Citation analysis for Journal of Financial and Quantitative Analysis / Cambridge University Press

Journal of Financial and Quantitative Analysis / Cambridge University Press

1.73

Impact Factor

2.01

5-Years IF

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	0.11	0.1	0.1	35	35	34	0.97	902	72	8	181	18	2 (%)			0.04
1991	0.13	0.09	0.09	38	73	50	0.68	657	71	9	180	16	3 (%)			0.04
1992	0.1	0.1	0.1	38	111	46	0.41	1020	73	7	182	18	1 (%)	1	0.03	0.04
1993	0.08	0.11	0.13	34	145	71	0.49	1085	76	6	183	24	4 (%)			0.05
1994	0.03	0.12	0.13	33	178	70	0.39	791	72	2	181	23	2 (%)	3	0.09	0.05
1995	0.31	0.19	0.43	33	211	322	1.53	859	67	21	178	77	2 (%)	1	0.03	0.07
1996	0.52	0.22	0.6	29	240	417	1.74	1419	66	34	176	105	(%)	4	0.14	0.09
1997	0.52	0.27	0.71	26	266	478	1.8	834	62	32	167	119	1 (%)	4	0.15	0.09
1998	0.76	0.27	0.74	24	290	506	1.74	831	55	42	155	114	1 (%)	4	0.17	0.1
1999	0.7	0.31	0.9	23	313	560	1.79	943	50	35	145	131	1 (%)	5	0.22	0.13
2000	0.72	0.4	1.04	29	342	698	2.04	1093	47	34	135	141	1 (%)	4	0.14	0.15
2001	1.21	0.4	1.31	25	367	819	2.23	912	52	63	131	172	1 (%)	6	0.24	0.15
2002	0.98	0.42	1.35	28	395	911	2.31	833	54	53	127	172	1 (%)	12	0.43	0.18
2003	1.02	0.44	1.73	37	432	1089	2.52	1504	53	54	129	223	2 (%)	24	0.65	0.18
2004	1.52	0.49	1.85	38	470	1309	2.79	943	65	99	142	263	1 (%)	17	0.45	0.2
2005	1.57	0.53	1.69	36	506	1381	2.73	1030	75	118	157	265	1 (%)	16	0.44	0.21
2006	1.26	0.51	1.82	37	543	1394	2.57	586	74	93	164	299	(%)	12	0.32	0.2
2007	1.11	0.44	1.7	41	584	1425	2.44	775	73	81	176	299	1 (%)	15	0.37	0.18
2008	1.08	0.47	1.7	37	621	1616	2.6	750	78	84	189	321	(%)	14	0.38	0.2
2009	1.38	0.47	1.53	54	675	1719	2.55	974	78	108	189	289	1 (%)	21	0.39	0.19
2010	1.2	0.44	1.56	57	732	1761	2.41	793	91	109	205	320	1 (%)	20	0.35	0.16
2011	1.56	0.51	1.78	72	804	2108	2.62	639	111	173	226	403	(%)	22	0.31	0.2
2012	1.3	0.56	1.82	62	866	2276	2.63	381	129	168	261	474	(%)	17	0.27	0.21
2013	1.56	0.66	2.19	63	929	2726	2.93	368	134	209	282	618	1 (%)	30	0.48	0.23
2014	1.34	0.67	1.97	50	979	2800	2.86	172	125	168	308	607	(%)	20	0.4	0.22
2015	1.73	0.82	2.01	54	1033	2935	2.84	73	113	196	304	611	(%)	18	0.33	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	1977	Abstract: An Equilibrium Characterization of the Term Structure. (1977). Vasicek, Oldrich Alfonso . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:12:y:1977:i:04:p:627-627_02. Full description at Econpapers \|\| Download paper	748
2	1987	The 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	470
3	1996	Firm Performance and Mechanisms to Control Agency Problems between Managers and Shareholders. (1996). Agrawal, Anup ; Knoeber, Charles R.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:31:y:1996:i:03:p:377-397_00. Full description at Econpapers \|\| Download paper	345
4	1989	International Transmission of Stock Market Movements. (1989). Eun, Cheol S. ; Shim, Sang Dal . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:24:y:1989:i:02:p:241-256_01. Full description at Econpapers \|\| Download paper	339
5	1985	The Determinants of Firms Hedging Policies. (1985). Stulz, RenÃÂ© ; 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	336
6	1999	Autoregressive 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	218
7	2003	International Corporate Governance. (2003). Denis, Diane K. ; McConnell, John J.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:01:p:1-36_00. Full description at Econpapers \|\| Download paper	214
8	2001	The 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	211
9	1999	Volatility in Emerging Stock Markets. (1999). Inclan, Carla ; Leal, Ricardo ; Aggarwal, Reena . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:34:y:1999:i:01:p:33-55_00. Full description at Econpapers \|\| Download paper	202
10	1993	Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures. (1993). Sultan, Jahangir ; KRONER, Kenneth F.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:28:y:1993:i:04:p:535-551_00. Full description at Econpapers \|\| Download paper	189
11	2001	Economic 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	184
12	1984	Optimal Hedging Policies. (1984). Stulz, RenÃÂ©. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:19:y:1984:i:02:p:127-140_01. Full description at Econpapers \|\| Download paper	179
13	1998	The 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. Full description at Econpapers \|\| Download paper	178
14	2003	Equity Ownership and Firm Value in Emerging Markets. (2003). Lins, Karl V.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:01:p:159-184_00. Full description at Econpapers \|\| Download paper	172
15	2003	International 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	164
16	1987	Option Pricing when the Variance Changes Randomly: Theory, Estimation, and an Application. (1987). Scott, Louis O.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:22:y:1987:i:04:p:419-438_01. Full description at Econpapers \|\| Download paper	160
17	1990	Stock 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. Full description at Econpapers \|\| Download paper	158
18	1991	The Pricing of Exchange Rate Risk in the Stock Market. (1991). Jorion, Philippe. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:26:y:1991:i:03:p:363-376_00. Full description at Econpapers \|\| Download paper	157
19	2005	Volatility Spillover Effects in European Equity Markets. (2005). Baele, Lieven. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:40:y:2005:i:02:p:373-401_00. Full description at Econpapers \|\| Download paper	148
20	1986	Bayes-Stein Estimation for Portfolio Analysis. (1986). Jorion, Philippe. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:21:y:1986:i:03:p:279-292_01. Full description at Econpapers \|\| Download paper	147
21	2005	Determinants of Board Size and Composition: A Theory of Corporate Boards. (2005). Raheja, Charu G.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:40:y:2005:i:02:p:283-306_00. Full description at Econpapers \|\| Download paper	146
22	2003	Corporate Governance and the Home Bias. (2003). Stulz, RenÃÂ© ; 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. Full description at Econpapers \|\| Download paper	145
23	1996	Evidence on Corporate Hedging Policy. (1996). Mian, Shehzad L.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:31:y:1996:i:03:p:419-439_00. Full description at Econpapers \|\| Download paper	138
24	1981	The Determinants of Bank Interest Margins: Theory and Empirical Evidence. (1981). Saunders, Anthony ; Ho, Thomas S. Y., . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:16:y:1981:i:04:p:581-600_00. Full description at Econpapers \|\| Download paper	136
25	1990	The 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. Full description at Econpapers \|\| Download paper	135
26	1977	The Valuation of Corporate Liabilities as Compound Options. (1977). Geske, Robert. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:12:y:1977:i:04:p:541-552_02. Full description at Econpapers \|\| Download paper	135
27	1988	The Dependence between Hourly Prices and Trading Volume. (1988). Joh, Gun-Ho ; Jain, Prem C.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:23:y:1988:i:03:p:269-283_01. Full description at Econpapers \|\| Download paper	135
28	2007	Characterizing World Market Integration through Time. (2007). Carrieri, Francesca ; Errunza, Vihang ; Hogan, Ked . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:42:y:2007:i:04:p:915-940_00. Full description at Econpapers \|\| Download paper	134
29	1996	Another Look at Models of the Short-Term Interest Rate. (1996). KRONER, Kenneth F. ; Brenner, Robin J. ; Harjes, Richard H.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:31:y:1996:i:01:p:85-107_00. Full description at Econpapers \|\| Download paper	123
30	1992	Simultaneous Determination of Insider Ownership, Debt, and Dividend Policies. (1992). Solberg, Donald P. ; Zorn, Thomas S. ; Jensen, Gerald R.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:27:y:1992:i:02:p:247-263_00. Full description at Econpapers \|\| Download paper	122
31	2000	Market Segmentation and the Cost of the Capital in International Equity Markets. (2000). Miller, Darius P. ; Errunza, Vihang R.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:35:y:2000:i:04:p:577-600_00. Full description at Econpapers \|\| Download paper	120
32	2002	Portfolio 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. Full description at Econpapers \|\| Download paper	120
33	1993	Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets. (1993). Bessembinder, Hendrik ; Seguin, Paul J.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:28:y:1993:i:01:p:21-39_00. Full description at Econpapers \|\| Download paper	119
34	2005	Stock 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	118
35	1972	An 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. Full description at Econpapers \|\| Download paper	115
36	2004	Capital 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. Full description at Econpapers \|\| Download paper	111
37	1995	Cointegration, 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. Full description at Econpapers \|\| Download paper	106
38	1997	Is 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. Full description at Econpapers \|\| Download paper	105
39	2000	The 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. Full description at Econpapers \|\| Download paper	104
40	2003	Do 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. Full description at Econpapers \|\| Download paper	103
41	2009	The 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	102
42	1980	Analyzing 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. Full description at Econpapers \|\| Download paper	101
43	2009	Testing 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	101
44	2000	Hedge Funds: The Living and the Dead. (2000). liang, bing. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:35:y:2000:i:03:p:309-326_00. Full description at Econpapers \|\| Download paper	101
45	1988	International 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. Full description at Econpapers \|\| Download paper	98
46	2002	International Cross-Listing and Visibility. (2002). Weaver, Daniel G. ; Baker, Kent H. ; Nofsinger, John R.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:37:y:2002:i:03:p:495-521_00. Full description at Econpapers \|\| Download paper	98
47	2003	Agency 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. Full description at Econpapers \|\| Download paper	96
48	1997	Reciprocally 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. Full description at Econpapers \|\| Download paper	96
49	2000	Behavioral Portfolio Theory. (2000). Shefrin, Hersh ; Statman, Meir . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:35:y:2000:i:02:p:127-151_00. Full description at Econpapers \|\| Download paper	93
50	1987	Transaction Data Tests of the Mixture of Distributions Hypothesis. (1987). Harris, Lawrence . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:22:y:1987:i:02:p:127-141_01. Full description at Econpapers \|\| Download paper	92

