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Journal of Financial and Quantitative Analysis / Cambridge University Press


1.73

Impact Factor

2.01

5-Years IF

80

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.110.10.13535340.97902728181182 (%)0.04
19910.130.090.093873500.68657719180163 (%)0.04
19920.10.10.138111460.411020737182181 (%)10.030.04
19930.080.110.1334145710.491085766183244 (%)0.05
19940.030.120.1333178700.39791722181232 (%)30.090.05
19950.310.190.43332113221.538596721178772 (%)10.030.07
19960.520.220.6292404171.7414196634176105 (%)40.140.09
19970.520.270.71262664781.883462321671191 (%)40.150.09
19980.760.270.74242905061.7483155421551141 (%)40.170.1
19990.70.310.9233135601.7994350351451311 (%)50.220.13
20000.720.41.04293426982.04109347341351411 (%)40.140.15
20011.210.41.31253678192.2391252631311721 (%)60.240.15
20020.980.421.35283959112.3183354531271721 (%)120.430.18
20031.020.441.733743210892.52150453541292232 (%)240.650.18
20041.520.491.853847013092.7994365991422631 (%)170.450.2
20051.570.531.693650613812.731030751181572651 (%)160.440.21
20061.260.511.823754313942.575867493164299 (%)120.320.2
20071.110.441.74158414252.4477573811762991 (%)150.370.18
20081.080.471.73762116162.67507884189321 (%)140.380.2
20091.380.471.535467517192.55974781081892891 (%)210.390.19
20101.20.441.565773217612.41793911092053201 (%)200.350.16
20111.560.511.787280421082.62639111173226403 (%)220.310.2
20121.30.561.826286622762.63381129168261474 (%)170.270.21
20131.560.662.196392927262.933681342092826181 (%)300.480.23
20141.340.671.975097928002.86172125168308607 (%)200.40.22
20151.730.822.0154103329352.8473113196304611 (%)180.330.27
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:


#YearTitleCited
11977Abstract: An Equilibrium Characterization of the Term Structure. (1977). Vasicek, Oldrich Alfonso . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:12:y:1977:i:04:p:627-627_02.

Full description at Econpapers || Download paper

748
21987The Relation between Price Changes and Trading Volume: A Survey. (1987). Karpoff, Jonathan. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:22:y:1987:i:01:p:109-126_01.

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470
31996Firm Performance and Mechanisms to Control Agency Problems between Managers and Shareholders. (1996). Agrawal, Anup ; Knoeber, Charles R.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:31:y:1996:i:03:p:377-397_00.

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345
41989International Transmission of Stock Market Movements. (1989). Eun, Cheol S. ; Shim, Sang Dal . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:24:y:1989:i:02:p:241-256_01.

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339
51985The Determinants of Firms Hedging Policies. (1985). Stulz, René ; Smith, Clifford W.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:20:y:1985:i:04:p:391-405_01.

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336
61999Autoregressive Conditional Skewness. (1999). Harvey, Campbell ; Siddique, Akhtar . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:34:y:1999:i:04:p:465-487_00.

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218
72003International Corporate Governance. (2003). Denis, Diane K. ; McConnell, John J.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:01:p:1-36_00.

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214
82001The Debt-Equity Choice. (2001). Titman, Sheridan ; Hovakimian, Armen ; Opler, Tim . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:36:y:2001:i:01:p:1-24_00.

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211
91999Volatility in Emerging Stock Markets. (1999). Inclan, Carla ; Leal, Ricardo ; Aggarwal, Reena . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:34:y:1999:i:01:p:33-55_00.

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202
101993Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures. (1993). Sultan, Jahangir ; KRONER, Kenneth F.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:28:y:1993:i:04:p:535-551_00.

Full description at Econpapers || Download paper

189
112001Economic News and Bond Prices: Evidence from the U.S. Treasury Market. (2001). Balduzzi, Pierluigi ; Green, Clifton T. ; Elton, Edwin J.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:36:y:2001:i:04:p:523-543_00.

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184
121984Optimal Hedging Policies. (1984). Stulz, René. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:19:y:1984:i:02:p:127-140_01.

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179
131998The Determinants of Corporate Liquidity: Theory and Evidence. (1998). Sherman, Ann ; Mauer, David C. ; Kim, Chang-Soo . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:33:y:1998:i:03:p:335-359_00.

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178
142003Equity Ownership and Firm Value in Emerging Markets. (2003). Lins, Karl V.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:01:p:159-184_00.

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172
152003International Corporate Governance and Corporate Cash Holdings. (2003). Servaes, Henri ; Dittmar, Amy ; Mahrt-Smith, Jan. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:01:p:111-133_00.

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164
161987Option Pricing when the Variance Changes Randomly: Theory, Estimation, and an Application. (1987). Scott, Louis O.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:22:y:1987:i:04:p:419-438_01.

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160
171990Stock Returns and Volatility. (1990). Degennaro, Ramon ; Baillie, Richard T.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:25:y:1990:i:02:p:203-214_00.

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158
181991The Pricing of Exchange Rate Risk in the Stock Market. (1991). Jorion, Philippe. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:26:y:1991:i:03:p:363-376_00.

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157
192005Volatility Spillover Effects in European Equity Markets. (2005). Baele, Lieven. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:40:y:2005:i:02:p:373-401_00.

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148
201986Bayes-Stein Estimation for Portfolio Analysis. (1986). Jorion, Philippe. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:21:y:1986:i:03:p:279-292_01.

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147
212005Determinants of Board Size and Composition: A Theory of Corporate Boards. (2005). Raheja, Charu G.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:40:y:2005:i:02:p:283-306_00.

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146
222003Corporate Governance and the Home Bias. (2003). Stulz, René ; Pinkowitz, Lee ; Williamson, Rohan ; Dahlquist, Magnus . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:01:p:87-110_00.

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145
231996Evidence on Corporate Hedging Policy. (1996). Mian, Shehzad L.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:31:y:1996:i:03:p:419-439_00.

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138
241981The Determinants of Bank Interest Margins: Theory and Empirical Evidence. (1981). Saunders, Anthony ; Ho, Thomas S. Y., . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:16:y:1981:i:04:p:581-600_00.

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136
251990The Dynamics of Stock Index and Stock Index Futures Returns. (1990). Stoll, Hans ; Whaley, Robert E.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:25:y:1990:i:04:p:441-468_00.

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135
261977The Valuation of Corporate Liabilities as Compound Options. (1977). Geske, Robert. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:12:y:1977:i:04:p:541-552_02.

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135
271988The Dependence between Hourly Prices and Trading Volume. (1988). Joh, Gun-Ho ; Jain, Prem C.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:23:y:1988:i:03:p:269-283_01.

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135
282007Characterizing World Market Integration through Time. (2007). Carrieri, Francesca ; Errunza, Vihang ; Hogan, Ked . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:42:y:2007:i:04:p:915-940_00.

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134
291996Another Look at Models of the Short-Term Interest Rate. (1996). KRONER, Kenneth F. ; Brenner, Robin J. ; Harjes, Richard H.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:31:y:1996:i:01:p:85-107_00.

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123
301992Simultaneous Determination of Insider Ownership, Debt, and Dividend Policies. (1992). Solberg, Donald P. ; Zorn, Thomas S. ; Jensen, Gerald R.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:27:y:1992:i:02:p:247-263_00.

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122
312000Market Segmentation and the Cost of the Capital in International Equity Markets. (2000). Miller, Darius P. ; Errunza, Vihang R.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:35:y:2000:i:04:p:577-600_00.

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120
322002Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets. (2002). Wachter, Jessica. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:37:y:2002:i:01:p:63-91_00.

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120
331993Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets. (1993). Bessembinder, Hendrik ; Seguin, Paul J.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:28:y:1993:i:01:p:21-39_00.

