4.47
Impact Factor
5.49
5-Years IF
203
5-Years H index
4.47
Impact Factor
5.49
5-Years IF
203
5-Years H index
IF | AIF | IF5 | DOC | CDO | CCU | CIF | CIT | D2Y | C2Y | D5Y | C5Y | %SC | CiY | II | AII | |
1990 | 0.46 | 0.1 | 0.54 | 47 | 47 | 301 | 6.4 | 4168 | 99 | 46 | 219 | 119 | 260 (6.2%) | 5 | 0.11 | 0.04 |
1991 | 0.21 | 0.1 | 0.47 | 28 | 75 | 322 | 4.29 | 1884 | 99 | 21 | 236 | 110 | 92 (4.9%) | 3 | 0.11 | 0.04 |
1992 | 0.28 | 0.09 | 0.5 | 31 | 106 | 315 | 2.97 | 3171 | 75 | 21 | 213 | 107 | 243 (7.7%) | 1 | 0.03 | 0.04 |
1993 | 0.41 | 0.11 | 0.64 | 34 | 140 | 418 | 2.99 | 6254 | 59 | 24 | 205 | 132 | 406 (6.5%) | 2 | 0.06 | 0.05 |
1994 | 0.38 | 0.12 | 0.61 | 32 | 172 | 526 | 3.06 | 2008 | 65 | 25 | 192 | 118 | 123 (6.1%) | 3 | 0.09 | 0.04 |
1995 | 0.82 | 0.19 | 1.42 | 42 | 214 | 1414 | 6.61 | 3280 | 66 | 54 | 172 | 244 | 295 (9%) | 11 | 0.26 | 0.07 |
1996 | 1.42 | 0.23 | 1.67 | 47 | 261 | 1725 | 6.61 | 4454 | 74 | 105 | 167 | 279 | 323 (7.3%) | 16 | 0.34 | 0.09 |
1997 | 1.22 | 0.26 | 1.69 | 58 | 319 | 1916 | 6.01 | 4471 | 89 | 109 | 186 | 315 | 323 (7.2%) | 23 | 0.4 | 0.09 |
1998 | 1.28 | 0.28 | 1.65 | 50 | 369 | 2243 | 6.08 | 4940 | 105 | 134 | 213 | 352 | 229 (4.6%) | 28 | 0.56 | 0.1 |
1999 | 1.6 | 0.32 | 2.01 | 55 | 424 | 2703 | 6.38 | 3996 | 108 | 173 | 229 | 461 | 278 (7%) | 28 | 0.51 | 0.13 |
2000 | 1.76 | 0.39 | 2.23 | 54 | 478 | 3053 | 6.39 | 6762 | 105 | 185 | 252 | 561 | 297 (4.4%) | 72 | 1.33 | 0.15 |
2001 | 2.71 | 0.39 | 2.8 | 61 | 539 | 3636 | 6.75 | 4386 | 109 | 295 | 264 | 739 | 268 (6.1%) | 55 | 0.9 | 0.14 |
2002 | 3.29 | 0.4 | 3.02 | 59 | 598 | 4078 | 6.82 | 5181 | 115 | 378 | 278 | 840 | 313 (6%) | 79 | 1.34 | 0.17 |
2003 | 2.97 | 0.43 | 3.72 | 61 | 659 | 4831 | 7.33 | 5379 | 120 | 356 | 279 | 1038 | 300 (5.6%) | 63 | 1.03 | 0.18 |
2004 | 3.43 | 0.48 | 3.94 | 76 | 735 | 5506 | 7.49 | 5519 | 120 | 412 | 290 | 1144 | 340 (6.2%) | 86 | 1.13 | 0.19 |
2005 | 3.13 | 0.52 | 4.27 | 79 | 814 | 6591 | 8.1 | 7174 | 137 | 429 | 311 | 1327 | 412 (5.7%) | 119 | 1.51 | 0.2 |
2006 | 3.41 | 0.51 | 3.98 | 88 | 902 | 6778 | 7.51 | 6967 | 155 | 528 | 336 | 1337 | 365 (5.2%) | 133 | 1.51 | 0.2 |
2007 | 3.46 | 0.45 | 3.94 | 103 | 1005 | 6758 | 6.72 | 7389 | 167 | 578 | 363 | 1430 | 409 (5.5%) | 142 | 1.38 | 0.18 |
2008 | 3.63 | 0.48 | 4.36 | 98 | 1103 | 8385 | 7.6 | 6219 | 191 | 694 | 407 | 1774 | 357 (5.7%) | 131 | 1.34 | 0.2 |
2009 | 3.48 | 0.49 | 4.39 | 93 | 1196 | 9261 | 7.74 | 5350 | 201 | 700 | 444 | 1950 | 272 (5.1%) | 101 | 1.09 | 0.19 |
2010 | 2.95 | 0.46 | 4.23 | 101 | 1297 | 9012 | 6.95 | 4888 | 191 | 564 | 461 | 1950 | 290 (5.9%) | 100 | 0.99 | 0.17 |
2011 | 3.06 | 0.49 | 4.43 | 136 | 1433 | 10405 | 7.26 | 5241 | 194 | 593 | 483 | 2140 | 280 (5.3%) | 140 | 1.03 | 0.19 |
2012 | 3.13 | 0.52 | 4.22 | 124 | 1557 | 10997 | 7.06 | 5027 | 237 | 741 | 531 | 2242 | 253 (5%) | 148 | 1.19 | 0.19 |
2013 | 4.07 | 0.58 | 5.27 | 153 | 1710 | 14198 | 8.3 | 3729 | 260 | 1059 | 552 | 2910 | 204 (5.5%) | 188 | 1.23 | 0.2 |
2014 | 4.35 | 0.6 | 5.62 | 102 | 1812 | 15871 | 8.76 | 1700 | 277 | 1204 | 607 | 3410 | 115 (6.8%) | 113 | 1.11 | 0.2 |
2015 | 3.61 | 0.61 | 5.4 | 118 | 1930 | 16470 | 8.53 | 2064 | 255 | 921 | 616 | 3324 | 114 (5.5%) | 191 | 1.62 | 0.19 |
2016 | 4.36 | 0.68 | 5.54 | 123 | 2053 | 17918 | 8.73 | 954 | 220 | 960 | 633 | 3507 | 53 (5.6%) | 143 | 1.16 | 0.2 |
2017 | 4.47 | 0.73 | 5.49 | 111 | 2164 | 18989 | 8.77 | 370 | 241 | 1078 | 620 | 3406 | 31 (8.4%) | 139 | 1.25 | 0.22 |
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 |
 
# | Year | Title | Cited |
---|---|---|---|
1 | 1976 | Theory of the firm: Managerial behavior, agency costs and ownership structure. (1976). Jensen, Michael ; Meckling, William H.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:3:y:1976:i:4:p:305-360. Full description at Econpapers || Download paper | 6436 |
2 | 1993 | Common risk factors in the returns on stocks and bonds. (1993). French, Kenneth ; Fama, Eugene. In: Journal of Financial Economics. RePEc:eee:jfinec:v:33:y:1993:i:1:p:3-56. Full description at Econpapers || Download paper | 4453 |
3 | 1984 | Corporate financing and investment decisions when firms have information that investors do not have. (1984). Majluf, Nicholas S. ; Myers, Stewart C.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:13:y:1984:i:2:p:187-221. Full description at Econpapers || Download paper | 3189 |
4 | 1977 | Determinants of corporate borrowing. (1977). Myers, Stewart C.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:5:y:1977:i:2:p:147-175. Full description at Econpapers || Download paper | 2277 |
5 | 1988 | Management ownership and market valuation : An empirical analysis. (1988). Vishny, Robert ; Shleifer, Andrei ; Morck, Randall. In: Journal of Financial Economics. RePEc:eee:jfinec:v:20:y:1988:i::p:293-315. Full description at Econpapers || Download paper | 1425 |
6 | 1977 | An equilibrium characterization of the term structure. (1977). Vasicek, Oldrich. In: Journal of Financial Economics. RePEc:eee:jfinec:v:5:y:1977:i:2:p:177-188. Full description at Econpapers || Download paper | 1366 |
7 | 1985 | Bid, ask and transaction prices in a specialist market with heterogeneously informed traders. (1985). Milgrom, Paul ; Glosten, Lawrence R.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:14:y:1985:i:1:p:71-100. Full description at Econpapers || Download paper | 1252 |
8 | 1985 | Using daily stock returns : The case of event studies. (1985). Brown, Stephen ; WARNER, JEROLD B.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:14:y:1985:i:1:p:3-31. Full description at Econpapers || Download paper | 1238 |
9 | 2000 | Investor protection and corporate governance. (2000). Vishny, Robert ; Shleifer, Andrei ; Lopez-de-Silanes, Florencio ; La Porta, Rafael ; Andrei, Shleifer ; Robert, Vishny. In: Journal of Financial Economics. RePEc:eee:jfinec:v:58:y:2000:i:1-2:p:3-27. Full description at Econpapers || Download paper | 1144 |
10 | 1987 | Expected stock returns and volatility. (1987). Stambaugh, Robert ; Schwert, G. ; French, Kenneth. In: Journal of Financial Economics. RePEc:eee:jfinec:v:19:y:1987:i:1:p:3-29. Full description at Econpapers || Download paper | 1137 |
11 | 2000 | Finance and the sources of growth. (2000). Loayza, Norman ; Levine, Ross ; Beck, Thorsten ; Norman, Loayza. In: Journal of Financial Economics. RePEc:eee:jfinec:v:58:y:2000:i:1-2:p:261-300. Full description at Econpapers || Download paper | 1108 |
12 | 1989 | Business conditions and expected returns on stocks and bonds. (1989). French, Kenneth ; Fama, Eugene F.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:25:y:1989:i:1:p:23-49. Full description at Econpapers || Download paper | 1083 |
13 | 1976 | Option pricing when underlying stock returns are discontinuous. (1976). merton, robert. In: Journal of Financial Economics. RePEc:eee:jfinec:v:3:y:1976:i:1-2:p:125-144. Full description at Econpapers || Download paper | 1080 |
14 | 1986 | Asset pricing and the bid-ask spread. (1986). Amihud, Yakov ; Mendelson, Haim . In: Journal of Financial Economics. RePEc:eee:jfinec:v:17:y:1986:i:2:p:223-249. Full description at Econpapers || Download paper | 1073 |
15 | 1997 | Industry costs of equity. (1997). French, Kenneth ; Fama, Eugene. In: Journal of Financial Economics. RePEc:eee:jfinec:v:43:y:1997:i:2:p:153-193. Full description at Econpapers || Download paper | 1010 |
16 | 2000 | The separation of ownership and control in East Asian Corporations. (2000). Lang, Larry ; Djankov, Simeon ; Claessens, Stijn ; Simeon, Djankov. In: Journal of Financial Economics. RePEc:eee:jfinec:v:58:y:2000:i:1-2:p:81-112. Full description at Econpapers || Download paper | 1006 |
17 | 1988 | Dividend yields and expected stock returns. (1988). French, Kenneth ; Fama, Eugene F.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:22:y:1988:i:1:p:3-25. Full description at Econpapers || Download paper | 958 |
18 | 1996 | Higher market valuation of companies with a small board of directors. (1996). Yermack, David ; David, Yermack. In: Journal of Financial Economics. RePEc:eee:jfinec:v:40:y:1996:i:2:p:185-211. Full description at Econpapers || Download paper | 952 |
19 | A model of investor sentiment. (1998). Vishny, Robert ; Shleifer, Andrei ; Nicholas, Barberis ; Robert, Vishny ; Andrei, Shleifer. In: Journal of Financial Economics. RePEc:eee:jfinec:v:49:y:1998:i:3:p:307-343. Full description at Econpapers || Download paper | 951 | |
20 | 1990 | Additional evidence on equity ownership and corporate value. (1990). Servaes, Henri ; McConnell, John J.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:27:y:1990:i:2:p:595-612. Full description at Econpapers || Download paper | 919 |
21 | 1979 | Option pricing: A simplified approach. (1979). Cox, John C. ; Ross, Stephen A. ; Rubinstein, Mark. In: Journal of Financial Economics. RePEc:eee:jfinec:v:7:y:1979:i:3:p:229-263. Full description at Econpapers || Download paper | 901 |
22 | 2001 | The theory and practice of corporate finance: evidence from the field. (2001). Harvey, Campbell ; Graham John R., . In: Journal of Financial Economics. RePEc:eee:jfinec:v:60:y:2001:i:2-3:p:187-243. Full description at Econpapers || Download paper | 877 |
23 | 1981 | The relationship between return and market value of common stocks. (1981). Banz, Rolf W.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:9:y:1981:i:1:p:3-18. Full description at Econpapers || Download paper | 846 |
24 | 1988 | Outside directors and CEO turnover. (1988). Weisbach, Michael. In: Journal of Financial Economics. RePEc:eee:jfinec:v:20:y:1988:i::p:431-460. Full description at Econpapers || Download paper | 782 |
25 | 2002 | The ultimate ownership of Western European corporations. (2002). Lang, Larry ; Faccio, Mara ; Mara, Faccio. In: Journal of Financial Economics. RePEc:eee:jfinec:v:65:y:2002:i:3:p:365-395. Full description at Econpapers || Download paper | 779 |
26 | 2007 | Private credit in 129 countries. (2007). Shleifer, Andrei ; Djankov, Simeon ; McLiesh, Caralee . In: Journal of Financial Economics. RePEc:eee:jfinec:v:84:y:2007:i:2:p:299-329. Full description at Econpapers || Download paper | 732 |
27 | 1998 | Market efficiency, long-term returns, and behavioral finance. (1998). Fama, Eugene. In: Journal of Financial Economics. RePEc:eee:jfinec:v:49:y:1998:i:3:p:283-306. Full description at Econpapers || Download paper | 707 |
28 | 1987 | Stock returns and the term structure. (1987). Campbell, John. In: Journal of Financial Economics. RePEc:eee:jfinec:v:18:y:1987:i:2:p:373-399. Full description at Econpapers || Download paper | 701 |
29 | 1980 | On estimating the expected return on the market : An exploratory investigation. (1980). merton, robert. In: Journal of Financial Economics. RePEc:eee:jfinec:v:8:y:1980:i:4:p:323-361. Full description at Econpapers || Download paper | 688 |
30 | 2003 | Earnings management and investor protection: an international comparison. (2003). Wysocki, Peter ; Leuz, Christian ; Christian, Leuz ; Wysocki Peter D., ; Dhananjay, Nanda. In: Journal of Financial Economics. RePEc:eee:jfinec:v:69:y:2003:i:3:p:505-527. Full description at Econpapers || Download paper | 682 |
31 | 2003 | The great reversals: the politics of financial development in the twentieth century. (2003). Zingales, Luigi ; Rajan, Raghuram ; Luigi, Zingales. In: Journal of Financial Economics. RePEc:eee:jfinec:v:69:y:2003:i:1:p:5-50. Full description at Econpapers || Download paper | 682 |
32 | 2005 | Asset pricing with liquidity risk. (2005). Pedersen, Lasse ; Acharya, Viral. In: Journal of Financial Economics. RePEc:eee:jfinec:v:77:y:2005:i:2:p:375-410. Full description at Econpapers || Download paper | 669 |
33 | 2001 | The distribution of realized stock return volatility. (2001). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Francis, Diebold ; Heiko, Ebens. In: Journal of Financial Economics. RePEc:eee:jfinec:v:61:y:2001:i:1:p:43-76. Full description at Econpapers || Download paper | 667 |
34 | 1990 | Managerial discretion and optimal financing policies. (1990). Stulz, René. In: Journal of Financial Economics. RePEc:eee:jfinec:v:26:y:1990:i:1:p:3-27. Full description at Econpapers || Download paper | 647 |
35 | 1992 | The investment opportunity set and corporate financing, dividend, and compensation policies. (1992). Watts, Ross ; Smith, Clifford Jr., . In: Journal of Financial Economics. RePEc:eee:jfinec:v:32:y:1992:i:3:p:263-292. Full description at Econpapers || Download paper | 646 |
36 | 1988 | Mean reversion in stock prices : Evidence and Implications. (1988). Summers, Lawrence ; Poterba, James. In: Journal of Financial Economics. RePEc:eee:jfinec:v:22:y:1988:i:1:p:27-59. Full description at Econpapers || Download paper | 633 |
37 | 2008 | The law and economics of self-dealing. (2008). Shleifer, Andrei ; Lopez-de-Silanes, Florencio ; La Porta, Rafael ; Djankov, Simeon ; Laporta, Rafael . In: Journal of Financial Economics. RePEc:eee:jfinec:v:88:y:2008:i:3:p:430-465. Full description at Econpapers || Download paper | 622 |
38 | 1983 | The market for corporate control : The scientific evidence. (1983). Jensen, Michael ; Ruback, Richard S.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:11:y:1983:i:1-4:p:5-50. Full description at Econpapers || Download paper | 617 |
39 | 2009 | Bank governance, regulation and risk taking. (2009). Levine, Ross ; Laeven, Luc. In: Journal of Financial Economics. RePEc:eee:jfinec:v:93:y:2009:i:2:p:259-275. Full description at Econpapers || Download paper | 609 |
40 | 1997 | Emerging equity market volatility. (1997). Harvey, Campbell ; Bekaert, Geert. In: Journal of Financial Economics. RePEc:eee:jfinec:v:43:y:1997:i:1:p:29-77. Full description at Econpapers || Download paper | 607 |
41 | 1979 | An intertemporal asset pricing model with stochastic consumption and investment opportunities. (1979). Breeden, Douglas T.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:7:y:1979:i:3:p:265-296. Full description at Econpapers || Download paper | 603 |
42 | 1977 | Estimating betas from nonsynchronous data. (1977). Scholes, Myron ; Williams, Joseph. In: Journal of Financial Economics. RePEc:eee:jfinec:v:5:y:1977:i:3:p:309-327. Full description at Econpapers || Download paper | 597 |
43 | 1977 | Asset returns and inflation. (1977). Schwert, G. ; Fama, Eugene F.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:5:y:1977:i:2:p:115-146. Full description at Econpapers || Download paper | 595 |
44 | 2005 | Does financial liberalization spur growth?. (2005). Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert. In: Journal of Financial Economics. RePEc:eee:jfinec:v:77:y:2005:i:1:p:3-55. Full description at Econpapers || Download paper | 595 |
45 | 1976 | The pricing of commodity contracts. (1976). Black, Fischer . In: Journal of Financial Economics. RePEc:eee:jfinec:v:3:y:1976:i:1-2:p:167-179. Full description at Econpapers || Download paper | 594 |
46 | 1976 | The valuation of options for alternative stochastic processes. (1976). Cox, John C. ; Ross, Stephen A.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:3:y:1976:i:1-2:p:145-166. Full description at Econpapers || Download paper | 592 |
47 | 1999 | Understanding the determinants of managerial ownership and the link between ownership and performance. (1999). Hubbard, Robert ; Himmelberg Charles P., ; Darius, Palia ; Glenn, Hubbard R.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:53:y:1999:i:3:p:353-384. Full description at Econpapers || Download paper | 560 |
48 | 1990 | The structure and governance of venture-capital organizations. (1990). Sahlman, William A.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:27:y:1990:i:2:p:473-521. Full description at Econpapers || Download paper | 541 |
49 | 2005 | Does function follow organizational form? Evidence from the lending practices of large and small banks. (2005). Stein, Jeremy ; Rajan, Raghuram ; Petersen, Mitchell ; Berger, Allen ; Miller, Nathan H.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:76:y:2005:i:2:p:237-269. Full description at Econpapers || Download paper | 529 |
50 | 1999 | The determinants and implications of corporate cash holdings. (1999). Stulz, René ; Tim, Opler ; Rohan, Williamson ; Rene, Stulz ; Lee, Pinkowitz. In: Journal of Financial Economics. RePEc:eee:jfinec:v:52:y:1999:i:1:p:3-46. Full description at Econpapers || Download paper | 527 |
# | Year | Title | Cited |
---|---|---|---|
1 | 1976 | Theory of the firm: Managerial behavior, agency costs and ownership structure. (1976). Jensen, Michael ; Meckling, William H.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:3:y:1976:i:4:p:305-360. Full description at Econpapers || Download paper | 1563 |
2 | 1993 | Common risk factors in the returns on stocks and bonds. (1993). French, Kenneth ; Fama, Eugene. In: Journal of Financial Economics. RePEc:eee:jfinec:v:33:y:1993:i:1:p:3-56. Full description at Econpapers || Download paper | 1187 |
3 | 1984 | Corporate financing and investment decisions when firms have information that investors do not have. (1984). Majluf, Nicholas S. ; Myers, Stewart C.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:13:y:1984:i:2:p:187-221. Full description at Econpapers || Download paper | 719 |
4 | 1977 | Determinants of corporate borrowing. (1977). Myers, Stewart C.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:5:y:1977:i:2:p:147-175. Full description at Econpapers || Download paper | 470 |
5 | 2009 | Bank governance, regulation and risk taking. (2009). Levine, Ross ; Laeven, Luc. In: Journal of Financial Economics. RePEc:eee:jfinec:v:93:y:2009:i:2:p:259-275. Full description at Econpapers || Download paper | 267 |
6 | 1997 | Industry costs of equity. (1997). French, Kenneth ; Fama, Eugene. In: Journal of Financial Economics. RePEc:eee:jfinec:v:43:y:1997:i:2:p:153-193. Full description at Econpapers || Download paper | 263 |
7 | 2015 | A five-factor asset pricing model. (2015). Fama, Eugene F. ; French, Kenneth R.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:116:y:2015:i:1:p:1-22. Full description at Econpapers || Download paper | 263 |
8 | 1998 | A model of investor sentiment. (1998). Vishny, Robert ; Shleifer, Andrei ; Nicholas, Barberis ; Robert, Vishny ; Andrei, Shleifer. In: Journal of Financial Economics. RePEc:eee:jfinec:v:49:y:1998:i:3:p:307-343. Full description at Econpapers || Download paper | 253 |
9 | 1985 | Bid, ask and transaction prices in a specialist market with heterogeneously informed traders. (1985). Milgrom, Paul ; Glosten, Lawrence R.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:14:y:1985:i:1:p:71-100. Full description at Econpapers || Download paper | 251 |
10 | 2012 | Econometric measures of connectedness and systemic risk in the finance and insurance sectors. (2012). Pelizzon, Loriana ; Lo, Andrew ; Billio, Monica ; Getmansky, Mila. In: Journal of Financial Economics. RePEc:eee:jfinec:v:104:y:2012:i:3:p:535-559. Full description at Econpapers || Download paper | 238 |
11 | 2007 | Private credit in 129 countries. (2007). Shleifer, Andrei ; Djankov, Simeon ; McLiesh, Caralee . In: Journal of Financial Economics. RePEc:eee:jfinec:v:84:y:2007:i:2:p:299-329. Full description at Econpapers || Download paper | 236 |
12 | 1986 | Asset pricing and the bid-ask spread. (1986). Amihud, Yakov ; Mendelson, Haim . In: Journal of Financial Economics. RePEc:eee:jfinec:v:17:y:1986:i:2:p:223-249. Full description at Econpapers || Download paper | 232 |
13 | 2000 | Investor protection and corporate governance. (2000). Vishny, Robert ; Shleifer, Andrei ; Lopez-de-Silanes, Florencio ; La Porta, Rafael ; Andrei, Shleifer ; Robert, Vishny. In: Journal of Financial Economics. RePEc:eee:jfinec:v:58:y:2000:i:1-2:p:3-27. Full description at Econpapers || Download paper | 230 |
14 | 1976 | Option pricing when underlying stock returns are discontinuous. (1976). merton, robert. In: Journal of Financial Economics. RePEc:eee:jfinec:v:3:y:1976:i:1-2:p:125-144. Full description at Econpapers || Download paper | 230 |
15 | 2010 | Bank lending during the financial crisis of 2008. (2010). Scharfstein, David ; Ivashina, Victoria. In: Journal of Financial Economics. RePEc:eee:jfinec:v:97:y:2010:i:3:p:319-338. Full description at Econpapers || Download paper | 229 |