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

#	Year	Title	Cited
1	1977	Abstract: An Equilibrium Characterization of the Term Structure. (1977). Vasicek, Oldrich Alfonso . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:12:y:1977:i:04:p:627-627_02. Full description at Econpapers \|\| Download paper	162
2	1987	The 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
3	1985	The Determinants of Firms Hedging Policies. (1985). Stulz, RenÃÂ© ; 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
4	1996	Firm Performance and Mechanisms to Control Agency Problems between Managers and Shareholders. (1996). Agrawal, Anup ; Knoeber, Charles R.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:31:y:1996:i:03:p:377-397_00. Full description at Econpapers \|\| Download paper	65
5	2007	Characterizing World Market Integration through Time. (2007). Carrieri, Francesca ; Errunza, Vihang ; Hogan, Ked . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:42:y:2007:i:04:p:915-940_00. Full description at Econpapers \|\| Download paper	62
6	2001	The 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
7	1993	Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures. (1993). Sultan, Jahangir ; KRONER, Kenneth F.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:28:y:1993:i:04:p:535-551_00. Full description at Econpapers \|\| Download paper	57
8	2001	Economic 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
9	1986	Bayes-Stein Estimation for Portfolio Analysis. (1986). Jorion, Philippe. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:21:y:1986:i:03:p:279-292_01. Full description at Econpapers \|\| Download paper	55
10	2005	Volatility Spillover Effects in European Equity Markets. (2005). Baele, Lieven. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:40:y:2005:i:02:p:373-401_00. Full description at Econpapers \|\| Download paper	52
11	2012	An International Comparison of Capital Structure and Debt Maturity Choices. (2012). Fan, Joseph P. H., ; Titman, Sheridan ; Twite, Garry . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:47:y:2012:i:01:p:23-56_00. Full description at Econpapers \|\| Download paper	49
12	2009	The 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
13	2005	Determinants of Board Size and Composition: A Theory of Corporate Boards. (2005). Raheja, Charu G.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:40:y:2005:i:02:p:283-306_00. Full description at Econpapers \|\| Download paper	45
14	2005	Stock 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
15	2009	Testing 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
16	2004	Capital 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. Full description at Econpapers \|\| Download paper	42
17	2010	How 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. Full description at Econpapers \|\| Download paper	41
18	2003	International 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
19	2003	Equity Ownership and Firm Value in Emerging Markets. (2003). Lins, Karl V.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:01:p:159-184_00. Full description at Econpapers \|\| Download paper	40
20	1989	International Transmission of Stock Market Movements. (1989). Eun, Cheol S. ; Shim, Sang Dal . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:24:y:1989:i:02:p:241-256_01. Full description at Econpapers \|\| Download paper	39
21	2008	The 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. Full description at Econpapers \|\| Download paper	39
22	1999	Autoregressive 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
23	1998	The 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. Full description at Econpapers \|\| Download paper	38
24	2008	Idiosyncratic Volatility and the Cross Section of Expected Returns. (2008). Cakici, Nusret ; Bali, Turan G.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:43:y:2008:i:01:p:29-58_00. Full description at Econpapers \|\| Download paper	37
25	2004	Cookie 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. Full description at Econpapers \|\| Download paper	37
26	1999	Volatility in Emerging Stock Markets. (1999). Inclan, Carla ; Leal, Ricardo ; Aggarwal, Reena . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:34:y:1999:i:01:p:33-55_00. Full description at Econpapers \|\| Download paper	36
27	2003	Do 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. Full description at Econpapers \|\| Download paper	36
28	2004	The Economic Value of Predicting Stock Index Returns and Volatility. (2004). Verbeek, Marno ; Marquering, Wessel . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:39:y:2004:i:02:p:407-429_00. Full description at Econpapers \|\| Download paper	35
29	2008	The 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. Full description at Econpapers \|\| Download paper	35
30	2010	Corporate 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. Full description at Econpapers \|\| Download paper	34
31	2001	The 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. Full description at Econpapers \|\| Download paper	34
32	2000	The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers. (2000). Chen, Hsiu-Lang ; Wermers, Russ ; Jegadeesh, Narasimhan . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:35:y:2000:i:03:p:343-368_00. Full description at Econpapers \|\| Download paper	33
33	1972	An 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. Full description at Econpapers \|\| Download paper	32
34	2009	Sudden 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. Full description at Econpapers \|\| Download paper	31
35	2000	Multi-Period Performance Persistence Analysis of Hedge Funds. (2000). Naik, Narayan Y. ; Agarwal, Vikas . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:35:y:2000:i:03:p:327-342_00. Full description at Econpapers \|\| Download paper	31
36	1981	The Determinants of Bank Interest Margins: Theory and Empirical Evidence. (1981). Saunders, Anthony ; Ho, Thomas S. Y., . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:16:y:1981:i:04:p:581-600_00. Full description at Econpapers \|\| Download paper	31
37	2003	International Corporate Governance. (2003). Denis, Diane K. ; McConnell, John J.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:01:p:1-36_00. Full description at Econpapers \|\| Download paper	30
38	2003	Corporate Governance and the Home Bias. (2003). Stulz, RenÃÂ© ; 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. Full description at Econpapers \|\| Download paper	30
39	1993	Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets. (1993). Bessembinder, Hendrik ; Seguin, Paul J.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:28:y:1993:i:01:p:21-39_00. Full description at Econpapers \|\| Download paper	30
40	2013	Executive 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. Full description at Econpapers \|\| Download paper	29
41	2011	The Time-Varying Systematic Risk of Carry Trade Strategies. (2011). SÃÂ¶derlind, 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. Full description at Econpapers \|\| Download paper	29
42	1992	Simultaneous Determination of Insider Ownership, Debt, and Dividend Policies. (1992). Solberg, Donald P. ; Zorn, Thomas S. ; Jensen, Gerald R.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:27:y:1992:i:02:p:247-263_00. Full description at Econpapers \|\| Download paper	29
43	2005	Does 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. Full description at Econpapers \|\| Download paper	28
44	2010	The 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. Full description at Econpapers \|\| Download paper	28
45	2010	Deviations 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. Full description at Econpapers \|\| Download paper	27
46	2000	The 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. Full description at Econpapers \|\| Download paper	27
47	1990	Stock 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. Full description at Econpapers \|\| Download paper	27
48	1987	Option Pricing when the Variance Changes Randomly: Theory, Estimation, and an Application. (1987). Scott, Louis O.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:22:y:1987:i:04:p:419-438_01. Full description at Econpapers \|\| Download paper	27
49	2003	Creditor 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. Full description at Econpapers \|\| Download paper	26
50	2010	Debt 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. Full description at Econpapers \|\| Download paper	26

Citing documents used to compute impact factor 196:

Year	Title
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	Evidence on exercise pricing in CEO option grants in two countries. (2015). Canil, Jean ; Rosser, Bruce . In: Annals of Finance. RePEc:kap:annfin:v:11:y:2015:i:3:p:383-410. Full description at Econpapers \|\| Download paper
2015	How the timing of dividend reductions can signal value. (2015). Hull, Tyler J.. In: Journal of Corporate Finance. RePEc:eee:corfin:v:30:y:2015:i:c:p:114-131. Full description at Econpapers \|\| Download paper
2015	When 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. Full description at Econpapers \|\| Download paper
2015	Smile from the past: A general option pricing framework with multiple volatility and leverage components. (2015). Majewski, Adam A. ; Corsi, Fulvio ; Bormetti, Giacomo . In: Journal of Econometrics. RePEc:eee:econom:v:187:y:2015:i:2:p:521-531. Full description at Econpapers \|\| Download paper
2015	Fourier Inversion Formulas for Multiple-Asset Option Pricing. (2015). Feunou, Bruno ; Tafolong, Ernest . In: Staff Working Papers. RePEc:bca:bocawp:15-11. Full description at Econpapers \|\| Download paper
2015	Volatility Forecast in Crises and Expansions. (2015). Pypko, Sergii. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:3:p:311-336:d:53754. Full description at Econpapers \|\| Download paper
2015	Option Valuation with Observable Volatility and Jump Dynamics. (2015). Feunou, Bruno ; Christoffersen, Peter ; Jeon, Yoontae . In: Staff Working Papers. RePEc:bca:bocawp:15-39. Full description at Econpapers \|\| Download paper
2015	Macro-Driven VaR Forecasts: From Very High to Very Low Frequency Data. (2015). Vander Elst, Harry. In: Working Papers ECARES. RePEc:eca:wpaper:2013/220550. Full description at Econpapers \|\| Download paper
2015	Evaluating the performance of futures hedging using multivariate realized volatility. (2015). Ubukata, Masato ; Watanabe, Toshiaki . In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:38:y:2015:i:c:p:148-171. Full description at Econpapers \|\| Download paper
2015	Option valuation with observable volatility and jump dynamics. (2015). Feunou, Bruno ; Christoffersen, Peter ; Jeon, Yoontae . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s101-s120. Full description at Econpapers \|\| Download paper
2015	The effect of board directors from countries with different genetic diversity levels on corporate performance. (2015). Delis, Manthos D ; Pasiouras, Fotios ; Hasan, Iftekhar ; Gaganis, Chrysovalantis . In: Research Discussion Papers. RePEc:bof:bofrdp:urn:nbn:fi:bof-201508181353. Full description at Econpapers \|\| Download paper
2015	The Effect of Board Directors from Countries with Different Genetic Diversity Levels on Corporate Performance. (2015). Pasiouras, Fotios ; HASAN, IFTEKHAR ; Delis, Manthos ; Gaganis, Chrysovalantis . In: MPRA Paper. RePEc:pra:mprapa:64905. Full description at Econpapers \|\| Download paper
2015	Suspect CEOs, unethical culture, and corporate misbehavior. (2015). Biggerstaff, Lee ; Puckett, Andy ; Cicero, David C.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:117:y:2015:i:1:p:98-121. Full description at Econpapers \|\| Download paper
2015	The effect of board directors from countries with different genetic diversity levels on corporate performance. (2015). HASAN, IFTEKHAR ; Pasiouras, Fotios ; Gaganis, Chrysovalantis . In: Research Discussion Papers. RePEc:hhs:bofrdp:2015_014. Full description at Econpapers \|\| Download paper
2015	The effect of board directors from countries with different genetic diversity levels on corporate performance. (2015). Pasiouras, Fotios ; HASAN, IFTEKHAR ; Delis, Manthos ; Gaganis, Chrysovalantis . In: Research Discussion Papers. RePEc:bof:bofrdp:2015_014. Full description at Econpapers \|\| Download paper
2015	Red versus Blue: Do Political Dimensions Influence the Investment Preferences of State Pension Funds?. (2015). Schopohl, Lisa ; Hoepner, Andreas . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2015-06. 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	Why is equity order flow so persistent?. (2015). Toth, Bence ; Palit, Imon ; Lillo, Fabrizio ; Farmer, Doyne J.. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:51:y:2015:i:c:p:218-239. 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	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	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	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	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	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	Macro variables and the components of stock returns. (2015). Maio, Paulo ; Philip, Dennis . In: Journal of Empirical Finance. RePEc:eee:empfin:v:33:y:2015:i:c:p:287-308. Full description at Econpapers \|\| Download paper
2015	The Term Structure of Returns: Facts and Theory. (2015). van Binsbergen, Jules ; Ralph S. J. Koijen, . In: NBER Working Papers. RePEc:nbr:nberwo:21234. Full description at Econpapers \|\| Download paper
2015	Consumption growth, preference for smoothing, changes in expectations and risk premium. (2015). Wohar, Mark ; Sousa, Ricardo ; Rocha Armada, Manuel J., . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:56:y:2015:i:c:p:80-97. 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	Quantile cointegration in the autoregressive distributed-lag modeling framework. (2015). shin, yongcheol ; Kim, Tae-Hwan ; Cho, Jin Seo. In: Journal of Econometrics. RePEc:eee:econom:v:188:y:2015:i:1:p:281-300. 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	Stock market dispersion, the business cycle and expected factor returns. (2015). Angelidis, Timotheos ; Sakkas, Athanasios ; Tessaromatis, Nikolaos . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:265-279. Full description at Econpapers \|\| Download paper
2015	Does contingent capital induce excessive risk-taking?. (2015). Kaserer, Christoph ; Berg, Tobias . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:24:y:2015:i:3:p:356-385. 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	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 Determinants of CoCo Bond Prices. (2015). Wolff, Christian ; Masror, Sara Abed ; Vermaelen, Theo . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10996. Full description at Econpapers \|\| Download paper
2015	Creditor recovery: The macroeconomic dependence of industry equilibrium. (2015). Mora, Nada. In: Journal of Financial Stability. RePEc:eee:finsta:v:18:y:2015:i:c:p:172-186. Full description at Econpapers \|\| Download paper
2015	Innovation, Governance and Competition. (2015). Bhowmik, Anuj ; Roychoudhury, Saurav ; Chattopadhyay, Srobonti . In: MPRA Paper. RePEc:pra:mprapa:61557. 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	The impact of leverage on the idiosyncratic risk and return relationship of REITs around the financial crisis. (2015). Gerlach, Richard ; Zurbruegg, Ralf ; Obaydin, Ivan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:38:y:2015:i:c:p:207-219. 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	Financialization in Commodity Markets: A Passing Trend or the New Normal?. (2015). Adams, Zeno . In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:13. Full description at Econpapers \|\| Download paper
2015	The Information in Systemic Risk Rankings. (2015). Schwaab, Bernd ; Nucera, Federico ; Lucas, AndrÃÂ© ; Koopman, Siem Jan. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150070. Full description at Econpapers \|\| Download paper
2015	. Full description at Econpapers \|\| Download paper
2015	Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying VARs. (2015). Gnabo, Jean-Yves ; Geraci, Marco Valerio. In: Working Papers ECARES. RePEc:eca:wpaper:2013/222092. Full description at Econpapers \|\| Download paper
2015	Financialization in commodity markets: A passing trend or the new normal?. (2015). Adams, Zeno ; Gluck, Thorsten . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:60:y:2015:i:c:p:93-111. Full description at Econpapers \|\| Download paper
2015	Diverging financial regulations after the crisis? A comparison of the EUâs and the United Statesâ responses. (2015). Orosz, Agnes ; Biedermann, Zsuzsanna . In: Financial and Economic Review. RePEc:mnb:finrev:v:14:y:2015:i:1:p:31-55. 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	The Variance Risk Premium and Fundamental Uncertainty. (2015). Conrad, Christian. In: Working Papers. RePEc:awi:wpaper:0583. Full description at Econpapers \|\| Download paper
2015	An analytical review of volatility metrics for bubbles and crashes. (2015). Vogel, Harold L. ; Werner, Richard A.. In: International Review of Financial Analysis. RePEc:eee:finana:v:38:y:2015:i:c:p:15-28. Full description at Econpapers \|\| Download paper
2015	The variance risk premium and fundamental uncertainty. (2015). Conrad, Christian. In: Economics Letters. RePEc:eee:ecolet:v:132:y:2015:i:c:p:56-60. Full description at Econpapers \|\| Download paper