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119
342005Stock Market Uncertainty and the Stock-Bond Return Relation. (2005). Connolly, Robert ; Stivers, Chris ; Sun, Licheng . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:40:y:2005:i:01:p:161-194_00.

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118
351972An Analytic Derivation of the Efficient Portfolio Frontier. (1972). merton, robert. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:7:y:1972:i:04:p:1851-1872_01.

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115
362004Capital Investments and Stock Returns. (2004). Titman, Sheridan ; Xie, Feixue ; Wei, K. C. John, . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:39:y:2004:i:04:p:677-700_00.

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111
371995Cointegration, Error Correction, and Price Discovery on Informationally Linked Security Markets. (1995). Shoesmith, Gary ; McInish, Thomas ; deB. Harris, Frederick H., ; Wood, Robert A.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:30:y:1995:i:04:p:563-579_00.

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106
381997Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach. (1997). Neely, Christopher ; Weller, Paul ; Dittmar, Rob . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:32:y:1997:i:04:p:405-426_00.

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105
392000The Accuracy of Trade Classification Rules: Evidence from Nasdaq. (2000). michaely, roni ; Ellis, Katrina ; O'Hara, Maureen . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:35:y:2000:i:04:p:529-551_00.

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104
402003Do Better Institutions Mitigate Agency Problems? Evidence from Corporate Finance Choices. (2003). Giannetti, Mariassunta. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:01:p:185-212_00.

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103
412009The Determinants of Credit Default Swap Premia. (2009). Ericsson, Jan ; Jacobs, Kris ; Oviedo, Rodolfo. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:44:y:2009:i:01:p:109-132_09.

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102
421980Analyzing Convertible Bonds. (1980). Brennan, Michael ; Schwartz, Eduardo S.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:15:y:1980:i:04:p:907-929_01.

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101
432009Testing Theories of Capital Structure and Estimating the Speed of Adjustment. (2009). Ritter, Jay ; Huang, Rongbing. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:44:y:2009:i:02:p:237-271_09.

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101
442000Hedge Funds: The Living and the Dead. (2000). liang, bing. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:35:y:2000:i:03:p:309-326_00.

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101
451988International Listings and Stock Returns: Some Empirical Evidence. (1988). Alexander, Gordon ; Eun, Cheol S. ; Janakiramanan, S.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:23:y:1988:i:02:p:135-151_01.

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98
462002International Cross-Listing and Visibility. (2002). Weaver, Daniel G. ; Baker, Kent H. ; Nofsinger, John R.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:37:y:2002:i:03:p:495-521_00.

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98
472003Agency Costs of Controlling Minority Shareholders. (2003). Cronqvist, Henrik ; Nilsson, Mattias . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:04:p:695-719_00.

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96
481997Reciprocally Interlocking Boards of Directors and Executive Compensation. (1997). Hallock, Kevin. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:32:y:1997:i:03:p:331-344_00.

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96
492000Behavioral Portfolio Theory. (2000). Shefrin, Hersh ; Statman, Meir . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:35:y:2000:i:02:p:127-151_00.

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93
501987Transaction Data Tests of the Mixture of Distributions Hypothesis. (1987). Harris, Lawrence . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:22:y:1987:i:02:p:127-141_01.

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92

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


#YearTitleCited
11977Abstract: An Equilibrium Characterization of the Term Structure. (1977). Vasicek, Oldrich Alfonso . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:12:y:1977:i:04:p:627-627_02.

Full description at Econpapers || Download paper

162
21987The Relation between Price Changes and Trading Volume: A Survey. (1987). Karpoff, Jonathan. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:22:y:1987:i:01:p:109-126_01.

Full description at Econpapers || Download paper

89
31985The Determinants of Firms Hedging Policies. (1985). Stulz, René ; Smith, Clifford W.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:20:y:1985:i:04:p:391-405_01.

Full description at Econpapers || Download paper

78
41996Firm Performance and Mechanisms to Control Agency Problems between Managers and Shareholders. (1996). Agrawal, Anup ; Knoeber, Charles R.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:31:y:1996:i:03:p:377-397_00.

Full description at Econpapers || Download paper

65
52007Characterizing World Market Integration through Time. (2007). Carrieri, Francesca ; Errunza, Vihang ; Hogan, Ked . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:42:y:2007:i:04:p:915-940_00.

Full description at Econpapers || Download paper

62
62001The Debt-Equity Choice. (2001). Titman, Sheridan ; Hovakimian, Armen ; Opler, Tim . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:36:y:2001:i:01:p:1-24_00.

Full description at Econpapers || Download paper

60
71993Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures. (1993). Sultan, Jahangir ; KRONER, Kenneth F.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:28:y:1993:i:04:p:535-551_00.

Full description at Econpapers || Download paper

57
82001Economic News and Bond Prices: Evidence from the U.S. Treasury Market. (2001). Balduzzi, Pierluigi ; Green, Clifton T. ; Elton, Edwin J.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:36:y:2001:i:04:p:523-543_00.

Full description at Econpapers || Download paper

56
91986Bayes-Stein Estimation for Portfolio Analysis. (1986). Jorion, Philippe. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:21:y:1986:i:03:p:279-292_01.

Full description at Econpapers || Download paper

55
102005Volatility Spillover Effects in European Equity Markets. (2005). Baele, Lieven. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:40:y:2005:i:02:p:373-401_00.

Full description at Econpapers || Download paper

52
112012An International Comparison of Capital Structure and Debt Maturity Choices. (2012). Fan, Joseph P. H., ; Titman, Sheridan ; Twite, Garry . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:47:y:2012:i:01:p:23-56_00.

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49
122009The Determinants of Credit Default Swap Premia. (2009). Ericsson, Jan ; Jacobs, Kris ; Oviedo, Rodolfo. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:44:y:2009:i:01:p:109-132_09.

Full description at Econpapers || Download paper

49
132005Determinants of Board Size and Composition: A Theory of Corporate Boards. (2005). Raheja, Charu G.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:40:y:2005:i:02:p:283-306_00.

Full description at Econpapers || Download paper

45
142005Stock Market Uncertainty and the Stock-Bond Return Relation. (2005). Connolly, Robert ; Stivers, Chris ; Sun, Licheng . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:40:y:2005:i:01:p:161-194_00.

Full description at Econpapers || Download paper

44
152009Testing Theories of Capital Structure and Estimating the Speed of Adjustment. (2009). Ritter, Jay ; Huang, Rongbing. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:44:y:2009:i:02:p:237-271_09.

Full description at Econpapers || Download paper

44
162004Capital Investments and Stock Returns. (2004). Titman, Sheridan ; Xie, Feixue ; Wei, K. C. John, . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:39:y:2004:i:04:p:677-700_00.

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42
172010How Does Liquidity Affect Government Bond Yields?. (2010). von Thadden, Ernst-Ludwig ; Pagano, Marco ; Favero, Carlo. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:45:y:2010:i:01:p:107-134_99.

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41
182003International Corporate Governance and Corporate Cash Holdings. (2003). Servaes, Henri ; Dittmar, Amy ; Mahrt-Smith, Jan. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:01:p:111-133_00.

Full description at Econpapers || Download paper

41
192003Equity Ownership and Firm Value in Emerging Markets. (2003). Lins, Karl V.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:01:p:159-184_00.

Full description at Econpapers || Download paper

40
201989International Transmission of Stock Market Movements. (1989). Eun, Cheol S. ; Shim, Sang Dal . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:24:y:1989:i:02:p:241-256_01.

Full description at Econpapers || Download paper

39
212008The Determinants of Capital Structure: Capital Market-Oriented versus Bank-Oriented Institutions. (2008). Paudyal, Krishna ; Antoniou, Antonios ; Guney, Yilmaz . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:43:y:2008:i:01:p:59-92_00.