16 | 2001 | The theory and practice of corporate finance: evidence from the field. (2001). Harvey, Campbell ; Graham John R., . In: Journal of Financial Economics. RePEc:eee:jfinec:v:60:y:2001:i:2-3:p:187-243. Full description at Econpapers || Download paper | 225 |
17 | 1985 | Using daily stock returns : The case of event studies. (1985). Brown, Stephen ; WARNER, JEROLD B.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:14:y:1985:i:1:p:3-31. Full description at Econpapers || Download paper | 216 |
18 | 1996 | Higher market valuation of companies with a small board of directors. (1996). Yermack, David ; David, Yermack. In: Journal of Financial Economics. RePEc:eee:jfinec:v:40:y:1996:i:2:p:185-211. Full description at Econpapers || Download paper | 216 |
19 | 2008 | The law and economics of self-dealing. (2008). Shleifer, Andrei ; Lopez-de-Silanes, Florencio ; La Porta, Rafael ; Djankov, Simeon ; Laporta, Rafael . In: Journal of Financial Economics. RePEc:eee:jfinec:v:88:y:2008:i:3:p:430-465. Full description at Econpapers || Download paper | 215 |
20 | 2009 | Women in the boardroom and their impact on governance and performance. (2009). Adams, Renee ; Ferreira, Daniel. In: Journal of Financial Economics. RePEc:eee:jfinec:v:94:y:2009:i:2:p:291-309. Full description at Econpapers || Download paper | 214 |
21 | 2000 | The separation of ownership and control in East Asian Corporations. (2000). Lang, Larry ; Djankov, Simeon ; Claessens, Stijn ; Simeon, Djankov. In: Journal of Financial Economics. RePEc:eee:jfinec:v:58:y:2000:i:1-2:p:81-112. Full description at Econpapers || Download paper | 200 |
22 | 2012 | Securitized banking and the run on repo. (2012). Metrick, Andrew ; Gorton, Gary. In: Journal of Financial Economics. RePEc:eee:jfinec:v:104:y:2012:i:3:p:425-451. Full description at Econpapers || Download paper | 200 |
23 | 2003 | Earnings management and investor protection: an international comparison. (2003). Wysocki, Peter ; Leuz, Christian ; Christian, Leuz ; Wysocki Peter D., ; Dhananjay, Nanda. In: Journal of Financial Economics. RePEc:eee:jfinec:v:69:y:2003:i:3:p:505-527. Full description at Econpapers || Download paper | 197 |
24 | 1988 | Management ownership and market valuation : An empirical analysis. (1988). Vishny, Robert ; Shleifer, Andrei ; Morck, Randall. In: Journal of Financial Economics. RePEc:eee:jfinec:v:20:y:1988:i::p:293-315. Full description at Econpapers || Download paper | 193 |
25 | 1981 | The relationship between return and market value of common stocks. (1981). Banz, Rolf W.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:9:y:1981:i:1:p:3-18. Full description at Econpapers || Download paper | 184 |
26 | 1999 | The determinants and implications of corporate cash holdings. (1999). Stulz, René ; Tim, Opler ; Rohan, Williamson ; Rene, Stulz ; Lee, Pinkowitz. In: Journal of Financial Economics. RePEc:eee:jfinec:v:52:y:1999:i:1:p:3-46. Full description at Econpapers || Download paper | 183 |
27 | 2003 | The great reversals: the politics of financial development in the twentieth century. (2003). Zingales, Luigi ; Rajan, Raghuram ; Luigi, Zingales. In: Journal of Financial Economics. RePEc:eee:jfinec:v:69:y:2003:i:1:p:5-50. Full description at Econpapers || Download paper | 181 |
28 | 1977 | An equilibrium characterization of the term structure. (1977). Vasicek, Oldrich. In: Journal of Financial Economics. RePEc:eee:jfinec:v:5:y:1977:i:2:p:177-188. Full description at Econpapers || Download paper | 180 |
29 | 2005 | Law, finance, and economic growth in China. (2005). Qian, Meijun ; Allen, Franklin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:77:y:2005:i:1:p:57-116. Full description at Econpapers || Download paper | 178 |
30 | 2005 | Asset pricing with liquidity risk. (2005). Pedersen, Lasse ; Acharya, Viral. In: Journal of Financial Economics. RePEc:eee:jfinec:v:77:y:2005:i:2:p:375-410. Full description at Econpapers || Download paper | 177 |
31 | 2000 | Finance and the sources of growth. (2000). Loayza, Norman ; Levine, Ross ; Beck, Thorsten ; Norman, Loayza. In: Journal of Financial Economics. RePEc:eee:jfinec:v:58:y:2000:i:1-2:p:261-300. Full description at Econpapers || Download paper | 176 |
32 | 1989 | Business conditions and expected returns on stocks and bonds. (1989). French, Kenneth ; Fama, Eugene F.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:25:y:1989:i:1:p:23-49. Full description at Econpapers || Download paper | 175 |
33 | 2006 | How do family ownership, control and management affect firm value?. (2006). Villalonga, Belen ; Amit, Raphael. In: Journal of Financial Economics. RePEc:eee:jfinec:v:80:y:2006:i:2:p:385-417. Full description at Econpapers || Download paper | 170 |
34 | 1987 | Expected stock returns and volatility. (1987). Stambaugh, Robert ; Schwert, G. ; French, Kenneth. In: Journal of Financial Economics. RePEc:eee:jfinec:v:19:y:1987:i:1:p:3-29. Full description at Econpapers || Download paper | 170 |
35 | 2002 | The ultimate ownership of Western European corporations. (2002). Lang, Larry ; Faccio, Mara ; Mara, Faccio. In: Journal of Financial Economics. RePEc:eee:jfinec:v:65:y:2002:i:3:p:365-395. Full description at Econpapers || Download paper | 161 |
36 | 2008 | Boards: Does one size fit all. (2008). Coles, Jeffrey ; Daniel, Naveen D. ; Naveen, Lalitha . In: Journal of Financial Economics. RePEc:eee:jfinec:v:87:y:2008:i:2:p:329-356. Full description at Econpapers || Download paper | 159 |
37 | 1979 | Option pricing: A simplified approach. (1979). Cox, John C. ; Ross, Stephen A. ; Rubinstein, Mark. In: Journal of Financial Economics. RePEc:eee:jfinec:v:7:y:1979:i:3:p:229-263. Full description at Econpapers || Download paper | 157 |
38 | 1998 | Market efficiency, long-term returns, and behavioral finance. (1998). Fama, Eugene. In: Journal of Financial Economics. RePEc:eee:jfinec:v:49:y:1998:i:3:p:283-306. Full description at Econpapers || Download paper | 156 |
39 | 2010 | The real effects of financial constraints: Evidence from a financial crisis. (2010). Harvey, Campbell ; Graham, John R. ; Campello, Murillo . In: Journal of Financial Economics. RePEc:eee:jfinec:v:97:y:2010:i:3:p:470-487. Full description at Econpapers || Download paper | 155 |
40 | 2011 | Financial literacy and stock market participation. (2011). van Rooij, Maarten ; Lusardi, Annamaria ; alessie, rob. In: Journal of Financial Economics. RePEc:eee:jfinec:v:101:y:2011:i:2:p:449-472. Full description at Econpapers || Download paper | 154 |
41 | 2015 | The âgreatestâ carry trade ever? Understanding eurozone bank risks. (2015). Steffen, Sascha ; Acharya, Viral V.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:115:y:2015:i:2:p:215-236. Full description at Econpapers || Download paper | 153 |
42 | 1988 | Dividend yields and expected stock returns. (1988). French, Kenneth ; Fama, Eugene F.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:22:y:1988:i:1:p:3-25. Full description at Econpapers || Download paper | 150 |
43 | 2010 | Bank activity and funding strategies: The impact on risk and returns. (2010). Huizinga, Harry ; Demirguc-Kunt, Asli ; Demirgu-Kunt, Asli. In: Journal of Financial Economics. RePEc:eee:jfinec:v:98:y:2010:i:3:p:626-650. Full description at Econpapers || Download paper | 149 |
44 | 2012 | Endogeneity and the dynamics of internal corporate governance. (2012). Wintoki, Babajide M. ; Netter, Jeffry M. ; Linck, James S.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:105:y:2012:i:3:p:581-606. Full description at Econpapers || Download paper | 147 |
45 | 2008 | Who makes acquisitions? CEO overconfidence and the markets reaction. (2008). Malmendier, Ulrike ; Tate, Geoffrey . In: Journal of Financial Economics. RePEc:eee:jfinec:v:89:y:2008:i:1:p:20-43. Full description at Econpapers || Download paper | 147 |
46 | 2012 | Size, value, and momentum in international stock returns. (2012). Fama, Eugene F. ; French, Kenneth R.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:105:y:2012:i:3:p:457-472. Full description at Econpapers || Download paper | 147 |
47 | 2013 | How does capital affect bank performance during financial crises?. (2013). Bouwman, Christa ; Berger, Allen N. ; Bouwman, Christa H. S., . In: Journal of Financial Economics. RePEc:eee:jfinec:v:109:y:2013:i:1:p:146-176. Full description at Econpapers || Download paper | 144 |
48 | 2007 | Politically connected CEOs, corporate governance, and Post-IPO performance of Chinas newly partially privatized firms. (2007). Fan, Joseph P. H., ; Zhang, Tianyu ; Wong, T. J.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:84:y:2007:i:2:p:330-357. Full description at Econpapers || Download paper | 144 |
49 | 2006 | Managerial incentives and risk-taking. (2006). Coles, Jeffrey ; Daniel, Naveen D. ; Naveen, Lalitha . In: Journal of Financial Economics. RePEc:eee:jfinec:v:79:y:2006:i:2:p:431-468. Full description at Econpapers || Download paper | 142 |
50 | 2005 | Does function follow organizational form? Evidence from the lending practices of large and small banks. (2005). Stein, Jeremy ; Rajan, Raghuram ; Petersen, Mitchell ; Berger, Allen ; Miller, Nathan H.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:76:y:2005:i:2:p:237-269. Full description at Econpapers || Download paper | 135 |
Year | Title | |
---|---|---|
2017 | A note on how to enhance liquidity in emerging markets by levering on trading participants. (2017). Alderighi, Stefano. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00648. Full description at Econpapers || Download paper | |
2017 | Should Retail Investors Leverage Be Limited?. (2017). Heimer, Rawley ; Simsek, Alp. In: NBER Working Papers. RePEc:nbr:nberwo:24176. Full description at Econpapers || Download paper | |
2017 | Choices in Equity Finance A Global Perspective. (2017). Vermaelen, Theo ; Groen-Xu, Moqi ; Mataigne, Virginie ; Massa, Massimo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11987. Full description at Econpapers || Download paper | |
2017 | Short selling around the 52-week and historical highs. (2017). Piqueira, Natalia ; Lee, Eunju . In: Journal of Financial Markets. RePEc:eee:finmar:v:33:y:2017:i:c:p:75-101. Full description at Econpapers || Download paper | |
2017 | How does investor attention affect international crude oil prices?. (2017). Zhang, Yue-Jun ; Ma, Chao-Qun ; Yao, Ting . In: Applied Energy. RePEc:eee:appene:v:205:y:2017:i:c:p:336-344. Full description at Econpapers || Download paper | |
2017 | Stock return anomalies and individual investors in the Korean stock market. (2017). Jang, Jeewon. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:46:y:2017:i:pa:p:141-157. Full description at Econpapers || Download paper | |
2017 | Idiosyncratic volatility and stock returns: Indian evidence. (2017). Aziz, Tariq ; McMillan, David ; Ansari, Valeed Ahmad. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1420998. Full description at Econpapers || Download paper | |
2017 | Call of duty: Designated market maker participation in call auctions. (2017). Theissen, Erik ; Westheide, Christian . In: CFR Working Papers. RePEc:zbw:cfrwps:1605. Full description at Econpapers || Download paper | |
2017 | Designated market makers still matter: Evidence from two natural experiments. (2017). Clark-Joseph, Adam D ; Zi, Chao ; Ye, Mao. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:3:p:652-667. Full description at Econpapers || Download paper | |
2017 | Director and CEO pay reciprocity and CEO board membership. (2017). Li, Michelle ; Roberts, Helen. In: Journal of Economics and Business. RePEc:eee:jebusi:v:94:y:2017:i:c:p:54-65. Full description at Econpapers || Download paper | |
2017 | Time-varying continuous and jump betas: The role of firm characteristics and periods of stress. (2017). Yao, Wenying ; Dungey, Mardi ; Alexeev, Vitali. In: Journal of Empirical Finance. RePEc:eee:empfin:v:40:y:2017:i:c:p:1-19. Full description at Econpapers || Download paper | |
2017 | Information Shocks and Short-Term Market Underreaction. (2017). Jiang, George J ; Zhu, Kevin X. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:1:p:43-64. Full description at Econpapers || Download paper | |
2017 | Nonparametric Estimation of the Leverage Effect: A Trade-Off Between Robustness and Efficiency. (2017). Kalnina, Ilze ; Xiu, Dacheng. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:112:y:2017:i:517:p:384-396. Full description at Econpapers || Download paper | |
2017 | The European sovereign debt crisis: What have we learned?. (2017). Stefanova, Denitsa ; Kräussl, Roman ; Lehnert, Thorsten ; Kraussl, Roman. In: CFS Working Paper Series. RePEc:zbw:cfswop:567. Full description at Econpapers || Download paper | |
2017 | Heterogeneous Market Structure and Systemic Risk: Evidence from Dual Banking Systems. (2017). Giudici, Paolo ; Abedifar, Pejman ; Hashem, Shatha . In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0134. Full description at Econpapers || Download paper | |
2017 | Bank systemic risk and corporate investment: Evidence from the US. (2017). Vithessonthi, Chaiporn ; Adachi-Sato, Meg. In: International Review of Financial Analysis. RePEc:eee:finana:v:50:y:2017:i:c:p:151-163. Full description at Econpapers || Download paper | |
2017 | An analysis of the literature on systemic financial risk: A survey. (2017). Silva, Walmir ; Sobreiro, Vinicius Amorim ; Kimura, Herbert. In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:91-114. Full description at Econpapers || Download paper | |
2017 | Systemic Financial Sector and Sovereign Risks. (2017). Jin, Xisong ; de Simone, Francisco Nadal . In: BCL working papers. RePEc:bcl:bclwop:bclwp109. Full description at Econpapers || Download paper | |
2017 | Asset prices and economic fluctuations: The implications of stochastic volatility. (2017). Chen, Junping ; Zhu, Xiaoneng ; Xiong, Xiong. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:128-140. Full description at Econpapers || Download paper | |
2017 | The impact of EMU on bond yield convergence: Evidence from a time-varying dynamic factor model. (2017). Kishor, N ; Ma, Jun ; Bhatt, Vipul. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:206-222. Full description at Econpapers || Download paper | |
2017 | Firm-Level Political Risk: Measurement and Effects. (2017). Hassan, Tarek ; Tahoun, Ahmed ; Van Lent, Laurence ; Hollander, Stephan. In: NBER Working Papers. RePEc:nbr:nberwo:24029. Full description at Econpapers || Download paper | |
2017 | Systemic risk and systemic importance measures during the crisis. (2017). Zaghini, Andrea ; Masciantonio, Sergio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1153_17. Full description at Econpapers || Download paper | |
2017 | Financial variables and macroeconomic forecast errors. (2017). Olivei, Giovanni ; Barnes, Michelle. In: Working Papers. RePEc:fip:fedbwp:17-17. Full description at Econpapers || Download paper | |
2017 | Where the Risks Lie: A Survey on Systemic Risk. (2017). Colliard, Jean-Edouard ; Hurlin, Christophe ; Perignon, Christophe ; Benoit, Sylvain. In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:1:p:109-152.. Full description at Econpapers || Download paper | |
2017 | The two faces of interbank correlation. (2017). Wagner, Wolf ; Silva Buston, Consuelo ; Schaeck, Klaus. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12363. Full description at Econpapers || Download paper | |
2017 | Firm-level political risk: Measurement and effects. (2017). Hassan, Tarek ; Van Lent, Laurence ; Tahoun, Ahmed ; Hollander, Stephan. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12436. Full description at Econpapers || Download paper | |
2017 | Pension funds carbon footprint and investment trade-offs. (2017). Boermans, Martijn ; Galema, Rients. In: DNB Working Papers. RePEc:dnb:dnbwpp:554. Full description at Econpapers || Download paper | |
2017 | Sovereign pension and social security reserve funds: A portfolio analysis. (2017). Dreassi, Alberto ; Paltrinieri, Andrea ; Miani, Stefano. In: Global Finance Journal. RePEc:eee:glofin:v:34:y:2017:i:c:p:43-53. Full description at Econpapers || Download paper | |
2017 | The joint cross-sectional variation of equity returns and volatilities. (2017). Gonzalez-Urteaga, Ana ; Rubio, Gonzalo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:17-34. Full description at Econpapers || Download paper | |
2017 | Government Debt and Corporate Leverage: International Evidence. (2017). Sialm, Clemens ; Huang, Jennifer ; Demirci, Irem . In: NBER Working Papers. RePEc:nbr:nberwo:23310. Full description at Econpapers || Download paper | |
2017 | The impact of interest rates on firms financing policies. (2017). Karpaviius, Sigitas ; Yu, Fan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:262-293. Full description at Econpapers || Download paper | |
2017 | The behaviour of SMEs capital structure determinants in different macroeconomic states. (2017). Balios, Dimitrios ; Daskalakis, Nikolaos ; Dalla, Violetta. In: Journal of Corporate Finance. RePEc:eee:corfin:v:46:y:2017:i:c:p:248-260. Full description at Econpapers || Download paper | |
2017 | Disagreement and the risk-return relation. (2017). Jia, Yun ; Yang, Chunpeng. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:97-104. Full description at Econpapers || Download paper | |
2017 | A unified approach to Bermudan and barrier options under stochastic volatility models with jumps. (2017). Kirkby, Lars J ; Cui, Zhenyu ; Nguyen, Duy. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:80:y:2017:i:c:p:75-100. Full description at Econpapers || Download paper | |
2017 | Automated Execution of Financial Contracts on Blockchains. (2017). Egelund-Muller, Benjamin ; Ross, Omri ; Henglein, Fritz ; Elsman, Martin. In: Business & Information Systems Engineering: The International Journal of WIRTSCHAFTSINFORMATIK. RePEc:spr:binfse:v:59:y:2017:i:6:d:10.1007_s12599-017-0507-z. Full description at Econpapers || Download paper | |
2017 | Understanding transactions prices in the credit default swaps market. (2017). Tang, Dragon Yongjun ; Yan, Hong. In: Journal of Financial Markets. RePEc:eee:finmar:v:32:y:2017:i:c:p:1-27. Full description at Econpapers || Download paper | |
2017 | Effects of customer financial distress on supplier capital structure. (2017). Oliveira, Mauro ; Beyhaghi, Mehdi ; Kadapakkam, Palani-Rajan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:42:y:2017:i:c:p:131-149. Full description at Econpapers || Download paper | |
2017 | Anomalies Abroad: Beyond Data Mining. (2017). Yuan, Yu ; Stambaugh, Robert ; Lu, Xiaomeng . In: NBER Working Papers. RePEc:nbr:nberwo:23809. Full description at Econpapers || Download paper | |
2017 | Digesting anomalies in emerging European markets: A comparison of factor pricing models. (2017). Zaremba, Adam ; Czapkiewicz, Anna. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:1-15. Full description at Econpapers || Download paper | |
2017 | Does the Investment Model Explain Value and Momentum Simultaneously?. (2017). Zhang, Lu ; Xue, Chen ; Gonalves, Andrei S. In: NBER Working Papers. RePEc:nbr:nberwo:23910. Full description at Econpapers || Download paper | |
2017 | Information asymmetry reduction in opaque contexts: Evidence from debt and outside equity financing in early stage firms. (2017). Epure, Mircea ; Guasch, Marti . In: Economics Working Papers. RePEc:upf:upfgen:1546. Full description at Econpapers || Download paper | |
2017 | Debt covenant design and creditor control rights: Evidence from the tightest covenant. (2017). Wang, Jing. In: Journal of Corporate Finance. RePEc:eee:corfin:v:44:y:2017:i:c:p:331-352. Full description at Econpapers || Download paper | |
2017 | Covenant violations and dynamic loan contracting. (2017). Freudenberg, Felix ; Steffen, Sascha ; Saunders, Anthony ; Imbierowicz, Bjorn . In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:540-565. Full description at Econpapers || Download paper | |
2017 | Teaming up and quiet intervention: The impact of institutional investors on executive compensation policies. (2017). Salganik-Shoshan, Galla ; Mazur, Mieszko . In: Journal of Financial Markets. RePEc:eee:finmar:v:35:y:2017:i:c:p:65-83. Full description at Econpapers || Download paper | |
