper:15-28. Full description at Econpapers \|\| Download paper
2015	Textual Analysis in Real Estate. (2015). Smith, Patrick . In: Working Papers. RePEc:wvu:wpaper:15-34. Full description at Econpapers \|\| Download paper
2015	The impact of conventional and unconventional monetary policy on investor sentiment. (2015). Lutz, Chandler . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:c:p:89-105. Full description at Econpapers \|\| Download paper
2015	Financial Stability Policies for Shadow Banking. (2015). Adrian, Tobias . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10435. Full description at Econpapers \|\| Download paper
2015	Cheap but flighty: how global imbalances create financial fragility. (2015). Ahnert, Toni ; Perotti, Enrico C. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10502. Full description at Econpapers \|\| Download paper
2015	Cheap but Flighty: How Global Imbalances create Financial Fragility. (2015). Perotti, Enrico ; Ahnert, Toni. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150036. Full description at Econpapers \|\| Download paper
2015	Ambiguity in Securitization Markets. (2015). Anderson, Alyssa G.. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2015-33. Full description at Econpapers \|\| Download paper
2015	Securities trading by banks and credit supply: Micro-evidence. (2015). RodrÃÂguez Tous, Francesc ; Peydro, Jose-Luis ; Abbassi, Puriya ; Iyer, Rajkamal . In: Discussion Papers. RePEc:zbw:bubdps:082015. Full description at Econpapers \|\| Download paper
2015	Liquid-claim production, risk management, and bank capital structure: Why high leverage is optimal for banks. (2015). DeAngelo, Harry ; Stulz, Rene M.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:116:y:2015:i:2:p:219-236. Full description at Econpapers \|\| Download paper
2015	Shadow Banking and Bank Capital Regulation. (2015). plantin, guillaume. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/hqvfahst79ekpe0losvq1h46k. Full description at Econpapers \|\| Download paper
2015	Relationship Banking, Shadow Banking, and the Economics of Depression. (2015). Bianco, Antonio. In: MPRA Paper. RePEc:pra:mprapa:65849. Full description at Econpapers \|\| Download paper
2015	Euro area macro-financial stability: A flow-of-funds perspective. (2015). Beck, Gunter W ; Zabelina, Natalia ; Kotz, Hans-Helmut . In: SAFE White Paper Series. RePEc:zbw:safewh:29. Full description at Econpapers \|\| Download paper
2015	Shadow Banking and Bank Capital Regulation. (2015). Plantin, Guillaume . In: Post-Print. RePEc:hal:journl:hal-01168494. Full description at Econpapers \|\| Download paper
2015	Banks as patient fixed-income investors. (2015). Stein, Jeremy ; Shleifer, Andrei ; Hanson, Samuel G ; Vishny, Robert W. In: Journal of Financial Economics. RePEc:eee:jfinec:v:117:y:2015:i:3:p:449-469. Full description at Econpapers \|\| Download paper
2015	Cheap But Flighty: How Global Imbalances Create Financial Fragility. (2015). Perotti, Enrico ; Ahnert, Toni. In: Staff Working Papers. RePEc:bca:bocawp:15-33. Full description at Econpapers \|\| Download paper
2015	Shadow Banking, Relationship Banking, and the Economics of Depression. (2015). Bianco, Antonio. In: Working Papers. RePEc:saq:wpaper:05/15. Full description at Econpapers \|\| Download paper
2015	Safe, or not safe? Covered bonds and Bank Fragility. (2015). Anand, Kartik ; Ahnert, Toni ; Chapman, James ; Gai, Prasanna . In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:112875. Full description at Econpapers \|\| Download paper
2015	Drivers of Systemic Risk: Do National and European Perspectives Differ?. (2015). Buch, Claudia ; Krause, Thomas ; Tonzer, Lena . In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:113103. Full description at Econpapers \|\| Download paper
2015	Causes of Shadow Banking - Two Regimes of Credit Risk Transformation and its Regulation. (2015). Flore, Raphael . In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:113178. Full description at Econpapers \|\| Download paper
2015	Banks, Shadow Banking, and Fragility. (2015). Schempp, Paul ; Luck, Stephan . In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:113204. Full description at Econpapers \|\| Download paper
2015	Shadow banking, relationship banking, and the economics of depression. (2015). Bianco, Antonio. In: PSL Quarterly Review. RePEc:psl:pslqrr:2015:43. Full description at Econpapers \|\| Download paper
2015	The phenomenon of excessive procyclicality of the financial sector from the perspective of macroprudential policy â sources, methods of reduction and their basic limitations (Zjawisko nadmiernej pro. (2015). Olszak, MaÅgorzata. In: Problemy Zarzadzania. RePEc:sgm:pzwzuw:v:13:i:55:y:2015:p:72-96. Full description at Econpapers \|\| Download paper
2015	EXPLORING THE RELATIONSHIP BETWEEN BANK PROFITABILITY AND STATE INTERVENTION POLICIES IN EUROPEAN BANKING SECTOR. (2015). Petria, Nicolae ; Emilia-Anuta, Ludusan ; Nicolae, Petria ; Ioan, Trenca . In: Revista Economica. RePEc:blg:reveco:v:67:y:2015:i:5:p:104-115. Full description at Econpapers \|\| Download paper
2015	Debt overhang in a business cycle model. (2015). Occhino, Filippo ; Pescatori, Andrea . In: European Economic Review. RePEc:eee:eecrev:v:73:y:2015:i:c:p:58-84. Full description at Econpapers \|\| Download paper
2015	The 2012 Eurozone Crisis and the ECBâs OMT Program: A Debt-Overhang Banking and Sovereign Crisis Interpretation The 2012 Eurozone Crisis and the ECBâs OMT Program: A Debt-Overhang Banking and Sove. (2015). Occhino, Filippo. In: Working Paper. RePEc:fip:fedcwp:1509. Full description at Econpapers \|\| Download paper
2015	Fire Sale Bank Recapitalizations. (2015). Mariathasan, Mike ; Bertsch, Christoph. In: Working Paper Series. RePEc:hhs:rbnkwp:0312. Full description at Econpapers \|\| Download paper
2015	What makes banking crisis resolution difficult? Lessons from Japan and the Nordic Countries. (2015). Diemer, Michael ; Vollmer, Uwe . In: Eurasian Economic Review. RePEc:spr:eurase:v:5:y:2015:i:2:p:251-277. Full description at Econpapers \|\| Download paper
2015	Balance sheet effects, foreign reserves and public policies. (2015). Cheng, Gong. In: Working Papers. RePEc:stm:wpaper:3. Full description at Econpapers \|\| Download paper
2015	Liquidity hoarding and interbank market rates: The role of counterparty risk. (2015). Hoerova, Marie ; Heider, Florian ; Holthausen, Cornelia . In: Journal of Financial Economics. RePEc:eee:jfinec:v:118:y:2015:i:2:p:336-354. Full description at Econpapers \|\| Download paper
2015	On Zombie Banks and Recessions after Systemic Banking Crises. (2015). van Wijnbergen, Sweder ; Homar, Timotej. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10963. Full description at Econpapers \|\| Download paper
2015	Balance sheet effects, foreign reserves and public policies. (2015). Cheng, Gong. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:59:y:2015:i:c:p:146-165. Full description at Econpapers \|\| Download paper
2015	Liquidity and stock returns: Evidence from international markets. (2015). Chiang, Thomas C ; Zheng, Dazhi . In: Global Finance Journal. RePEc:eee:glofin:v:27:y:2015:i:c:p:73-97. Full description at Econpapers \|\| Download paper
2015	Modeling Dependence Structure and Forecasting Market Risk with Dynamic Asymmetric Copula. (2015). Zhao, Yang ; cerrato, mario ; Kim, Minjoo ; Crosby, John . In: Working Papers. RePEc:gla:glaewp:2015_15. Full description at Econpapers \|\| Download paper
2015	Good and bad uncertainty: Macroeconomic and financial market implications. (2015). Segal, Gill ; Yaron, Amir ; Shaliastovich, Ivan . In: Journal of Financial Economics. RePEc:eee:jfinec:v:117:y:2015:i:2:p:369-397. Full description at Econpapers \|\| Download paper
2015	US Monetary and Fiscal Policies - Conflict or Cooperation?. (2015). Crosby, John ; Kim, Minjoo . In: 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN. RePEc:ags:aaea07:686. Full description at Econpapers \|\| Download paper
2015	Unfolded GARCH models. (2015). Liu, Xiaochun ; Luger, Richard . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:58:y:2015:i:c:p:186-217. Full description at Econpapers \|\| Download paper
2015	The information content of option-implied information for volatility forecasting with investor sentiment. (2015). Kim, Jun Sik ; Seo, Sung Won . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:50:y:2015:i:c:p:106-120. Full description at Econpapers \|\| Download paper
2015	Extremal dependence tests for contagion. (2015). Hsiao, Cody Yu-Ling ; Fry-McKibbin, Renee. In: CAMA Working Papers. RePEc:een:camaaa:2015-40. Full description at Econpapers \|\| Download paper
2015	Towards a skewness index for the Italian stock market. (2015). Elyasiani, Elyas ; Muzzioli, Silvia ; Gambarelli, Luca . In: Department of Economics. RePEc:mod:depeco:0064. Full description at Econpapers \|\| Download paper
2015	Does realized skewness predict the cross-section of equity returns?. (2015). Christoffersen, Peter ; Amaya, Diego ; Vasquez, Aurelio ; Jacobs, Kris . In: Journal of Financial Economics. RePEc:eee:jfinec:v:118:y:2015:i:1:p:135-167. Full description at Econpapers \|\| Download paper
2015	The relationship between the option-implied volatility smile, stock returns and heterogeneous beliefs. (2015). Feng, Shu ; Friesen, Geoffrey C ; Zhang, YI. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:62-73. Full description at Econpapers \|\| Download paper
2015	Does individual-stock skewness/coskewness reflect portfolio risk?. (2015). Kim, Thomas . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:167-174. Full description at Econpapers \|\| Download paper
2015	Lottery-related anomalies: the role of reference-dependent preferences. (2015). Wang, Jian ; Yu, Jianfeng . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:259. Full description at Econpapers \|\| Download paper
2015	Identifying Central Bank Liquidity Super-Spreaders in Interbank Funds Networks. (2015). Sarmiento, Miguel ; Machado, C ; Leon, C E. In: Discussion Paper. RePEc:tiu:tiucen:65196525-e8d7-4b78-9b8d-7b6082b29cce. Full description at Econpapers \|\| Download paper
2015	Why do we need both liquidity regulations and a lender of last resort? A perspective from Federal Reserve lending during the 2007-09 US financial crisis. (2015). Carlson, Mark ; Duygan-Bump, Burcu ; Nelson, William . In: BIS Working Papers. RePEc:bis:biswps:493. Full description at Econpapers \|\| Download paper