2015	A non-linear dynamic model of the variance risk premium. (2015). Eraker, Bjorn ; Wang, Jiakou . In: Journal of Econometrics. RePEc:eee:econom:v:187:y:2015:i:2:p:547-556. 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	Predictability of stock returns of financial companies and the role of investor sentiment: A multi-country analysis. (2015). Kadilli, Anjeza . In: Journal of Financial Stability. RePEc:eee:finsta:v:21:y:2015:i:c:p:26-45. 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	Endogenous 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. Full description at Econpapers \|\| Download paper
2015	The 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. Full description at Econpapers \|\| Download paper
2015	Executivesâ professional ties along the supply chain: The impact on partnership sustainability and firm risk. (2015). Sun, Jiong . In: Journal of Financial Stability. RePEc:eee:finsta:v:20:y:2015:i:c:p:144-154. 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	Investor sentiment, flight-to-quality, and corporate bond comovement. (2015). Bethke, Sebastian ; Kempf, Alexander ; Gehde-Trapp, Monika . In: CFR Working Papers. RePEc:zbw:cfrwps:1306r3. Full description at Econpapers \|\| Download paper
2015	Equity volatility as a determinant of future term-structure volatility. (2015). Bansal, Naresh ; Stivers, Chris ; Connolly, Robert A. In: Journal of Financial Markets. RePEc:eee:finmar:v:25:y:2015:i:c:p:33-51. Full description at Econpapers \|\| Download paper
2015	Systemic 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. Full description at Econpapers \|\| Download paper
2015	Management Board Composition of Banking Institutions and Bank Risk-Taking: The Case of the Czech Republic. (2015). Zigraiova, Diana. In: Working Papers. RePEc:cnb:wpaper:2015/14. 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	Corporate governance and the systemic risk of financial institutions. (2015). VÃÂ¤hÃÂ¤maa, Sami ; Vahamaa, Sami ; Strobl, Sascha ; Iqbal, Jamshed . In: Journal of Economics and Business. RePEc:eee:jebusi:v:82:y:2015:i:c:p:42-61. Full description at Econpapers \|\| Download paper
2015	What 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. Full description at Econpapers \|\| Download paper
2015	Industry characteristics and financial risk contagion. (2015). Wang, Chih-Wei ; Chiu, Wan-Chien ; Pea, Juan Ignacio . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:50:y:2015:i:c:p:411-427. Full description at Econpapers \|\| Download paper
2015	Empirical analysis of the generalized consumption asset pricing model: Estimating the cost of capital. (2015). Michelfelder, Richard A.. In: Journal of Economics and Business. RePEc:eee:jebusi:v:80:y:2015:i:c:p:37-50. Full description at Econpapers \|\| Download paper
2015	What explains the value premium? The case of adjustment costs, operating leverage and financial leverage. (2015). Cao, Viet Nga . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:350-366. Full description at Econpapers \|\| Download paper
2015	Alternative errors-in-variables models and their applications in finance research. (2015). Chen, Hong-Yi ; Lee, Alice C. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:58:y:2015:i:c:p:213-227. 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	Haftungsrechtliche Folgen eines griechischen Staatskonkurses. (2015). Kerber, Markus C. In: Ifo Schnelldienst. RePEc:ces:ifosdt:v:68:y:2015:i:13:p:19-21. Full description at Econpapers \|\| Download paper
2015	Context, law and reinvestment decisions: Why the transitional periphery differs from other post-state socialist economies. (2015). Demirbag, Mehmet ; Bayyurt, Nizamettin ; Wood, Geoffrey ; McGuinnness, Martina . In: International Business Review. RePEc:eee:iburev:v:24:y:2015:i:6:p:955-965. Full description at Econpapers \|\| Download paper
2015	Does CEO fitness matter?. (2015). Limbach, Peter ; Sonnenburg, Florian . In: CFR Working Papers. RePEc:zbw:cfrwps:1412r3. Full description at Econpapers \|\| Download paper
2015	Financial institution credit assessment and implications for portfolio managers. (2015). Zhong, Ligang ; Purda, Lynnette ; Sonmez, Fatma . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:38:y:2015:i:c:p:148-166. Full description at Econpapers \|\| Download paper
2015	The 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. Full description at Econpapers \|\| Download paper
2015	First to âReadâ the News: News Analytics and Institutional Trading. (2015). von Beschwitz, Bastian ; Massa, Massimo ; Keim, Donald B. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10534. Full description at Econpapers \|\| Download paper
2015	High 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. 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	Equilibrium 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. Full description at Econpapers \|\| Download paper
2015	Measuring 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. Full description at Econpapers \|\| Download paper
2015	Market Making with Model Uncertainty. (2015). Su, Hee ; Ye, Yinyu . In: Papers. RePEc:arx:papers:1509.07155. 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	Innovations 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. Full description at Econpapers \|\| Download paper
2015	Sentiment bubbles. (2015). Berger, David ; Turtle, Harry J.. In: Journal of Financial Markets. RePEc:eee:finmar:v:23:y:2015:i:c:p:59-74. Full description at Econpapers \|\| Download paper
2015	Competition 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. 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	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	Managerial ownership changes and mutual fund performance. (2015). Martin, Thorsten ; Sonnenburg, Florian . In: CFR Working Papers. RePEc:zbw:cfrwps:1603. Full description at Econpapers \|\| Download paper
2015	A 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. Full description at Econpapers \|\| Download paper
2015	The 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. Full description at Econpapers \|\| Download paper
2015	Learning 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. Full description at Econpapers \|\| Download paper
2015	Learning 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. Full description at Econpapers \|\| Download paper
2015	How 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. Full description at Econpapers \|\| Download paper
2015	Trend 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. Full description at Econpapers \|\| Download paper
2015	Relative 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. Full description at Econpapers \|\| Download paper
2015	Retail 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. 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	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	Investor 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. Full description at Econpapers \|\| Download paper
2015	Executive 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. Full description at Econpapers \|\| Download paper
2015	Entrepreneurial 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. 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	(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. Full description at Econpapers \|\| Download paper
2015	The 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. Full description at Econpapers \|\| Download paper
2015	Founders 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. Full description at Econpapers \|\| Download paper
2015	Information 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. Full description at Econpapers \|\| Download paper
2015	Information-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. Full description at Econpapers \|\| Download paper
2015	The 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. 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	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	R&D Intensity and Financing Decisions: Evidence from European Firms. (2015). Ben Rejeb, Aymen ; Elkemali, Taoufik . In: Economics Bulletin. RePEc:ebl:ecbull:eb-14-00651. 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	Board of directorsâ 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. Full description at Econpapers \|\| Download paper
2015	Institutional 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. Full description at Econpapers \|\| Download paper
2015	Earnings 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. Full description at Econpapers \|\| Download paper
2015	Quantifying differential interpretation of public information using financial analystsâ earnings forecasts. (2015). Sheng, Xuguang ; Thevenot, Maya . In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:2:p:515-530. Full description at Econpapers \|\| Download paper
2015	Why 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. Full description at Econpapers \|\| Download paper
2015	Young 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. Full description at Econpapers \|\| Download paper