2017 | The Transmission of Monetary Policy through Bank Lending : The Floating Rate Channel. (2017). Ozdagli, Ali ; Ippolito, Filippo ; Perez, Ander. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-26. Full description at Econpapers || Download paper | |
2017 | Which Analysts Benefited Most from Mandatory IFRS Adoption in Europe?. (2017). Beuselinck, Christof ; Van Der Meulen, Sofie ; Khurana, Inder ; Joos, Philip . In: Post-Print. RePEc:hal:journl:hal-01745251. Full description at Econpapers || Download paper | |
2017 | The effect of data breach announcements beyond the stock price: Empirical evidence on market activity. (2017). Cummins, Mark ; Rosati, Pierangelo ; Lynn, Theo ; van der Werff, Lisa ; Gogolin, Fabian ; Deeney, Peter . In: International Review of Financial Analysis. RePEc:eee:finana:v:49:y:2017:i:c:p:146-154. Full description at Econpapers || Download paper | |
2017 | Flight-to-quality, economic fundamentals, and stock returns. (2017). Kaul, Aditya ; Kayacetin, Nuri Volkan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:80:y:2017:i:c:p:162-175. Full description at Econpapers || Download paper | |
2017 | High-Frequency Trading around Large Institutional Orders. (2017). van Kervel, Vincent ; Menkveld, Albert. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20170092. Full description at Econpapers || Download paper | |
2017 | Interbank networks in the National Banking Era: Their purpose and their role in the Panic of 1893. (2017). Carlson, Mark ; Calomiris, Charles W. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:3:p:434-453. Full description at Econpapers || Download paper | |
2017 | Creditor Rights, Claims Enforcement, and Bond Performance in Mergers and Acquisitions. (2017). Renneboog, Luc ; Vansteenkiste, Cara ; Szilagyi, Peter . In: Discussion Paper. RePEc:tiu:tiucen:e3b3753d-87d4-46d6-be12-30e993c9b87a. Full description at Econpapers || Download paper | |
2017 | Creditor rights, claims enforcement, and bond performance in mergers and acquisitions. (2017). Renneboog, Luc ; Szilagyi, Peter G ; Vansteenkiste, Cara. In: Journal of International Business Studies. RePEc:pal:jintbs:v:48:y:2017:i:2:d:10.1057_s41267-016-0031-2. Full description at Econpapers || Download paper | |
2017 | CAPM-Based Company (Mis)valuations. (2017). thesmar, david ; Otto, Clemens ; Olivier, Jacques ; Dessaint, Olivier. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12526. Full description at Econpapers || Download paper | |
2017 | Non-dividend protected executive options and dividend policy: Evidence from SFAS 123R. (2017). Canil, Jean . In: Journal of Corporate Finance. RePEc:eee:corfin:v:44:y:2017:i:c:p:15-33. Full description at Econpapers || Download paper | |
2017 | What have we learned from SFAS 123r and IFRS 2? A review of existing evidence and future research suggestions. (2017). Merz, Alexander . In: Journal of Accounting Literature. RePEc:eee:joacli:v:38:y:2017:i:c:p:14-33. Full description at Econpapers || Download paper | |
2017 | Trust Issue in Family Businesses and Its Relationships with Institutionalization. (2017). Ayranci, Evren. In: International Journal of Academic Research in Business and Social Sciences. RePEc:hur:ijarbs:v:7:y:2017:i:10:p:26-40. Full description at Econpapers || Download paper | |
2017 | Monetary policy at work: Security and credit application registers evidence. (2017). Sette, Enrico ; Peydro, Jose-Luis ; Polo, Andrea . In: Working Papers. RePEc:bge:wpaper:964. Full description at Econpapers || Download paper | |
2017 | Monetary policy at work: Security and credit application registers evidence. (2017). Sette, Enrico ; Peydro, Jose-Luis ; Enrico, Sette ; Polo, Andrea . In: Economics Working Papers. RePEc:upf:upfgen:1565. Full description at Econpapers || Download paper | |
2017 | Inside asset purchase programs: the effects of unconventional policy on banking competition. (2017). Wedow, Michael ; Koetter, Michael ; Podlich, Natalia . In: Working Paper Series. RePEc:ecb:ecbwps:20172017. Full description at Econpapers || Download paper | |
2017 | Monetary Policy at Work: Security and Credit Application Registers Evidence. (2017). Sette, Enrico ; Peydro, Jose-Luis ; Polo, Andrea . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12011. Full description at Econpapers || Download paper | |
2017 | Estimating Malmquist productivity indexes using probabilistic directional distances: An application to the European banking sector. (2017). Tzeremes, Nickolaos ; Pange, Jenny ; Kevork, Ilias S. In: European Journal of Operational Research. RePEc:eee:ejores:v:261:y:2017:i:3:p:1125-1140. Full description at Econpapers || Download paper | |
2017 | Bank business models at zero interest rates. (2017). Schwaab, Bernd ; Lucas, Andre ; Schaumburg, Julia. In: Working Paper Series. RePEc:ecb:ecbwps:20172084. Full description at Econpapers || Download paper | |
2017 | Banks trading after the Lehman crisis: The role of unconventional monetary policy. (2017). Schnabel, Isabel ; Tischer, Johannes ; Podlich, Natalia . In: Discussion Papers. RePEc:zbw:bubdps:192017. Full description at Econpapers || Download paper | |
2017 | Burning Money? Government Lending in a Credit Crunch. (2017). Repullo, Rafael ; Peydro, Jose-Luis ; Saurina, Jesus ; Jimenez, Gabriel. In: Working Papers. RePEc:bge:wpaper:984. Full description at Econpapers || Download paper | |
2017 | Capital Inflows, Sovereign Debt and Bank Lending: Micro-Evidence from an Emerging Market. (2017). Williams, Tomas. In: Working Papers. RePEc:gwi:wpaper:2017-12. Full description at Econpapers || Download paper | |
2017 | Investor behaviour and reaching for yield: evidence from the sterling corporate bond market. (2017). Roberts-Sklar, Matt ; Czech, Robert. In: Bank of England working papers. RePEc:boe:boeewp:0685. Full description at Econpapers || Download paper | |
2017 | Unconventional Monetary Policy and Bank Lending Relationships. (2017). Duquerroy, Anne ; Cahn, Christophe ; Mullins, W. In: Working papers. RePEc:bfr:banfra:659. Full description at Econpapers || Download paper | |
2017 | The (Unintended?) Consequences of the Largest Liquidity Injection Ever. (2017). Fonseca, LuÃÂs ; Faria-e-Castro, Miguel ; Crosignani, Matteo. In: Working Papers. RePEc:fip:fedlwp:2017-039. Full description at Econpapers || Download paper | |
2017 | The (Unintended?) Consequences of the Largest Liquidity Injection Ever. (2017). Fonseca, LuÃÂs ; Faria-e-Castro, Miguel ; Crosignani, Matteo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-11. Full description at Econpapers || Download paper | |
2017 | Expected Currency Returns and Volatility Risk Premia. (2017). ORNELAS, JOSE ; Haas, Jose Renato . In: Working Papers Series. RePEc:bcb:wpaper:454. Full description at Econpapers || Download paper | |
2017 | Volatility risk premia and future commodities returns. (2017). ORNELAS, JOSE ; Mauad, Roberto ; Haas, Jose Renato . In: BIS Working Papers. RePEc:bis:biswps:619. Full description at Econpapers || Download paper | |
2017 | Volatility Risk Premia and Future Commodity Returns. (2017). ORNELAS, JOSE ; Mauad, Roberto ; Haas, Jose Renato . In: Working Papers Series. RePEc:bcb:wpaper:455. Full description at Econpapers || Download paper | |
2017 | Variance risk premiums and the forward premium puzzle. (2017). Londono, Juan M ; Zhou, Hao. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:2:p:415-440. Full description at Econpapers || Download paper | |
2017 | The information content in the offshore Renminbi foreign-exchange option market : Analytics and implied USD/CNH densities. (2017). Funke, Michael ; Tsang, Andrew ; Loermann, Julius . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_015. Full description at Econpapers || Download paper | |
2017 | Oil volatility risk and stock market volatility predictability: Evidence from G7 countries. (2017). Yin, Libo ; Feng, Jiabao ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:240-254. Full description at Econpapers || Download paper | |
2017 | Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460. Full description at Econpapers || Download paper | |
2017 | Asset prices and macroeconomic outcomes: A survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CAMA Working Papers. RePEc:een:camaaa:2017-76. Full description at Econpapers || Download paper | |
2017 | Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1718. Full description at Econpapers || Download paper | |
2017 | Asset prices and macroeconomic outcomes : a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:8259. Full description at Econpapers || Download paper | |
2017 | Contained crisis and socialized risk. (2017). Nakabayashi, Masaki. In: Research in International Business and Finance. RePEc:eee:riibaf:v:40:y:2017:i:c:p:231-241. Full description at Econpapers || Download paper | |
2017 | Official Sector Lending Strategies During the Euro Area Crisis. (2017). Uy, Timothy ; Erce, Aitor ; Corsetti, Giancarlo. In: Discussion Papers. RePEc:cfm:wpaper:1720. Full description at Econpapers || Download paper | |
2017 | Official Sector Lending Strategies During the Euro Area Crisis. (2017). Erce, Aitor ; Corsetti, Giancarlo ; Uy, T. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1730. Full description at Econpapers || Download paper | |
2017 | Official sector lending strategies during the Euro Area crisis. (2017). Erce, Aitor ; Corsetti, Giancarlo ; Uy, Timothy. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:86155. Full description at Econpapers || Download paper | |
2017 | Macroeconomic effects of delayed capital liquidation. (2017). Cui, Wei. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:86156. Full description at Econpapers || Download paper | |
2017 | Misallocation Costs of Digging Deeper into the Central Bank Toolkit. (2017). Kurtzman, Robert J ; Zeke, David. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-76. Full description at Econpapers || Download paper | |
2017 | When central banks buy corporate bonds: : Target selection and impact of the European Corporate Sector Purchase Program. (2017). Lugo, Stefano ; Galema, R J. In: Working Papers. RePEc:use:tkiwps:1716. Full description at Econpapers || Download paper | |
2017 | Long-Term Finance and Investment with Frictional Asset Markets. (2017). Kozlowski, Julian. In: Working Papers. RePEc:fip:fedlwp:2018-012. Full description at Econpapers || Download paper | |
2017 | Official Sector Lending Strategies during the Euro Area Crisis. (2017). Erce, Aitor ; Corsetti, Giancarlo ; Uy, Timothy. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12228. Full description at Econpapers || Download paper | |
2017 | Cross-Sectional and Time-Series Momentum Returns and Market States. (2017). Nartea, Gilbert ; Cheema, Muhammad ; Man, Yimei . In: MPRA Paper. RePEc:pra:mprapa:78989. Full description at Econpapers || Download paper | |
2017 | Momentum profits and time varying illiquidity effect. (2017). Butt, Hilal Anwar ; Virk, Nader Shahzad . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:253-259. Full description at Econpapers || Download paper | |
2017 | Slow diffusion of information and price momentum in stocks: Evidence from options markets. (2017). Chen, Zhuo ; Lu, Andrea . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:98-108. Full description at Econpapers || Download paper | |
2017 | Dissecting Characteristics Nonparametrically. (2017). Weber, Michael ; Freyberger, Joachim ; Neuhierl, Andreas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6391. Full description at Econpapers || Download paper | |
2017 | Dissecting Characteristics Nonparametrically. (2017). Weber, Michael ; Freyberger, Joachim ; Neuhierl, Andreas. In: NBER Working Papers. RePEc:nbr:nberwo:23227. Full description at Econpapers || Download paper | |
2017 | Cross-sectional factor dynamics and momentum returns. (2017). Avramov, Doron ; Hore, Satadru . In: Journal of Financial Markets. RePEc:eee:finmar:v:32:y:2017:i:c:p:69-96. Full description at Econpapers || Download paper | |
2017 | Monetary Momentum. (2017). Weber, Michael ; Neuhierl, Andreas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6648. Full description at Econpapers || Download paper | |
2017 | The cross section of international government bond returns. (2017). Zaremba, Adam ; Czapkiewicz, Anna. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:171-183. Full description at Econpapers || Download paper | |
2017 | Carry trade strategies based on option-implied information: Evidence from a cross-section of funding currencies. (2017). Chen, Shu-Hsiu. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:78:y:2017:i:c:p:1-20. Full description at Econpapers || Download paper | |
2017 | Stop losses momentum strategy: From profit maximization to risk control under Whiteâs Bootstrap Reality Check. (2017). Nazarov, Nikolai ; Teplova, Tamara ; Mikova, Evgeniya . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:240-258. Full description at Econpapers || Download paper | |
2017 | Dynamic Momentum and Contrarian Trading. (2017). Dobrynskaya, Victoria. In: HSE Working papers. RePEc:hig:wpaper:61/fe/2017. Full description at Econpapers || Download paper | |
2017 | Momentum, idiosyncratic volatility and market dynamics: Evidence from China. (2017). Nartea, Gilbert ; Cheema, Muhammad. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:46:y:2017:i:pa:p:109-123. Full description at Econpapers || Download paper | |
2017 | The Memory of Stock Return Volatility: Asset Pricing Implications. (2017). Sibbertsen, Philipp ; Prokopczuk, Marcel ; Benno, Duc Binh. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-613. Full description at Econpapers || Download paper | |
2017 | The 52-Week High and Momentum Investing: Implications for Asset Pricing Models. (2017). Lobao, Julio ; Fernandes, Joao Meira. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2017:v:18:i:1:lobao. Full description at Econpapers || Download paper | |
2017 | Risk adjusted momentum strategies: a comparison between constant and dynamic volatility scaling approaches. (2017). Li, Youwei ; Liu, Jiadong ; Fan, Minyou. In: MPRA Paper. RePEc:pra:mprapa:83510. Full description at Econpapers || Download paper | |
2017 | Hedge fund politics and portfolios. (2017). Devault, Luke ; Sias, Richard . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:80-97. Full description at Econpapers || Download paper | |
2017 | Research in finance: A review of influential publications and a research agenda. (2017). Linnenluecke, Martina K ; Zhu, Yushu ; Smith, Tom ; Ling, Xin ; Chen, Xiaoyan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:43:y:2017:i:c:p:188-199. Full description at Econpapers || Download paper | |
2017 | For love and money: Marital leadership in family firms. (2017). Miller, Danny ; Amore, Mario Daniele ; le Breton-Miller, Isabelle ; Corbetta, Guido. In: Journal of Corporate Finance. RePEc:eee:corfin:v:46:y:2017:i:c:p:461-476. Full description at Econpapers || Download paper | |
2017 | What do stock price levels tell us about the firms?. (2017). Chan, Konan ; Li, Fengfei ; Lin, Tse-Chun . In: Journal of Corporate Finance. RePEc:eee:corfin:v:46:y:2017:i:c:p:34-50. Full description at Econpapers || Download paper | |
2017 | How fundamental is the one-period trinomial model to European option pricing bounds. A new methodological approach. (2017). Braouezec, Yann. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:92-99. Full description at Econpapers || Download paper | |
2017 | Dealing with Overleverage: Restricting Leverage vs. Restricting Variable Compensation. (2017). Gete, Pedro ; Gomez, Juan Pedro . In: MPRA Paper. RePEc:pra:mprapa:80642. Full description at Econpapers || Download paper | |
2017 | CONFIDENCE AND OVERCONFIDENCE IN BANKING. (2017). Silipo, Damiano Bruno ; Hlebik, Sviatlana ; Verga, Giovanni . In: Working Papers. RePEc:clb:wpaper:201703. Full description at Econpapers || Download paper | |
2017 | Bonus Taxes and International Competition for Bank Managers. (2017). Haufler, Andreas ; Gietl, Daniel . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6495. Full description at Econpapers || Download paper | |
2017 | Bonus Taxes and International Competition for Bank Managers. (2017). Haufler, Andreas ; Gietl, Daniel . In: Rationality and Competition Discussion Paper Series. RePEc:rco:dpaper:34. Full description at Econpapers || Download paper | |
2017 | CEO compensation and risk-taking at financial firms: Evidence from U.S. federal loan assistance. (2017). Gande, Amar ; Kalpathy, Swaminathan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:47:y:2017:i:c:p:131-150. Full description at Econpapers || Download paper | |
2017 | What Drives Chinaâs New Agricultural Subsidies?. (2017). Lopez, Rigoberto ; de Falcis, Eleonora ; He, XI. In: World Development. RePEc:eee:wdevel:v:93:y:2017:i:c:p:279-292. Full description at Econpapers || Download paper | |
2017 | Anti-Competitive Effects of Common Ownership. (2017). Schmalz, Martin ; Azar, Jose ; Tecu, Isabel . In: IESE Research Papers. RePEc:ebg:iesewp:d-1169. Full description at Econpapers || Download paper | |
2017 | Coordinating contracts for a financially constrained supply chain. (2017). Sethi, Suresh ; Ma, Shi Hua ; Liu, Mengqi ; Xiao, Shuang. In: Omega. RePEc:eee:jomega:v:72:y:2017:i:c:p:71-86. Full description at Econpapers || Download paper | |
2017 | The effect of shareholder activism on bondholders and stockholders. (2017). Ngo, Thanh ; Susnjara, Jurica ; Jory, Surendranath. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:328-344. Full description at Econpapers || Download paper | |
2017 | Antecedents of hedge fund activism in French listed target firms. (2017). ben Arfa, Nouha ; Labaronne, Daniel ; Karmani, Majdi . In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1315-1326. Full description at Econpapers || Download paper | |
2017 | Greenhouse gas emissions of local wood pellet heat from northeastern US forests. (2017). Buchholz, Thomas ; Saah, David S ; Gunn, John S. In: Energy. RePEc:eee:energy:v:141:y:2017:i:c:p:483-491. Full description at Econpapers || Download paper | |
2017 | Announcing the announcement. (2017). Boulland, Romain ; Dessaint, Olivier. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:82:y:2017:i:c:p:59-79. Full description at Econpapers || Download paper | |
2017 | The management of political risk. (2017). Harvey, Campbell ; Graham, John R ; Giambona, Erasmo . In: Journal of International Business Studies. RePEc:pal:jintbs:v:48:y:2017:i:4:d:10.1057_s41267-016-0058-4. Full description at Econpapers || Download paper | |
2017 | Governance and Stakeholders. (2017). Morck, Randall ; Mehrotra, Vikas . In: NBER Working Papers. RePEc:nbr:nberwo:23460. Full description at Econpapers || Download paper | |
2017 | Career concerns and the busy life of the young CEO. (2017). Li, Xiaoyang ; Makhija, Anil K ; Low, Angie. In: Journal of Corporate Finance. RePEc:eee:corfin:v:47:y:2017:i:c:p:88-109. Full description at Econpapers || Download paper | |
2017 | Voluntary Bankruptcy as Preemptive Persuasion. (2017). Dinev, Nikolay. In: Economics Series. RePEc:ihs:ihsesp:334. Full description at Econpapers || Download paper | |
2017 | Bank Regulation, CEO Compensation, and Boards. (2017). Kolm, Julian ; Loranth, Gyongyi ; Laux, Christian. In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:5:p:1901-1932.. Full description at Econpapers || Download paper | |
2017 | Takeover law to protect shareholders: Increasing efficiency or merely redistributing gains?. (2017). Lahr, Henry ; Wang, Ying. In: Journal of Corporate Finance. RePEc:eee:corfin:v:43:y:2017:i:c:p:288-315. Full description at Econpapers || Download paper | |
2017 | US political corruption: Identifying the channels of bribes for firms financial policies. (2017). Apergis, Emmanuel. In: International Review of Financial Analysis. RePEc:eee:finana:v:54:y:2017:i:c:p:87-94. Full description at Econpapers || Download paper | |