2015	Why Do We Need Both Liquidity Regulations and a Lender of Last Resort? A Perspective from Federal Reserve Lending during the 2007-09 U.S. Financial Crisis. (2015). Carlson, Mark ; Duygan-Bump, Burcu ; Nelson, William R.. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2015-11. Full description at Econpapers \|\| Download paper
2015	Injecting liquidity into liquidity research. (2015). faff, robert ; Smith, Tom ; Benson, Karen . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:35:y:2015:i:pb:p:533-540. Full description at Econpapers \|\| Download paper
2015	ECB Interventions in Distressed Sovereign Debt Markets: The Case of Greek Bonds. (2015). Trebesch, Christoph ; Zettelmeyer, Jeromin . In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:112809. Full description at Econpapers \|\| Download paper
2015	Institutional Laws, and Mergers and Acquisitions in India: A Review/Recommendation. (2015). Reddy, Srinivasa K.. In: MPRA Paper. RePEc:pra:mprapa:63410. Full description at Econpapers \|\| Download paper
2015	Macroeconomic Change, and Cross-border Mergers and Acquisitions: The Indian Experience, 1991-2010. (2015). Kotapati, Srinivasa Reddy ; Reddy, Kotapati Srinivasa . In: MPRA Paper. RePEc:pra:mprapa:63562. Full description at Econpapers \|\| Download paper
2015	Why do Cross-border Merger/Acquisition Deals become Delayed, or Unsuccessful? â A Cross-Case Analysis in the Dynamic Industries. (2015). Kotapati, Srinivasa Reddy ; Reddy, Kotapati Srinivasa . In: MPRA Paper. RePEc:pra:mprapa:63940. Full description at Econpapers \|\| Download paper
2015	The economic impact of merger control legislation. (2015). Ongena, Steven ; Hartmann, Philipp ; Carletti, Elena . In: International Review of Law and Economics. RePEc:eee:irlaec:v:42:y:2015:i:c:p:88-104. Full description at Econpapers \|\| Download paper
2015	Bidder contests in international mergers and acquisitions: The impact of toeholds, preemptive bidding, and termination fees. (2015). Bessler, Wolfgang ; Zimmermann, Jan ; Schneck, Colin . In: International Review of Financial Analysis. RePEc:eee:finana:v:42:y:2015:i:c:p:4-23. Full description at Econpapers \|\| Download paper
2015	International R&D Spillovers and Asset Prices. (2015). Santacreu, Ana Maria ; Gavazzoni, Federico . In: 2015 Meeting Papers. RePEc:red:sed015:405. Full description at Econpapers \|\| Download paper
2015	The Carry Trade and UIP when Markets are Incomplete. (2015). Garlappi, Lorenzo ; Favilukis, Jack . In: 2015 Meeting Papers. RePEc:red:sed015:242. Full description at Econpapers \|\| Download paper
2015	Through the looking glass: Indirect inference via simple equilibria. (2015). Calvet, Laurent ; Czellar, Veronika . In: Journal of Econometrics. RePEc:eee:econom:v:185:y:2015:i:2:p:343-358. Full description at Econpapers \|\| Download paper
2015	Exchange Rates, Interest Rates, and the Risk Premium. (2015). Engel, Charles. In: NBER Working Papers. RePEc:nbr:nberwo:21042. Full description at Econpapers \|\| Download paper
2015	Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences. (2015). Kollmann, Robert. In: Open Economies Review. RePEc:kap:openec:v:26:y:2015:i:2:p:175-196. Full description at Econpapers \|\| Download paper
2015	International capital markets structure, preferences and puzzles: A âUSâChina Worldâ. (2015). Donadelli, Michael ; Caporale, Guglielmo Maria ; Varani, Alessia . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:36:y:2015:i:c:p:85-99. Full description at Econpapers \|\| Download paper
2015	Common and Country Specific Economic Uncertainty. (2015). Theodoridis, Konstantinos ; mumtaz, haroon. In: Working Papers. RePEc:qmw:qmwecw:wp752. Full description at Econpapers \|\| Download paper
2015	Funding liquidity constraints and the forward premium anomaly in a DSGE model. (2015). Chu, Shiou-Yen . In: International Review of Economics & Finance. RePEc:eee:reveco:v:39:y:2015:i:c:p:76-89. Full description at Econpapers \|\| Download paper
2015	Risk sharing in a world economy with uncertainty shocks. (2015). Kollmann, Robert. In: CAMA Working Papers. RePEc:een:camaaa:2015-44. Full description at Econpapers \|\| Download paper
2015	Currency Premia and Global Imbalances. (2015). Sarno, Lucio ; Riddiough, Steven ; Della Corte, Pasquale. In: 2015 Meeting Papers. RePEc:red:sed015:1215. Full description at Econpapers \|\| Download paper
2015	Exchange Rate and Current Account Dynamics: the Role of Asset Market Structure, Long-Run Risk and Risk Appetite. (2015). Kollmann, Robert. In: 2015 Meeting Papers. RePEc:red:sed015:1397. Full description at Econpapers \|\| Download paper
2015	International R&D Spillovers and Asset Prices. (2015). Santacreu, Ana Maria ; Gavazzoni, Federico. In: Working Papers. RePEc:fip:fedlwp:2015-041. Full description at Econpapers \|\| Download paper
2015	Risk Sharing in International Economies and Market Incompleteness. (2015). cerrato, mario ; Crosby, John ; Bakashi, Gurdip . In: Working Papers. RePEc:gla:glaewp:2015_23. Full description at Econpapers \|\| Download paper
2015	Risk Sharing in a World Economy with Uncertainty Shocks. (2015). Kollmann, Robert. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10940. Full description at Econpapers \|\| Download paper
2015	Financial Integration and Growth in a Risky World. (2015). Rey, Helene ; Coeurdacier, Nicolas ; Winant, Pablo . In: NBER Working Papers. RePEc:nbr:nberwo:21817. Full description at Econpapers \|\| Download paper
2015	Risk sharing in a world economy with uncertainty shocks. (2015). Kollmann, Robert. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:258. Full description at Econpapers \|\| Download paper
2015	Financial Integration and Growth in a Risky World. (2015). Rey, Helene ; Coeurdacier, Nicolas ; Winant, Pablo . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11009. Full description at Econpapers \|\| Download paper
2015	Risk Sharing in a World Economy with Uncertainty Shocks. (2015). Kollmann, Robert. In: Working Papers ECARES. RePEc:eca:wpaper:2013/220899. Full description at Econpapers \|\| Download paper
2015	Impact of the Dodd-Frank act on credit ratings. (2015). Palia, Darius ; Dimitrov, Valentin ; Tang, Leo . In: Journal of Financial Economics. RePEc:eee:jfinec:v:115:y:2015:i:3:p:505-520. Full description at Econpapers \|\| Download paper
2015	Credit Ratings and Acquisitions. (2015). Servaes, Henri ; Petmezas, Dimitris ; Aktas, Nihat ; Karampatsas, Nikolaos . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10719. Full description at Econpapers \|\| Download paper
2015	Combining momentum, value, and quality for the Islamic equity portfolio: Multi-style rotation strategies using augmented Black Litterman factor model. (2015). Masih, Abul ; Bacha, Obiyathulla ; Dewandaru, Ginanjar . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:34:y:2015:i:c:p:205-232. Full description at Econpapers \|\| Download paper
2015	Decomposition of book-to-market and the cross-section of returns for Chinese shares. (2015). Cakici, Nusret ; Chatterjee, Sris . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:34:y:2015:i:c:p:102-120. Full description at Econpapers \|\| Download paper
2015	Reward-risk momentum strategies using classical tempered stable distribution. (2015). Kim, Aaron ; Choi, Jae Hyung ; Mitov, Ivan . In: Papers. RePEc:arx:papers:1403.6093. Full description at Econpapers \|\| Download paper
2015	Maximum drawdown, recovery and momentum. (2015). Choi, Jaehyung . In: Papers. RePEc:arx:papers:1403.8125. Full description at Econpapers \|\| Download paper
2015	Profitability of time series momentum. (2015). Li, Kai ; He, Xuezhong. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:53:y:2015:i:c:p:140-157. Full description at Econpapers \|\| Download paper
2015	Are Value, Size and Momentum Premiums in CEE Emerging Markets only Illusionary?. (2015). Zaremba, Adam ; Konieczka, Przemyslaw . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:65:y:2015:i:1:p:84-104. Full description at Econpapers \|\| Download paper
2015	Who trades on momentum?. (2015). Smajlbegovic, Esad ; Baltzer, Markus ; Jank, Stephan . In: CFR Working Papers. RePEc:zbw:cfrwps:1501. Full description at Econpapers \|\| Download paper
2015	Price Reaction to Information with Heterogeneous Beliefs and Wealth Effects: Underreaction, Momentum, and Reversal. (2015). SÃÂ¸rensen, Peter ; Ottaviani, Marco. In: American Economic Review. RePEc:aea:aecrev:v:105:y:2015:i:1:p:1-34. Full description at Econpapers \|\| Download paper
2015	The Real Value of Chinas Stock Market. (2015). Lu, Fangzhou ; Whitelaw, Robert F. ; Carpenter, Jennifer N.. In: NBER Working Papers. RePEc:nbr:nberwo:20957. Full description at Econpapers \|\| Download paper
2015	Cross-sectional anomalies and volatility risk in different economic and market cycles. (2015). Aijo, Janne ; Peltomaki, Jarkko . In: Finance Research Letters. RePEc:eee:finlet:v:12:y:2015:i:c:p:17-22. Full description at Econpapers \|\| Download paper
2015	Risk-return characteristics of Islamic equity indices: Multi-timescales analysis. (2015). Masih, Abul ; Bacha, Obiyathulla ; Dewandaru, Ginanjar ; Masih, A. Mansur M., . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:29:y:2015:i:c:p:115-138. Full description at Econpapers \|\| Download paper
2015	Dynamic Trading When You May Be Wrong. (2015). Remorov, Alexander . In: MPRA Paper. RePEc:pra:mprapa:63964. Full description at Econpapers \|\| Download paper
2015	Profitability of contrarian strategies in the Chinese stock market. (2015). Shi, Huai-Long ; Jiang, Zhi-Qiang ; Zhou, Wei-Xing . In: Papers. RePEc:arx:papers:1505.00328. Full description at Econpapers \|\| Download paper
2015	Momentum has its moments. (2015). Santa-Clara, Pedro ; Barroso, Pedro. In: Journal of Financial Economics. RePEc:eee:jfinec:v:116:y:2015:i:1:p:111-120. Full description at Econpapers \|\| Download paper
2015	The formulation of the four factor model when a considerable proportion of firms is dual-listed. (2015). Garyn-Tal, Sharon ; Lauterbach, Beni . In: Emerging Markets Review. RePEc:eee:ememar:v:24:y:2015:i:c:p:1-12. Full description at Econpapers \|\| Download paper
2015	Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market. (2015). Wu, Eliza ; ter Ellen, Saskia ; He, Xuezhong ; Chiarella, Carl. In: Journal of Empirical Finance. RePEc:eee:empfin:v:32:y:2015:i:c:p:19-34. Full description at Econpapers \|\| Download paper