2015	Unique Dividends for Retail Shareholders: Evidence from Shareholder Perks. (2015). Suzuki, Katsushi . In: Discussion Papers. RePEc:kbb:dpaper:2015-20. 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	Project 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. Full description at Econpapers \|\| Download paper
2015	Hedge 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. Full description at Econpapers \|\| Download paper
2015	The 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. Full description at Econpapers \|\| Download paper
2015	The 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. Full description at Econpapers \|\| Download paper
2015	Stocking 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. Full description at Econpapers \|\| Download paper
2015	The 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. Full description at Econpapers \|\| Download paper
2015	Are 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. Full description at Econpapers \|\| Download paper
2015	Contract 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 fÃ¼r Planung und Unternehmenssteuerung. RePEc:spr:jmgtco:v:26:y:2015:i:4:p:279-316. 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	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	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	Effects 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. Full description at Econpapers \|\| Download paper
2015	Executive 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. Full description at Econpapers \|\| Download paper
2015	Motivated monitors: The importance of institutional investors×³ 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. Full description at Econpapers \|\| Download paper
2015	Ex 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. Full description at Econpapers \|\| Download paper
2015	The 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. Full description at Econpapers \|\| Download paper
2015	Revisiting 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. Full description at Econpapers \|\| Download paper
2015	Monitoring 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. 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	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	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	Euro 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. Full description at Econpapers \|\| Download paper
2015	Robust 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. Full description at Econpapers \|\| Download paper
2015	Do 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. Full description at Econpapers \|\| Download paper
2015	Risk 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. Full description at Econpapers \|\| Download paper
2015	Who 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. Full description at Econpapers \|\| Download paper
2015	KognitÃv kÃ©pessÃ©gek Ã©s stratÃ©giai bizonytalansÃ¡g egy bankrohamkÃsÃ©rletben. (2015). Rosa-GarcÃÂa, Alfonso ; Rodriguez-Lara, Ismael ; Kiss, Hubert Janos ; Rosa-Garcia, Alfonso . In: KÃ¶zgazdasÃ¡gi Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1585. Full description at Econpapers \|\| Download paper
2015	Repurchase 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. 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	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	The 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. Full description at Econpapers \|\| Download paper
2015	IPO waves in China and Hong Kong. (2015). GÃÂ¼ÃÂ§bilmez, Ufuk ; Gubilmez, Ufuk . In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:14-26. Full description at Econpapers \|\| Download paper
2015	Gender, 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*. Full description at Econpapers \|\| Download paper
2015	Extreme 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. Full description at Econpapers \|\| Download paper
2015	Do 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. Full description at Econpapers \|\| Download paper
2015	Momentum 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. Full description at Econpapers \|\| Download paper
2015	The 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. 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	CEO 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. Full description at Econpapers \|\| Download paper
2015	Die Dosis macht das Gift â eine Analyse zum Einfluss von Bonuszahlungen auf die ProfitabilitÃ¤t und das Risiko von Banken. (2015). Steinbrecher, Johannes ; KampkÃÂ¶tter, Patrick ; Hau, Harald ; Efing, Matthias. In: Ifo Schnelldienst. RePEc:ces:ifosdt:v:68:y:2015:i:03:p:23-31. 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	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	An 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. Full description at Econpapers \|\| Download paper
2015	Inside 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. Full description at Econpapers \|\| Download paper
2015	Tax attractiveness and the allocation of risk within multinationals. (2015). Dinkel, Andreas . In: arqus Discussion Papers in Quantitative Tax Research. RePEc:zbw:arqudp:189. 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	When 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. 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	Macroeconomic Expectations and the Size, Value and Momentum Factors. (2015). Kelly, Patrick ; Bergbrant, Mikael C.. In: Working Papers. RePEc:cfr:cefirw:w0214. 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	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 impact of ECB macro-announcements on bidâask 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. 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	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	Something in the Air: Information Density, News Surprises, and Price Jumps. (2015). FÃÂ¼ss, Roland ; Grabellus, Markus ; Stein, Michael ; Mager, Ferdinand . In: Working Papers on Finance. RePEc:usg:sfwpfi:2015:17. Full description at Econpapers \|\| Download paper
2015	Structure of Debt Maturity across the Firm Type Spectrum. (2015). Orman, Cuneyt ; KÃÂ¶ksal, BÃÂ¼lent ; Bulent, Koksal . In: MPRA Paper. RePEc:pra:mprapa:64860. Full description at Econpapers \|\| Download paper
2015	STRUCTURE OF DEBT MATURITY ACROSS FIRM TYPES. (2015). Orman, Cuneyt ; KÃÂ¶ksal, BÃÂ¼lent ; Koksal, Bulent . In: IPEK Working Papers. RePEc:ipk:wpaper:1504. Full description at Econpapers \|\| Download paper
2015	What 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. Full description at Econpapers \|\| Download paper
2015	Explaining the Smile in Currency Options: Is it Anchoring?. (2015). Siddiqi, Hammad . In: MPRA Paper. RePEc:pra:mprapa:63528. Full description at Econpapers \|\| Download paper
2015	Anchoring 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. Full description at Econpapers \|\| Download paper
2015	Index Option Returns from an Anchoring Perspective. (2015). Hammad, Siddiqi . In: MPRA Paper. RePEc:pra:mprapa:65331. Full description at Econpapers \|\| Download paper
2015	Anchoring Heuristic in Option Prices. (2015). Siddiqi, Hammad . In: MPRA Paper. RePEc:pra:mprapa:66018. Full description at Econpapers \|\| Download paper
2015	Anchoring Heuristic in Option Pricing. (2015). Siddiqi, Hammad . In: Risk and Sustainable Management Group Working Papers. RePEc:ags:uqsers:207677. Full description at Econpapers \|\| Download paper
2015	Anchoring Adjusted Capital Asset Pricing Model. (2015). Hammad, Siddiqi . In: MPRA Paper. RePEc:pra:mprapa:67403. Full description at Econpapers \|\| Download paper
2015	Capital Asset Pricing Model Adjusted for Anchoring. (2015). Hammad, Siddiqi . In: MPRA Paper. RePEc:pra:mprapa:67668. Full description at Econpapers \|\| Download paper
2015	Anchoring Adjusted Capital Asset Pricing Model. (2015). Siddiqi, Hammad . In: Risk and Sustainable Management Group Working Papers. RePEc:ags:uqsers:211224. Full description at Econpapers \|\| Download paper
2015	Anchoring Heuristic and the Equity Premium Puzzle. (2015). Siddiqi, Hammad . In: MPRA Paper. RePEc:pra:mprapa:68537. Full description at Econpapers \|\| Download paper
2015	Anchoring and Adjustment Heuristic in Option Pricing. (2015). Siddiqi, Hammad . In: MPRA Paper. RePEc:pra:mprapa:68595. Full description at Econpapers \|\| Download paper
2015	Anchoring and Adjustment Heuristic: A Unified Explanation for Equity Puzzles. (2015). Siddiqi, Hammad . In: MPRA Paper. RePEc:pra:mprapa:68729. Full description at Econpapers \|\| Download paper
2015	Post-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. 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	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	Did 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. Full description at Econpapers \|\| Download paper
2015	Did 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. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2015