2017 | Is It Worth Having the Sopranos on Board? Corporate Governance Pollution and Organized Crime: The Case of Italy. (2017). masciandaro, donato ; Pecchiari, Nicola ; Marra, Antonio ; Bianchi, Pietro A. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1759. Full description at Econpapers || Download paper | |
2017 | The Externalities of Corruption: Evidence from Entrepreneurial Activity in China. (2017). Liao, Guanmin ; Giannetti, Mariassunta ; Yu, Xiaoyun ; You, Jiaxing . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12345. Full description at Econpapers || Download paper | |
2017 | Mutual fund managers timing abilities. (2017). Zhang, Yeqing ; Liao, LI. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:44:y:2017:i:c:p:80-96. Full description at Econpapers || Download paper | |
2017 | SHARE REPURCHASES AND THE FLEXIBILITY HYPOTHESIS. (2017). Rao, Ramesh ; Iyer, Subramanian Rama. In: Journal of Financial Research. RePEc:bla:jfnres:v:40:y:2017:i:3:p:287-313. Full description at Econpapers || Download paper | |
2017 | The Price Tag Illusion. (2017). Giovannetti, Bruno ; Chague, Fernando ; Bueno, Rodrigo ; De-Losso, Rodrigo ; Rodrigo, Bruno Giovannetti. In: Working Papers, Department of Economics. RePEc:spa:wpaper:2017wpecon31. Full description at Econpapers || Download paper | |
2017 | Limited disclosure and hidden orders in asset markets. (2017). Quintin, Erwan ; Monnet, Cyril. In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:3:p:602-616. Full description at Econpapers || Download paper | |
2017 | Do all new brooms sweep clean? Evidence for outside bank appointments. (2017). Schertler, Andrea ; Kick, Thomas ; Nehring, Inge. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:84:y:2017:i:c:p:135-151. Full description at Econpapers || Download paper | |
2017 | Do all new brooms sweep clean? Evidence for outside bank appointments. (2017). Schertler, Andrea ; Kick, Thomas ; Nehring, Inge. In: Discussion Papers. RePEc:zbw:bubdps:272017. Full description at Econpapers || Download paper | |
2017 | The long-term performance of new product introductions. (2017). Chang, Shao-Chi ; Chen, Li-Yu ; Lai, Jung-Ho. In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:162-169. Full description at Econpapers || Download paper | |
2017 | Absorptive capacity, technology spillovers, and the cross-section of stock returns. (2017). Oh, Jong-Min. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:85:y:2017:i:c:p:146-164. Full description at Econpapers || Download paper | |
2017 | Product market competition, type of mergers, and post-merger performance in Taiwan. (2017). Liu, Yong-Chin ; Su, Ming-Chang ; Chen, Hsiang-Ju . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:46:y:2017:i:pb:p:292-308. Full description at Econpapers || Download paper | |
2017 | The effects of tax on bank liability structure. (2017). Gambacorta, Leonardo ; Wang, Zhenyu ; Sundaresan, Suresh ; Ricotti, Giacomo . In: BIS Working Papers. RePEc:bis:biswps:611. Full description at Econpapers || Download paper | |
2017 | The effects of tax on bank liability structure. (2017). Gambacorta, Leonardo ; Sundaresan, Suresh ; Wang, Zhenyu ; Ricotti, Giacomo . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1101_17. Full description at Econpapers || Download paper | |
2017 | The effects of tax on bank liability structure. (2017). Gambacorta, Leonardo ; Wang, Zhenyu ; Sundaresan, Suresh M ; Ricotti, Giacomo . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11893. Full description at Econpapers || Download paper | |
2017 | Systemic banks, capital composition and CoCo bonds issuance: The effects on bank risk. (2017). Sosvilla-Rivero, Simon ; Echevarria-Icaza, Victor . In: IREA Working Papers. RePEc:ira:wpaper:201707. Full description at Econpapers || Download paper | |
2017 | Do financial crises alter the dynamics of corporate capital structure? Evidence from GCC countries. (2017). Zeitun, Rami ; Mimouni, Karim ; Temimi, Akram. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:63:y:2017:i:c:p:21-33. Full description at Econpapers || Download paper | |
2017 | How do financial institutions react to a tax increase?. (2017). Schandlbauer, Alexander . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:30:y:2017:i:c:p:86-106. Full description at Econpapers || Download paper | |
2017 | The effect of corporate taxation on bank transparency: Evidence from loan loss provisions. (2017). Andries, Kathleen ; Jacob, Martin ; Gallemore, John . In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:63:y:2017:i:2:p:307-328. Full description at Econpapers || Download paper | |
2017 | Changes in the Cost of Bank Equity and the Supply of Bank Credit. (2017). Ongena, Steven ; Kick, Thomas ; Celerier, Claire. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12172. Full description at Econpapers || Download paper | |
2017 | Bank capital, liquid reserves, and insolvency risk. (2017). Hugonnier, Julien ; Morellec, Erwan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:2:p:266-285. Full description at Econpapers || Download paper | |
2017 | Changes in the Cost of Bank Equity and the Supply of Bank Credit. (2017). Kick, Thomas ; Ongena, Steven ; Celerier, Claire. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168164. Full description at Econpapers || Download paper | |
2017 | Political systems and the financial soundness of Islamic banks. (2017). Bitar, Mohammad ; Walker, Thomas ; Hassan, Kabir M. In: Journal of Financial Stability. RePEc:eee:finsta:v:31:y:2017:i:c:p:18-44. Full description at Econpapers || Download paper | |
2017 | Determinants of Bank Capital in Dual Banking Systems. (2017). Bitar, Mohammad ; Hippler, William J ; Hassan, Kabir M. In: NFI Working Papers. RePEc:nfi:nfiwps:2017-wp-04. Full description at Econpapers || Download paper | |
2017 | Evaluating the effects of ACE systems on multinational debt financing and investment. (2017). Hebous, Shafik ; Ruf, Martin. In: Journal of Public Economics. RePEc:eee:pubeco:v:156:y:2017:i:c:p:131-149. Full description at Econpapers || Download paper | |
2017 | Regulatory arbitrage and the e ciency of banking regulation. (2017). Boyer, Pierre ; Kempf, Hubert . In: Working Papers. RePEc:crs:wpaper:2017-06. Full description at Econpapers || Download paper | |
2017 | Impacts of Capital Structure on Performance of Banks in a Developing Economy: Evidence from Bangladesh. (2017). Nur, MD ; Joghee, Shanmugan ; Kabiraj, Sajal. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:5:y:2017:i:2:p:13-:d:97401. Full description at Econpapers || Download paper | |
2017 | Regulation and structural change in financial systems. (2017). Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11822. Full description at Econpapers || Download paper | |
2017 | External financing and economic activity in the euro area - why are bank loans special?. (2017). Unger, Robert ; Aldasoro, Iñaki. In: BIS Working Papers. RePEc:bis:biswps:622. Full description at Econpapers || Download paper | |
2017 | External financing and economic activity in the euro area: Why are bank loans special?. (2017). Unger, Robert ; Aldasoro, Iñaki. In: Discussion Papers. RePEc:zbw:bubdps:042017. Full description at Econpapers || Download paper | |
2017 | Evidence on finance and economic growth. (2017). Popov, Alexander. In: Working Paper Series. RePEc:ecb:ecbwps:20172115. Full description at Econpapers || Download paper | |
2017 | Timing the Market with a Combination of Moving Averages. (2017). Glabadanidis, Paskalis. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:3:p:353-394. Full description at Econpapers || Download paper | |
2017 | The market for lemmings: The herding behavior of pension funds. (2017). Zinna, Gabriele ; Sarno, Lucio ; Blake, David. In: Journal of Financial Markets. RePEc:eee:finmar:v:36:y:2017:i:c:p:17-39. Full description at Econpapers || Download paper | |
2017 | International asset allocations and capital flows: The benchmark effect. (2017). Williams, Tomas ; Schmukler, Sergio ; Raddatz, Claudio . In: Journal of International Economics. RePEc:eee:inecon:v:108:y:2017:i:c:p:413-430. Full description at Econpapers || Download paper | |
2017 | Inefficient Globalization of Finance: Evidence from Marketing-Oriented Overseas Expansions of Low-Skilled Mutual Fund Families. (2017). Cheng, SI ; Zhang, Hong ; Massa, Massimo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11990. Full description at Econpapers || Download paper | |
2017 | International Asset Allocations and Capital Flows: The Benchmark Effect. (2017). Williams, Tomas ; Schmukler, Sergio ; Raddatz, Claudio . In: Working Papers. RePEc:gwi:wpaper:2017-10. Full description at Econpapers || Download paper | |
2017 | Starting on the wrong foot: Seasonality in mutual fund performance. (2017). Brown, Stephen ; Yao, Yaqiong ; Wang, Jiaguo ; Sotes-Paladino, Juan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:82:y:2017:i:c:p:133-150. Full description at Econpapers || Download paper | |
2017 | International Asset Allocations and Capital Flows: The Benchmark Effect. (2017). Williams, Tomas ; Schmukler, Sergio ; Raddatz, Claudio. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:141. Full description at Econpapers || Download paper | |
2017 | Index tracking and enhanced indexing using cointegration and correlation with endogenous portfolio selection. (2017). Santanna, Leonardo R ; Caldeira, Joo F ; Filomena, Tiago P. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:146-157. Full description at Econpapers || Download paper | |
2017 | Are foreign investors locusts? The long-term effects of foreign institutional ownership. (2017). Ferreira, Miguel ; Pires, Pedro ; Matos, Pedro ; Bena, Jan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:1:p:122-146. Full description at Econpapers || Download paper | |
2017 | Swedish Equity Mutual Funds 1993-2013: Performance, Persistence and Presence of Skill. (2017). Vestman, Roine ; Flam, Harry. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6713. Full description at Econpapers || Download paper | |
2017 | How ETFs Amplify the Global Financial Cycle in Emerging Markets. (2017). Levy-Yeyati, Eduardo ; Williams, Tomas ; Converse, Nathan. In: School of Government. RePEc:udt:wpgobi:2017-12. Full description at Econpapers || Download paper | |
2017 | Banking regulation and the changing geography of off-balance sheet activities. (2017). D'Avino, Carmela ; Davino, Carmela . In: Economics Letters. RePEc:eee:ecolet:v:157:y:2017:i:c:p:155-158. Full description at Econpapers || Download paper | |
2017 | Dealers Insurance, Market Structure, And Liquidity. (2017). Carapella, Francesca ; Monnet, Cyril. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-119. Full description at Econpapers || Download paper | |
2017 | Discriminatory pricing of over-the-counter derivatives. (2017). Timmer, Yannick ; Langfield, Sam ; Hoffmann, Peter ; Hau, Harald. In: ESRB Working Paper Series. RePEc:srk:srkwps:201761. Full description at Econpapers || Download paper | |
2017 | Banking regulation and the changing geography of off-balance sheet activities. (2017). D'Avino, Carmela. In: Post-Print. RePEc:hal:journl:hal-01893460. Full description at Econpapers || Download paper | |
2017 | Discriminatory Pricing of Over-The-Counter Derivatives. (2017). Timmer, Yannick ; Langfield, Sam ; Hoffmann, Peter ; Hau, Harald. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12525. Full description at Econpapers || Download paper | |
2017 | Sentiment-driven limit cycles and chaos. (2017). Gomes, Orlando ; Sprott, J C. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:27:y:2017:i:4:d:10.1007_s00191-017-0497-5. Full description at Econpapers || Download paper | |
2017 | More than a feeling: confidence, uncertainty and macroeconomic fluctuations. (2017). Stracca, Livio ; Nowzohour, Laura . In: Working Paper Series. RePEc:ecb:ecbwps:20172100. Full description at Econpapers || Download paper | |
2017 | A Financial Conditions Index for the CEE economies. (2017). Auer, Simone. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1145_17. Full description at Econpapers || Download paper | |
2017 | Business-cycle variation in macroeconomic uncertainty and the cross-section of expected returns: Evidence for scale-dependent risks. (2017). Xyngis, Georgios. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:43-65. Full description at Econpapers || Download paper | |
2017 | Inorganic growth strategies and the evolution of the private equity business model. (2017). Hammer, Benjamin ; Schwetzler, Bernhard ; Pflucke, Magnus ; Knauer, Alexander . In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:31-63. Full description at Econpapers || Download paper | |
2017 | Winning a Deal in Private Equity: Do Educational Networks Matter?. (2017). Füss, Roland ; Morkoetter, Stefan ; Jenkinson, Tim ; Fuess, Roland ; Fuchs, Florian. In: Working Papers on Finance. RePEc:usg:sfwpfi:2017:15. Full description at Econpapers || Download paper | |
2017 | Why regulate private firm disclosure and auditing?. (2017). Minnis, Michael ; Shroff, Nemit. In: Accounting and Business Research. RePEc:taf:acctbr:v:47:y:2017:i:5:p:473-502. Full description at Econpapers || Download paper | |
2017 | Stabilize the Peasant Economy: Governance of Foreclosure by the Shogunate. (2017). Nakabayashi, Masaki ; Mandai, YU. In: ISS Discussion Paper Series (series F). RePEc:itk:issdps:f187. Full description at Econpapers || Download paper | |
2017 | The effect of foreclosure laws on securitization: Evidence from U.S. states. (2017). Milonas, Kristoffer. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:1-22. Full description at Econpapers || Download paper | |
2017 | Can Differences Deceive? The Case of ââ¬ÅForeclosure Externalities. (2017). Yezer, Anthony ; Liu, Yishen. In: Working Papers. RePEc:gwi:wpaper:2017-29. Full description at Econpapers || Download paper | |
2017 | MEASURING THE INTERNATIONAL DIMENSION OF OUTPUT VOLATILITY. (2017). Iseringhausen, Martin ; Everaert, Gerdie. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:17/928. Full description at Econpapers || Download paper | |
2017 | Stochastic idiosyncratic cash flow risk and real options: Implications for stock returns. (2017). Bhamra, Harjoat ; Shim, Kyung Hwan . In: Journal of Economic Theory. RePEc:eee:jetheo:v:168:y:2017:i:c:p:400-431. Full description at Econpapers || Download paper | |
2017 | Firm life cycle and idiosyncratic volatility. (2017). Hasan, Mostafa Monzur ; Habib, Ahsan. In: International Review of Financial Analysis. RePEc:eee:finana:v:50:y:2017:i:c:p:164-175. Full description at Econpapers || Download paper | |
2017 | Monetary Policy through Production Networks: Evidence from the Stock Market. (2017). Weber, Michael ; Ozdagli, Ali. In: Working Papers. RePEc:bfi:wpaper:2017-07. Full description at Econpapers || Download paper | |
2017 | Optimal Regulation of Financial Intermediaries. (2017). di Tella, Sebastian. In: 2017 Meeting Papers. RePEc:red:sed017:28. Full description at Econpapers || Download paper | |
2017 | What Is the Expected Return on a Stock?. (2017). Martin, Ian ; Wagner, Christian. In: 2017 Meeting Papers. RePEc:red:sed017:146. Full description at Econpapers || Download paper | |
2017 | Monetary Policy through Production Networks: Evidence from the Stock Market. (2017). Weber, Michael ; Ozdagli, Ali. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6486. Full description at Econpapers || Download paper | |
2017 | Monetary Policy through Production Networks: Evidence from the Stock Market. (2017). Weber, Michael ; Ozdagli, Ali. In: NBER Working Papers. RePEc:nbr:nberwo:23424. Full description at Econpapers || Download paper | |
2017 | Why Does Idiosyncratic Risk Increase with Market Risk?. (2017). Bartram, Söhnke ; Stulz, Rene M ; Brown, Gregory . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6560. Full description at Econpapers || Download paper | |
2017 | Price Rigidities and the Granular Origins of Aggregate Fluctuations. (2017). Weber, Michael ; Pasten, Ernesto ; Schoenle, Raphael S. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6619. Full description at Econpapers || Download paper | |
2017 | Price Rigidity and the Origins of Aggregate Fluctuations. (2017). Weber, Michael ; Schoenle, Raphael ; Pasten, Ernesto. In: NBER Working Papers. RePEc:nbr:nberwo:23750. Full description at Econpapers || Download paper | |
2017 | Optimal Regulation of Financial Intermediaries. (2017). di Tella, Sebastian. In: NBER Working Papers. RePEc:nbr:nberwo:23586. Full description at Econpapers || Download paper | |
2017 | Volatility and expected option returns: A note. (2017). Chaudhury, MO. In: Economics Letters. RePEc:eee:ecolet:v:152:y:2017:i:c:p:1-4. Full description at Econpapers || Download paper | |
2017 | Quantile Factor Models. (2017). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang ; Muoz, Jesus Gonzalo. In: UC3M Working papers. Economics. RePEc:cte:werepe:25299. Full description at Econpapers || Download paper | |
2017 | Price rigidities and the granular origins of aggregate fluctuations. (2017). Weber, Michael ; Pasten, Ernesto ; Schoenle, Raphael. In: Working Paper Series. RePEc:ecb:ecbwps:20172102. Full description at Econpapers || Download paper | |
2017 | Measuring the financial soundness of U.S. firms, 1926â2012. (2017). Weill, Pierre-Olivier ; Eisfeldt, Andrea L ; Atkeson, Andrew G. In: Research in Economics. RePEc:eee:reecon:v:71:y:2017:i:3:p:613-635. Full description at Econpapers || Download paper | |
2017 | Using principal component analysis to estimate a high dimensional factor model with high-frequency data. (2017). Ait-Sahalia, Yacine ; Xiu, Dacheng. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:384-399. Full description at Econpapers || Download paper | |
2017 | The Term Structure of Systematic and Idiosyncratic Risk. (2017). Prokopczuk, Marcel ; Simen, Chardin Wese ; Hollstein, Fabian . In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-618. Full description at Econpapers || Download paper | |
2017 | Monetary policy through production networks: evidence from the stock market. (2017). Weber, Michael ; Ozdagli, Ali. In: Working Papers. RePEc:fip:fedbwp:17-15. Full description at Econpapers || Download paper | |
2017 | The best of all possible worlds: unraveling target price optimism using analystsâ scenario-based valuations. (2017). Joos, Peter R ; Piotroski, Joseph D. In: Review of Accounting Studies. RePEc:spr:reaccs:v:22:y:2017:i:4:d:10.1007_s11142-017-9413-3. Full description at Econpapers || Download paper | |
2017 | 25 Jahre Fama-French-Modell: Erklärungsgehalt, Anomalien und praktische Implikationen. (2017). Christoph, Kaserer ; Matthias, Hanauer . In: Perspektiven der Wirtschaftspolitik. RePEc:bpj:pewipo:v:18:y:2017:i:2:p:98-116:n:4. Full description at Econpapers || Download paper | |
2017 | Measuring the under-diversification of socially responsible investments. (2017). Pizzutilo, Fabio. In: Applied Economics Letters. RePEc:taf:apeclt:v:24:y:2017:i:14:p:1005-1018. Full description at Econpapers || Download paper | |
2017 | Chasing volatility. (2017). Rossi, Eduardo ; Caporin, Massimiliano ; de Magistris, Paolo Santucci. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:1:p:122-145. Full description at Econpapers || Download paper | |
2017 | Explaining the negative returns to volatility claims: An equilibrium approach. (2017). Eraker, Bjorn ; Wu, Yue. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:1:p:72-98. Full description at Econpapers || Download paper | |
2017 | Equity index variance: Evidence from flexible parametric jumpâdiffusion models. (2017). Kaeck, Andreas ; Seeger, Norman J ; Rodrigues, Paulo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:83:y:2017:i:c:p:85-103. Full description at Econpapers || Download paper | |
2017 | Dynamic asset price jumps and the performance of high frequency tests and measures. (2017). Maneesoonthorn, Worapree ; Forbes, Catherine S ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2017-14. Full description at Econpapers || Download paper | |