2015	Earnings forecasting in a global stock selection model and efficient portfolio construction and management. (2015). Markowitz, Harry ; Xu, GanLin ; Guerard, John B.. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:2:p:550-560. Full description at Econpapers \|\| Download paper
2015	The small-cap effect in the predictability of individual stock returns. (2015). Semenov, Andrei . In: International Review of Economics & Finance. RePEc:eee:reveco:v:38:y:2015:i:c:p:178-197. Full description at Econpapers \|\| Download paper
2015	New evidence on determinants of price momentum in the Japanese stock market. (2015). Teplova, Tamara ; Mikova, Evgeniya . In: Research in International Business and Finance. RePEc:eee:riibaf:v:34:y:2015:i:c:p:84-109. Full description at Econpapers \|\| Download paper
2015	Profitable momentum trading strategies for individual investors. (2015). Foltice, Bryan ; Langer, Thomas . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:29:y:2015:i:2:p:85-113. Full description at Econpapers \|\| Download paper
2015	Statistical arbitrage pairs trading strategies: Review and outlook. (2015). Krauss, Christopher . In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:092015. Full description at Econpapers \|\| Download paper
2015	What do stock markets tell us about exchange rates?. (2015). Sarno, Lucio ; Payne, Richard ; Cenedese, Gino ; Valente, Giorgio . In: Bank of England working papers. RePEc:boe:boeewp:0537. Full description at Econpapers \|\| Download paper
2015	Value versus growth investing: Why do different investors have different styles?. (2015). Siegel, Stephan ; Cronqvist, Henrik ; Yu, Frank . In: Journal of Financial Economics. RePEc:eee:jfinec:v:117:y:2015:i:2:p:333-349. Full description at Econpapers \|\| Download paper
2015	Feasible earnings momentum in the U.S. stock market: An investors perspective. (2015). Krauss, Christopher ; Kruger, Tom ; Beerstecher, Daniel . In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:122015. Full description at Econpapers \|\| Download paper
2015	Momentum strategies with stock index exchange-traded funds. (2015). Tse, Yiuman . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:134-148. Full description at Econpapers \|\| Download paper
2015	Combining momentum with reversal in commodity futures. (2015). Bianchi, Robert J ; Fan, John Hua ; Drew, Michael E. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:423-444. Full description at Econpapers \|\| Download paper
2015	Essays in banking and international finance. (2015). Schafer, Larissa . In: Other publications TiSEM. RePEc:tiu:tiutis:54db9c22-05fa-4444-97d5-13d1e406580b. Full description at Econpapers \|\| Download paper
2015	IS A NORMAL COPULA THE RIGHT COPULA?. (2015). Sentana, Enrique ; Amengual, Dante. In: Working Papers. RePEc:cmf:wpaper:wp2015_1504. Full description at Econpapers \|\| Download paper
2015	Upside and Downside Risks in Momentum Returns. (2015). Dobrynskaya, Victoria. In: HSE Working papers. RePEc:hig:wpaper:50/fe/2015. Full description at Econpapers \|\| Download paper
2015	What Do Stock Markets Tell Us About Exchange Rates?. (2015). Sarno, Lucio ; Payne, Richard ; Cenedese, Gino ; Valente, Giorgio . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10685. Full description at Econpapers \|\| Download paper
2015	Is a normal copula the right copula?. (2015). Sentana, Enrique ; Amengual, Dante. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10809. Full description at Econpapers \|\| Download paper
2015	Has the Pricing of Stocks Become More Global?. (2015). Schrimpf, Andreas ; Wagner, Alexander F ; Petzev, Ivan . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10966. Full description at Econpapers \|\| Download paper
2015	Momentum in Imperial Russia. (2015). Goetzmann, William ; Huang, Simon . In: NBER Working Papers. RePEc:nbr:nberwo:21700. Full description at Econpapers \|\| Download paper
2015	Intermediate-term momentum and credit rating. (2015). Haga, Jesper . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:59-67. Full description at Econpapers \|\| Download paper
2015	Value premium and implied equity duration in the Japanese stock market. (2015). Fukuta, Yuichi ; Yamane, Akiko . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:39:y:2015:i:c:p:102-121. Full description at Econpapers \|\| Download paper
2015	On comparing zero-alpha tests across multifactor asset pricing models. (2015). Dhaene, Geert ; De Moor, Lieven ; Sercu, Piet . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s235-s240. Full description at Econpapers \|\| Download paper
2015	Who trades on momentum?. (2015). Smajlbegovic, Esad ; Baltzer, Markus ; Jank, Stephan . In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:112872. Full description at Econpapers \|\| Download paper
2015	Specialized human capital, unemployment risk, and the value premium. (2015). Jank, Stephan . In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:113214. Full description at Econpapers \|\| Download paper
2015	A Study to Check the Applicability of Fama and French, Three-Factor Model on KSE 100-Index from 2004-2014. (2015). Khan, Jahanzeb ; Sumrani, Zain ; Aziz, Rabia ; Abbas, Nahzat . In: International Journal of Financial Research. RePEc:jfr:ijfr11:v:6:y:2015:i:1:p:90-100. Full description at Econpapers \|\| Download paper
2015	Can behavioral biases explain the rejections of the expectation hypothesis of the term structure of interest rates?. (2015). Nawosah, Vivekanand ; Bulkley, George . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:179-193. Full description at Econpapers \|\| Download paper
2015	Reward-risk momentum strategies using classical tempered stable distribution. (2015). Mitov, Ivan ; Choi, Jae Hyung ; Kim, Young Shin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:194-213. Full description at Econpapers \|\| Download paper
2015	Evaluating international financial integration in a center-periphery economy. (2015). Yu, Changhua. In: Journal of International Economics. RePEc:eee:inecon:v:95:y:2015:i:1:p:129-144. Full description at Econpapers \|\| Download paper
2015	Japanâs exorbitant privilege. (2015). Rogoff, Kenneth ; Tashiro, Takeshi . In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:35:y:2015:i:c:p:43-61. Full description at Econpapers \|\| Download paper
2015	Trading with Small Price Impact. (2015). Muhle-Karbe, Johannes ; Soner, Mete H. ; Moreau, Ludovic . In: Papers. RePEc:arx:papers:1402.5304. Full description at Econpapers \|\| Download paper
2015	Optimal Trading with Alpha Predictors. (2015). Passerini, Filippo ; Vazquez, Samuel E.. In: Papers. RePEc:arx:papers:1501.03756. Full description at Econpapers \|\| Download paper
2015	Dynamic Investment Strategy with Factor Models Under Regime Switches. (2015). Makimoto, Naoki ; Komatsu, Takahiro . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:22:y:2015:i:2:p:209-237. Full description at Econpapers \|\| Download paper
2015	Hysteresis bands on returns, holding period and transaction costs. (2015). Puopolo, Giovanni ; Dumas, Bernard ; Delgado, Francisco . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:57:y:2015:i:c:p:86-100. Full description at Econpapers \|\| Download paper
2015	Portfolio selection with proportional transaction costs and predictability. (2015). Nogales, Fco Javier . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws1521. Full description at Econpapers \|\| Download paper
2015	Equilibrium theory of stock market crashes. (2015). Isaenko, Sergei. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:60:y:2015:i:c:p:73-94. Full description at Econpapers \|\| Download paper
2015	Interfund lending in mutual fund families: Role of internal capital markets. (2015). Agarwal, Vikas ; Zhao, Haibei . In: CFR Working Papers. RePEc:zbw:cfrwps:1509. Full description at Econpapers \|\| Download paper
2015	Collateral after the Brazilian Creditor Rights Reform. (2015). Nazar, Bernardus Ferdinandus ; Capelletto, Lucio Rodrigues . In: Working Papers Series. RePEc:bcb:wpaper:404. Full description at Econpapers \|\| Download paper
2015	Financial Decisions and Investment Outcomes in Developing Countries; The Role of Institutions. (2015). Turk Ariss, Rima. In: IMF Working Papers. RePEc:imf:imfwpa:15/38. Full description at Econpapers \|\| Download paper
2015	Bankruptcy Law and Bank Financing. (2015). Tarantino, Emanuele ; Serrano-Velarde, Nicolas ; Rodano, Giacomo . In: Working Papers. RePEc:igi:igierp:547. Full description at Econpapers \|\| Download paper
2015	Essays on the behavior of foreign banks in Brazil. (2015). Nazar van Doornik, B. F., . In: Other publications TiSEM. RePEc:tiu:tiutis:06586714-3b67-4f84-be4f-39e127b0f6c7. Full description at Econpapers \|\| Download paper
2015	Bankruptcy law and bank financing. (2015). Tarantino, Emanuele ; Serrano-Velarde, Nicolas ; Rodano, Gicoamo . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1013_15. Full description at Econpapers \|\| Download paper
2015	How Collateral Laws Shape Lending and Sectoral Activity. (2015). Larrain, Mauricio ; Calomiris, Charles ; Sturgess, Jason ; Liberti, Jose . In: HIT-REFINED Working Paper Series. RePEc:hit:remfce:20. Full description at Econpapers \|\| Download paper
2015	Implementing Structural Reforms in Abenomics: How to Reduce the Cost of Doing Business in Japan. (2015). Hoshi, Takeo ; Haidar, Jamal. In: NBER Working Papers. RePEc:nbr:nberwo:21507. Full description at Econpapers \|\| Download paper
2015	SME Access to Intermediated Credit: What Do We Know and What Dont We Know?. (2015). Udell, Gregory F. In: RBA Annual Conference Volume. RePEc:rba:rbaacv:acv2015-06. Full description at Econpapers \|\| Download paper
2015	Enlarging the Contracting Space: Collateral Menus, Access to Credit, and Economic Activity. (2015). Larrain, Mauricio ; Campello, Murillo. In: NBER Working Papers. RePEc:nbr:nberwo:21690. Full description at Econpapers \|\| Download paper
2015	What Drives Financial Reform? Economics and Politics of the State-Level Adoption of Municipal Bankruptcy Laws. (2015). Rossi, Stefano ; YUN, Hayong . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10984. Full description at Econpapers \|\| Download paper
2015	Should one hire a corrupt CEO in a corrupt country?. (2015). . In: Journal of Financial Economics. RePEc:eee:jfinec:v:117:y:2015:i:1:p:29-42. Full description at Econpapers \|\| Download paper