Year	Citing document
2015	Safe haven currencies: a portfolio perspective. (2015). Cenedese, Gino. In: Bank of England working papers. RePEc:boe:boeewp:0533. Full description at Econpapers \|\| Download paper
2015	Quanto Implied Correlation in a Multi-LÃ©vy Framework. (2015). RayÃÂ©e, GrÃÂ©gory ; Ballota, Laura ; Rayee, Gregory ; Deelstra, Griselda . In: Working Papers ECARES. RePEc:eca:wpaper:2013/219174. Full description at Econpapers \|\| Download paper
2015	Financial 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. Full description at Econpapers \|\| Download paper
2015	Investor 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. Full description at Econpapers \|\| Download paper
2015	The 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. Full description at Econpapers \|\| Download paper
2015	Stock 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. Full description at Econpapers \|\| Download paper
2015	Industry 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. 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	In 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. Full description at Econpapers \|\| Download paper
2015	Political 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. Full description at Econpapers \|\| Download paper
2015	As 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. Full description at Econpapers \|\| Download paper
2015	Investor 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. Full description at Econpapers \|\| Download paper
2015	Credit 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. Full description at Econpapers \|\| Download paper
2015	Did 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. 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	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	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	Return Expectations and Risk Aversion Heterogeneity in Household Portfolios. (2015). Miniaci, Raffaele ; Bucciol, Alessandro ; Pastorello, Sergio . In: Working Papers. RePEc:ver:wpaper:01/2015. Full description at Econpapers \|\| Download paper