2017 | Mixed-scale jump regressions with bootstrap inference. (2017). Tauchen, George ; Li, Jia ; Todorov, Viktor. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:417-432. Full description at Econpapers || Download paper | |
2017 | Optimal portfolios when variances and covariances can jump. (2017). Branger, Nicole ; Weisheit, Stefan ; Seifried, Frank Thomas ; Muck, Matthias. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:85:y:2017:i:c:p:59-89. Full description at Econpapers || Download paper | |
2017 | Systemic co-jumps. (2017). Caporin, Massimiliano ; Reno, Roberto ; Kolokolov, Aleksey . In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:3:p:563-591. Full description at Econpapers || Download paper | |
2017 | Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book. (2017). Neely, Christopher ; Winkelmann, Lars ; Bibinger, Markus. In: Working Papers. RePEc:fip:fedlwp:2017-012. Full description at Econpapers || Download paper | |
2017 | Do corporate taxes hinder innovation?. (2017). Mukherjee, Abhiroop ; Aldokas, Alminas ; Singh, Manpreet . In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:1:p:195-221. Full description at Econpapers || Download paper | |
2017 | Judicial efficiency and capital structure: An international study. (2017). Shah, Attaullah ; Labianca, Giuseppe ; Smith, Jason M. In: Journal of Corporate Finance. RePEc:eee:corfin:v:44:y:2017:i:c:p:255-274. Full description at Econpapers || Download paper | |
2017 | Flow effects of central bank asset purchases on euro area sovereign bond yields: evidence from a natural experiment. (2017). Holm-Hadulla, Fédéric ; De Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20172052. Full description at Econpapers || Download paper | |
2017 | Scarcity effects of QE: A transaction-level analysis in the Bund market. (2017). Schrimpf, Andreas ; Hofer, Heiko ; Riordan, Ryan ; Schlepper, Kathi . In: Discussion Papers. RePEc:zbw:bubdps:062017. Full description at Econpapers || Download paper | |
2017 | The equity-like behaviour of sovereign bonds. (2017). Dufour, Alfonso ; Varotto, Simone ; Stancu, Andrei . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:25-46. Full description at Econpapers || Download paper | |
2017 | âCatch-Up Contributionsâ An Equitable and Affordable Solution to the Retirement Savings Crisis. (2017). Rezai, Armon ; Foley, Duncan ; Taylor, Lance. In: SCEPA working paper series. SCEPA's main areas of research are macroeconomic policy, inequality and poverty, and globalization.. RePEc:epa:cepawp:2017-09. Full description at Econpapers || Download paper | |
2017 | Voluntary disclosure and strategic stock repurchases. (2017). Kumar, Praveen ; Sivaramakrishnan, K ; Oded, Jacob ; Langberg, Nisan . In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:63:y:2017:i:2:p:207-230. Full description at Econpapers || Download paper | |
2017 | Firmsâ Innovation Strategy under the Shadow of Analyst Coverage. (2017). Perez-Castrillo, David ; Toldra-Simats, Anna ; Guo, Bing. In: Working Papers. RePEc:bge:wpaper:980. Full description at Econpapers || Download paper | |
2017 | Firms Innovation Strategy under the Shadow of Analyst Coverage. (2017). Perez-Castrillo, David ; Toldra-Simats, Anna ; Guo, Bing. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6574. Full description at Econpapers || Download paper | |
2017 | The financial system and productive investment: new survey evidence. (2017). Saleheen, Jumana ; Levina, Iren ; Tatomir, Srdan ; Melolinna, Marko. In: Bank of England Quarterly Bulletin. RePEc:boe:qbullt:0212. Full description at Econpapers || Download paper | |
2017 | Uncovering Skilled Short-sellers. (2017). Giovannetti, Bruno ; Chague, Fernando ; De-Losso, Rodrigo ; Bueno, Rodrigo ; Rodrigo, Bruno Giovannetti. In: Working Papers, Department of Economics. RePEc:spa:wpaper:2017wpecon01. Full description at Econpapers || Download paper | |
2017 | Ambiguity and Investment Decisions: An Empirical Analysis on Mutual Fund Investor Behaviour. (2017). Tang, Chao. In: Academic Journal of Economic Studies. RePEc:khe:scajes:v:3:y:2017:i:3:p:38-46. Full description at Econpapers || Download paper | |
2017 | Ambiguous Policy Announcements. (2017). Paciello, Luigi ; Michelacci, Claudio. In: EIEF Working Papers Series. RePEc:eie:wpaper:1701. Full description at Econpapers || Download paper | |
2017 | Ambiguous Policy Announcements. (2017). Paciello, Luigi ; Michelacci, Claudio. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11754. Full description at Econpapers || Download paper | |
2017 | The Quest for Parsimony in Behavioral Economics: New Methods and Evidence on Three Fronts. (2017). Zinman, Jonathan ; Stango, Victor ; Yoong, Joanne. In: NBER Working Papers. RePEc:nbr:nberwo:23057. Full description at Econpapers || Download paper | |
2017 | Understanding the Determinants of Financial Outcomes and Choices: The Role of Noncognitive Abilities. (2017). Parise, Gianpaolo ; Peijnenburg, Kim. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11900. Full description at Econpapers || Download paper | |
2017 | Risk, ambiguity, and the exercise of employee stock options. (2017). Izhakian, Yehuda ; Yermack, David. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:1:p:65-85. Full description at Econpapers || Download paper | |
2017 | Ambiguity and risk measures in the lab and studentsâ real-life borrowing behavior. (2017). Weitzel, Utz ; Fairley, Kim . In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:67:y:2017:i:c:p:85-98. Full description at Econpapers || Download paper | |
2017 | Understanding the determinants of financial outcomes and choices: the role of noncognitive abilities. (2017). Parise, Gianpaolo ; Peijnenburg, Kim. In: BIS Working Papers. RePEc:bis:biswps:640. Full description at Econpapers || Download paper | |
2017 | Socioeconomic status and learning from financial information. (2017). Kuhnen, Camelia ; Miu, Andrei C. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:2:p:349-372. Full description at Econpapers || Download paper | |
2017 | Ambiguity-aversion in a Single Auction Market. (2017). Vitale, Paolo. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00375. Full description at Econpapers || Download paper | |
2017 | Quicksand or Bedrock for Behavioral Economics? Assessing Foundational Empirical Questions. (2017). Zinman, Jonathan ; Stango, Victor ; Yoong, Joanne. In: NBER Working Papers. RePEc:nbr:nberwo:23625. Full description at Econpapers || Download paper | |
2017 | Measuring ambiguity attitude: (Extended) multiplier preferences for the American and the Dutch population. (2017). Baillon, Aurelien ; van Loon, Rogier Potter ; Huang, Zhenxing ; Bleichrodt, Han. In: Journal of Risk and Uncertainty. RePEc:kap:jrisku:v:54:y:2017:i:3:d:10.1007_s11166-017-9260-4. Full description at Econpapers || Download paper | |
2017 | Are the poor worse at dealing with ambiguity?. (2017). Li, Chen. In: Journal of Risk and Uncertainty. RePEc:kap:jrisku:v:54:y:2017:i:3:d:10.1007_s11166-017-9262-2. Full description at Econpapers || Download paper | |
2017 | Risk and ambiguity in 10-Ks: An examination of cash holding and derivatives use. (2017). Friberg, Richard ; Seiler, Thomas . In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:608-631. Full description at Econpapers || Download paper | |
2017 | Learning-by-doing in an ambiguous environment. (2017). Laszlo, Sonia ; Engle-Warnick, Jim. In: Journal of Risk and Uncertainty. RePEc:kap:jrisku:v:55:y:2017:i:1:d:10.1007_s11166-017-9264-0. Full description at Econpapers || Download paper | |
2017 | Model Uncertainty, Ambiguity Aversion, and Market Participation. (2017). Teoh, Siew Hong ; Hirshleifer, David ; Huang, Chong. In: NBER Working Papers. RePEc:nbr:nberwo:24143. Full description at Econpapers || Download paper | |
2017 | Signaling Probabilities in Ambiguity: on the impact of vague news. (2017). Vinogradov, Dmitri ; Makhlouf, Yousef . In: Working Papers. RePEc:gla:glaewp:2017_12. Full description at Econpapers || Download paper | |
2017 | Seven ways to knit your portfolio: Is the language of investor communication gender neutral?. (2017). Prast, Henriette ; Boggio, C ; Sanders, Jose. In: Other publications TiSEM. RePEc:tiu:tiutis:b477bb2d-f71c-4b9b-ab9e-b6db5dbd5273. Full description at Econpapers || Download paper | |
2017 | Polynomial diffusions on compact quadric sets. (2017). Larsson, Martin ; Pulido, Sergio. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:127:y:2017:i:3:p:901-926. Full description at Econpapers || Download paper | |
2017 | Polynomial processes in stochastic portfolio theory. (2017). Cuchiero, Christa . In: Papers. RePEc:arx:papers:1705.03647. Full description at Econpapers || Download paper | |
2017 | Global Variance Term Premia and Intermediary Risk Appetite. (2017). van Tassel, Peter . In: 2017 Meeting Papers. RePEc:red:sed017:149. Full description at Econpapers || Download paper | |
2017 | A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps. (2017). Cui, Zhenyu ; Nguyen, Duy ; Kirkby, Lars J. In: European Journal of Operational Research. RePEc:eee:ejores:v:262:y:2017:i:1:p:381-400. Full description at Econpapers || Download paper | |
2017 | Optimal investment of variance-swaps in jump-diffusion market with regime-switching. (2017). Wang, Yongjin ; Bo, Lijun ; Tang, Dan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:83:y:2017:i:c:p:175-197. Full description at Econpapers || Download paper | |
2017 | Bond Variance Risk Premiums. (2017). Choi, Hoyong ; Vedolin, Andrea ; Mueller, Philippe. In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:3:p:987-1022.. Full description at Econpapers || Download paper | |
2017 | The term structure of returns: Facts and theory. (2017). van Binsbergen, Jules. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:1:p:1-21. Full description at Econpapers || Download paper | |
2017 | Understanding the impact of monetary policy announcements: The importance of language and surprises. (2017). Smales, Lee ; Apergis, Nicholas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:80:y:2017:i:c:p:33-50. Full description at Econpapers || Download paper | |
2017 | Informed Trading in Oil-Futures Market. (2017). Sévi, Benoît ; Rousse, Olivier. In: Working Papers. RePEc:hal:wpaper:hal-01460186. Full description at Econpapers || Download paper | |
2017 | Attention-based vs information-based trading around announcements. Evidence from an emerging market. (2017). Agudelo, Diego ; Munera, Julian ; Hincapie, Juliana ; Amaya, Diego . In: DOCUMENTOS DE TRABAJO CIEF. RePEc:col:000122:016359. Full description at Econpapers || Download paper | |
2017 | Does Public News Decrease Information Asymmetries? Evidence from the Weekly Petroleum Status Report. (2017). Crego, Julio A. In: Working Papers. RePEc:cmf:wpaper:wp2017_1714. Full description at Econpapers || Download paper | |
2017 | Does Public News Decrease Information Asymmetries? Evidence from the Weekly Petroleum Status Report. (2017). Crego, Julio A. In: Working Papers. RePEc:cmf:wpaper:wp2018_1714. Full description at Econpapers || Download paper | |
2017 | And the Children Shall Lead: Gender Diversity and Performance in Venture Capital. (2017). Gompers, Paul A ; Wang, Sophie Q. In: Harvard Business School Working Papers. RePEc:hbs:wpaper:17-103. Full description at Econpapers || Download paper | |
2017 | And the Children Shall Lead: Gender Diversity and Performance in Venture Capital. (2017). Gompers, Paul ; Wang, Sophie Q. In: NBER Working Papers. RePEc:nbr:nberwo:23454. Full description at Econpapers || Download paper | |
2017 | Homophily in Entrepreneurial Team Formation. (2017). Gompers, Paul ; Wang, Sophie Q ; Huang, Kevin . In: NBER Working Papers. RePEc:nbr:nberwo:23459. Full description at Econpapers || Download paper | |
2017 | Acquiring Banking Networks. (2017). Lin, Chen ; Levine, Ross ; Wang, Zigan. In: NBER Working Papers. RePEc:nbr:nberwo:23469. Full description at Econpapers || Download paper | |
2017 | Risky business: Institutions vs. social networks in FDI. (2017). Pandya, Sonal ; Leblang, David. In: Economics and Politics. RePEc:bla:ecopol:v:29:y:2017:i:2:p:91-117. Full description at Econpapers || Download paper | |
2017 | Corporate Social Responsibility, Institutional Environments, and Tax Avoidance: Evidence from a Subnational Comparison in China. (2017). Lin, Kenny Z ; Zhang, Fang ; Cheng, Suwina . In: The International Journal of Accounting. RePEc:eee:accoun:v:52:y:2017:i:4:p:303-318. Full description at Econpapers || Download paper | |
2017 | Political environment, financial intermediation costs, and financing patterns. (2017). Gungoraydinoglu, Ali ; Oztekin, Ozde ; olak, Gonul . In: Journal of Corporate Finance. RePEc:eee:corfin:v:44:y:2017:i:c:p:167-192. Full description at Econpapers || Download paper | |
2017 | Market Power and Informational Efficiency. (2017). Nosal, Jaromir ; Kacperczyk, Marcin ; Sundaresan, Savitar . In: 2017 Meeting Papers. RePEc:red:sed017:356. Full description at Econpapers || Download paper | |
2017 | The source of information in prices and investment-price sensitivity. (2017). Edmans, Alex ; Schneemeier, Jan ; JAYARAMAN, SUDARSHAN. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:1:p:74-96. Full description at Econpapers || Download paper | |
2017 | The equity-financing channel, the catering channel, and corporate investment: International evidence. (2017). Kusnadi, Yuanto ; John, K C. In: Journal of Corporate Finance. RePEc:eee:corfin:v:47:y:2017:i:c:p:236-252. Full description at Econpapers || Download paper | |
2017 | Cross-Sectional and Time-Series Momentum Returns and Market Dynamics: Are Islamic Stocks Different?. (2017). Nartea, Gilbert ; Cheema, Muhammad. In: Working Papers in Economics. RePEc:cbt:econwp:17/14. Full description at Econpapers || Download paper | |
2017 | Noise Traders Incarnate: Describing a Realistic Noise Trading Process. (2017). peress, joel ; Schmidt, Daniel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12434. Full description at Econpapers || Download paper | |
2017 | Identifying the Impact of Financialization in Commodity Futures Prices from Index Rebalancing. (2017). Yan, Lei ; Sanders, Dwight R ; Irwin, Scott H. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258504. Full description at Econpapers || Download paper | |
2017 | Quantitative Easing in the Euro Area. (2017). Urbschat, Florian ; Watzka, Sebastian. In: Discussion Papers in Economics. RePEc:lmu:muenec:37365. Full description at Econpapers || Download paper | |
2017 | Price impact of bond supply shocks: Evidence from the Eurosystems asset purchase program.. (2017). Nguyen, Benoît ; Arrata, W. In: Working papers. RePEc:bfr:banfra:623. Full description at Econpapers || Download paper | |
2017 | The bank-lending channel and monetary policy during pre- and post-2007 crisis. (2017). laopodis, nikiforos ; Kouretas, Georgios ; Salachas, Evangelos N. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:47:y:2017:i:c:p:176-187. Full description at Econpapers || Download paper | |
2017 | Scarcity effects of QE: A transaction-level analysis in the Bund market. (2017). Schrimpf, Andreas ; Riordan, Ryan ; Hofer, Heiko ; Schlepper, Kathi . In: BIS Working Papers. RePEc:bis:biswps:625. Full description at Econpapers || Download paper | |
2017 | The importance of being special: repo markets during the crisis. (2017). Corradin, Stefano ; Maddaloni, Angela . In: Working Paper Series. RePEc:ecb:ecbwps:20172065. Full description at Econpapers || Download paper | |
2017 | The Portfolio Rebalancing Effects of the ECBs Asset Purchase Programme. (2017). Dunne, Peter ; Bua, Giovanna. In: Research Technical Papers. RePEc:cbi:wpaper:07/rt/17. Full description at Econpapers || Download paper | |
2017 | Eurozone exit risk. (2017). Eichler, Stefan ; Rovekamp, Ingmar . In: CEPIE Working Papers. RePEc:zbw:tudcep:0717. Full description at Econpapers || Download paper | |
2017 | Realized (co)variances of eurozone sovereign yields during the crisis: The impact of news and the Securities Markets Programme. (2017). Beetsma, Roel ; Widijanto, Daniel ; Giuliodori, Massimo ; de Jong, Frank. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:75:y:2017:i:c:p:14-31. Full description at Econpapers || Download paper | |
2017 | Private and Public Risk Sharing in the Euro Area. (2017). Cimadomo, Jacopo ; Giuliodori, Massimo M ; Furtuna, Oana. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20170064. Full description at Econpapers || Download paper | |
2017 | The financial market effects of the ECBs asset purchase programs. (2017). Lewis, Vivien ; Roth, Markus . In: Discussion Papers. RePEc:zbw:bubdps:232017. Full description at Econpapers || Download paper | |
2017 | Eurozone bond market dynamics, ECB monetary policy and financial stress. (2017). Labondance, Fabien ; Hubert, Paul ; Creel, Jerome ; Blot, Christophe. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/8vns9so6b9pnqfo7eebjgfann. Full description at Econpapers || Download paper | |
2017 | Do we want these two to tango? On zombie firms and stressed banks in Europe. (2017). Setzer, Ralph ; Koetter, Michael ; Westphal, Andreas ; Storz, Manuela. In: Working Paper Series. RePEc:ecb:ecbwps:20172104. Full description at Econpapers || Download paper | |
2017 | The effectiveness of the ECBâs unconventional monetary policy: Comparative evidence from crisis and non-crisis Euro-area countries. (2017). Jäger, Jannik ; Grigoriadis, Theocharis ; Jager, Jannik . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:78:y:2017:i:c:p:21-43. Full description at Econpapers || Download paper | |
2017 | Quantitative Easing in the Euro Area - An Event Study Approach. (2017). Urbschat, Florian ; Watzka, Sebastian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6709. Full description at Econpapers || Download paper | |
2017 | On collateral: implications for financial stability and monetary policy. (2017). Hoerova, Marie ; Heider, Florian ; Corradin, Stefano . In: Working Paper Series. RePEc:ecb:ecbwps:20172107. Full description at Econpapers || Download paper | |
2017 | Eurozone bond market dynamics, ECB monetary policy and financial stress. (2017). Labondance, Fabien ; Hubert, Paul ; Creel, Jerome ; Blot, Christophe. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1718. Full description at Econpapers || Download paper | |
2017 | Making room for the needy: the credit-reallocation effects of the ECBâs corporate QE. (2017). Mayordomo, Sergio ; Gimeno, Ricardo ; Arce, Oscar. In: Working Papers. RePEc:bde:wpaper:1743. Full description at Econpapers || Download paper | |
2017 | Fiscal Policy Interventions at the Zero Lower Bound. (2017). Nguyen, Duc Khuong ; Paltalidis, Nikos ; Boubaker, Sabri. In: MPRA Paper. RePEc:pra:mprapa:84673. Full description at Econpapers || Download paper | |
2017 | Foreword â The crisis, ten years after: Lessons learnt for monetary and financial research. (2017). Beyer, Andreas ; Mendicino, Caterina ; Coeure, Benoit. In: Ãconomie et Statistique. RePEc:prs:ecstat:estat_0336-1454_2017_num_494_1_10781. Full description at Econpapers || Download paper | |
2017 | Foreword â The crisis, ten years after: Lessons learnt for monetary and financial research. (2017). Mendicino, Caterina ; Beyer, Andreas ; Coeure, Benoit. In: Economie et Statistique / Economics and Statistics. RePEc:prs:ecsecs:estat_0336-1454_2017_num_494_1_10781. Full description at Econpapers || Download paper | |
2017 | Foreword â The crisis, ten years after: Lessons learnt for monetary and financial research. (2017). Mendicino, Caterina ; Beyer, Andreas ; Coeure, Benoit. In: Economie et Statistique / Economics and Statistics. RePEc:nse:ecosta:ecostat_2017_494-495-496_4. Full description at Econpapers || Download paper | |
2017 | Fake Alpha. (2017). Uhrig-Homburg, Marliese ; Rosenberger, Tobias ; Muller, Marcel . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2017-001. Full description at Econpapers || Download paper | |
2017 | Precision about manager skill, mutual fund flows, and performance persistence. (2017). Jeon, Hyunglae ; Lee, Changjun ; Kang, Jangkoo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:222-237. Full description at Econpapers || Download paper | |