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39
221999Autoregressive Conditional Skewness. (1999). Harvey, Campbell ; Siddique, Akhtar . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:34:y:1999:i:04:p:465-487_00.

Full description at Econpapers || Download paper

39
231998The Determinants of Corporate Liquidity: Theory and Evidence. (1998). Sherman, Ann ; Mauer, David C. ; Kim, Chang-Soo . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:33:y:1998:i:03:p:335-359_00.

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38
242008Idiosyncratic Volatility and the Cross Section of Expected Returns. (2008). Cakici, Nusret ; Bali, Turan G.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:43:y:2008:i:01:p:29-58_00.

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37
252004Cookie Cutter vs. Character: The Micro Structure of Small Business Lending by Large and Small Banks. (2004). White, Lawrence ; Cole, Rebel ; Goldberg, Lawrence G.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:39:y:2004:i:02:p:227-251_00.

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37
261999Volatility in Emerging Stock Markets. (1999). Inclan, Carla ; Leal, Ricardo ; Aggarwal, Reena . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:34:y:1999:i:01:p:33-55_00.

Full description at Econpapers || Download paper

36
272003Do Better Institutions Mitigate Agency Problems? Evidence from Corporate Finance Choices. (2003). Giannetti, Mariassunta. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:01:p:185-212_00.

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36
282004The Economic Value of Predicting Stock Index Returns and Volatility. (2004). Verbeek, Marno ; Marquering, Wessel . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:39:y:2004:i:02:p:407-429_00.

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35
292008The Cost to Firms of Cooking the Books. (2008). Karpoff, Jonathan ; Martin, Gerald S. ; Lee, Scott D.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:43:y:2008:i:03:p:581-611_00.

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35
302010Corporate Governance and Liquidity. (2010). Elder, John ; Chung, Kee H.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:45:y:2010:i:02:p:265-291_00.

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34
312001The Effect of Green Investment on Corporate Behavior. (2001). Zechner, Josef ; Kraus, Alan ; Heinkel, Robert . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:36:y:2001:i:04:p:431-449_00.

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34
322000The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers. (2000). Chen, Hsiu-Lang ; Wermers, Russ ; Jegadeesh, Narasimhan . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:35:y:2000:i:03:p:343-368_00.

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33
331972An Analytic Derivation of the Efficient Portfolio Frontier. (1972). merton, robert. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:7:y:1972:i:04:p:1851-1872_01.

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32
342009Sudden Deaths: Taking Stock of Geographic Ties. (2009). Parsley, David ; Faccio, Mara. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:44:y:2009:i:03:p:683-718_99.

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31
352000Multi-Period Performance Persistence Analysis of Hedge Funds. (2000). Naik, Narayan Y. ; Agarwal, Vikas . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:35:y:2000:i:03:p:327-342_00.

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31
361981The Determinants of Bank Interest Margins: Theory and Empirical Evidence. (1981). Saunders, Anthony ; Ho, Thomas S. Y., . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:16:y:1981:i:04:p:581-600_00.

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31
372003International Corporate Governance. (2003). Denis, Diane K. ; McConnell, John J.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:01:p:1-36_00.

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30
382003Corporate Governance and the Home Bias. (2003). Stulz, René ; Pinkowitz, Lee ; Williamson, Rohan ; Dahlquist, Magnus . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:01:p:87-110_00.

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30
391993Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets. (1993). Bessembinder, Hendrik ; Seguin, Paul J.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:28:y:1993:i:01:p:21-39_00.

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30
402013Executive Compensation and Business Policy Choices at U.S. Commercial Banks. (2013). Peng, Emma Y. ; Deyoung, Robert ; De Young, Robert ; Yan, Meng . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:48:y:2013:i:01:p:165-196_00.

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29
412011The Time-Varying Systematic Risk of Carry Trade Strategies. (2011). Söderlind, Paul ; Ranaldo, Angelo ; Christiansen, Charlotte ; Soderlind, Paul . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:46:y:2011:i:04:p:1107-1125_00.

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29
421992Simultaneous Determination of Insider Ownership, Debt, and Dividend Policies. (1992). Solberg, Donald P. ; Zorn, Thomas S. ; Jensen, Gerald R.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:27:y:1992:i:02:p:247-263_00.

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29
432005Does Corporate Governance Matter to Bondholders?. (2005). Klock, Mark ; Maxwell, William F. ; Mansi, Sattar A.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:40:y:2005:i:04:p:693-719_00.

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28
442010The Response of Corporate Financing and Investment to Changes in the Supply of Credit. (2010). Roberts, Michael ; Lemmon, Michael . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:45:y:2010:i:03:p:555-587_00.

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28
452010Deviations from Put-Call Parity and Stock Return Predictability. (2010). Weinbaum, David ; Cremers, Martijn . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:45:y:2010:i:02:p:335-367_00.

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462000The Accuracy of Trade Classification Rules: Evidence from Nasdaq. (2000). michaely, roni ; Ellis, Katrina ; O'Hara, Maureen . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:35:y:2000:i:04:p:529-551_00.

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27
471990Stock Returns and Volatility. (1990). Degennaro, Ramon ; Baillie, Richard T.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:25:y:1990:i:02:p:203-214_00.

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27
481987Option Pricing when the Variance Changes Randomly: Theory, Estimation, and an Application. (1987). Scott, Louis O.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:22:y:1987:i:04:p:419-438_01.

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27
492003Creditor Rights, Enforcement, and Debt Ownership Structure: Evidence from the Global Syndicated Loan Market. (2003). Esty, Benjamin C. ; Megginson, William L.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:01:p:37-60_00.

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26
502010Debt Capacity and Tests of Capital Structure Theories. (2010). Zender, Jaime F. ; Lemmon, Michael L.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:45:y:2010:i:05:p:1161-1187_00.

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2015.

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2015Endogenous Hidden Markov Regimes in Operational Loss Data: Application to the Recent Financial Crisis. (2015). Dionne, Georges ; Hassani, Amir Saissi . In: Cahiers de recherche. RePEc:lvl:lacicr:1516.

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2015Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty. (2015). Korobilis, Dimitris ; Cao, Shuo ; Byrne, Joseph. In: MPRA Paper. RePEc:pra:mprapa:63844.

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2015Investor sentiment, flight-to-quality, and corporate bond comovement. (2015). Bethke, Sebastian ; Kempf, Alexander ; Gehde-Trapp, Monika . In: CFR Working Papers. RePEc:zbw:cfrwps:1306r3.

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2015Systemic risk and asymmetric responses in the financial industry. (2015). Rubia, Antonio ; Lopez-Espinosa, German ; Moreno, Antonio ; Valderrama, Laura . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:471-485.

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2015The impact of institutional environment on the capital structure of firms during recent financial crises. (2015). Alves, Paulo ; Francisco, Paulo . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:57:y:2015:i:c:p:129-146.

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2015High Frequency Trading in the Korean Index Futures Market. (2015). . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:35:y:2015:i:1:p:31-51.

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2015Interactions among high-frequency traders. (2015). Benos, Evangelos ; Hjalmarsson, Erik ; Brugler, James . In: Bank of England working papers. RePEc:boe:boeewp:0523.

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2015Equilibrium fast trading. (2015). Moinas, Sophie ; Foucault, Thierry ; Biais, Bruno. In: Journal of Financial Economics. RePEc:eee:jfinec:v:116:y:2015:i:2:p:292-313.

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2015Measuring the liquidity part of volume. (2015). darolles, serge ; le Fol, Gaelle ; Mero, Gulten . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:50:y:2015:i:c:p:92-105.

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2015Market Making with Model Uncertainty. (2015). Su, Hee ; Ye, Yinyu . In: Papers. RePEc:arx:papers:1509.07155.