Recent citations received in 2014

Year	Citing document
2014	Tail Risk Premia and Return Predictability. (2014). Bollerslev, Tim ; Xu, Lai ; Todorov, Viktor . In: CREATES Research Papers. RePEc:aah:create:2014-49. Full description at Econpapers \|\| Download paper
2014	Option Valuation with Observable Volatility and Jump Dynamics. (2014). Feunou, Bruno ; Christoffersen, Peter ; Jeon, Yoontae . In: CREATES Research Papers. RePEc:aah:create:2015-07. Full description at Econpapers \|\| Download paper
2014	Contracts 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. Full description at Econpapers \|\| Download paper
2014	Economic 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. Full description at Econpapers \|\| Download paper
2014	Governance and Comovement Under Common Ownership. (2014). Edmans, Alex ; Reilly, Devin . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10119. Full description at Econpapers \|\| Download paper
2014	Credit ratings and the choice of payment method in mergers and acquisitions. (2014). Petmezas, Dimitris ; Karampatsas, Nikolaos ; Travlos, Nickolaos G.. In: Journal of Corporate Finance. RePEc:eee:corfin:v:25:y:2014:i:c:p:474-493. Full description at Econpapers \|\| Download paper
2014	Measuring 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. Full description at Econpapers \|\| Download paper
2014	Stock return, dividend growth and consumption growth predictability across markets and time: Implications for stock price movement. (2014). McMillan, David G.. In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:90-101. Full description at Econpapers \|\| Download paper
2014	Options-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. Full description at Econpapers \|\| Download paper
2014	The fast track IPO â 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. Full description at Econpapers \|\| Download paper
2014	Information asymmetry around operational risk announcements. (2014). Barakat, Ahmed ; Wahrenburg, Mark ; Chernobai, Anna . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:48:y:2014:i:c:p:152-179. Full description at Econpapers \|\| Download paper
2014	Are 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. Full description at Econpapers \|\| Download paper
2014	How is Moral Hazard Related to Financing R&D and Innovations?. (2014). Arslan-Ayaydin, ozgur ; Ozdemir, Atilla Hakan ; Karan, Mehmet Baha ; Barnum, Darold . In: European Research Studies Journal. RePEc:ers:journl:v:xvii:y:2014:i:4:p:111-131. Full description at Econpapers \|\| Download paper
2014	Governance and Comovement Under Common Ownership. (2014). Edmans, Alex ; Reilly, Devin . In: NBER Working Papers. RePEc:nbr:nberwo:20420. Full description at Econpapers \|\| Download paper
2014	Credit Default Swaps: A Survey. (2014). Tang, Dragon Yongjun ; Wang, Sarah Qian ; Augustin, Patrick ; Subrahmanyam, Marti G.. In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000040. Full description at Econpapers \|\| Download paper
2014	Behavioral Finance. (2014). Hirshleifer, David. In: MPRA Paper. RePEc:pra:mprapa:59028. Full description at Econpapers \|\| Download paper
2014	Global Variance Risk Premium and Forex Return Predictability. (2014). Aloosh, Arash. In: MPRA Paper. RePEc:pra:mprapa:59931. Full description at Econpapers \|\| Download paper
2014	CEO fitness and firm value. (2014). Sonnenburg, Florian ; Limbach, Peter . In: CFR Working Papers. RePEc:zbw:cfrwps:1412. Full description at Econpapers \|\| Download paper
2014	CEO fitness and firm value. (2014). Sonnenburg, Florian ; Limbach, Peter . In: CFR Working Papers. RePEc:zbw:cfrwps:1412r. Full description at Econpapers \|\| Download paper
2014	Credit default swaps and corporate cash holdings. (2014). Tang, Dragon Yongjun ; Wang, Sarah Qian ; Subrahmanyam, Marti G.. In: CFS Working Paper Series. RePEc:zbw:cfswop:462. Full description at Econpapers \|\| Download paper