2015	CEO network centrality and merger performance. (2015). El-Khatib, Rwan ; Jandik, Tomas ; Fogel, Kathy . In: Journal of Financial Economics. RePEc:eee:jfinec:v:116:y:2015:i:2:p:349-382. Full description at Econpapers \|\| Download paper
2015	The bonding hypothesis of takeover defenses: Evidence from IPO firms. (2015). Johnson, William C ; Yi, Sangho . In: Journal of Financial Economics. RePEc:eee:jfinec:v:117:y:2015:i:2:p:307-332. Full description at Econpapers \|\| Download paper
2015	Equity financing activities and European value-growth returns. (2015). Walkshausl, Christian . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:57:y:2015:i:c:p:27-40. Full description at Econpapers \|\| Download paper
2015	The illiquidity premium: International evidence. (2015). Amihud, Yakov ; Zhang, Huiping ; Kang, Wenjin ; Hameed, Allaudeen . In: Journal of Financial Economics. RePEc:eee:jfinec:v:117:y:2015:i:2:p:350-368. Full description at Econpapers \|\| Download paper
2015	Measuring the impact of extreme observations on CAPM alphas: Some methodological issues. (2015). De Moor, Lieven ; Sercu, Piet . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:1-10. Full description at Econpapers \|\| Download paper
2015	Does return dispersion explain the accrual and investment anomalies?. (2015). Chichernea, Doina C ; Petkevich, Alex ; Holder, Anthony D. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:60:y:2015:i:1:p:133-148. Full description at Econpapers \|\| Download paper
2015	Are Star Funds Really Shining? Cross-trading And Performance Shifting In Mutual Fund Families. (2015). Parise, Gianpaolo ; Nefedova, Tamara ; Eisele, Alexander . In: Economics Papers from University Paris Dauphine. RePEc:dau:papers:123456789/15218. Full description at Econpapers \|\| Download paper
2015	Controlling shareholdersâ incentives and executive pay-for-performance sensitivity: Evidence from the split share structure reform in China. (2015). Lin, Bingxuan ; Zhang, Ting ; Chen, Shenglan ; Lu, Rui . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:147-160. Full description at Econpapers \|\| Download paper
2015	Sectoral differences in managersâ compensation: insights from a matching model. (2015). Viviano, Eliana ; Taboga, Marco ; Ciapanna, Emanuela. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1000_15. Full description at Econpapers \|\| Download paper
2015	The informational role of individual investors in stock pricing: Evidence from large individual and small retail investors. (2015). Shiu, Cheng-Yi ; Chen, Hung-Ling ; Chow, Edward H.. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:31:y:2015:i:c:p:36-56. Full description at Econpapers \|\| Download paper
2015	Asymmetric effects of sell-side analyst optimism and broker market share by clientele. (2015). Grant, Andrew ; Su, Mark ; Jarnecic, Elvis . In: Journal of Financial Markets. RePEc:eee:finmar:v:24:y:2015:i:c:p:49-65. Full description at Econpapers \|\| Download paper
2015	Are institutions informed about news?. (2015). Schuerhoff, Norman ; Hendershott, Terrence ; Schurhoff, Norman ; Livdan, Dmitry . In: Journal of Financial Economics. RePEc:eee:jfinec:v:117:y:2015:i:2:p:249-287. Full description at Econpapers \|\| Download paper
2015	Individual investor trading and stock liquidity. (2015). Wang, Qin ; Zhang, Jun . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:45:y:2015:i:3:p:485-508. Full description at Econpapers \|\| Download paper
2015	Corporate Shareholdings and the Liquidity of Malaysian Stocks: Investor Heterogeneity, Trading Account Types and the Underlying Channels. (2015). Lim, Kian-Ping ; Hooy, Chee-Wooi ; Thian, Tze-Chung . In: MPRA Paper. RePEc:pra:mprapa:67602. Full description at Econpapers \|\| Download paper
2015	Are retail traders compensated for providing liquidity?. (2015). Sraer, David ; Barrot, Jean-Noel ; Kaniel, Ron . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10820. Full description at Econpapers \|\| Download paper
2015	Essays in Market Microstructure and Investor Trading. (2015). Lo, Danny . In: PhD Thesis. RePEc:uts:finphd:22. Full description at Econpapers \|\| Download paper
2015	Does individual investor trading impact firm valuation?. (2015). Wang, Qin ; Zhang, Jun . In: Journal of Corporate Finance. RePEc:eee:corfin:v:35:y:2015:i:c:p:120-135. Full description at Econpapers \|\| Download paper
2015	Liquidity provision and informed trading by individual investors. (2015). Do, Binh ; Kalev, Petko S ; Tian, Xiao . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:35:y:2015:i:pa:p:143-162. Full description at Econpapers \|\| Download paper
2015	Basel III leverage ratio requirement and the probability of bank runs. (2015). Dermine, jean. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:53:y:2015:i:c:p:266-277. Full description at Econpapers \|\| Download paper
2015	Its all about volatility of volatility: Evidence from a two-factor stochastic volatility model. (2015). Grassi, Stefano. In: Journal of Empirical Finance. RePEc:eee:empfin:v:30:y:2015:i:c:p:62-78. Full description at Econpapers \|\| Download paper
2015	The effect of firm size on the leverageâperformance relationship during the financial crisis of 2007â2009. (2015). Vithessonthi, Chaiporn ; Tongurai, Jittima. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:29:y:2015:i:c:p:1-29. Full description at Econpapers \|\| Download paper
2015	Discussion of âSystemic Risk and the Solvency-Liquidity Nexus of Banksâ. (2015). Adrian, Tobias. In: Staff Reports. RePEc:fip:fednsr:722. Full description at Econpapers \|\| Download paper
2015	Uncertainty and Investment; The Financial Intermediary Balance Sheet Channel. (2015). Chen, Sophia . In: IMF Working Papers. RePEc:imf:imfwpa:15/65. Full description at Econpapers \|\| Download paper
2015	A Model of Endogenous Loan Quality and the Collapse of the Shadow Banking System. (2015). Ferrante, Francesco. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2015-21. Full description at Econpapers \|\| Download paper
2015	Finance companies in Mexico: Unexpected victims of the global liquidity crunch. (2015). Berrospide, Jose M. ; Herrerias, Renata . In: Journal of Financial Stability. RePEc:eee:finsta:v:18:y:2015:i:c:p:33-54. Full description at Econpapers \|\| Download paper
2015	Social interaction at work. (2015). Hvide, Hans ; ostberg, Per . In: Journal of Financial Economics. RePEc:eee:jfinec:v:117:y:2015:i:3:p:628-652. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2015

Year	Citing document
2015	The Martin Integral Representation of Markovian Pricing Kernels. (2015). Park, Hyungbin . In: Papers. RePEc:arx:papers:1504.00276. Full description at Econpapers \|\| Download paper
2015	Emergency Liquidity Facilities, Signalling and Funding Costs. (2015). Perez Saiz, Hector ; Gauthier, Celine ; Souissi, Moez ; Lehar, Alfred . In: Staff Working Papers. RePEc:bca:bocawp:15-44. Full description at Econpapers \|\| Download paper
2015	Familiarity and Competition: The Case of Mutual Funds. (2015). Gil-Bazo, Javier ; Dumitrescu, Ariadna. In: Working Papers. RePEc:bge:wpaper:815. Full description at Econpapers \|\| Download paper
2015	Price Drift before U.S. Macroeconomic News: Private Information about Public Announcements?. (2015). Strasser, Georg ; Kurov, Alexander ; Wolfe, Marketa. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:881. Full description at Econpapers \|\| Download paper
2015	Bonus caps, deferrals and bankers risk-taking. (2015). Jokivuolle, Esa ; Yuan, Xuchuan ; Keppo, Jussi . In: Research Discussion Papers. RePEc:bof:bofrdp:2015_005. Full description at Econpapers \|\| Download paper
2015	Nonparametric Euler Equation Identification andEstimation. (2015). LINTON, OLIVER ; Lewbel, Arthur ; hoderlein, stefan ; Escanciano, Juan Carlos ; Srisuma, Sorawoot . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1560. Full description at Econpapers \|\| Download paper
2015	The Standard Portfolio Choice Problem in Germany. (2015). WeizsÃÂ¤cker, Georg ; Huck, Steffen ; Weizsacker, Georg . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5441. Full description at Econpapers \|\| Download paper
2015	Product Market Competition, Capital Constraints and Firm Growth. (2015). Kelly, Patrick ; Hunter, Delroy M. ; Bergbrant, Mikael C.. In: Working Papers. RePEc:cfr:cefirw:w0215. Full description at Econpapers \|\| Download paper
2015	Dissent in FOMC Meeting and the Announcement Drift. (2015). Madeira, Joao. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:749. Full description at Econpapers \|\| Download paper
2015	The Effects of Make and Take Fees in Experimental Markets. (2015). Porter, David ; Bourke, Vince . In: Working Papers. RePEc:chu:wpaper:15-19. Full description at Econpapers \|\| Download paper
2015	Executive Compensation: A Modern Primer. (2015). Gabaix, Xavier ; Edmans, Alex. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10566. Full description at Econpapers \|\| Download paper
2015	The Case for Contingent Convertible Debt for Sovereignst. (2015). Consiglio, Andrea ; Zenios, Stavros A. In: Working Papers. RePEc:ecl:upafin:15-13. Full description at Econpapers \|\| Download paper
2015	Buyers as stakeholders: How relationships affect suppliers financial constraints. (2015). Itzkowitz, Jennifer . In: Journal of Corporate Finance. RePEc:eee:corfin:v:31:y:2015:i:c:p:54-66. Full description at Econpapers \|\| Download paper
2015	Write-Down Bonds and Capital and Debt Structures. (2015). Attaoui, Sami ; Poncet, Patrice . In: Journal of Corporate Finance. RePEc:eee:corfin:v:35:y:2015:i:c:p:97-119. Full description at Econpapers \|\| Download paper
2015	Aggregate volatility expectations and threshold CAPM. (2015). ARISOY, Yakup. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:231-253. Full description at Econpapers \|\| Download paper
2015	Value creation in family firms: A model of fit. (2015). Voordeckers, Wim ; Kammerlander, Nadine ; Sieger, Philipp ; Zellweger, Thomas . In: Journal of Family Business Strategy. RePEc:eee:fambus:v:6:y:2015:i:2:p:63-72. Full description at Econpapers \|\| Download paper
2015	Comparing U.S. and European market volatility responses to interest rate policy announcements. (2015). Mauck, Nathan ; Krieger, Kevin ; Vazquez, Joseph . In: International Review of Financial Analysis. RePEc:eee:finana:v:39:y:2015:i:c:p:127-136. Full description at Econpapers \|\| Download paper