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2015Liquidity 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.

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2015Innovations in financial IS and technology ecosystems: High-frequency trading in the equity market. (2015). Kauffman, Robert J ; Liu, Jun . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:99:y:2015:i:c:p:339-354.

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2015Sentiment bubbles. (2015). Berger, David ; Turtle, Harry J.. In: Journal of Financial Markets. RePEc:eee:finmar:v:23:y:2015:i:c:p:59-74.

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2015Competition of trading volume among markets: Evidence from stocks with multiple cross-listing destinations. (2015). Wang, Jing ; Zhou, Haigang . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:31:y:2015:i:c:p:23-62.

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2015Intermediate-term momentum and credit rating. (2015). Haga, Jesper . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:59-67.

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2015Milk or wine: Mutual funds (dis)economies of life. (2015). Dahm, Laura K ; Sorhage, Christoph . In: CFR Working Papers. RePEc:zbw:cfrwps:1505.

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2015Managerial ownership changes and mutual fund performance. (2015). Martin, Thorsten ; Sonnenburg, Florian . In: CFR Working Papers. RePEc:zbw:cfrwps:1603.

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2015A New Predictor of Real Economic Activity: The S&P 500 Option Implied Risk Aversion. (2015). Skiadopoulos, George ; Sarantopoulou-Chiourea, Sylvia . In: Working Papers. RePEc:qmw:qmwecw:wp741.

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2015The optimal corridor for implied volatility: From periods of calm to turmoil. (2015). Muzzioli, Silvia . In: Journal of Economics and Business. RePEc:eee:jebusi:v:81:y:2015:i:c:p:77-94.

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2015Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface?. (2015). Guidolin, Massimo ; Bernales, Alejandro . In: Journal of Financial Markets. RePEc:eee:finmar:v:26:y:2015:i:c:p:1-37.

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2015Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface?. (2015). Guidolin, Massimo ; Bernales, Alejandro . In: Working Papers. RePEc:igi:igierp:565.

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2015How exactly do markets adapt? Evidence from the moving average rule in three developed markets. (2015). Hudson, Robert ; Gebka, Bartosz ; Urquhart, Andrew . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:38:y:2015:i:c:p:127-147.

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2015Trend definition or holding strategy: What determines the profitability of candlestick charting?. (2015). Hsu, Yu-Chin ; Lu, Tsung-Hsun ; Chen, Yi-Chi . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:c:p:172-183.

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2015Relative pay and its effects on firm efficiency in a transitional economy. (2015). Rui, Oliver ; Na, Chaohong ; Leung, Tak Yan ; Firth, Michael . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:110:y:2015:i:c:p:59-77.

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2015Retail clientele and option returns. (2015). Choy, Siu-Kai . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:51:y:2015:i:c:p:26-42.

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2015Value 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.

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2015Does 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.

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2015Investor trading behavior, investor sentiment and asset prices. (2015). Yang, Chunpeng ; Zhou, Liyun . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:42-62.

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2015Executive incentives and payout policy: Empirical evidence from Europe. (2015). de Cesari, Amedeo ; Ozkan, Neslihan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:55:y:2015:i:c:p:70-91.

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2015Entrepreneurial legacy: Toward a theory of how some family firms nurture transgenerational entrepreneurship. (2015). Combs, James G. ; Rau, Sabine B. ; Jaskiewicz, Peter . In: Journal of Business Venturing. RePEc:eee:jbvent:v:30:y:2015:i:1:p:29-49.

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2015Family 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.

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2015(Why) Do self-employed parents have more children?. (2015). Hess, Gregory ; Chami, Ralph ; Broussard, Nzinga. In: Review of Economics of the Household. RePEc:kap:reveho:v:13:y:2015:i:2:p:297-321.

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2015The family business map: Framework, selective survey, and evidence from Chinese family firm succession. (2015). Bennedsen, Morten ; Yeh, Yin-Hua ; Jian, Ming . In: Journal of Corporate Finance. RePEc:eee:corfin:v:33:y:2015:i:c:p:212-226.

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2015Founders political connections, second generation involvement, and family firm performance: Evidence from China. (2015). Xu, Nianhang ; Chan, Kam C ; Jiang, Xuanyu ; Yuan, Qingbo . In: Journal of Corporate Finance. RePEc:eee:corfin:v:33:y:2015:i:c:p:243-259.

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2015Information shares of two parallel currency options markets: Trading costs versus transparency/tradability. (2015). Schreiber, Ben ; Piccotti, Louis R.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:32:y:2015:i:c:p:210-229.

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2015Information-Based Trade in German Real Estate and Equity Markets. (2015). Wlfle, Marco . In: Risks. RePEc:gam:jrisks:v:3:y:2015:i:4:p:573-598:d:60148.

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2015The financial econometrics of price discovery and predictability. (2015). Smyth, Russell ; Narayan, Seema . In: International Review of Financial Analysis. RePEc:eee:finana:v:42:y:2015:i:c:p:380-393.

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2015Operating Leverage over the Business Cycle. (2015). Bhattacharjee, Arnab. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1535.

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2015Financial Decisions and Investment Outcomes in Developing Countries; The Role of Institutions. (2015). Turk Ariss, Rima. In: IMF Working Papers. RePEc:imf:imfwpa:15/38.

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2015R&D Intensity and Financing Decisions: Evidence from European Firms. (2015). Ben Rejeb, Aymen ; Elkemali, Taoufik . In: Economics Bulletin. RePEc:ebl:ecbull:eb-14-00651.

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2015Housing 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.

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2015Board of directors’ composition and capital structure. (2015). Alves, Paulo ; Francisco, Paulo Morais ; Couto, Eduardo Barbosa . In: Research in International Business and Finance. RePEc:eee:riibaf:v:35:y:2015:i:c:p:1-32.

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2015Institutional shareholding and information content of dividend surprises: Re-examining the dynamics in dividend-reappearance era. (2015). Saadi, Samir ; Amin, Abu S. ; Dutta, Shantanu ; Vora, Premal P.. In: Journal of Corporate Finance. RePEc:eee:corfin:v:31:y:2015:i:c:p:152-170.

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2015Earnings forecasts and idiosyncratic volatilities. (2015). Kryzanowski, Lawrence ; Mohsni, Sana . In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:107-123.

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2015Quantifying differential interpretation of public information using financial analysts’ earnings forecasts. (2015). Sheng, Xuguang ; Thevenot, Maya . In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:2:p:515-530.

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2015Why does higher variability of trading activity predict lower expected returns?. (2015). Barinov, Alexander . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:457-470.

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2015Young family firms: Financing decisions and the willingness to dilute control. (2015). Pindado, Julio ; Martinez, Beatriz ; Keasey, Kevin . In: Journal of Corporate Finance. RePEc:eee:corfin:v:34:y:2015:i:c:p:47-63.

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2015Unique Dividends for Retail Shareholders: Evidence from Shareholder Perks. (2015). Suzuki, Katsushi . In: Discussion Papers. RePEc:kbb:dpaper:2015-20.

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2015Challenging the payment effect in bank-financed takeovers. (2015). Fischer, Mario . In: Journal of Management Control: Zeitschrift für Planung und Unternehmenssteuerung. RePEc:spr:jmgtco:v:26:y:2015:i:4:p:347-376.

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2015Project Finance Recent Applications and Future Trends: The State of the Art. (2015). Garcia-Bernabeu, A ; Mas-Verdu, F ; Mayor-Vitoria, F. In: International Journal of Business and Economics. RePEc:ijb:journl:v:14:y:2015:i:2:p:159-178.

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2015Hedge fund return predictability; To combine forecasts or combine information?. (2015). Panopoulou, Ekaterini ; Vrontos, Spyridon . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:56:y:2015:i:c:p:103-122.