2017 | Investor flows and fragility in corporate bond funds. (2017). Goldstein, Itay ; Ng, David T ; Jiang, Hao. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:3:p:592-613. Full description at Econpapers || Download paper | |
2017 | Costly Interpretation of Asset Prices. (2017). Vives, Xavier ; Yang, Liyan. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12360. Full description at Econpapers || Download paper | |
2017 | Does Competition Affect Bank Risk?. (2017). Lin, Chen ; Levine, Ross ; Jiang, Liangliang . In: NBER Working Papers. RePEc:nbr:nberwo:23080. Full description at Econpapers || Download paper | |
2017 | International Expansion and Riskiness of Banks. (2017). Ottaviano, Gianmarco ; Faia, Ester ; Arjona, Irene Sanchez. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11951. Full description at Econpapers || Download paper | |
2017 | International Expansion and Riskiness of Banks. (2017). Ottaviano, Gianmarco ; Faia, Ester ; Arjona, Irene Sanchez. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1481. Full description at Econpapers || Download paper | |
2017 | European Banks Straddling Borders: Risky or Rewarding?. (2017). Schoenmaker, Dirk ; Duijm, Patty. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12159. Full description at Econpapers || Download paper | |
2017 | Do creditor rights and information sharing affect the performance of foreign banks?. (2017). mamatzakis, emmanuel ; Kalyvas, Antonios. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:13-35. Full description at Econpapers || Download paper | |
2017 | Do creditor rights and information sharing affect the performance of foreign banks?. (2017). mamatzakis, emmanuel ; Kalyvas, Antonios. In: Working Papers. RePEc:bog:wpaper:232. Full description at Econpapers || Download paper | |
2017 | International expansion and riskiness of Banks. (2017). Ottaviano, Gianmarco ; Faia, Ester ; Arjona, Irene Sanchez. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:83615. Full description at Econpapers || Download paper | |
2017 | Uncovering expected returns: Information in analyst coverage proxies. (2017). Lee, Charles ; So, Eric C ; Charles, . In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:2:p:331-348. Full description at Econpapers || Download paper | |
2017 | The impact of fragmentation, exchange fees and liquidity provision on market quality. (2017). Aitken, Michael ; Foley, Sean ; Chen, Haoming . In: Journal of Empirical Finance. RePEc:eee:empfin:v:41:y:2017:i:c:p:140-160. Full description at Econpapers || Download paper | |
2017 | Shades of darkness: A pecking order of trading venues. (2017). Menkveld, Albert ; Zhu, Haoxiang ; Yueshen, Bart Zhou . In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:3:p:503-534. Full description at Econpapers || Download paper | |
2017 | An Empirical Analysis of Market Segmentation on U.S. Equity Markets. (2017). Hatheway, Frank ; Zheng, Hui ; Kwan, Amy. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:52:y:2017:i:06:p:2399-2427_00. Full description at Econpapers || Download paper | |
2017 | Effects of Lit and Dark Market Fragmentation on Liquidity. (2017). Gresse, Carole. In: Post-Print. RePEc:hal:journl:hal-01631771. Full description at Econpapers || Download paper | |
2017 | Index Futures Trading Restrictions and Spot Market Quality: Evidence from the Recent Chinese Stock Market Crash. (2017). Han, Qian ; Liang, Jufang. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:37:y:2017:i:4:p:411-428. Full description at Econpapers || Download paper | |
2017 | Do bond credit ratings lead to excess comovement?. (2017). Raffestin, Louis. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:85:y:2017:i:c:p:41-55. Full description at Econpapers || Download paper | |
2017 | Debt enforcement, investment, and risk taking across countries. (2017). Valta, Philip ; Favara, Giovanni ; Morellec, Erwan ; Schroth, Enrique. In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:1:p:22-41. Full description at Econpapers || Download paper | |
2017 | Credit Enforcement Cycles. (2017). Serrano-Padial, Ricardo ; Drozd, Lukasz. In: Working Papers. RePEc:fip:fedpwp:17-27. Full description at Econpapers || Download paper | |
2017 | Entrepreneurship and Information on Past Failures: A Natural Experiment. (2017). Cahn, Christophe ; Landier, A ; Girotti, M. In: Working papers. RePEc:bfr:banfra:644. Full description at Econpapers || Download paper | |
2017 | Creditor rights protection, tort claims and credit. (2017). Anyangah, Joshua O. In: International Review of Law and Economics. RePEc:eee:irlaec:v:52:y:2017:i:c:p:29-43. Full description at Econpapers || Download paper | |
2017 | The real effects of judicial enforcement: Evidence from Italy. (2017). Pezone, Vincenzo. In: SAFE Working Paper Series. RePEc:zbw:safewp:192. Full description at Econpapers || Download paper | |
2017 | The Investment CAPM. (2017). Zhang, Lu. In: NBER Working Papers. RePEc:nbr:nberwo:23226. Full description at Econpapers || Download paper | |
2017 | Replicating Anomalies. (2017). Zhang, Lu ; Xue, Chen ; Hou, Kewei. In: NBER Working Papers. RePEc:nbr:nberwo:23394. Full description at Econpapers || Download paper | |
2017 | The profitability of low-volatility. (2017). Blitz, David ; Vidojevic, Milan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:33-42. Full description at Econpapers || Download paper | |
2017 | Short- and Long-Horizon Behavioral Factors. (2017). Hirshleifer, David ; Sun, Lin ; Daniel, Kent. In: NBER Working Papers. RePEc:nbr:nberwo:24163. Full description at Econpapers || Download paper | |
2017 | Forecasting the equity risk premium with frequency-decomposed predictors. (2017). Verona, Fabio ; Faria, Gonçalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_001. Full description at Econpapers || Download paper | |
2017 | Small-Sample Tests for Stock Return Predictability with Possibly Non-Stationary Regressors and GARCH-Type Effects. (2017). Gungor, Sermin ; Luger, Richard . In: Staff Working Papers. RePEc:bca:bocawp:17-10. Full description at Econpapers || Download paper | |
2017 | Do oil futures prices predict stock returns?. (2017). I-Hsuan Ethan Chiang, ; Hughen, Keener W. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:79:y:2017:i:c:p:129-141. Full description at Econpapers || Download paper | |
2017 | On the Predictability of Stock Market Bubbles: Evidence from LPPLS ConfidenceTM Multi-scale Indicators. (2017). GUPTA, RANGAN ; Demirer, Riza ; Demos, Guilherme ; Sornette, Didier. In: Working Papers. RePEc:pre:wpaper:201752. Full description at Econpapers || Download paper | |
2017 | On the short-term predictability of stock returns: A quantile boosting approach. (2017). Pierdzioch, Christian ; Demirer, Riza ; Zhang, Huacheng . In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:35-41. Full description at Econpapers || Download paper | |
2017 | Forecasting Stock Returns: A Predictor-Constrained Approach. (2017). Pettenuzzo, Davide. In: Working Papers. RePEc:brd:wpaper:116. Full description at Econpapers || Download paper | |
2017 | Predicting returns on asset markets of a small, open economy and the influence of global risks. (2017). Nitschka, Thomas ; Haab, David. In: Working Papers. RePEc:snb:snbwpa:2017-14. Full description at Econpapers || Download paper | |
2017 | Forecasting stock market returns by summing the frequency-decomposed parts. (2017). Verona, Fabio ; Faria, Gonalo. In: CEF.UP Working Papers. RePEc:por:cetedp:1702. Full description at Econpapers || Download paper | |
2017 | Dynamic bankruptcy procedure with asymmetric information between insiders and outsiders. (2017). Shibata, Takashi ; Nishihara, Michi. In: Discussion Papers in Economics and Business. RePEc:osk:wpaper:1718. Full description at Econpapers || Download paper | |
2017 | Corporate Employee-Engagement and Merger Outcomes. (2017). Renneboog, Luc ; Liang, H. In: Discussion Paper. RePEc:tiu:tiucen:ab3f7a1d-a202-48b7-9c75-18fcac729d14. Full description at Econpapers || Download paper | |
2017 | Corporate Donations and Shareholder Value. (2017). Renneboog, Luc ; Liang, H. In: Discussion Paper. RePEc:tiu:tiucen:d118849c-1502-442b-a66e-5d3a608f7c5e. Full description at Econpapers || Download paper | |
2017 | Cross-Border Acquisitions and Employee-Engagement. (2017). Renneboog, Luc ; Vansteenkiste, Cara ; Liang, Hao. In: Discussion Paper. RePEc:tiu:tiucen:302b5e09-4d1d-4b32-9d74-7240249e6106. Full description at Econpapers || Download paper | |
2017 | Shareholder Engagement on Environmental, Social, and Governance Performance. (2017). Renneboog, Luc ; Cremers, M ; Barko, Tamas. In: Discussion Paper. RePEc:tiu:tiucen:bb1f0349-1f6f-49a4-9d62-1c5a1240a1a8. Full description at Econpapers || Download paper | |
2017 | The Representation of Managers, Shareholders and other Stakeholders inside the Boardroom: Does it Matter for CSR Commitment? *. (2017). Roudaut, Gwenael. In: Working Papers. RePEc:hal:wpaper:hal-01623944. Full description at Econpapers || Download paper | |
2017 | Social capital, trust, and firm performance: the value of corporate social responsibility during the financial crisis. (2017). Servaes, Henri ; Tamayo, Ane ; Lins, Karl V. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:68059. Full description at Econpapers || Download paper | |
2017 | A Matter of Trust? The Bond Market Benefits of Corporate Social Capital during the Financial Crisis. (2017). Servaes, Henri ; Tamayo, Ane ; Lins, Karl ; Amiraslani, Hami. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12321. Full description at Econpapers || Download paper | |
2017 | Using Option Market Liquidity to Predict REIT Leverage Changes. (2017). Borochin, Paul ; Yang, Jie ; Lu-Andrews, Ran ; Glascock, John L. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:55:y:2017:i:2:d:10.1007_s11146-016-9559-y. Full description at Econpapers || Download paper | |
2017 | Options, equity risks, and the value of capital structure adjustments. (2017). Borochin, Paul ; Yang, Jie. In: Journal of Corporate Finance. RePEc:eee:corfin:v:42:y:2017:i:c:p:150-178. Full description at Econpapers || Download paper | |
2017 | Price and Probability: Decomposing the Takeover Effects of Anti-Takeover Provisions. (2017). Guadalupe, Maria ; Cuñat, Vicente ; Gine, Mireia ; Cunat, Vicente . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12059. Full description at Econpapers || Download paper | |
2017 | Why do firms decide to stop their share repurchase programs?. (2017). Mietzner, Mark . In: Review of Managerial Science. RePEc:spr:rvmgts:v:11:y:2017:i:4:d:10.1007_s11846-016-0206-z. Full description at Econpapers || Download paper | |
2017 | Why Do Firms Sell Out? Separating Targetsâ Motives from Biddersâ Selection of Targets in M&A. (2017). Zha Giedt, Jenny. In: MPRA Paper. RePEc:pra:mprapa:81014. Full description at Econpapers || Download paper | |
2017 | Financial versus strategic bidders: Evidence from unsuccessful takeover bids. (2017). Blomkvist, Magnus ; Korkeamaki, Timo. In: Economics Letters. RePEc:eee:ecolet:v:159:y:2017:i:c:p:142-144. Full description at Econpapers || Download paper | |
2017 | Activism mergers. (2017). Boyson, Nicole M ; Gantchev, Nickolay ; Shivdasani, Anil. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:1:p:54-73. Full description at Econpapers || Download paper | |
2017 | Advising shareholders in takeovers. (2017). Levit, Doron. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:3:p:614-634. Full description at Econpapers || Download paper | |
2017 | Financial versus strategic bidders: Evidence from unsuccessful takeover bids. (2017). Blomkvist, Magnus ; Korkeamaki, Timo. In: Post-Print. RePEc:hal:journl:hal-01578935. Full description at Econpapers || Download paper | |
2017 | Shock Propagation and Banking Structure. (2017). Giannetti, Mariassunta ; Saidi, Farzad. In: Working Paper Series. RePEc:hhs:rbnkwp:0348. Full description at Econpapers || Download paper | |
2017 | Shock Propagation and Banking Structure. (2017). Giannetti, Mariassunta ; Saidi, Farzad. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12423. Full description at Econpapers || Download paper | |
2017 | Corporate liquidity and dividend policy under uncertainty. (2017). Koussis, Nicos ; Trigeorgis, Lenos ; Martzoukos, Spiros H. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:200-214. Full description at Econpapers || Download paper | |
2017 | Do takeover laws matter? Evidence from five decades of hostile takeovers. (2017). Cain, Matthew D ; Solomon, Steven Davidoff ; McKeon, Stephen B. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:3:p:464-485. Full description at Econpapers || Download paper | |
2017 | Corporate liquidity and dividend policy under uncertainty. (2017). Koussis, Nicos ; Trigeorgis, Lenos ; Martzoukos, Spiros H. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:81:y:2017:i:c:p:221-235. Full description at Econpapers || Download paper | |
2017 | CEO Social Status and Risk-Taking. (2017). Shemesh, Joshua. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:02:n:s2010139217500045. Full description at Econpapers || Download paper | |
2017 | Unemployment Risk and Payout Policies. (2017). Pezone, Vincenzo. In: MPRA Paper. RePEc:pra:mprapa:83918. Full description at Econpapers || Download paper | |
2017 | Does a long-term orientation create value? Evidence from a regression discontinuity. (2017). Flammer, Caroline ; Bansal, Pratima. In: Strategic Management Journal. RePEc:bla:stratm:v:38:y:2017:i:9:p:1827-1847. Full description at Econpapers || Download paper | |
2017 | Housing Bust, Bank Lending & Employment : Evidence from Multimarket Banks. (2017). Glancy, David P. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-118. Full description at Econpapers || Download paper | |
2017 | Credit Ratings Across Asset Classes: A Long-Term Perspective. (2017). Cornaggia, Jess N ; Hund, John E. In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:2:p:465-509.. Full description at Econpapers || Download paper | |
2017 | Career concerns of banking analysts. (2017). Horton, Joanne ; Wu, Shan ; Serafeim, George . In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:63:y:2017:i:2:p:231-252. Full description at Econpapers || Download paper | |
2017 | The Value of Revolving Doors in Public Procurement. (2017). Straub, Stephane ; Barbosa, Klenio. In: TSE Working Papers. RePEc:tse:wpaper:32283. Full description at Econpapers || Download paper | |
2017 | Structural Changes in Corporate Bond Underpricing. (2017). Nagler, Florian ; Ottonello, Giorgio. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1748. Full description at Econpapers || Download paper | |
2017 | Variance Risk Premia on Stocks and Bonds. (2017). Sabtchevsky, Petar ; Mueller, Philippe ; Vedolin, Andrea ; Whelan, Paul. In: 2017 Meeting Papers. RePEc:red:sed017:1161. Full description at Econpapers || Download paper | |
2017 | Financing behavior of firms in tranquil and crisis period: Evidence from China. (2017). Mirza, Sultan Sikandar ; McMillan, David ; Iqbal, Amjad ; Yan, YU ; Jebran, Khalil. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1339770. Full description at Econpapers || Download paper | |
2017 | The effect of voluntary disclosure on stock liquidity: New evidence from index funds. (2017). Schoenfeld, Jordan. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:63:y:2017:i:1:p:51-74. Full description at Econpapers || Download paper | |
2017 | Blockholder Voting. (2017). Bar-Isaac, Heski ; Shapiro, Joel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11933. Full description at Econpapers || Download paper | |
2017 | The relationship between corporate governance and tax avoidance - evidence from Germany using a regression discontinuity design. (2017). Kiesewetter, Dirk ; Manthey, Johannes . In: arqus Discussion Papers in Quantitative Tax Research. RePEc:zbw:arqudp:218. Full description at Econpapers || Download paper | |
2017 | Do exogenous changes in passive institutional ownership affect corporate governance and firm value?. (2017). Schmidt, Cornelius ; Fahlenbrach, Rudiger. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:2:p:285-306. Full description at Econpapers || Download paper | |
2017 | Quorum Rules and Shareholder Power. (2017). Souam, Saïd ; Charlety, Patricia ; Fagart, Marie-Cecile . In: EconomiX Working Papers. RePEc:drm:wpaper:2017-35. Full description at Econpapers || Download paper | |
2017 | Home Alone: The Effects of Lone-Insider Boards on CEO Pay, Financial Misconduct, and Firm Performance. (2017). Zorn, Michelle L ; Ketchen, David J ; Combs, James G ; Martin, John A ; Shropshire, Christine . In: Strategic Management Journal. RePEc:bla:stratm:v:38:y:2017:i:13:p:2623-2646. Full description at Econpapers || Download paper | |
2017 | Rewarding risk-taking or skill? The case of private equity fund managers. (2017). Wagner, Niklas ; Buchner, Axel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:80:y:2017:i:c:p:14-32. Full description at Econpapers || Download paper | |
2017 | Diversification, risk, and returns in venture capital. (2017). Buchner, Axel ; Schwienbacher, Armin ; Mohamed, Abdulkadir. In: Journal of Business Venturing. RePEc:eee:jbvent:v:32:y:2017:i:5:p:519-535. Full description at Econpapers || Download paper | |
2017 | Venture Capital Investments and Merger and Acquisition Activity Around the World. (2017). Phillips, Gordon ; Zhdanov, Alexei . In: NBER Working Papers. RePEc:nbr:nberwo:24082. Full description at Econpapers || Download paper | |
2017 | How Do Individuals Repay Their Debt? The Balance-Matching Heuristic. (2017). Weber, Jörg ; Gathergood, John ; Stewart, Neil ; Mahoney, Neale. In: NBER Working Papers. RePEc:nbr:nberwo:24161. Full description at Econpapers || Download paper | |
2017 | Improving the 30-Year Fixed-Rate Mortgage. (2017). Passmore, Wayne ; von Hafften, Alexander H. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-90. Full description at Econpapers || Download paper | |
2017 | Product market advertising, heterogeneous beliefs, and the long-run performance of initial public offerings. (2017). Chemmanur, Thomas ; Yan, AN. In: Journal of Corporate Finance. RePEc:eee:corfin:v:46:y:2017:i:c:p:1-24. Full description at Econpapers || Download paper | |
2017 | The effects of affiliations on the initial public offering pricing. (2017). Palmucci, Fabrizio ; Geranio, Manuela ; Mazzoli, Camilla . In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:295-313. Full description at Econpapers || Download paper | |
2017 | To trust is good, but to control is better: How investors discipline financial advisorsâ activity. (2017). Urzì Brancati, Maria Cesira ; Giofre', Maela ; Calcagno, Riccardo ; Urzi-Brancati, Maria Cesira . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:140:y:2017:i:c:p:287-316. Full description at Econpapers || Download paper | |
2017 | Optimal social security claiming behavior under lump sum incentives: Theory and evidence. (2017). Mitchell, Olivia ; Schimetschek, Tatjana ; Rogalla, Ralph ; Maurer, Raimond. In: SAFE Working Paper Series. RePEc:zbw:safewp:164. Full description at Econpapers || Download paper | |
2017 | Optimal Social Security Claiming Behavior under Lump Sum Incentives: Theory and Evidence. (2017). Mitchell, Olivia ; Rogalla, Ralph ; Schimetschek, Tatjana ; Maurer, Raimond. In: NBER Working Papers. RePEc:nbr:nberwo:23073. Full description at Econpapers || Download paper | |
2017 | To Trust is Good, but to Control Is Better: How Investors Discipline Financial AdvisorsActivity. (2017). Urzì Brancati, Maria Cesira ; Giofre', Maela ; Urzi-Brancati, Maria Cesira ; Calcagno, Riccardo . In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:201718. Full description at Econpapers || Download paper | |
2017 | Multiple lending, credit lines and financial contagion. (2017). Cappelletti, Giuseppe ; Mistrulli, Paolo Emilio . In: Working Paper Series. RePEc:ecb:ecbwps:20172089. Full description at Econpapers || Download paper | |
2017 | Bank lending in uncertain times. (2017). Alessandri, Piergiorgio ; Bottero, Margherita . In: BCAM Working Papers. RePEc:bbk:bbkcam:1703. Full description at Econpapers || Download paper | |