2015	Corporate acquisitions and financial constraints. (2015). Marchica, Maria-Teresa ; Khatami, Seyed Hossein ; Mura, Roberto . In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:107-121. Full description at Econpapers \|\| Download paper
2015	Valuation and analysis of contingent convertible securities with jump risk. (2015). Yang, Zhaojun ; Zhao, Zhiming . In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:124-135. Full description at Econpapers \|\| Download paper
2015	The accrual anomaly in Europe: The role of accounting distortions. (2015). Tsiritakis, Emmanuel ; Papanastasopoulos, Georgios A. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:176-185. Full description at Econpapers \|\| Download paper
2015	Corporate cash holdings: Causes and consequences. (2015). Amess, Kevin ; Banerji, Sanjay ; Lampousis, Athanasios . In: International Review of Financial Analysis. RePEc:eee:finana:v:42:y:2015:i:c:p:421-433. Full description at Econpapers \|\| Download paper
2015	Bank loans for private and public firms in a liquidity crunch. (2015). Allen, Jason ; Paligorova, Teodora . In: Journal of Financial Stability. RePEc:eee:finsta:v:18:y:2015:i:c:p:106-116. Full description at Econpapers \|\| Download paper
2015	Market discipline by bank creditors during the 2008â2010 crisis. (2015). Bennett, Rosalind ; Kwast, Myron L ; Hwa, Vivian . In: Journal of Financial Stability. RePEc:eee:finsta:v:20:y:2015:i:c:p:51-69. Full description at Econpapers \|\| Download paper
2015	Incentive pay and bank risk-taking: Evidence from Austrian, German, and Swiss banks. (2015). Steinbrecher, Johannes ; KampkÃÂ¶tter, Patrick ; Hau, Harald ; Efing, Matthias. In: Journal of International Economics. RePEc:eee:inecon:v:96:y:2015:i:s1:p:s123-s140. Full description at Econpapers \|\| Download paper
2015	Explaining bank stock performance with crisis sentiment. (2015). Irresberger, Felix ; Muhlnickel, Janina . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:311-329. Full description at Econpapers \|\| Download paper
2015	Riding the swaption curve. (2015). Duyvesteyn, Johan ; de Zwart, Gerben . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:57-75. Full description at Econpapers \|\| Download paper
2015	The impact of conventional and unconventional monetary policy on investor sentiment. (2015). Lutz, Chandler . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:c:p:89-105. Full description at Econpapers \|\| Download paper
2015	Monetary policy and long-term real rates. (2015). Stein, Jeremy ; Hanson, Samuel G.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:115:y:2015:i:3:p:429-448. Full description at Econpapers \|\| Download paper
2015	Extraordinary acquirers. (2015). Golubov, Andrey ; Zhang, Huizhong ; Yawson, Alfred . In: Journal of Financial Economics. RePEc:eee:jfinec:v:116:y:2015:i:2:p:314-330. Full description at Econpapers \|\| Download paper
2015	Generalized risk premia. (2015). Schneider, Paul . In: Journal of Financial Economics. RePEc:eee:jfinec:v:116:y:2015:i:3:p:487-504. Full description at Econpapers \|\| Download paper
2015	Does realized skewness predict the cross-section of equity returns?. (2015). Christoffersen, Peter ; Amaya, Diego ; Vasquez, Aurelio ; Jacobs, Kris . In: Journal of Financial Economics. RePEc:eee:jfinec:v:118:y:2015:i:1:p:135-167. Full description at Econpapers \|\| Download paper
2015	Shareholder diversification and bank risk-taking. (2015). Garcia-Kuhnert, Yamileh ; Mura, Roberto ; Marchica, Maria-Teresa . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:24:y:2015:i:4:p:602-635. Full description at Econpapers \|\| Download paper
2015	Monetary policy, bond returns and debt dynamics. (2015). Berndt, Antje ; Yeltekin, Evin . In: Journal of Monetary Economics. RePEc:eee:moneco:v:73:y:2015:i:c:p:119-136. Full description at Econpapers \|\| Download paper
2015	Corporate governance, product market competition and dynamic capital structure. (2015). Chang, Ya-Kai ; Huang, Tai-Hsin ; Chou, Robin K. ; Chen, Yu-Lun . In: International Review of Economics & Finance. RePEc:eee:reveco:v:38:y:2015:i:c:p:44-55. Full description at Econpapers \|\| Download paper
2015	Fund flows inducing mispricing of risk in competitive financial markets. (2015). Stahmer, Axel . In: ESMT Research Working Papers. RePEc:esm:wpaper:esmt-15-04. Full description at Econpapers \|\| Download paper
2015	The cost of capital of the financial sector. (2015). Adrian, Tobias ; Friedman, Evan ; Muir, Tyler . In: Staff Reports. RePEc:fip:fednsr:755. Full description at Econpapers \|\| Download paper
2015	The impact of unconventional monetary policy on firm financing constraints: evidence from the maturity extension program. (2015). Yu, Edison ; Ramcharan, Rodney ; Foley-Fisher, Nathan. In: Working Papers. RePEc:fip:fedpwp:15-30. Full description at Econpapers \|\| Download paper
2015	Owner occupancy fraud and mortgage performance. (2015). Tilson, Sebastian ; Elul, Ronel . In: Working Papers. RePEc:fip:fedpwp:15-45. Full description at Econpapers \|\| Download paper
2015	Billions on the Sidewalk: Improving Savings by Reducing Investment Mistakes. (2015). Panizza, Ugo. In: IHEID Working Papers. RePEc:gii:giihei:heidwp18-2015. Full description at Econpapers \|\| Download paper
2015	Bonus caps, deferrals and bankers risk-taking. (2015). Jokivuolle, Esa ; Yuan, Xuchuan ; Keppo, Jussi . In: Research Discussion Papers. RePEc:hhs:bofrdp:2015_005. Full description at Econpapers \|\| Download paper
2015	The Information Content of Monetary Statistics for the Great Recession: Evidence from Germany. (2015). Nautz, Dieter ; Chen, Wenjuan . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2015-027. Full description at Econpapers \|\| Download paper
2015	Nonparametric Euler equation identification and estimation. (2015). Srisuma, Sorawoot ; LINTON, OLIVER ; Lewbel, Arthur ; hoderlein, stefan ; Escanciano, Juan Carlos. In: CeMMAP working papers. RePEc:ifs:cemmap:61/15. Full description at Econpapers \|\| Download paper
2015	Fragilities in the U.S. Treasury Market; Lessons from the Ã¢â¬ÅFlash RallyÃ¢â¬ of October 15, 2014. (2015). Bouveret, Antoine ; Sasaki, Tsuyoshi ; Chen, Yingyuan ; Breuer, Peter ; Jones, David . In: IMF Working Papers. RePEc:imf:imfwpa:15/222. Full description at Econpapers \|\| Download paper
2015	Optimal Savings for Retirement: The Role of Individual Accounts. (2015). Scholl, Almuth ; Le Blanc, Julia . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1510. Full description at Econpapers \|\| Download paper
2015	Executive Compensation: A Modern Primer. (2015). Gabaix, Xavier ; Edmans, Alex. In: NBER Working Papers. RePEc:nbr:nberwo:21131. Full description at Econpapers \|\| Download paper
2015	Customers and Investors: A Framework for Understanding Financial Institutions. (2015). merton, robert ; Thakor, Richard T.. In: NBER Working Papers. RePEc:nbr:nberwo:21258. Full description at Econpapers \|\| Download paper
2015	Banksâ Internal Capital Markets and Deposit Rates. (2015). Palvia, Ajay ; Spatt, Chester ; Ben-David, Itzhak . In: NBER Working Papers. RePEc:nbr:nberwo:21526. Full description at Econpapers \|\| Download paper
2015	Efficiently Inefficient Markets for Assets and Asset Management. (2015). Pedersen, Lasse ; Garleanu, Nicolae B. In: NBER Working Papers. RePEc:nbr:nberwo:21563. Full description at Econpapers \|\| Download paper
2015	Sharing Risk with the Government: How Taxes Affect Corporate Risk-Taking. (2015). Ljungqvist, Alexander ; Zuo, Luo ; Zhang, Liandong . In: NBER Working Papers. RePEc:nbr:nberwo:21834. Full description at Econpapers \|\| Download paper
2015	The Deleveraging of U.S. Firms and Institutional Investorsâ Role. (2015). Popadak, Jillian ; Vincent, Christopher ; Michaely, Roni . In: MPRA Paper. RePEc:pra:mprapa:66128. Full description at Econpapers \|\| Download paper

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Recent citations received in 2014

Year	Citing document
2014	Factor Structure in Commodity Futures Return and Volatility. (2014). Christoffersen, Peter ; Lunde, Asger ; Olesen, Kasper V.. In: CREATES Research Papers. RePEc:aah:create:2014-31. Full description at Econpapers \|\| Download paper
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
2014	Securitization and Asset Prices. (2014). Basso, Henrique ; Aksoy, Yunus. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1411. Full description at Econpapers \|\| Download paper
2014	High-Frequency Trading around Macroeconomic News Announcements: Evidence from the U.S. Treasury Market. (2014). Lo, Ingrid ; Jiang, George J. ; Valente, Giorgio . In: Staff Working Papers. RePEc:bca:bocawp:14-56. Full description at Econpapers \|\| Download paper
2014	Macroeconomic and Financial Consequences of the After Crisis Government-Driven Credit Expansion in Brazil. (2014). Bonomo, Marco ; Martins, Bruno ; Brito, Ricardo . In: Working Papers Series. RePEc:bcb:wpaper:378. Full description at Econpapers \|\| Download paper
2014	Uncertainty Outside and Inside Economic Models. (2014). Hansen, Lars. In: Working Papers. RePEc:bfi:wpaper:2014-06. Full description at Econpapers \|\| Download paper
2014	The Term Structure of the Welfare Cost of Uncertainty. (2014). Lopez, Pierlauro. In: Working papers. RePEc:bfr:banfra:521. Full description at Econpapers \|\| Download paper
2014	Evaluating the robustness of UK term structure decompositions using linear regression methods. (2014). Meldrum, Andrew ; Malik, Sheheryar . In: Bank of England working papers. RePEc:boe:boeewp:0518. Full description at Econpapers \|\| Download paper
2014	Understanding financial inclusion in China. (2014). Weill, Laurent ; FungÃ¡ÄovÃ¡, Zuzana. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2014_010. Full description at Econpapers \|\| Download paper
2014	Cash holdings and financing decisions under ambiguity. (2014). agliardi, elettra ; Spanjers, W.. In: Working Papers. RePEc:bol:bodewp:wp979. Full description at Econpapers \|\| Download paper
2014	Bond Return Predictability: Economic Value and Links to the Macroeconomy. (2014). Pettenuzzo, Davide ; Timmermann, Allan ; Gargano, Antonio . In: Working Papers. RePEc:brd:wpaper:75. Full description at Econpapers \|\| Download paper
2014	Bond Return Predictability: Economic Value and Links to the Macroeconomy. (2014). Pettenuzzo, Davide ; Timmermann, Allan ; Gargano, Antonio . In: Working Papers. RePEc:brd:wpaper:75r. Full description at Econpapers \|\| Download paper