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2015The impact of personal attributes on corporate insider trading. (2015). Korczak, Adriana ; Hillier, David . In: Journal of Corporate Finance. RePEc:eee:corfin:v:30:y:2015:i:c:p:150-167.

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2015The effect of managerial overconfidence on the market timing ability and post-buyback performance of open market repurchases. (2015). Chen, Anlin ; Lu, Cheng-Shou . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:234-251.

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2015Stocking up: Executive optimism, option exercise, and share retention. (2015). Sen, Rik ; Tumarkin, Robert . In: Journal of Financial Economics. RePEc:eee:jfinec:v:118:y:2015:i:2:p:399-430.

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2015The effects of national culture and behavioral pitfalls on investors decision-making: Herding behavior in international stock markets. (2015). Lin, Shih-Jia . In: International Review of Economics & Finance. RePEc:eee:reveco:v:37:y:2015:i:c:p:380-392.

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2015Are we all overconfident in the long run? Evidence from one million marathon participants.. (2015). Krawczyk, Michal ; Wilamowski, Maciej . In: Working Papers. RePEc:war:wpaper:2015-01.

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2015Contract design as a risk management tool in corporate acquisitions: theoretical foundations and empirical evidence. (2015). Wohrmann, Arnt ; Patschureck, Nils ; Sommer, Friedrich . In: Journal of Management Control: Zeitschrift für Planung und Unternehmenssteuerung. RePEc:spr:jmgtco:v:26:y:2015:i:4:p:279-316.

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2015Modeling 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.

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2015US 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.

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2015Correlated Defaults of UK Banks: Dynamics and Asymmetries. (2015). Zhao, Yang ; cerrato, mario ; Kim, Minjoo ; Crosby, John . In: Working Papers. RePEc:gla:glaewp:2015_24.

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2015Effects of managerial labor market on executive compensation: Evidence from job-hopping. (2015). Gao, Huasheng ; Tang, Tilan ; Luo, Juan . In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:59:y:2015:i:2:p:203-220.

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2015Executive compensation, organizational performance, and governance quality in the absence of owners. (2015). Newton, Ashley N.. In: Journal of Corporate Finance. RePEc:eee:corfin:v:30:y:2015:i:c:p:195-222.

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2015Motivated monitors: The importance of institutional investors׳ portfolio weights. (2015). Tran, Anh ; Harford, Jarrad ; Fich, Eliezer M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:118:y:2015:i:1:p:21-48.

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2015Ex ante CEO severance pay and risk-taking in the financial services sector. (2015). Brown, Kareen ; Pacharn, Parunchana ; Jha, Ranjini . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:111-126.

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2015The costs of a (nearly) fully independent board. (2015). Faleye, Olubunmi . In: Journal of Empirical Finance. RePEc:eee:empfin:v:32:y:2015:i:c:p:49-62.

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2015Revisiting Agency Theory: Evidence of Board Independence and Agency Cost from Bangladesh. (2015). Rashid, Afzalur . In: Journal of Business Ethics. RePEc:kap:jbuset:v:130:y:2015:i:1:p:181-198.

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2015Monitoring capabilities of busy and overlap directors: Evidence from Australia. (2015). Mendez, Carlos Fernandez ; Garcia, Ruben Arrondo ; Pathan, Shams . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:35:y:2015:i:pa:p:444-469.

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2015The 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.

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2015Towards a skewness index for the Italian stock market. (2015). Elyasiani, Elyas ; Muzzioli, Silvia ; Gambarelli, Luca . In: Department of Economics. RePEc:mod:depeco:0064.

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2015Lottery-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.

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2015Euro at risk: The impact of member countries credit risk on the stability of the common currency. (2015). Wolff, Christian ; Rasmouki, Fanou ; Lehnert, Thorsten ; Jin, Xisong ; Bekkour, Lamia . In: Journal of Empirical Finance. RePEc:eee:empfin:v:33:y:2015:i:c:p:67-83.

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2015Robust measurement of (heavy-tailed) risks: Theory and implementation. (2015). Schweizer, Nikolaus ; Schneider, Judith C. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:61:y:2015:i:c:p:183-203.

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2015Do stylized facts of equity-based volatility indices apply to fixed-income volatility indices? Evidence from the US Treasury market. (2015). Lopez, Raquel . In: International Review of Financial Analysis. RePEc:eee:finana:v:42:y:2015:i:c:p:292-303.

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2015Risk attitude and cognitive aging. (2015). Dohmen, Thomas ; Bonsang, Eric. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:112:y:2015:i:c:p:112-126.

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2015Who is Internationally Diversified? Evidence from 296 401(k). (2015). Bekaert, Geert ; Ravina, Enrichetta ; Hu, Wei-Yin ; Hoyem, Kenton . In: NBER Working Papers. RePEc:nbr:nberwo:21236.

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2015Kognitív képességek és stratégiai bizonytalanság egy bankrohamkísérletben. (2015). Rosa-García, Alfonso ; Rodriguez-Lara, Ismael ; Kiss, Hubert Janos ; Rosa-Garcia, Alfonso . In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1585.

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2015Repurchase behavior of individual investors, sophistication and regret. (2015). Magron, Camille . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:c:p:15-26.

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2015Are 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.

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2015Strategically 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.

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2015The JOBS Act and IPO volume: Evidence that disclosure costs affect the IPO decision. (2015). Field, Laura Casares ; Dambra, Michael ; Gustafson, Matthew T.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:116:y:2015:i:1:p:121-143.

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2015IPO waves in China and Hong Kong. (2015). Güçbilmez, Ufuk ; Gubilmez, Ufuk . In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:14-26.

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2015Gender, ethnicity and entrepreneurship in initial public offerings: illustrations from an open database*. (2015). Kenney, Martin ; Patton, Donald . In: Research Policy. RePEc:eee:respol:v:44:y:2015:i:9:p:1773-1784.

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2015Extreme IPO underpricing and the legal environment in wealthy emerging economies. (2015). Al-Zoubi, Haitham ; Alanazi, Ahmed S. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:31:y:2015:i:c:p:83-103.

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2015Do firms manipulate earnings before accelerated share repurchases?. (2015). Liang, Woan-Lih . In: International Review of Economics & Finance. RePEc:eee:reveco:v:37:y:2015:i:c:p:86-95.

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2015Momentum and default risk. Some results using the jump component. (2015). Muga, Luis ; Gonzalez-Urteaga, Ana ; Santamaria, Rafael . In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:185-193.

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2015The economic value of volatility timing with realized jumps. (2015). Nolte, Ingmar ; Xu, Qi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:34:y:2015:i:c:p:45-59.

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2015Hedge Funds: A Dynamic Industry In Transition. (2015). Lo, Andrew ; Getmansky, Mila ; Lee, Peter A. In: NBER Working Papers. RePEc:nbr:nberwo:21449.

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2015CEO risk-taking incentives and bank failure during the 2007-2010 financial crisis. (2015). Ruiz-Verdu, Pablo ; Boyallian, Patricia . In: DEE - Working Papers. Business Economics. WB. RePEc:cte:wbrepe:wb1501.

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2015Die Dosis macht das Gift – eine Analyse zum Einfluss von Bonuszahlungen auf die Profitabilität und das Risiko von Banken. (2015). Steinbrecher, Johannes ; Kampkötter, Patrick ; Hau, Harald ; Efing, Matthias. In: Ifo Schnelldienst. RePEc:ces:ifosdt:v:68:y:2015:i:03:p:23-31.

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2015Incentive pay and bank risk-taking: Evidence from Austrian, German, and Swiss banks. (2015). Steinbrecher, Johannes ; Kampkötter, Patrick ; Hau, Harald ; Efing, Matthias. In: Journal of International Economics. RePEc:eee:inecon:v:96:y:2015:i:s1:p:s123-s140.