2017 | Multiple lending, credit lines, and financial contagion. (2017). Mistrulli, Paolo Emilio ; Cappelletti, Giuseppe . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1123_17. Full description at Econpapers || Download paper | |
2017 | Sharing the Pain? Credit Supply and Real Effects of Bank Bail-ins. (2017). Silva, Andre ; Da-Rocha Lopes, Samuel ; Beck, Thorsten. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12058. Full description at Econpapers || Download paper | |
2017 | Bank Deposits and Liquidity Regulation: Evidence from Ethiopia. (2017). Limodio, Nicola ; Strobbe, Francesco. In: Working Papers. RePEc:igi:igierp:612. Full description at Econpapers || Download paper | |
2017 | Wholesale funding dry-ups. (2017). thesmar, david ; Guillaume, David Thesmarauthor-Name ; Perignon, Christophe. In: ESRB Working Paper Series. RePEc:srk:srkwps:201749. Full description at Econpapers || Download paper | |
2017 | Bank Risk Management. (2017). Madalina - Gabriela Anghel, ; Burea, Doina ; Bodo, Gyorgy ; Sfetcu, Marian . In: Romanian Statistical Review Supplement. RePEc:rsr:supplm:v:65:y:2017:i:11:p:87-94. Full description at Econpapers || Download paper | |
2017 | Local Banks, Credit Supply, and House Prices. (2017). Blickle, Kristian. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:11. Full description at Econpapers || Download paper | |
2017 | Interim fund performance and fundraising in private equity. (2017). Barber, Brad ; Yasuda, Ayako. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:1:p:172-194. Full description at Econpapers || Download paper | |
2017 | Monetary policy and bank risk-taking: Evidence from emerging economies. (2017). Wu, Ji ; Jeon, Bang ; Wang, Rui ; Chen, Minghua . In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:116-140. Full description at Econpapers || Download paper | |
2017 | The portfolio of euro area fund investors and ECB monetary policy announcements. (2017). Manganelli, Simone ; Habib, Maurizio Michael ; Bubeck, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20172116. Full description at Econpapers || Download paper | |
2017 | Choosing the open sea: The cost to the UK of staying out of the euro. (2017). Saia, Alessandro. In: Journal of International Economics. RePEc:eee:inecon:v:108:y:2017:i:c:p:82-98. Full description at Econpapers || Download paper | |
2017 | All the Presidentâs Friends: Political Access and Firm Value. (2017). Brown, Jeffrey ; Huang, Jiekun. In: NBER Working Papers. RePEc:nbr:nberwo:23356. Full description at Econpapers || Download paper | |
2017 | Marijuana Prohibition and Rent Seeking. (2017). Anderson, Warren R. In: Homo Oeconomicus: Journal of Behavioral and Institutional Economics. RePEc:spr:homoec:v:34:y:2017:i:1:d:10.1007_s41412-017-0037-4. Full description at Econpapers || Download paper | |
2017 | Political Connections and the Informativeness of Insider Trades. (2017). Jagolinzer, Alan D ; Taylor, Daniel ; Ormazabal, Gaizka ; Larcker, David F. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12153. Full description at Econpapers || Download paper | |
2017 | Weakening political connections by means of regulatory reform: Evidence from contracting out water services in Spain. (2017). Picazo-Tadeo, Andres ; Bel, GermÃÂ ; Gonzalez-Gomez, Francisco ; Albalate, Daniel. In: Journal of Regulatory Economics. RePEc:kap:regeco:v:52:y:2017:i:2:d:10.1007_s11149-017-9338-6. Full description at Econpapers || Download paper | |
2017 | Appointed Public Officials and Local Favoritism: Evidence from the German States. (2017). Lopes da Fonseca, Mariana ; Baskaran, Thushyanthan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6800. Full description at Econpapers || Download paper | |
2017 | Do CEOs affect employees political choices?. (2017). Babenko, Ilona ; Zhang, Song ; Fedaseyeu, Viktar. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1750. Full description at Econpapers || Download paper | |
2017 | EXECUTIVES IN POLITICS. (2017). Babenko, Ilona ; Zhang, Song ; Fedaseyeu, Viktar. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1762. Full description at Econpapers || Download paper | |
2017 | On the optimal design of place-based policies: A structural evaluation of EU regional transfers. (2017). von Ehrlich, Maximilian. In: Diskussionsschriften. RePEc:rdv:wpaper:credresearchpaper17. Full description at Econpapers || Download paper | |
2017 | The Effect of a Second Home Construction Ban on Real Estate Prices. (2017). Steffen, Daniel. In: Diskussionsschriften. RePEc:rdv:wpaper:credresearchpaper18. Full description at Econpapers || Download paper | |
2017 | Winning Connections? Special Interests and the Sale of Failed Banks. (2017). Wagner, Wolf ; Lambert, Thomas ; Igan, Deniz ; Zhang, Quxian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12440. Full description at Econpapers || Download paper | |
2017 | Political connections of the board of directors and credit financing: evidence from Chinese private enterprises. (2017). Peng, Hongfeng ; Zhu, Xiaoquan ; Zhang, Xiao. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:5:p:1481-1516. Full description at Econpapers || Download paper | |
2017 | The Effect of Supranational Banking Supervision on the Financial Sector: Event Study Evidence from Europe. (2017). Loipersberger, Florian . In: Discussion Papers in Economics. RePEc:lmu:muenec:34610. Full description at Econpapers || Download paper | |
2017 | Zeroing in: Asset Pricing at the Zero Lower Bound. (2017). Bilal, Mohsan . In: 2017 Meeting Papers. RePEc:red:sed017:377. Full description at Econpapers || Download paper | |
2017 | The cross-section and time series of stock and bond returns. (2017). Van Nieuwerburgh, Stijn ; Lustig, Hanno. In: Journal of Monetary Economics. RePEc:eee:moneco:v:88:y:2017:i:c:p:50-69. Full description at Econpapers || Download paper | |
2017 | Level and Volatility Shocks to Fiscal Policy: Term Structure Implications. (2017). Bretscher, Lorenzo ; Tamoni, Andrea ; Hsu, Alex . In: 2017 Meeting Papers. RePEc:red:sed017:258. Full description at Econpapers || Download paper | |
2017 | Fiscal Discount Rates and Debt Maturity. (2017). Kung, Howard ; Corhay, Alexandre ; Morales, Gonzalo. In: 2017 Meeting Papers. RePEc:red:sed017:840. Full description at Econpapers || Download paper | |
2017 | Japanâs quantitative monetary easing policy: Effect on the level and volatility of yield spreads. (2017). Hanabusa, Kunihiro. In: Journal of Asian Economics. RePEc:eee:asieco:v:53:y:2017:i:c:p:56-66. Full description at Econpapers || Download paper | |
2017 | Capital utilization, market power, and the pricing of investment shocks. (2017). Garlappi, Lorenzo ; Song, Zhongzhi . In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:3:p:447-470. Full description at Econpapers || Download paper | |
2017 | Taxes and the Fed : Theory and Evidence from Equities. (2017). Diercks, Anthony M ; Waller, William. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-104. Full description at Econpapers || Download paper | |
2017 | The impact of fragmentation, exchange fees and liquidity provision on market quality. (2017). Aitken, Michael ; Foley, Sean ; Chen, Haoming . In: Journal of Empirical Finance. RePEc:eee:empfin:v:41:y:2017:i:c:p:140-160. Full description at Econpapers || Download paper | |
2017 | Shades of darkness: A pecking order of trading venues. (2017). Menkveld, Albert ; Zhu, Haoxiang ; Yueshen, Bart Zhou . In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:3:p:503-534. Full description at Econpapers || Download paper | |
2017 | Market maker competition and price efficiency: Evidence from China. (2017). Zhang, Wei ; Feng, XU ; Huang, Ke. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:121-131. Full description at Econpapers || Download paper | |
2017 | An Empirical Analysis of Market Segmentation on U.S. Equity Markets. (2017). Hatheway, Frank ; Zheng, Hui ; Kwan, Amy. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:52:y:2017:i:06:p:2399-2427_00. Full description at Econpapers || Download paper | |
2017 | Mutual Fund Liquidity Costs. (2017). Fulkerson, Jon A ; Riley, Timothy B. In: Financial Management. RePEc:bla:finmgt:v:46:y:2017:i:2:p:359-375. Full description at Econpapers || Download paper | |
2017 | Tick Size Wars, High Frequency Trading, and Market Quality. (2017). Meling, Tom Grimstvedt ; Odegrd, Bernt Arne. In: Working Papers in Economics. RePEc:hhs:bergec:2017_005. Full description at Econpapers || Download paper | |
2017 | Firm Size and Stock Returns: A Meta-Analysis. (2017). Novak, Jiri ; Havranek, Tomas ; Astakhov, Anton . In: Working Papers IES. RePEc:fau:wpaper:wp2017_14. Full description at Econpapers || Download paper | |
2017 | Monetary Policy and Asset Valuation. (2017). Bianchi, Francesco. In: 2017 Meeting Papers. RePEc:red:sed017:500. Full description at Econpapers || Download paper | |
2017 | Mixing fair-value and historical-cost accounting: predictable other-comprehensive-income and mispricing of bank stocks. (2017). Easton, Peter ; Zhang, Xiao-Jun. In: Review of Accounting Studies. RePEc:spr:reaccs:v:22:y:2017:i:4:d:10.1007_s11142-017-9423-1. Full description at Econpapers || Download paper | |
2017 | Statistical Risk Models. (2017). Kakushadze, Zura ; Yu, Willie. In: Papers. RePEc:arx:papers:1602.08070. Full description at Econpapers || Download paper | |
2017 | A diagnostic criterion for approximate factor structure. (2017). Scaillet, Olivier ; Gagliardini, Patrick ; Ossola, Elisa . In: Papers. RePEc:arx:papers:1612.04990. Full description at Econpapers || Download paper | |
2017 | The joint cross-sectional variation of equity returns and volatilities. (2017). Gonzalez-Urteaga, Ana ; Rubio, Gonzalo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:17-34. Full description at Econpapers || Download paper | |
2017 | Quantile index coefficient model with variable selection. (2017). Zhao, Weihua ; Lian, Heng. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:154:y:2017:i:c:p:40-58. Full description at Econpapers || Download paper | |
2017 | Discrete hierarchy of sizes and performances in the exchange-traded fund universe. (2017). Schoors, Koen ; Vandermarliere, B ; Cauwels, P ; Sornette, D ; Ryckebusch, J. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:469:y:2017:i:c:p:111-123. Full description at Econpapers || Download paper | |
2017 | Costs of capital under credit risk. (2017). Zbandut, Anastasiia ; Reichling, Peter . In: FEMM Working Papers. RePEc:mag:wpaper:170003. Full description at Econpapers || Download paper | |
2017 | Do Cross-Sectional Stock Return Predictors Pass the Test without Data-Snooping Bias?. (2017). Lin, Hsiou-Wei ; Hsu, Yu-Chin ; Vincent, Kendro . In: IEAS Working Paper : academic research. RePEc:sin:wpaper:17-a003. Full description at Econpapers || Download paper | |
2017 | Firm size, economic risks, and the cross-section of international stock returns. (2017). Nitschka, Thomas ; Atanasov, Victoria . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:39:y:2017:i:c:p:110-126. Full description at Econpapers || Download paper | |
2017 | Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500. (2017). Huck, Nicolas ; Krauss, Christopher ; Do, Xuan Anh . In: European Journal of Operational Research. RePEc:eee:ejores:v:259:y:2017:i:2:p:689-702. Full description at Econpapers || Download paper | |
2017 | Using parametric classification trees for model selection with applications to financial risk management. (2017). Adcock, C J ; Meade, N. In: European Journal of Operational Research. RePEc:eee:ejores:v:259:y:2017:i:2:p:746-765. Full description at Econpapers || Download paper | |
2017 | Macroeconomic factors and index option returns. (2017). Lai, Ya-Wen. In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:452-477. Full description at Econpapers || Download paper | |
2017 | Value Investing: Circle of Competence in the Thai Insurance Industry. (2017). Sampan, Nettayanun . In: Asia-Pacific Journal of Risk and Insurance. RePEc:bpj:apjrin:v:11:y:2017:i:1:p:33:n:2. Full description at Econpapers || Download paper | |
2017 | Dissecting Characteristics Nonparametrically. (2017). Weber, Michael ; Freyberger, Joachim ; Neuhierl, Andreas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6391. Full description at Econpapers || Download paper | |
2017 | The Investment CAPM. (2017). Zhang, Lu. In: NBER Working Papers. RePEc:nbr:nberwo:23226. Full description at Econpapers || Download paper | |
2017 | Dissecting Characteristics Nonparametrically. (2017). Weber, Michael ; Freyberger, Joachim ; Neuhierl, Andreas. In: NBER Working Papers. RePEc:nbr:nberwo:23227. Full description at Econpapers || Download paper | |
2017 | Unconventional monetary policy and the stock marketâs reaction to Federal Reserve policy actions. (2017). Tas, Bedri ; Eksi, Ozan ; Onur, Bedri Kamil. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:136-147. Full description at Econpapers || Download paper | |
2017 | Do short sellers exploit industry information?. (2017). Zhang, Weina ; Huszar, Zsuzsa R. In: Journal of Empirical Finance. RePEc:eee:empfin:v:41:y:2017:i:c:p:118-139. Full description at Econpapers || Download paper | |
2017 | Predictability and diversification benefits of investing in commodity and currency futures. (2017). Potì, Valerio ; cotter, john ; Poti, Valerio ; Eyiah-Donkor, Emmanuel . In: International Review of Financial Analysis. RePEc:eee:finana:v:50:y:2017:i:c:p:52-66. Full description at Econpapers || Download paper | |
2017 | International tests of a five-factor asset pricing model. (2017). Fama, Eugene F ; French, Kenneth R. In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:3:p:441-463. Full description at Econpapers || Download paper | |
2017 | Do constraints on financial and operating leverage affect the performance of Islamic equity portfolios?. (2017). Ashraf, Dawood ; Hussain, Syed Mujahid ; Khawaja, Mohsin ; Felixson, Karl. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:42:y:2017:i:c:p:171-182. Full description at Econpapers || Download paper | |
2017 | Is sustainable competitive advantage an advantage for stock investors?. (2017). Liu, YI ; Mantecon, Tomas . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:63:y:2017:i:c:p:299-314. Full description at Econpapers || Download paper | |
2017 | Factor Investing: The Rocky Road from Long-Only to Long-Short. (2017). Szafarz, Ariane ; Briere, Marie. In: Working Papers CEB. RePEc:sol:wpaper:2013/249918. Full description at Econpapers || Download paper | |
2017 | The Long-Term Performance of IPOâs, Revisited. (2017). Schmid, Markus ; Karthaus, Larissa ; Hoechle, Daniel. In: Working Papers on Finance. RePEc:usg:sfwpfi:2017:06. Full description at Econpapers || Download paper | |
2017 | Spillover Risks in REITs and other Asset Markets. (2017). Chiang, Ming-Chu ; Tsai, I-Chun ; I-Chun Tsai, ; Sing, Tien Foo. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:54:y:2017:i:4:d:10.1007_s11146-015-9545-9. Full description at Econpapers || Download paper | |
2017 | Replicating Anomalies. (2017). Zhang, Lu ; Xue, Chen ; Hou, Kewei. In: NBER Working Papers. RePEc:nbr:nberwo:23394. Full description at Econpapers || Download paper | |
2017 | Pairs trading with a mean-reverting jump-diffusion model on high-frequency data. (2017). Stubinger, Johannes ; Endres, Sylvia. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:102017. Full description at Econpapers || Download paper | |
2017 | Accrual quality, skill, and the cross-section of mutual fund returns. (2017). Nallareddy, Suresh ; Ogneva, Maria . In: Review of Accounting Studies. RePEc:spr:reaccs:v:22:y:2017:i:2:d:10.1007_s11142-017-9389-z. Full description at Econpapers || Download paper | |
2017 | Innovative Originality, Profitability, and Stock Returns. (2017). li, dongmei ; HSU, Po-Hsuan ; Hirshleifer, David. In: NBER Working Papers. RePEc:nbr:nberwo:23432. Full description at Econpapers || Download paper | |
2017 | Inference on Risk Premia in the Presence of Omitted Factors. (2017). Giglio, Stefano ; Xiu, Dacheng. In: NBER Working Papers. RePEc:nbr:nberwo:23527. Full description at Econpapers || Download paper | |
2017 | Exploiting social media with higher-order Factorization Machines: Statistical arbitrage on high-frequency data of the S&P 500. (2017). Knoll, Julian ; Grottke, Michael ; Stubinger, Johannes. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:132017. Full description at Econpapers || Download paper | |
2017 | The Impact of Relevant International Factors on the Returns of IBEX 35 Companies, 2000-2016. (2017). Jareño, Francisco ; Jareo, Francisco ; Sevillano, Caridad M. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:17:y:2017:i:1_3. Full description at Econpapers || Download paper | |
2017 | The Economics of Value Investing. (2017). Zhang, Lu ; Xue, Chen ; Mo, Haitao ; Hou, Kewei. In: NBER Working Papers. RePEc:nbr:nberwo:23563. Full description at Econpapers || Download paper | |
2017 | 25 Jahre Fama-French-Modell: Erklärungsgehalt, Anomalien und praktische Implikationen. (2017). Christoph, Kaserer ; Matthias, Hanauer . In: Perspektiven der Wirtschaftspolitik. RePEc:bpj:pewipo:v:18:y:2017:i:2:p:98-116:n:4. Full description at Econpapers || Download paper | |
2017 | Digesting anomalies in emerging European markets: A comparison of factor pricing models. (2017). Zaremba, Adam ; Czapkiewicz, Anna. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:1-15. Full description at Econpapers || Download paper | |
2017 | Noisy prices and the FamaâFrench five-factor asset pricing model in China. (2017). Lin, QI. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:141-163. Full description at Econpapers || Download paper | |
2017 | Conditional asset pricing in international equity markets. (2017). Huynh, Thanh D. In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:168-189. Full description at Econpapers || Download paper | |
2017 | Anomalous Returns, Risk Premiums and Diversification: Evidence from Emerging Market. (2017). Sadaqat, Mohsin ; Butt, Hilal Anwar. In: Proceedings of Economics and Finance Conferences. RePEc:sek:iefpro:4807461. Full description at Econpapers || Download paper | |
2017 | The impact of crude oil prices on stock prices of oil firms: Should upstream-downstream dichotomy in supply chain be ignored?. (2017). Salisu, Afees ; Swaray, Raymond. In: Working Papers. RePEc:cui:wpaper:0021. Full description at Econpapers || Download paper | |
2017 | A multi-factor predictive model for oil-US stock nexus with persistence, endogeneity and conditional heteroscedasticity effects. (2017). Salisu, Afees ; Oloko, Tirimisiyu ; Swaray, Raymond. In: Working Papers. RePEc:cui:wpaper:0024. Full description at Econpapers || Download paper | |
2017 | Monetary Momentum. (2017). Weber, Michael ; Neuhierl, Andreas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6648. Full description at Econpapers || Download paper | |
2017 | Brexit: Short-term stock price effects and the impact of firm-level internationalization. (2017). Oehler, Andreas ; Wendt, Stefan ; Horn, Matthias. In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:175-181. Full description at Econpapers || Download paper | |
2017 | Risk-shifting, equity risk, and the distress puzzle. (2017). Lockwood, Jimmy ; Miao, Hong ; Li, Keming . In: Journal of Corporate Finance. RePEc:eee:corfin:v:44:y:2017:i:c:p:275-288. Full description at Econpapers || Download paper | |
2017 | Research in finance: A review of influential publications and a research agenda. (2017). Linnenluecke, Martina K ; Zhu, Yushu ; Smith, Tom ; Ling, Xin ; Chen, Xiaoyan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:43:y:2017:i:c:p:188-199. Full description at Econpapers || Download paper | |
2017 | The five-factor asset pricing model tests for the Chinese stock market. (2017). Guo, Bin ; Zhang, Han. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:43:y:2017:i:c:p:84-106. Full description at Econpapers || Download paper | |
2017 | Share buybacks and gender diversity. (2017). Vermaelen, Theo ; Evgeniou, Theodoros . In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:669-686. Full description at Econpapers || Download paper | |