Recent citations received in 2013

Year	Citing document
2013	Dynamic Diversification in Corporate Credit. (2013). Jin, Xisong ; Christoffersen, Peter ; Langlois, Hugues ; Jacobs, Kris . In: CREATES Research Papers. RePEc:aah:create:2013-46. Full description at Econpapers \|\| Download paper
2013	The fading stock market response to announcements of bank bailouts. (2013). Marchionne, Francesco ; Fratianni, Michele. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:76. 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	The Micro Dynamics of Macro Announcements. (2013). Wohlrabe, Klaus ; Mittnik, Stefan ; Robinzonov, Nikolay . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4421. Full description at Econpapers \|\| Download paper
2013	Was 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. 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	Analyst Coverage, Information, and Bubbles. (2013). Bian, Jiangze ; Burch, Timothy R. ; Andrade, Sandro C.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:48:y:2013:i:05:p:1573-1605_00. Full description at Econpapers \|\| Download paper
2013	The 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. 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	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	Anchoring effect on foreign institutional investorsâ 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. Full description at Econpapers \|\| Download paper
2013	Female 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. Full description at Econpapers \|\| Download paper
2013	CEO incentives for risk shifting and its effect on corporate bank loan cost. (2013). Beladi, Hamid ; Quijano, Margot . In: International Review of Financial Analysis. RePEc:eee:finana:v:30:y:2013:i:c:p:182-188. Full description at Econpapers \|\| Download paper
2013	Low-latency trading. (2013). Saar, Gideon ; Hasbrouck, Joel . In: Journal of Financial Markets. RePEc:eee:finmar:v:16:y:2013:i:4:p:646-679. Full description at Econpapers \|\| Download paper
2013	Very fast money: High-frequency trading on the NASDAQ. (2013). Carrion, Allen . In: Journal of Financial Markets. RePEc:eee:finmar:v:16:y:2013:i:4:p:680-711. Full description at Econpapers \|\| Download paper
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	Corporate leverage and the collateral channel. (2013). Norden, Lars ; van Kampen, Stefan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:12:p:5062-5072. Full description at Econpapers \|\| Download paper
2013	Brand perception, cash flow stability, and financial policy. (2013). Larkin, Yelena . In: Journal of Financial Economics. RePEc:eee:jfinec:v:110:y:2013:i:1:p:232-253. Full description at Econpapers \|\| Download paper
2013	Large 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. Full description at Econpapers \|\| Download paper
2013	Does the firm-analyst relationship matter in explaining analysts earnings forecast errors?. (2013). Galanti, SÃÂ©bastien ; Hurlin, Christophe ; Breton, RÃÂ©gis ; Vaubourg, Anne-Gael . In: Working Papers. RePEc:hal:wpaper:hal-00862996. Full description at Econpapers \|\| Download paper
2013	Does overvaluation of bidder stock drive acquisitions? The case of public and private targets. (2013). Vasudevan, Gopala ; Shangguan, Zhaoyun ; Mateti, Ravi S. ; John, Kose . In: International Journal of Banking, Accounting and Finance. RePEc:ids:injbaf:v:5:y:2013:i:1/2:p:188-204. Full description at Econpapers \|\| Download paper
2013	We study whether financial analysts concern for preserving good relationships with firms managers motivates them to issue pessimistic or optimistic forecasts. Based on a dataset of one-yearahead EPS f. (2013). Galanti, SÃÂ©bastien ; Breton, RÃÂ©gis ; Vaubourg, Anne-Gael ; Berisha-Krasniqui, Valdete ; Hurlin, Christophe . In: Larefi Working Papers. RePEc:laf:wpaper:cr1304. Full description at Econpapers \|\| Download paper
2013	Blockholders and Corporate Governance. (2013). Edmans, Alex. In: NBER Working Papers. RePEc:nbr:nberwo:19573. Full description at Econpapers \|\| Download paper
2013	Maximum likelihood estimation of the equity premium. (2013). Wachter, Jessica ; Avdis, Efstathios . In: NBER Working Papers. RePEc:nbr:nberwo:19684. Full description at Econpapers \|\| Download paper
2013	Global Currency Misalignments, Crash Sensitivity, and Downside Insurance Costs. (2013). Zhao, Yang ; MacDonald, Ronald ; Huang, Huichou. In: MPRA Paper. RePEc:pra:mprapa:53745. Full description at Econpapers \|\| Download paper
2013	Competition between high-frequency traders, and market quality. (2013). Breckenfelder, Johannes. In: MPRA Paper. RePEc:pra:mprapa:66715. Full description at Econpapers \|\| Download paper
2013	SELECTING 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. Full description at Econpapers \|\| Download paper
2013	Macroeconomic announcements and financial markets. (2013). Hu, J.. In: Other publications TiSEM. RePEc:tiu:tiutis:c7e98cdc-6618-476d-8d27-902818038ad5. Full description at Econpapers \|\| Download paper
2013	Payout policies of privately held firms: Flexibility and the role of income taxes. (2013). AlstadsÃÂ¦ter, Annette ; Alstadsater, Annette ; Jacob, Martin . In: arqus Discussion Papers in Quantitative Tax Research. RePEc:zbw:arqudp:152. Full description at Econpapers \|\| Download paper
2013	Anchoring: A valid explanation for biased forecasts when rational predictions are easily accessible and well incentivized?. (2013). Bizer, Kilian ; Proeger, Till ; Meub, Lukas . In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:166. Full description at Econpapers \|\| Download paper

Recent citations received in 2012

Year	Citing document
2012	Predicting 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. Full description at Econpapers \|\| Download paper
2012	Forecasting Inflation and the Inflation Risk Premiums Using Nominal Yields. (2012). Fontaine, Jean-Sebastien ; Feunou, Bruno. In: Staff Working Papers. RePEc:bca:bocawp:12-37. Full description at Econpapers \|\| Download paper
2012	A 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. Full description at Econpapers \|\| Download paper
2012	Does CEO turnover matter in China? : Evidence from the stock market. (2012). Weill, Laurent ; Pessarossi, Pierre . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2012_021. Full description at Econpapers \|\| Download paper
2012	Determinants of corporate debt maturity in South America: Do institutional quality and financial development matter?. (2012). Kirch, Guilherme ; Terra, Paulo Renato Soares, . In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:4:p:980-993. Full description at Econpapers \|\| Download paper
2012	The 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. Full description at Econpapers \|\| Download paper
2012	Does attention affect individual investors investment return?. (2012). Huang, Jing ; Xu, Zhi ; Chen, Zhengrong ; Shi, Rongsheng . In: China Finance Review International. RePEc:eme:cfripp:v:2:y:2012:i:2:p:143-162. Full description at Econpapers \|\| Download paper
2012	Term 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. Full description at Econpapers \|\| Download paper
2012	Does CEO turnover matter in China? Evidence from the stock market. (2012). Weill, Laurent ; Pessarossi, Pierre . In: BOFIT Discussion Papers. RePEc:hhs:bofitp:2012_021. Full description at Econpapers \|\| Download paper
2012	What Makes the VIX Tick?. (2012). Zheng, Lin ; Zhou, Yinggang ; Bailey, Warren . In: Working Papers. RePEc:hkm:wpaper:222012. Full description at Econpapers \|\| Download paper
2012	Qual VAR Revisited: Good Forecast, Bad Story. (2012). von Schweinitz, Gregor ; El-Shagi, Makram. In: IWH Discussion Papers. RePEc:iwh:dispap:12-12. Full description at Econpapers \|\| Download paper
2012	Do 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. Full description at Econpapers \|\| Download paper
2012	Rational Speculators, Contrarians and Excess Volatility. (2012). Lof, Matthijs. In: MPRA Paper. RePEc:pra:mprapa:43490. Full description at Econpapers \|\| Download paper
2012	Information 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, Åukasz T. GÄ, . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:4:y:2012:i:1:p:23-44. Full description at Econpapers \|\| Download paper
2012	Forecasting 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. Full description at Econpapers \|\| Download paper
2012	Are financial advisors useful? Evidence from tax-motivated mutual fund flows. (2012). . In: CFR Working Papers. RePEc:zbw:cfrwps:1209. Full description at Econpapers \|\| Download paper
2012	Multi-Asset Portfolio Optimization and Out-of-Sample Performance: An Evaluation of Black-Litterman, Mean Variance and NaÃ¯ve 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. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	Cites
1	Journal of Banking & Finance / Elsevier	367
2	Journal of Financial Economics / Elsevier	227
3	Journal of Corporate Finance / Elsevier	198
4	MPRA Paper / University Library of Munich, Germany	124
5	NBER Working Papers / National Bureau of Economic Research, Inc	115
6	International Review of Financial Analysis / Elsevier	101
7	Journal of Empirical Finance / Elsevier	88
8	Journal of International Financial Markets, Institutions and Money / Elsevier	75
9	CEPR Discussion Papers / C.E.P.R. Discussion Papers	69
10	Journal of Financial Markets / Elsevier	68
11	International Review of Economics & Finance / Elsevier	67

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

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