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2015Managerial Performance Incentives and Firm Risk during Economic Expansions and Recessions. (2015). Savaser, Tanseli ; Ciamarra, Elif Sisli . In: Working Papers. RePEc:brd:wpaper:93.

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2015An experimental study of the effects of negative, capped and deferred bonuses on risk taking in a multi-period setting. (2015). Hartmann, Frank ; Slapniar, Sergeja . In: Journal of Management & Governance. RePEc:kap:jmgtgv:v:19:y:2015:i:4:p:875-896.

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2015Inside debt, bank default risk, and performance during the crisis. (2015). Unal, Haluk ; Bennett, Rosalind ; Guntay, Levent . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:24:y:2015:i:4:p:487-513.

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2015Tax attractiveness and the allocation of risk within multinationals. (2015). Dinkel, Andreas . In: arqus Discussion Papers in Quantitative Tax Research. RePEc:zbw:arqudp:189.

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2015Bonus caps, deferrals and bankers risk-taking. (2015). Jokivuolle, Esa ; Yuan, Xuchuan ; Keppo, Jussi . In: Research Discussion Papers. RePEc:bof:bofrdp:2015_005.

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2015Bonus caps, deferrals and bankers risk-taking. (2015). Jokivuolle, Esa ; Yuan, Xuchuan ; Keppo, Jussi . In: Research Discussion Papers. RePEc:hhs:bofrdp:2015_005.

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2015When governance fails: Naming directors in class action lawsuits. (2015). Crutchley, Claire E ; Schorno, Patrick J ; Minnick, Kristina . In: Journal of Corporate Finance. RePEc:eee:corfin:v:35:y:2015:i:c:p:81-96.

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2015Debt 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.

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2015Macroeconomic Expectations and the Size, Value and Momentum Factors. (2015). Kelly, Patrick ; Bergbrant, Mikael C.. In: Working Papers. RePEc:cfr:cefirw:w0214.

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2015The 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.

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2015Dissent in FOMC Meeting and the Announcement Drift. (2015). Madeira, Joao. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:749.

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2015The impact of ECB macro-announcements on bid–ask spreads of European blue chips. (2015). Stein, Michael ; Ruhl, Tobias R.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:31:y:2015:i:c:p:54-71.

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2015On 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.

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2015Price 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.

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2015Something in the Air: Information Density, News Surprises, and Price Jumps. (2015). Füss, Roland ; Grabellus, Markus ; Stein, Michael ; Mager, Ferdinand . In: Working Papers on Finance. RePEc:usg:sfwpfi:2015:17.

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2015Structure of Debt Maturity across the Firm Type Spectrum. (2015). Orman, Cuneyt ; Köksal, Bülent ; Bulent, Koksal . In: MPRA Paper. RePEc:pra:mprapa:64860.

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2015STRUCTURE OF DEBT MATURITY ACROSS FIRM TYPES. (2015). Orman, Cuneyt ; Köksal, Bülent ; Koksal, Bulent . In: IPEK Working Papers. RePEc:ipk:wpaper:1504.

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2015What premiums do target shareholders expect? Explaining negative returns upon offer announcements. (2015). Ismail, Ahmad K. ; Ang, James S.. In: Journal of Corporate Finance. RePEc:eee:corfin:v:30:y:2015:i:c:p:245-256.

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2015Explaining the Smile in Currency Options: Is it Anchoring?. (2015). Siddiqi, Hammad . In: MPRA Paper. RePEc:pra:mprapa:63528.

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2015Anchoring in social context. (2015). Meub, Lukas ; Proeger, Till E.. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:55:y:2015:i:c:p:29-39.

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2015Index Option Returns from an Anchoring Perspective. (2015). Hammad, Siddiqi . In: MPRA Paper. RePEc:pra:mprapa:65331.

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2015Anchoring Heuristic in Option Prices. (2015). Siddiqi, Hammad . In: MPRA Paper. RePEc:pra:mprapa:66018.

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2015Anchoring Heuristic in Option Pricing. (2015). Siddiqi, Hammad . In: Risk and Sustainable Management Group Working Papers. RePEc:ags:uqsers:207677.

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2015Anchoring Adjusted Capital Asset Pricing Model. (2015). Hammad, Siddiqi . In: MPRA Paper. RePEc:pra:mprapa:67403.

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2015Capital Asset Pricing Model Adjusted for Anchoring. (2015). Hammad, Siddiqi . In: MPRA Paper. RePEc:pra:mprapa:67668.

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2015Anchoring Adjusted Capital Asset Pricing Model. (2015). Siddiqi, Hammad . In: Risk and Sustainable Management Group Working Papers. RePEc:ags:uqsers:211224.

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2015Anchoring Heuristic and the Equity Premium Puzzle. (2015). Siddiqi, Hammad . In: MPRA Paper. RePEc:pra:mprapa:68537.

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2015Anchoring and Adjustment Heuristic in Option Pricing. (2015). Siddiqi, Hammad . In: MPRA Paper. RePEc:pra:mprapa:68595.

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2015Anchoring and Adjustment Heuristic: A Unified Explanation for Equity Puzzles. (2015). Siddiqi, Hammad . In: MPRA Paper. RePEc:pra:mprapa:68729.

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2015Post-Earnings-Announcement Drift in Global Markets: Evidence from an Information Shock. (2015). Hung, Mingyi ; Li, XI. In: HKUST IEMS Working Paper Series. RePEc:hku:wpaper:201517.

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2015The 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.

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2015CEO 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.

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2015Did bank borrowers benefit from the TARP program : the effects of TARP on loan contract terms. (2015). Roman, Raluca ; Berger, Allen N ; Makaew, Tanakorn . In: Research Working Paper. RePEc:fip:fedkrw:rwp15-11.

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2015Did saving Wall Street really save Main Street : the real effects of TARP on local economic conditions. (2015). Roman, Raluca ; Berger, Allen N. In: Research Working Paper. RePEc:fip:fedkrw:rwp15-13.

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Recent citations (cites in year: CiY)


Recent citations received in 2015

YearCiting document
2015Safe haven currencies: a portfolio perspective. (2015). Cenedese, Gino. In: Bank of England working papers. RePEc:boe:boeewp:0533.

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2015Quanto Implied Correlation in a Multi-Lévy Framework. (2015). Rayée, Grégory ; Ballota, Laura ; Rayee, Gregory ; Deelstra, Griselda . In: Working Papers ECARES. RePEc:eca:wpaper:2013/219174.

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2015Financial regulation and IPOs: Evidence from the history of the Italian stock market. (2015). Cattaneo, Mattia ; Vismara, Silvio ; Meoli, Michele . In: Journal of Corporate Finance. RePEc:eee:corfin:v:31:y:2015:i:c:p:116-131.

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2015Investor sentiment and bidder announcement abnormal returns. (2015). Siganos, Antonios ; Vagenas-Nanos, Evangelos . In: Journal of Corporate Finance. RePEc:eee:corfin:v:33:y:2015:i:c:p:164-179.

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2015The financial crisis and corporate debt maturity: The role of banking structure. (2015). Gonzalez, Victor M. In: Journal of Corporate Finance. RePEc:eee:corfin:v:35:y:2015:i:c:p:310-328.

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2015Stock market expectations and risk aversion of individual investors. (2015). Veld, Chris ; Veld-Merkoulova, Yulia ; Lee, Boram ; Rosenthal, Leonard . In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:122-131.

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2015Industry long-term return reversal. (2015). Malin, Mirela ; Bornholt, Graham ; Gharaibeh, Omar . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:38:y:2015:i:c:p:65-78.

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2015In 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.

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2015In search of robust methods for dynamic panel data models in empirical corporate finance. (2015). shin, yongcheol ; Dang, Viet ; Kim, Minjoo . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:53:y:2015:i:c:p:84-98.