2014	Post-Investment Migration of Canadian Venture Capital-Backed New Technology-Based Firms. (2014). Carpentier, Cecile ; Suret, Jean-Marc . In: CIRANO Working Papers. RePEc:cir:cirwor:2014s-27. Full description at Econpapers \|\| Download paper
2014	DISTRIBUTIONAL LINKAGES BETWEEN EUROPEAN SOVEREIGN BOND AND BANK ASSET RETURNS. (2014). Galvez, Julio ; Mencia, Javier . In: Working Papers. RePEc:cmf:wpaper:wp2014_1407. Full description at Econpapers \|\| Download paper
2014	Banks, Government Bonds, and Default: What do the Data Say?. (2014). Rossi, Stefano ; Martin, Alberto ; Gennaioli, Nicola. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10044. Full description at Econpapers \|\| Download paper
2014	Bond Return Predictability: Economic Value and Links to the Macroeconomy. (2014). Pettenuzzo, Davide ; Gargano, Antonio . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10104. Full description at Econpapers \|\| Download paper
2014	Strategic News Releases in Equity Vesting Months. (2014). Edmans, Alex ; Wang, Yanbo ; Xu, Moqi ; Goncalves-Pinto, Luis . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10144. Full description at Econpapers \|\| Download paper
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
2014	Do Funds Make More When They Trade More?. (2014). Stambaugh, Robert ; Pastor, Lubos ; Taylor, Lucian . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10261. Full description at Econpapers \|\| Download paper
2014	Are Retail Traders Compensated for Providing Liquidity?. (2014). Sraer, David ; Kaniel, Ron ; Barrot, Jean-Noel . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10285. Full description at Econpapers \|\| Download paper
2014	Growth, Slowdowns, and Recoveries. (2014). Bianchi, Francesco ; Kung, Howard . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10291. Full description at Econpapers \|\| Download paper
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
2014	Toxic Arbitrage. (2014). Kozhan, Roman ; Foucault, Thierry ; Tham, Wing Wah . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9925. Full description at Econpapers \|\| Download paper
2014	Sovereign Risk, Interbank Freezes, and Aggregate Fluctuations. (2014). GroÃÂe Steffen, Christoph ; Engler, Philipp. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1436. Full description at Econpapers \|\| Download paper
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
2014	Sovereign rating actions and the implied volatility of stock index options. (2014). ap Gwilym, Owain ; Alsakka, Rasha ; Tran, VU. In: International Review of Financial Analysis. RePEc:eee:finana:v:34:y:2014:i:c:p:101-113. Full description at Econpapers \|\| Download paper
2014	Is more less? Propensity to diversify via M&A and market reactions. (2014). Hornstein, Abigail ; Nguyen, Zachary . In: International Review of Financial Analysis. RePEc:eee:finana:v:34:y:2014:i:c:p:76-88. Full description at Econpapers \|\| Download paper
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
2014	The relative contribution of ask and bid quotes to price discovery. (2014). PASCUAL, ROBERTO ; Pascual-Fuster, BartolomÃÂ©. In: Journal of Financial Markets. RePEc:eee:finmar:v:20:y:2014:i:c:p:129-150. Full description at Econpapers \|\| Download paper
2014	Aggregation of preferences for skewed asset returns. (2014). Renault, Eric ; Leisen, Dietmar P. J., ; Chabi-Yo, Fousseni . In: Journal of Economic Theory. RePEc:eee:jetheo:v:154:y:2014:i:c:p:453-489. Full description at Econpapers \|\| Download paper
2014	Asset pricing: A tale of two days. (2014). Savor, Pavel. In: Journal of Financial Economics. RePEc:eee:jfinec:v:113:y:2014:i:2:p:171-201. Full description at Econpapers \|\| Download paper
2014	Tailspotting: Identifying and profiting from CEO vacation trips. (2014). Yermack, David . In: Journal of Financial Economics. RePEc:eee:jfinec:v:113:y:2014:i:2:p:252-269. Full description at Econpapers \|\| Download paper
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
2014	Causality and contagion in EMU sovereign debt markets. (2014). Sosvilla-Rivero, Simon ; GÃÂ³mez-Puig, Marta ; Gomez-Puig, Marta . In: International Review of Economics & Finance. RePEc:eee:reveco:v:33:y:2014:i:c:p:12-27. Full description at Econpapers \|\| Download paper
2014	Non-parametric analysis of equity arbitrage. (2014). VORTELINOS, DIMITRIOS. In: International Review of Economics & Finance. RePEc:eee:reveco:v:33:y:2014:i:c:p:199-216. Full description at Econpapers \|\| Download paper
2014	Corporate social responsibility disclosure: The case of international shipping. (2014). Tsionas, Efthymios ; Merika, Anna ; Merikas, Andreas ; Drobetz, Wolfgang . In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:71:y:2014:i:c:p:18-44. Full description at Econpapers \|\| Download paper
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
2014	Risk Aversion and Financial Crisis. (2014). Guiso, Luigi. In: EIEF Working Papers Series. RePEc:eie:wpaper:1412. Full description at Econpapers \|\| Download paper
2014	Portfolio revision and optimal diversification strategy choices. (2014). Abid, Fathi ; Mroua, Mourad . In: International Journal of Managerial Finance. RePEc:eme:ijmfpp:v:10:y:2014:i:4:p:537-564. Full description at Econpapers \|\| Download paper
2014	Is there a right time for corporate investment?. (2014). Maung, Min ; Chowdhury, Reza H.. In: Studies in Economics and Finance. RePEc:eme:sefpps:v:31:y:2014:i:2:p:223-243. Full description at Econpapers \|\| Download paper
2014	Bank crises and sovereign defaults in emerging markets: exploring the links. (2014). Erce, Aitor ; Balteanu, Irina . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:184. Full description at Econpapers \|\| Download paper
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
2014	Financial stability monitoring. (2014). Adrian, Tobias ; Covitz, Daniel ; Liang, Nellie J.. In: Staff Reports. RePEc:fip:fednsr:601. Full description at Econpapers \|\| Download paper
2014	Dynamic leverage asset pricing. (2014). Shin, Hyun Song ; Moench, Emanuel ; Adrian, Tobias. In: Staff Reports. RePEc:fip:fednsr:625. Full description at Econpapers \|\| Download paper
2014	What predicts U.S. recessions?. (2014). Moench, Emanuel ; Liu, Weiling . In: Staff Reports. RePEc:fip:fednsr:691. Full description at Econpapers \|\| Download paper
2014	Asset pricing with horizon-dependent risk aversion. (2014). Schmalz, Martin ; Eisenbach, Thomas ; Andries, Marianne. In: Staff Reports. RePEc:fip:fednsr:703. Full description at Econpapers \|\| Download paper
2014	Increase in home bias in the Eurozone debt crisis: the role of domestic shocks. (2014). Cornand, Camille ; Gandre, Pauline ; Gimet, Celine . In: Working Papers. RePEc:gat:wpaper:1419. Full description at Econpapers \|\| Download paper
2014	Increase in home bias in the Eurozone debt crisis: the role of domestic shocks. (2014). Cornand, Camille ; Gandre, Pauline ; Gimet, Celine . In: Working Papers. RePEc:hal:wpaper:halshs-01015475. Full description at Econpapers \|\| Download paper
2014	What Makes Systemic Risk Systemic? Contagion and Spillovers in the International Sovereign Debt Market. (2014). Wu, Eliza ; Remolona, Eli ; Kalotychou, Elena . In: Working Papers. RePEc:hkm:wpaper:072014. Full description at Econpapers \|\| Download paper
2014	Nonparametric identification of positive eigenfunctions. (2014). . In: CeMMAP working papers. RePEc:ifs:cemmap:37/14. Full description at Econpapers \|\| Download paper

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Recent citations received in 2013

Year	Citing document
2013	A comparison of numerical methods for the solution of continuous-time DSGE models. (2013). Parra-Alvarez, Juan. In: CREATES Research Papers. RePEc:aah:create:2013-39. Full description at Econpapers \|\| Download paper
2013	Does Realized Skewness Predict the Cross-Section of Equity Returns?. (2013). Christoffersen, Peter ; Vasquez, Aurelio ; Jacobs, Kris ; Amaya, Diego . In: CREATES Research Papers. RePEc:aah:create:2013-41. Full description at Econpapers \|\| Download paper
2013	The impact of short-selling constraints on financial market stability in a heterogeneous agents model. (2013). Tuinstra, Jan ; Anufriev, Mikhail. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:13-01. Full description at Econpapers \|\| Download paper
2013	Which Parametric Model for Conditional Skewness?. (2013). Jahan-Parvar, Mohammad ; Feunou, Bruno ; Tedongap, Romeo . In: Staff Working Papers. RePEc:bca:bocawp:13-32. Full description at Econpapers \|\| Download paper
2013	Limited attention and news arrival in limit order markets.. (2013). Dugast, JÃÂ©rÃÂ´me. In: Working papers. RePEc:bfr:banfra:449. Full description at Econpapers \|\| Download paper
2013	Is Bank Debt Special for the Transmission of Monetary Policy? Evidence from the Stock Market. (2013). Ippolito, Filippo ; Ozdagli, Ali K. ; Perez, Ander . In: Working Papers. RePEc:bge:wpaper:721. Full description at Econpapers \|\| Download paper
2013	Information flows in foreign exchange markets: dissecting customer currency trades. (2013). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Mankhoff, Lukas . In: BIS Working Papers. RePEc:bis:biswps:405. Full description at Econpapers \|\| Download paper
2013	Do Hedge Funds Manipulate Stock Prices?. (2013). Landier, Augustin ; Ben-David, Itzhak ; Franzoni, Francesco ; Moussawi, Rabih . In: Journal of Finance. RePEc:bla:jfinan:v:68:y:2013:i:6:p:2383-2434. Full description at Econpapers \|\| Download paper
2013	Bank Efficiency and Executive Compensation. (2013). Williams, Jonathan ; King, Timothy . In: Working Papers. RePEc:bng:wpaper:13009. Full description at Econpapers \|\| Download paper
2013	What types of bondholders impede corporate innovative activities?. (2013). HASAN, IFTEKHAR ; Ye, Pengfei ; Brien, Jonathan O ; OBrien, Jonathan . In: Research Discussion Papers. RePEc:bof:bofrdp:2013_023. Full description at Econpapers \|\| Download paper
2013	Forecasting Stock Returns under Economic Constraints. (2013). Pettenuzzo, Davide ; Timmermann, Allan ; Valkanov, Rossen . In: Working Papers. RePEc:brd:wpaper:57. Full description at Econpapers \|\| Download paper
2013	Taxing Multinationals in the Presence of Internal Capital Markets. (2013). Stimmelmayr, Michael ; Koethenbuerger, Marko ; Kothenburger, Marko . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4353. Full description at Econpapers \|\| Download paper