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2015Political power, economic freedom and Congress: Effects on bank performance. (2015). Gropper, Daniel M ; Park, Jung Chul ; Jahera, John S. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:60:y:2015:i:c:p:76-92.

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2015As certain as debt and taxes: Estimating the tax sensitivity of leverage from state tax changes. (2015). Ljungqvist, Alexander ; Heider, Florian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:118:y:2015:i:3:p:684-712.

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2015Investor happiness. (2015). Merkle, Christoph ; Davies, Greg B ; Egan, Daniel P. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:49:y:2015:i:c:p:167-186.

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2015Credit conditions and stock return predictability. (2015). Gallmeyer, Michael ; Chava, Sudheer ; Park, Heungju . In: Journal of Monetary Economics. RePEc:eee:moneco:v:74:y:2015:i:c:p:117-132.

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2015Did bank borrowers benefit from the TARP program : the effects of TARP on loan contract terms. (2015). Roman, Raluca ; Berger, Allen N ; Makaew, Tanakorn . In: Research Working Paper. RePEc:fip:fedkrw:rwp15-11.

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2015Sharing 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.

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2015Why 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.

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2015Asset 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.

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2015Return Expectations and Risk Aversion Heterogeneity in Household Portfolios. (2015). Miniaci, Raffaele ; Bucciol, Alessandro ; Pastorello, Sergio . In: Working Papers. RePEc:ver:wpaper:01/2015.

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Recent citations received in 2014

YearCiting document
2014Tail Risk Premia and Return Predictability. (2014). Bollerslev, Tim ; Xu, Lai ; Todorov, Viktor . In: CREATES Research Papers. RePEc:aah:create:2014-49.

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2014Option Valuation with Observable Volatility and Jump Dynamics. (2014). Feunou, Bruno ; Christoffersen, Peter ; Jeon, Yoontae . In: CREATES Research Papers. RePEc:aah:create:2015-07.

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2014Contracts for dummies? The performance of investors in contracts for difference. (2014). Lee, Adrian ; Choy, Shan . In: Accounting and Finance. RePEc:bla:acctfi:v:54:y:2014:i:3:p:965-997.

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2014Economic gains of realized volatility in the Brazilian stock market. (2014). Medeiros, Marcelo Cunha ; de Luna, Francisco Eduardo ; Pinto, Marcio Gomes . In: Brazilian Review of Finance. RePEc:brf:journl:v:12:y:2014:i:3:p:319-349.

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2014Governance and Comovement Under Common Ownership. (2014). Edmans, Alex ; Reilly, Devin . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10119.

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2014Credit ratings and the choice of payment method in mergers and acquisitions. (2014). Petmezas, Dimitris ; Karampatsas, Nikolaos ; Travlos, Nickolaos G.. In: Journal of Corporate Finance. RePEc:eee:corfin:v:25:y:2014:i:c:p:474-493.

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2014Measuring and testing for the systemically important financial institutions. (2014). Castro Iragorri, Carlos ; Ferrari, Stijn . In: Journal of Empirical Finance. RePEc:eee:empfin:v:25:y:2014:i:c:p:1-14.

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2014Stock return, dividend growth and consumption growth predictability across markets and time: Implications for stock price movement. (2014). McMillan, David G.. In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:90-101.

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2014Options-implied variance and future stock returns. (2014). Qiu, Buhui ; Guo, Hui . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:44:y:2014:i:c:p:93-113.

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2014The fast track IPO – Success factors for taking firms public with SPACs. (2014). Cumming, Douglas ; Schweizer, Denis ; Ha, Lars Helge . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:47:y:2014:i:c:p:198-213.

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2014Information asymmetry around operational risk announcements. (2014). Barakat, Ahmed ; Wahrenburg, Mark ; Chernobai, Anna . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:48:y:2014:i:c:p:152-179.

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2014Are red or blue companies more likely to go green? Politics and corporate social responsibility. (2014). Di Giuli, Alberta ; Kostovetsky, Leonard . In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:1:p:158-180.

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2014How is Moral Hazard Related to Financing R&D and Innovations?. (2014). Arslan-Ayaydin, ozgur ; Ozdemir, Atilla Hakan ; Karan, Mehmet Baha ; Barnum, Darold . In: European Research Studies Journal. RePEc:ers:journl:v:xvii:y:2014:i:4:p:111-131.

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2014Governance and Comovement Under Common Ownership. (2014). Edmans, Alex ; Reilly, Devin . In: NBER Working Papers. RePEc:nbr:nberwo:20420.

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2014Credit Default Swaps: A Survey. (2014). Tang, Dragon Yongjun ; Wang, Sarah Qian ; Augustin, Patrick ; Subrahmanyam, Marti G.. In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000040.

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2014Behavioral Finance. (2014). Hirshleifer, David. In: MPRA Paper. RePEc:pra:mprapa:59028.

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2014Global Variance Risk Premium and Forex Return Predictability. (2014). Aloosh, Arash. In: MPRA Paper. RePEc:pra:mprapa:59931.

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2014CEO fitness and firm value. (2014). Sonnenburg, Florian ; Limbach, Peter . In: CFR Working Papers. RePEc:zbw:cfrwps:1412.

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2014CEO fitness and firm value. (2014). Sonnenburg, Florian ; Limbach, Peter . In: CFR Working Papers. RePEc:zbw:cfrwps:1412r.

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2014Credit default swaps and corporate cash holdings. (2014). Tang, Dragon Yongjun ; Wang, Sarah Qian ; Subrahmanyam, Marti G.. In: CFS Working Paper Series. RePEc:zbw:cfswop:462.

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Recent citations received in 2013

YearCiting document
2013Dynamic Diversification in Corporate Credit. (2013). Jin, Xisong ; Christoffersen, Peter ; Langlois, Hugues ; Jacobs, Kris . In: CREATES Research Papers. RePEc:aah:create:2013-46.

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2013The fading stock market response to announcements of bank bailouts. (2013). Marchionne, Francesco ; Fratianni, Michele. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:76.

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2013Bank Efficiency and Executive Compensation. (2013). Williams, Jonathan ; King, Timothy . In: Working Papers. RePEc:bng:wpaper:13009.

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2013The Micro Dynamics of Macro Announcements. (2013). Wohlrabe, Klaus ; Mittnik, Stefan ; Robinzonov, Nikolay . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4421.

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2013Was bewegt den DAX?. (2013). Wohlrabe, Klaus ; Mittnik, Stefan ; Robinzonov, Nikolay . In: Ifo Schnelldienst. RePEc:ces:ifosdt:v:66:y:2013:i:23:p:32-36.

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2013Blockholders and Corporate Governance. (2013). Edmans, Alex. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9708.

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2013Analyst Coverage, Information, and Bubbles. (2013). Bian, Jiangze ; Burch, Timothy R. ; Andrade, Sandro C.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:48:y:2013:i:05:p:1573-1605_00.

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2013The international zero-leverage phenomenon. (2013). Meier, Iwan ; Drobetz, Wolfgang ; Bessler, Wolfgang . In: Journal of Corporate Finance. RePEc:eee:corfin:v:23:y:2013:i:c:p:196-221.

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2013Shouldnt 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.

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2013Forecasting with Option-Implied Information. (2013). Christoffersen, Peter ; Young, BO ; Jacobs, Kris . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-581.

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2013Anchoring effect on foreign institutional investors’ momentum trading behavior: Evidence from the Taiwan stock market. (2013). Chou, Ray ; Chiu, Banghan ; Liao, Li-Chuan . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:72-91.

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2013Female directors and UK company acquisitiveness. (2013). Dowling, Michael ; Aribi, Zakaria Ali . In: International Review of Financial Analysis. RePEc:eee:finana:v:29:y:2013:i:c:p:79-86.