2013	Volatility Risk Premia and Exchange Rate Predictability. (2013). Sarno, Lucio ; Ramadorai, Tarun ; Della Corte, Pasquale. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9549. Full description at Econpapers \|\| Download paper
2013	Public Debate and Stock Prices: Evidence from the Voting Premium. (2013). Giannetti, Mariassunta ; Braggion, Fabio. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9619. Full description at Econpapers \|\| Download paper
2013	Is Bank Debt Special for the Transmission of Monetary Policy? Evidence from the Stock Market. (2013). Ippolito, Filippo ; Ozdagli, Ali ; Orive, Ander Perez . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9696. Full description at Econpapers \|\| Download paper
2013	Blockholders and Corporate Governance. (2013). Edmans, Alex. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9708. Full description at Econpapers \|\| Download paper
2013	Liquidity and Governance. (2013). Ljungqvist, Alexander ; Li, Tao ; Back, Kerry. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9739. Full description at Econpapers \|\| Download paper
2013	Zero-R 2Hedge Funds and Market Neutrality. (2013). Bollen, Nicolas P. B., . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:48:y:2013:i:02:p:519-547_00. Full description at Econpapers \|\| Download paper
2013	Discount Rates, Market Frictions and the Mystery of the Size Premium. (2013). de Oliveira Souza, Thiago ; Thiago de Oliveira Souza, ; Thiago de Oliveira Souza, . In: Working Papers ECARES. RePEc:eca:wpaper:2013/152141. Full description at Econpapers \|\| Download paper
2013	Liquidity: How Banks Create It and How It Should Be Regulated. (2013). , Christa . In: Working Papers. RePEc:ecl:upafin:13-32. Full description at Econpapers \|\| Download paper
2013	Investment opportunities and share repurchases. (2013). Liu, Crocker H. ; Boudry, Walter I. ; Kallberg, Jarl G.. In: Journal of Corporate Finance. RePEc:eee:corfin:v:23:y:2013:i:c:p:23-38. Full description at Econpapers \|\| Download paper
2013	Legal shareholder protection and corporate R&D investment. (2013). Xiao, Gang . In: Journal of Corporate Finance. RePEc:eee:corfin:v:23:y:2013:i:c:p:240-266. Full description at Econpapers \|\| Download paper
2013	The impact of short-selling constraints on financial market stability in a heterogeneous agents model. (2013). Tuinstra, Jan ; Anufriev, Mikhail. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:37:y:2013:i:8:p:1523-1543. Full description at Econpapers \|\| Download paper
2013	Shouldnt all eggs be putted in one basket? A portfolio model based on investor sentiment and inertial thinking. (2013). Yang, Chunpeng ; Xie, Jun . In: Economic Modelling. RePEc:eee:ecmode:v:35:y:2013:i:c:p:682-688. Full description at Econpapers \|\| Download paper
2013	Fund expenses and vertical structures of the fund industry. (2013). Han, Jae-Joon ; Kang, Kyeong-Hoon . In: Economic Modelling. RePEc:eee:ecmode:v:35:y:2013:i:c:p:856-864. Full description at Econpapers \|\| Download paper
2013	Forecasting with Option-Implied Information. (2013). Christoffersen, Peter ; Young, BO ; Jacobs, Kris . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-581. Full description at Econpapers \|\| Download paper
2013	Do financial advisor commissions distort client choice?. (2013). de Meza, David ; Beyer, Max ; Reyniers, Diane . In: Economics Letters. RePEc:eee:ecolet:v:119:y:2013:i:2:p:117-119. Full description at Econpapers \|\| Download paper
2013	Hurricane forecast revisions and petroleum refiner equity returns. (2013). Fink, Jason. In: Energy Economics. RePEc:eee:eneeco:v:38:y:2013:i:c:p:1-11. Full description at Econpapers \|\| Download paper
2013	New return anomalies and new-Keynesian ICAPM. (2013). Cho, Sungjun . In: International Review of Financial Analysis. RePEc:eee:finana:v:29:y:2013:i:c:p:87-106. Full description at Econpapers \|\| Download paper
2013	Mandatory IFRS reporting and changes in enforcement. (2013). Leuz, Christian ; Christensen, Hans B. ; Hail, Luzi . In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:56:y:2013:i:2:p:147-177. Full description at Econpapers \|\| Download paper
2013	Federal Reserve financial crisis lending programs and bank stock returns. (2013). Winters, Drew B. ; Griffiths, Mark D. ; Cyree, Ken B.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:10:p:3819-3829. Full description at Econpapers \|\| Download paper
2013	The second moment matters! Cross-sectional dispersion of firm valuations and expected returns. (2013). Jiang, Danling. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:10:p:3974-3992. Full description at Econpapers \|\| Download paper
2013	Returns and option activity over the option-expiration week for S&P 100 stocks. (2013). Stivers, Chris ; Sun, Licheng . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:11:p:4226-4240. Full description at Econpapers \|\| Download paper
2013	Economic valuation of liquidity timing. (2013). van der Wel, Michel ; Sojli, Elvira ; Karstanje, Dennis ; Tham, Wing Wah . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:12:p:5073-5087. Full description at Econpapers \|\| Download paper
2013	Bank capital, interbank contagion, and bailout policy. (2013). Zhang, Gaiyan ; Yang, Yunhong ; Tian, Suhua . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:8:p:2765-2778. Full description at Econpapers \|\| Download paper
2013	Do jumps contribute to the dynamics of the equity premium?. (2013). McCurdy, Tom ; Maheu, John ; Zhao, Xiaofei . In: Journal of Financial Economics. RePEc:eee:jfinec:v:110:y:2013:i:2:p:457-477. Full description at Econpapers \|\| Download paper
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
2013	The market microstructure approach to foreign exchange: Looking back and looking forward. (2013). Rime, Dagfinn ; King, Michael ; Osler, Carol L.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:38:y:2013:i:c:p:95-119. Full description at Econpapers \|\| Download paper
2013	Debt maturity and the liquidity of secondary debt markets. (2013). Segura, Anatoli ; Bruche, Max. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:55404. Full description at Econpapers \|\| Download paper
2013	The effect of monitoring on CEO pay practices in a matching equilibrium. (2013). Sahuguet, Nicolas ; Chaigneau, Pierre . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:55405. Full description at Econpapers \|\| Download paper
2013	Liquidity measures. (2013). Theissen, Erik ; Johann, Thomas . In: Chapters. RePEc:elg:eechap:14545_10. Full description at Econpapers \|\| Download paper
2013	The sustainability of a creative-finance-led economy.. (2013). Piacentini, Paolo ; Bianco, Antonio. In: Working papers. RePEc:fes:wpaper:wpaper07. Full description at Econpapers \|\| Download paper
2013	The role of banks in the transmission of monetary policy. (2013). Rosengren, Eric ; Peek, Joe. In: Public Policy Discussion Paper. RePEc:fip:fedbpp:13-5. Full description at Econpapers \|\| Download paper
2013	Is bank debt special for the transmission of monetary policy? Evidence from the stock market. (2013). Ippolito, Filippo ; Ozdagli, Ali K. ; Perez, Ander . In: Working Papers. RePEc:fip:fedbwp:13-17. Full description at Econpapers \|\| Download paper
2013	Disastrous disappointments: asset-pricing with disaster risk and disappointment aversion. (2013). Dolmas, Jim. In: Working Papers. RePEc:fip:feddwp:1309. Full description at Econpapers \|\| Download paper
2013	Financial stability monitoring. (2013). Adrian, Tobias ; Covitz, Daniel ; Liang, Nellie . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2013-21. Full description at Econpapers \|\| Download paper
2013	Going public abroad. (2013). Hanley, Kathleen ; Caglio, Cecilia ; Marietta-Westberg, Jennifer . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2013-68. Full description at Econpapers \|\| Download paper
2013	Learning, Rare Disasters, and Asset Prices. (2013). Siemer, Michael ; Lu, Yang . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2013-85. Full description at Econpapers \|\| Download paper
2013	Revenge of the steamroller: ABCP as a window on risk choices. (2013). Kotter, Jason ; Correa, Ricardo ; Arteta, Carlos ; Carey, Mark . In: International Finance Discussion Papers. RePEc:fip:fedgif:1076. Full description at Econpapers \|\| Download paper
2013	House-price expectations, alternative mortgage products, and default. (2013). Nakamura, Leonard ; Brueckner, Jan ; Calem, Paul S.. In: Working Papers. RePEc:fip:fedpwp:13-36. Full description at Econpapers \|\| Download paper

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Recent citations received in 2012

Year	Citing document
2012	Bank monitoring incentives and optimal ABS. (2012). PagÃÂ¨s, Henri. In: Working papers. RePEc:bfr:banfra:377. Full description at Econpapers \|\| Download paper
2012	A Comprehensive Look at Financial Volatility Prediction by Economic Variables. (2012). Schrimpf, Andreas ; Schmeling, Maik ; Christiansen, Charlotte. In: BIS Working Papers. RePEc:bis:biswps:374. Full description at Econpapers \|\| Download paper
2012	Bank ratings-What determines their quality?. (2012). Marques-Ibanez, David ; Langfield, Sam ; Hau, Harald. In: Working Papers. RePEc:bng:wpaper:12012. Full description at Econpapers \|\| Download paper
2012	An equilibrium model of credit rating agencies. (2012). Vigier, Adrien ; Natvik, Gisle ; Holden, Steinar. In: Working Paper. RePEc:bno:worpap:2012_23. Full description at Econpapers \|\| Download paper
2012	More than connectedness : Heterogeneity of CEO social network and firm value. (2012). HASAN, IFTEKHAR ; Francis, Bill . In: Research Discussion Papers. RePEc:bof:bofrdp:2012_026. Full description at Econpapers \|\| Download paper
2012	Does relationship matter? : The choice of financial advisors. (2012). HASAN, IFTEKHAR ; Sun, Xian ; Francis, Bill B. In: Research Discussion Papers. RePEc:bof:bofrdp:2012_028. Full description at Econpapers \|\| Download paper
2012	The Regulators Trade-off: Bank Supervision vs. Minimum Capital. (2012). Schliephake, Eva ; Buck, Florian . In: CESifo Working Paper Series. RePEc:ces:ceswps:_3923. Full description at Econpapers \|\| Download paper
2012	High quality topic extraction from business news explains abnormal financial market volatility. (2012). Sornette, Didier ; Watanabe, Tsutomu ; Mizuno, Takayuki ; Ohnishi, Takaaki ; Hisano, Ryohei . In: CARF F-Series. RePEc:cfi:fseres:cf299. Full description at Econpapers \|\| Download paper
2012	Risk capital, private credit, and innovative production. (2012). Madsen, Jakob ; Ang, James. In: Canadian Journal of Economics. RePEc:cje:issued:v:45:y:2012:i:4:p:1608-1639. Full description at Econpapers \|\| Download paper
2012	Bank ratings: What determines their quality?. (2012). Marques-Ibanez, David ; Langfield, Sam ; Hau, Harald ; Ibaez, David Marques . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9171. Full description at Econpapers \|\| Download paper
2012	Targeted Communication and Investor Attention. (2012). Ginglinger, Edith ; Boulland, Romain ; Degeorge, Franois . In: Economics Papers from University Paris Dauphine. RePEc:dau:papers:123456789/9553. Full description at Econpapers \|\| Download paper
2012	Bank liquidity, the maturity ladder, and regulation. (2012). de Haan, Leo ; End, Jan Willem ; van den End, Jan Willem . In: DNB Working Papers. RePEc:dnb:dnbwpp:346. Full description at Econpapers \|\| Download paper
2012	Product market relationships and cost of bank loans: Evidence from strategic alliances. (2012). HASAN, IFTEKHAR ; Francis, Bill ; Wang, Haizhi . In: Journal of Empirical Finance. RePEc:eee:empfin:v:19:y:2012:i:5:p:653-674. Full description at Econpapers \|\| Download paper
2012	Greenhouse gas emissions per unit of value added (âGEVAâ) â A corporate guide to voluntary climate action. (2012). . In: Energy Policy. RePEc:eee:enepol:v:48:y:2012:i:c:p:46-55. Full description at Econpapers \|\| Download paper
2012	The year of the cat: Taxing nuclear risk with the help of capital markets. (2012). Eberl, Jakob ; Jus, Darko . In: Energy Policy. RePEc:eee:enepol:v:51:y:2012:i:c:p:364-373. Full description at Econpapers \|\| Download paper
2012	Getting beyond carry trade: What makes a safe haven currency?. (2012). Stracca, Livio ; Habib, Maurizio M.. In: Journal of International Economics. RePEc:eee:inecon:v:87:y:2012:i:1:p:50-64. Full description at Econpapers \|\| Download paper
2012	Foreign exchange volatility and stock returns. (2012). Du, Ding ; Hu, Ou. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:5:p:1202-1216. Full description at Econpapers \|\| Download paper
2012	A public good approach to credit ratings â From concept to reality. (2012). Van Laere, Elisabeth ; Duan, Jin-Chuan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:12:p:3239-3247. Full description at Econpapers \|\| Download paper
2012	Investment policy in family controlled firms. (2012). Reeb, David ; Duru, Augustine ; Anderson, Ronald C.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:6:p:1744-1758. Full description at Econpapers \|\| Download paper
2012	Predictive regressions with time-varying coefficients. (2012). HALLING, MICHAEL ; Dangl, Thomas . In: Journal of Financial Economics. RePEc:eee:jfinec:v:106:y:2012:i:1:p:157-181. Full description at Econpapers \|\| Download paper
2012	Political geography and stock returns: The value and risk implications of proximity to political power. (2012). Kim, Chansog ; Park, Jung Chul ; Pantzalis, Christos . In: Journal of Financial Economics. RePEc:eee:jfinec:v:106:y:2012:i:1:p:196-228. Full description at Econpapers \|\| Download paper
2012	Information effect of entry into credit ratings market: The case of insurers ratings. (2012). Kartasheva, Anastasia ; Phillips, Richard D. ; Doherty, Neil A.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:106:y:2012:i:2:p:308-330. Full description at Econpapers \|\| Download paper
2012	Currency momentum strategies. (2012). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Menkhoff, Lukas. In: Journal of Financial Economics. RePEc:eee:jfinec:v:106:y:2012:i:3:p:660-684. Full description at Econpapers \|\| Download paper
2012	Global liquidity risk in the foreign exchange market. (2012). Sarno, Lucio ; Phylaktis, Kate ; Banti, Chiara. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:2:p:267-291. Full description at Econpapers \|\| Download paper
2012	Securitization, Transparency and Liquidity. (2012). Volpin, Paolo ; Pagano, Marco. In: EIEF Working Papers Series. RePEc:eie:wpaper:0907. Full description at Econpapers \|\| Download paper
2012	Fiscal austerity, the Great Recession and the rise of new dictatorships. (2012). Bougrine, Hassan . In: Review of Keynesian Economics. RePEc:elg:rokejn:v:0:y:2012:i:1:p109-125. Full description at Econpapers \|\| Download paper
2012	Believe only what you see: credit rating agencies, structured finance, and bonds. (2012). Elamin, Mahmoud. In: Working Paper. RePEc:fip:fedcwp:1222. Full description at Econpapers \|\| Download paper
2012	CEO pay and the market for CEOs. (2012). Falato, Antonio ; Milbourn, Todd ; Li, Dan . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2012-39. Full description at Econpapers \|\| Download paper
2012	Variance risk premiums and the forward premium puzzle. (2012). Zhou, Hao ; Londono, Juan M.. In: International Finance Discussion Papers. RePEc:fip:fedgif:1068. Full description at Econpapers \|\| Download paper
2012	Doing well by doing good? Community development venture capital. (2012). Kovner, Anna ; Lerner, Josh . In: Staff Reports. RePEc:fip:fednsr:572. Full description at Econpapers \|\| Download paper
2012	Market Liquidity - Theory and Empirical Evidence. (2012). Vayanos, Dimitri ; Wang, Jiang . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp709. Full description at Econpapers \|\| Download paper
2012	Contagion Effects in the Aftermath of Lehmans Collapse: Measuring the Collateral Damage. (2012). Pop, Adrian ; Dumontaux, Nicolas . In: Working Papers. RePEc:hal:wpaper:hal-00695721. Full description at Econpapers \|\| Download paper
2012	Competition and Illicit Quality. (2012). Toffel, Michael ; Snyder, Jason A. ; Bennett, Victor Manuel ; Pierce, Lamar . In: Harvard Business School Working Papers. RePEc:hbs:wpaper:12-071. Full description at Econpapers \|\| Download paper
2012	More than connectedness â Heterogeneity of CEO social network and firm value. (2012). HASAN, IFTEKHAR ; Francis, Bill . In: Research Discussion Papers. RePEc:hhs:bofrdp:2012_026. Full description at Econpapers \|\| Download paper
2012	Does relationship matter? The choice of financial advisors. (2012). HASAN, IFTEKHAR ; Francis, Bill B. ; Sun, Xian . In: Research Discussion Papers. RePEc:hhs:bofrdp:2012_028. Full description at Econpapers \|\| Download paper
2012	Employee Compensation in Entrepreneurial Companies. (2012). Bengtsson, Ola ; Hand, John R. M., . In: Working Paper Series. RePEc:hhs:iuiwop:0922. Full description at Econpapers \|\| Download paper
2012	Does the Tail Wag the Dog? The Effect of Credit Default Swaps on Credit Risk. (2012). Tang, Dragon Yongjun ; Wang, Sarah Qian ; Subrahmanyam, Marti G.. In: Working Papers. RePEc:hkm:wpaper:292012. Full description at Econpapers \|\| Download paper
2012	The Credit Rating Market - Options for Appropriate Regulation. (2012). Freytag, Andreas. In: Global Financial Markets Working Paper Series. RePEc:hlj:hljwrp:39-2012. Full description at Econpapers \|\| Download paper
2012	Covered bonds, core markets, and financial stability. (2012). Chapman, James ; Anand, Kartik ; Gai, Prasanna . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-065. Full description at Econpapers \|\| Download paper
2012	Nobody Likes a Rat: On the Willingness and Consequences of Reporting Lies. (2012). Reuben, Ernesto. In: IZA Discussion Papers. RePEc:iza:izadps:dp6998. Full description at Econpapers \|\| Download paper
2012	The Optimal Timing of CEO Compensation. (2012). Chaigneau, Pierre. In: Cahiers de recherche. RePEc:lvl:lacicr:1207. Full description at Econpapers \|\| Download paper
2012	RISK CAPITAL, PRIVATE CREDIT AND INNOVATIVE PRODUCTION. (2012). Madsen, Jakob ; Ang, James ; JakobB. Madsen, . In: Monash Economics Working Papers. RePEc:mos:moswps:2012-08. Full description at Econpapers \|\| Download paper
2012	Inconsistent Regulators: Evidence From Banking. (2012). Trebbi, Francesco ; Seru, Amit ; Lucca, David ; Agarwal, Sumit. In: NBER Working Papers. RePEc:nbr:nberwo:17736. Full description at Econpapers \|\| Download paper
2012	Debt Financing in Asset Markets. (2012). Xiong, Wei ; He, Zhiguo . In: NBER Working Papers. RePEc:nbr:nberwo:17935. Full description at Econpapers \|\| Download paper
2012	A Theory of Debt Maturity: The Long and Short of Debt Overhang. (2012). Diamond, Douglas ; He, Zhiguo . In: NBER Working Papers. RePEc:nbr:nberwo:18160. Full description at Econpapers \|\| Download paper
2012	Market Liquidity -- Theory and Empirical Evidence. (2012). Vayanos, Dimitri ; Wang, Jiang . In: NBER Working Papers. RePEc:nbr:nberwo:18251. Full description at Econpapers \|\| Download paper
2012	Economic Effects of Runs on Early Shadow Banks: Trust Companies and the Impact of the Panic of 1907. (2012). Hilt, Eric ; Frydman, Carola ; Zhou, Lily Y.. In: NBER Working Papers. RePEc:nbr:nberwo:18264. Full description at Econpapers \|\| Download paper
2012	Legislating Stock Prices. (2012). Malloy, Christopher ; Cohen, Lauren ; Diether, Karl B.. In: NBER Working Papers. RePEc:nbr:nberwo:18291. Full description at Econpapers \|\| Download paper
2012	Dynamic Models and Structural Estimation in Corporate Finance. (2012). Whited, Toni ; Strebulaev, Ilya A.. In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000035. Full description at Econpapers \|\| Download paper
2012	Debt and Macroeconomic Stability. (2012). Sutherland, Douglas ; Merola, Rossana ; Hoeller, Peter ; Ziemann, Volker . In: OECD Economics Department Working Papers. RePEc:oec:ecoaaa:1003-en. Full description at Econpapers \|\| Download paper

More than 50 citations. List broken...

10 most frequent citing series

#	Series	Cites
1	Journal of Financial Economics / Elsevier	1420
2	Journal of Banking & Finance / Elsevier	1257
3	NBER Working Papers / National Bureau of Economic Research, Inc	1232
4	Journal of Corporate Finance / Elsevier	739
5	CEPR Discussion Papers / C.E.P.R. Discussion Papers	596
6	MPRA Paper / University Library of Munich, Germany	558
7	International Review of Financial Analysis / Elsevier	312
8	Journal of Empirical Finance / Elsevier	296
9	Pacific-Basin Finance Journal / Elsevier	230
10	International Review of Economics & Finance / Elsevier	209
11	Review of Quantitative Finance and Accounting / Springer	203

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Source data used to compute the impact factor of RePEc series.