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2013CEO incentives for risk shifting and its effect on corporate bank loan cost. (2013). Beladi, Hamid ; Quijano, Margot . In: International Review of Financial Analysis. RePEc:eee:finana:v:30:y:2013:i:c:p:182-188.

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2013Low-latency trading. (2013). Saar, Gideon ; Hasbrouck, Joel . In: Journal of Financial Markets. RePEc:eee:finmar:v:16:y:2013:i:4:p:646-679.

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2013Very fast money: High-frequency trading on the NASDAQ. (2013). Carrion, Allen . In: Journal of Financial Markets. RePEc:eee:finmar:v:16:y:2013:i:4:p:680-711.

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2013The 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.

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2013Corporate leverage and the collateral channel. (2013). Norden, Lars ; van Kampen, Stefan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:12:p:5062-5072.

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2013Brand perception, cash flow stability, and financial policy. (2013). Larkin, Yelena . In: Journal of Financial Economics. RePEc:eee:jfinec:v:110:y:2013:i:1:p:232-253.

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2013Large capital infusions, investor reactions, and the return and risk performance of financial institutions over the business cycle and recent finanical crisis. (2013). Mester, Loretta ; Elyasiani, Elyas ; Pagano, Michael S.. In: Working Papers. RePEc:fip:fedpwp:13-23.

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2013Does the firm-analyst relationship matter in explaining analysts earnings forecast errors?. (2013). Galanti, Sébastien ; Hurlin, Christophe ; Breton, Régis ; Vaubourg, Anne-Gael . In: Working Papers. RePEc:hal:wpaper:hal-00862996.

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2013Does overvaluation of bidder stock drive acquisitions? The case of public and private targets. (2013). Vasudevan, Gopala ; Shangguan, Zhaoyun ; Mateti, Ravi S. ; John, Kose . In: International Journal of Banking, Accounting and Finance. RePEc:ids:injbaf:v:5:y:2013:i:1/2:p:188-204.

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2013We study whether financial analysts concern for preserving good relationships with firms managers motivates them to issue pessimistic or optimistic forecasts. Based on a dataset of one-yearahead EPS f. (2013). Galanti, Sébastien ; Breton, Régis ; Vaubourg, Anne-Gael ; Berisha-Krasniqui, Valdete ; Hurlin, Christophe . In: Larefi Working Papers. RePEc:laf:wpaper:cr1304.

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2013Blockholders and Corporate Governance. (2013). Edmans, Alex. In: NBER Working Papers. RePEc:nbr:nberwo:19573.

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2013Maximum likelihood estimation of the equity premium. (2013). Wachter, Jessica ; Avdis, Efstathios . In: NBER Working Papers. RePEc:nbr:nberwo:19684.

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2013Global Currency Misalignments, Crash Sensitivity, and Downside Insurance Costs. (2013). Zhao, Yang ; MacDonald, Ronald ; Huang, Huichou. In: MPRA Paper. RePEc:pra:mprapa:53745.

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2013Competition between high-frequency traders, and market quality. (2013). Breckenfelder, Johannes. In: MPRA Paper. RePEc:pra:mprapa:66715.

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2013SELECTING DIFFERENT INDUSTRIAL COMPETITORS INFLUENCE THE RISK LEVEL OF VIETNAM TELECOMMUNICATION AND EDUCATION COMPANIES. (2013). Dinh Tran Ngoc Huy, . In: Romanian Economic Business Review. RePEc:rau:journl:v:8:y:2013:i:4:p:72-83.

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2013Macroeconomic announcements and financial markets. (2013). Hu, J.. In: Other publications TiSEM. RePEc:tiu:tiutis:c7e98cdc-6618-476d-8d27-902818038ad5.

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2013Payout policies of privately held firms: Flexibility and the role of income taxes. (2013). Alstadsæter, Annette ; Alstadsater, Annette ; Jacob, Martin . In: arqus Discussion Papers in Quantitative Tax Research. RePEc:zbw:arqudp:152.

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2013Anchoring: A valid explanation for biased forecasts when rational predictions are easily accessible and well incentivized?. (2013). Bizer, Kilian ; Proeger, Till ; Meub, Lukas . In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:166.

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Recent citations received in 2012

YearCiting document
2012Predicting returns and rent growth in the housing market using the rent-to-price ratio: Evidence from the OECD countries. (2012). Pedersen, Thomas ; Engsted, Tom. In: CREATES Research Papers. RePEc:aah:create:2012-58.

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2012Forecasting Inflation and the Inflation Risk Premiums Using Nominal Yields. (2012). Fontaine, Jean-Sebastien ; Feunou, Bruno. In: Staff Working Papers. RePEc:bca:bocawp:12-37.

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2012A model of the euro-area yield curve with discrete policy rates.. (2012). Renne, Jean-Paul ; Renne, J-P., . In: Working papers. RePEc:bfr:banfra:395.

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2012Does CEO turnover matter in China? : Evidence from the stock market. (2012). Weill, Laurent ; Pessarossi, Pierre . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2012_021.

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2012Determinants of corporate debt maturity in South America: Do institutional quality and financial development matter?. (2012). Kirch, Guilherme ; Terra, Paulo Renato Soares, . In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:4:p:980-993.

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2012The term structure of inflation expectations. (2012). Mueller, Philippe ; Chernov, Mikhail. In: Journal of Financial Economics. RePEc:eee:jfinec:v:106:y:2012:i:2:p:367-394.

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2012Does attention affect individual investors investment return?. (2012). Huang, Jing ; Xu, Zhi ; Chen, Zhengrong ; Shi, Rongsheng . In: China Finance Review International. RePEc:eme:cfripp:v:2:y:2012:i:2:p:143-162.

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2012Term structure modelling with supply factors and the Federal Reserves Large Scale Asset Purchase programs. (2012). Wei, Min ; Li, Canlin . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2012-37.

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2012Does CEO turnover matter in China? Evidence from the stock market. (2012). Weill, Laurent ; Pessarossi, Pierre . In: BOFIT Discussion Papers. RePEc:hhs:bofitp:2012_021.

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2012What Makes the VIX Tick?. (2012). Zheng, Lin ; Zhou, Yinggang ; Bailey, Warren . In: Working Papers. RePEc:hkm:wpaper:222012.

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2012Qual VAR Revisited: Good Forecast, Bad Story. (2012). von Schweinitz, Gregor ; El-Shagi, Makram. In: IWH Discussion Papers. RePEc:iwh:dispap:12-12.

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2012Do Private Equity Managers Earn Their Fees? Compensation, Ownership, and Cash Flow Performance. (2012). Robinson, David ; Sensoy, Berk A.. In: NBER Working Papers. RePEc:nbr:nberwo:17942.

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2012Rational Speculators, Contrarians and Excess Volatility. (2012). Lof, Matthijs. In: MPRA Paper. RePEc:pra:mprapa:43490.

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2012Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns. (2012). Gooijer, Jan G. ; Diks, Cees ; Jan G. De Gooijer, Cees G. H. Diks, Łukasz T. Gą, . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:4:y:2012:i:1:p:23-44.

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2012Forecasting Interest Rates with Shifting Endpoints. (2012). van der Wel, Michel ; van Dijk, Dick ; Koopman, Siem Jan ; Wright, Jonathan H.. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20120076.

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2012Are financial advisors useful? Evidence from tax-motivated mutual fund flows. (2012). . In: CFR Working Papers. RePEc:zbw:cfrwps:1209.

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2012Multi-Asset Portfolio Optimization and Out-of-Sample Performance: An Evaluation of Black-Litterman, Mean Variance and Naïve Diversification Approaches. (2012). Opfer, Heiko ; Bessler, Wolfgang . In: Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century. RePEc:zbw:vfsc12:62020.

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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1 2016. Contact: CitEc Team