2017 | Normative portfolio theory. (2017). Fu, Yufen ; Blazenko, George W. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:240-251. Full description at Econpapers || Download paper | |
2017 | Investor Attention and Sentiment: Risk or Anomaly?. (2017). Bucher, Melk C. In: Working Papers on Finance. RePEc:usg:sfwpfi:2017:12. Full description at Econpapers || Download paper | |
2017 | Pricing sin stocks: Ethical preference vs. risk aversion. (2017). Gioffré, Alessandro ; Colonnello, Stefano ; Gioffre, Alessandro ; Curatola, Giuliano. In: IWH Discussion Papers. RePEc:zbw:iwhdps:202017. Full description at Econpapers || Download paper | |
2017 | Optimal trading strategies for Lévy-driven Ornstein-Uhlenbeck processes. (2017). Endres, Sylvia ; Stubinger, Johannes. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:172017. Full description at Econpapers || Download paper | |
2017 | Time-varying coefficient estimation in SURE models. Application to portfolio management. (2017). Casas, Isabel ; Orbe, Susan ; Ferreira, Eva. In: CREATES Research Papers. RePEc:aah:create:2017-33. Full description at Econpapers || Download paper | |
2017 | Does the Investment Model Explain Value and Momentum Simultaneously?. (2017). Zhang, Lu ; Xue, Chen ; Gonalves, Andrei S. In: NBER Working Papers. RePEc:nbr:nberwo:23910. Full description at Econpapers || Download paper | |
2017 | Modelling Return and Volatility Spillovers in Global Foreign Exchange Markets. (2017). Salisu, Afees ; Oyewole, Oluwatomisin ; fasanya, Ismail. In: Working Papers. RePEc:cui:wpaper:0030. Full description at Econpapers || Download paper | |
2017 | A new look at the stock price-exchange rate nexus. (2017). Salisu, Afees ; Ndako, Umar. In: Working Papers. RePEc:cui:wpaper:0031. Full description at Econpapers || Download paper | |
2017 | The cross section of international government bond returns. (2017). Zaremba, Adam ; Czapkiewicz, Anna. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:171-183. Full description at Econpapers || Download paper | |
2017 | The profitability of low-volatility. (2017). Blitz, David ; Vidojevic, Milan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:33-42. Full description at Econpapers || Download paper | |
2017 | The q-factors and expected bond returns. (2017). Franke, Benedikt ; Muller, Sonja . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:83:y:2017:i:c:p:19-35. Full description at Econpapers || Download paper | |
2017 | The Other Side of Value: The Effect of Quality on Price and Return in Real Estate. (2017). Anzinger, Sara Kelly ; Petrova, Milena ; Ghosh, Chinmoy. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:54:y:2017:i:3:d:10.1007_s11146-016-9574-z. Full description at Econpapers || Download paper | |
2017 | Sufficient forecasting using factor models. (2017). Fan, Jianqing ; Xue, Lingzhou ; Yao, Jiawei . In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:292-306. Full description at Econpapers || Download paper | |
2017 | Cognitive biases in investors behaviour under stress: Evidence from the London Stock Exchange. (2017). Philippas, Dionisis ; SIRIOPOULOS, COSTAS ; Kariofyllas, Spyridon. In: International Review of Financial Analysis. RePEc:eee:finana:v:54:y:2017:i:c:p:54-62. Full description at Econpapers || Download paper | |
2017 | Absorptive capacity, technology spillovers, and the cross-section of stock returns. (2017). Oh, Jong-Min. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:85:y:2017:i:c:p:146-164. Full description at Econpapers || Download paper | |
2017 | Intermediary asset pricing: New evidence from many asset classes. (2017). He, Zhiguo ; Manela, Asaf ; Kelly, Bryan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:1:p:1-35. Full description at Econpapers || Download paper | |
2017 | Financial market predictions with Factorization Machines: Trading the opening hour based on overnight social media data. (2017). Stubinger, Johannes ; Knoll, Julian ; Walter, Dominik. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:192017. Full description at Econpapers || Download paper | |
2017 | Asset Pricing and Excess Returns over the Market Return. (2017). Horenstein, Alex ; Ahn, Seung C. In: Working Papers. RePEc:mia:wpaper:2017-12. Full description at Econpapers || Download paper | |
2017 | Betting Against Alpha. (2017). Horenstein, Alex. In: Working Papers. RePEc:mia:wpaper:2017-13. Full description at Econpapers || Download paper | |
2017 | Dynamic Momentum and Contrarian Trading. (2017). Dobrynskaya, Victoria. In: HSE Working papers. RePEc:hig:wpaper:61/fe/2017. Full description at Econpapers || Download paper | |
2017 | The impact of FinTech start-ups on incumbent retail banksâ share prices. (2017). Swinkels, Laurens ; Spigt, Renee ; Li, Yinqiao. In: Financial Innovation. RePEc:spr:fininn:v:3:y:2017:i:1:d:10.1186_s40854-017-0076-7. Full description at Econpapers || Download paper | |
2017 | Shrinking the Cross Section. (2017). Nagel, Stefan ; Santosh, Shrihari ; Kozak, Serhiy. In: NBER Working Papers. RePEc:nbr:nberwo:24070. Full description at Econpapers || Download paper | |
2017 | Ultimate consumption risk and investment-based stock returns. (2017). Kang, Hankil ; Lee, Changjun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:473-486. Full description at Econpapers || Download paper | |
2017 | Business-cycle variation in macroeconomic uncertainty and the cross-section of expected returns: Evidence for scale-dependent risks. (2017). Xyngis, Georgios. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:43-65. Full description at Econpapers || Download paper | |
2017 | Is economic uncertainty priced in the cross-section of stock returns?. (2017). Brown, Stephen ; Tang, YI ; Bali, Turan G. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:3:p:471-489. Full description at Econpapers || Download paper | |
2017 | Volatility measures as predictors of extreme returns. (2017). Switzer, Lorne N ; Zhao, Yun ; Tahaoglu, Cagdas . In: Review of Financial Economics. RePEc:eee:revfin:v:35:y:2017:i:c:p:1-10. Full description at Econpapers || Download paper | |
2017 | The Memory of Stock Return Volatility: Asset Pricing Implications. (2017). Sibbertsen, Philipp ; Prokopczuk, Marcel ; Benno, Duc Binh. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-613. Full description at Econpapers || Download paper | |
2017 | The 52-Week High and Momentum Investing: Implications for Asset Pricing Models. (2017). Lobao, Julio ; Fernandes, Joao Meira. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2017:v:18:i:1:lobao. Full description at Econpapers || Download paper | |
2017 | Habitat momentum. (2017). Weron, RafaÅ ; Maryniak, Pawel . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1705. Full description at Econpapers || Download paper | |
2017 | The Cross-Section of Risk and Return. (2017). Rottke, Simon ; Daniel, Kent ; Santos, Tano ; Mota, Lira. In: NBER Working Papers. RePEc:nbr:nberwo:24164. Full description at Econpapers || Download paper | |
2017 | Too Good to Be True? Fallacies in Evaluating Risk Factor Models. (2017). Robotti, Cesare ; Gospodinov, Nikolay ; Kan, Raymond. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2017-09. Full description at Econpapers || Download paper | |
2017 | THE VALUE IN FUNDAMENTAL ACCOUNTING INFORMATION. (2017). Turtle, H J ; Wang, Kainan. In: Journal of Financial Research. RePEc:bla:jfnres:v:40:y:2017:i:1:p:113-140. Full description at Econpapers || Download paper | |
2017 | SHARE REPURCHASES AND THE FLEXIBILITY HYPOTHESIS. (2017). Rao, Ramesh ; Iyer, Subramanian Rama. In: Journal of Financial Research. RePEc:bla:jfnres:v:40:y:2017:i:3:p:287-313. Full description at Econpapers || Download paper | |
2017 | MONETARY POLICY SURPRISES, INVESTMENT OPPORTUNITIES, AND ASSET PRICES. (2017). Detzel, Andrew . In: Journal of Financial Research. RePEc:bla:jfnres:v:40:y:2017:i:3:p:315-348. Full description at Econpapers || Download paper | |
2017 | Disaggregating the Corporate Headquarters: Investor Reactions to Inversion Announcements by US Firms. (2017). , Arjen ; Valboni, Riccardo ; Baaij, Marc . In: Journal of Management Studies. RePEc:bla:jomstd:v:54:y:2017:i:8:p:1241-1270. Full description at Econpapers || Download paper | |
2017 | Asset valuation impact of investor sentiment: A revised FamaâFrench five-factor model. (2017). DHAOUI, Abderrazak ; Bensalah, Nesrine ; Ben Salah, Nesrine . In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:1:d:10.1057_s41260-016-0027-2. Full description at Econpapers || Download paper | |
2017 | Is R&D risky?. (2017). Bromiley, Philip ; Zhang, YU ; Rau, Devaki. In: Strategic Management Journal. RePEc:bla:stratm:v:38:y:2017:i:4:p:876-891. Full description at Econpapers || Download paper | |
2017 | Firm Networks and Asset Returns. (2017). Ramirez, Carlos. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-14. Full description at Econpapers || Download paper | |
2017 | Role of Liquidity in Explaining Anomalous Returns: Evidence from Emerging Market. (2017). Sadaqat, Mohsin ; Butt, Hilal Anwar. In: Business & Economic Review. RePEc:bec:imsber:v:9:y:2017:i:3:p:1-35. Full description at Econpapers || Download paper | |
2017 | The 52-Week High and Momentum Investing: Implications for Asset Pricing Models. (2017). Lobao, Julio ; Fernandes, Joao Meira. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2017:v:18:i:2:lobao. Full description at Econpapers || Download paper | |
2017 | Investigating the sources of Blackâs leverage effect in oil and gas stocks. (2017). Sanusi, Muhammad Surajo ; McMillan, David. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1318812. Full description at Econpapers || Download paper | |
2017 | CAPM with various utility functions: Theoretical developments and application to international data. (2017). Bedoui, Rihab ; McMillan, David ; Benmabrouk, Houda ; Ben Mabrouk, Houda . In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1343230. Full description at Econpapers || Download paper | |
2017 | Are Company Valuation Models the Same? â A Comparative Analysis between the Discounted Cash Flows (DCF), the Adjusted Net Asset, Value and Price Multiples, the Market Value Added (MVA) and the Resid. (2017). Stancu, Ion ; CIOBANU, Anamaria ; Braoveanu, Laura Obreja ; Obrejabraoveanu, Laura. In: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH. RePEc:cys:ecocyb:v:51:y:2017:i:3:p:5-20. Full description at Econpapers || Download paper | |
2017 | Measuring the under-diversification of socially responsible investments. (2017). Pizzutilo, Fabio. In: Applied Economics Letters. RePEc:taf:apeclt:v:24:y:2017:i:14:p:1005-1018. Full description at Econpapers || Download paper | |
2017 | A tale of two states: asymmetries in the UK small, value and momentum premiums. (2017). Sarwar, Golam ; Todorovic, Natasa ; Mateus, Cesario. In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:5:p:456-476. Full description at Econpapers || Download paper | |
2017 | Monetary Policy and Asset Valuation. (2017). Bianchi, Francesco ; Ludvigson, Sydney ; Lettau, Martin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12275. Full description at Econpapers || Download paper | |
2017 | A Portfolio Perspective on the Multitude of Firm Characteristics. (2017). de Miguel, Victor ; Uppal, Raman ; Nogales, Francisco J ; Martin-Utrera, Alberto ; Demiguel, Victor. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12417. Full description at Econpapers || Download paper | |
2017 | Shrinking the Cross Section. (2017). Nagel, Stefan ; Santosh, Shrihari ; Kozak, Serhiy. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12463. Full description at Econpapers || Download paper | |
2017 | On the gains of using high frequency data and higher moments in Portfolio Selection. (2017). Sebastião, Helder ; Godinho, Pedro ; Brito, Rui Pedro ; Sebastio, Helder. In: CeBER Working Papers. RePEc:gmf:papers:2017-02. Full description at Econpapers || Download paper | |
2017 | Forecasting stock market volatility: Do realized skewness and kurtosis help?. (2017). Mei, Dexiang ; Chen, Wang ; Ma, Feng ; Liu, Jing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:481:y:2017:i:c:p:153-159. Full description at Econpapers || Download paper | |
2017 | Comment on Survey Measurement of Probabilistic Economic Expectations: Progress and Promise. (2017). Hansen, Lars . In: NBER Chapters. RePEc:nbr:nberch:13909. Full description at Econpapers || Download paper | |
2017 | The term structure of expectations and bond yields. (2017). Moench, Emanuel ; Eusepi, Stefano ; Crump, Richard. In: Staff Reports. RePEc:fip:fednsr:775. Full description at Econpapers || Download paper | |
2017 | Stock Price Booms and Expected Capital Gains. (2017). Marcet, Albert ; Beutel, Johannes ; Adam, Klaus. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:8:p:2352-2408. Full description at Econpapers || Download paper | |
2017 | Does Financial Tranquility Call for More Stringent Regulation?. (2017). Basak, Deepal ; Zhao, Yunhui ; Murray, Alexander. In: MPRA Paper. RePEc:pra:mprapa:81373. Full description at Econpapers || Download paper | |
2017 | Dynamic asset allocation and consumption under inflation inequality: The impacts of inflation experiences and expectations. (2017). Li, Shaoyu ; Xu, Zhiwei ; Wei, Lijia . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:113-125. Full description at Econpapers || Download paper | |
2017 | Simple agent-based dynamical system models for efficient financial markets: Theory and examples. (2017). Immonen, Eero . In: Journal of Mathematical Economics. RePEc:eee:mateco:v:69:y:2017:i:c:p:38-53. Full description at Econpapers || Download paper | |
2017 | Macro-Finance. (2017). Cochrane, John. In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:3:p:945-985.. Full description at Econpapers || Download paper | |
2017 | Diagnostic Expectations and Stock Returns. (2017). Shleifer, Andrei ; La Porta, Rafael ; Gennaioli, Nicola ; Bordalo, Pedro ; Laporta, Rafael . In: NBER Working Papers. RePEc:nbr:nberwo:23863. Full description at Econpapers || Download paper | |
2017 | A Tough Act to Follow: Contrast Effects In Financial Markets. (2017). Hartzmark, Samuel M ; Shue, Kelly. In: NBER Working Papers. RePEc:nbr:nberwo:23883. Full description at Econpapers || Download paper | |
2017 | An extrapolative model of house price dynamics. (2017). Glaeser, Edward L ; Nathanson, Charles G. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:1:p:147-170. Full description at Econpapers || Download paper | |
2017 | Credit Regimes and the Seeds of Crisis. (2017). Lind, Nelson. In: 2017 Meeting Papers. RePEc:red:sed017:1474. Full description at Econpapers || Download paper | |
2017 | Speculative bubbles and crashesï¼ Fundamentalists and positiveâfeedback trading. (2017). Cheng, Po-Keng ; McMillan, David ; Kim, Young Shin. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1381370. Full description at Econpapers || Download paper | |
2017 | Dark pools in European equity markets: emergence, competition and implications. (2017). Wedow, Michael ; Petrescu, Monica. In: Occasional Paper Series. RePEc:ecb:ecbops:2017193. Full description at Econpapers || Download paper | |
2017 | Does ETF trading affect the efficiency of the underlying index?. (2017). Yin, Xiangkang ; Xu, Liao . In: International Review of Financial Analysis. RePEc:eee:finana:v:51:y:2017:i:c:p:82-101. Full description at Econpapers || Download paper | |
2017 | COMPETITION BETWEEN EQUITY MARKETS: A REVIEW OF THE CONSOLIDATION VERSUS FRAGMENTATION DEBATE. (2017). Theissen, Erik ; Westheide, Christian ; Weber, Moritz Christian ; Sagade, Satchit ; Gomber, Peter . In: Journal of Economic Surveys. RePEc:bla:jecsur:v:31:y:2017:i:3:p:792-814. Full description at Econpapers || Download paper | |
2017 | The Price Effects of Liquidity Shocks: A Study of SECs Tick-Size Experiment. (2017). Albuquerque, Rui ; Yao, Chen ; Song, Shiyun. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12486. Full description at Econpapers || Download paper | |
2017 | Hedge fund politics and portfolios. (2017). Devault, Luke ; Sias, Richard . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:80-97. Full description at Econpapers || Download paper | |
2017 | Does education improve financial outcomes? Quasi-experimental evidence from Britain. (2017). Moro, Mirko ; Montagnoli, Alberto ; Gray, Daniel. In: Working Papers. RePEc:shf:wpaper:2017010. Full description at Econpapers || Download paper | |
2017 | Shaped by their daughters: Executives, female socialization, and corporate social responsibility. (2017). Cronqvist, Henrik ; Yu, Frank . In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:3:p:543-562. Full description at Econpapers || Download paper | |
2017 | Trading in style: Retail investors vs. institutions. (2017). Wolff, Christian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12462. Full description at Econpapers || Download paper | |
2017 | Permanent price impact asymmetry of trades with institutional constraints. (2017). Chiyachantana, Chiraphol ; Sharma, Vivek ; Jiang, Christine ; Jain, Pankaj K. In: Journal of Financial Markets. RePEc:eee:finmar:v:36:y:2017:i:c:p:1-16. Full description at Econpapers || Download paper | |
2017 | What drives the âSmart-Moneyâ effect? Evidence from investorsâ money flow to mutual fund classes. (2017). Yuksel, Zafer H ; Jiang, George J. In: Journal of Empirical Finance. RePEc:eee:empfin:v:40:y:2017:i:c:p:39-58. Full description at Econpapers || Download paper | |
2017 | Information percolation, momentum and reversal. (2017). Andrei, Daniel ; Cujean, Julien. In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:3:p:617-645. Full description at Econpapers || Download paper | |
2017 | Predicting Relative Returns. (2017). Haddad, Valentin ; Santosh, Shrihari ; Kozak, Serhiy. In: NBER Working Papers. RePEc:nbr:nberwo:23886. Full description at Econpapers || Download paper | |
2017 | Noise Traders Incarnate: Describing a Realistic Noise Trading Process. (2017). peress, joel ; Schmidt, Daniel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12434. Full description at Econpapers || Download paper | |
2017 | The Time-Varying Risk Price of Currency Carry Trades. (2017). Sakemoto, Ryuta ; Byrne, Joseph ; Ibrahim, Boulis Maher. In: MPRA Paper. RePEc:pra:mprapa:80788. Full description at Econpapers || Download paper | |
2017 | Low Long-Term Interest Rates - An alternative View. (2017). Behrendt, Stefan. In: Jena Economic Research Papers. RePEc:jrp:jrpwrp:2017-001. Full description at Econpapers || Download paper | |
2017 | The Empirical Implications of the Interest-Rate Lower Bound. (2017). Herbst, Edward ; Smith, Matthew E ; Lopez-Salido, David ; Gust, Christopher . In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:7:p:1971-2006. Full description at Econpapers || Download paper | |
2017 | Asset Co-movements: Features and Challenges. (2017). Gospodinov, Nikolay. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2017-11. Full description at Econpapers || Download paper | |
2017 | Open Source Fundamental Industry Classification. (2017). Kakushadze, Zura ; Yu, Willie. In: Papers. RePEc:arx:papers:1706.04210. Full description at Econpapers || Download paper | |
2017 | The oversight role of regulators: evidence from SEC comment letters in the IPO process. (2017). Li, Bing ; Liu, Zhenbin . In: Review of Accounting Studies. RePEc:spr:reaccs:v:22:y:2017:i:3:d:10.1007_s11142-017-9406-2. Full description at Econpapers || Download paper | |
2017 | An indifference approach to the cost of capital constraints: KVA and beyond. (2017). Brigo, Damiano ; Pallavicini, Andrea ; Francischello, Marco. In: Papers. RePEc:arx:papers:1708.05319. Full description at Econpapers || Download paper | |
2017 | Efficient option risk measurement with reduced model risk. (2017). Mitra, Sovan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:72:y:2017:i:c:p:163-174. Full description at Econpapers || Download paper | |
2017 | Bank capital allocation under multiple constraints. (2017). Lewrick, Ulf ; Tarashev, Agn Nikola ; Goel, Tirupam . In: BIS Working Papers. RePEc:bis:biswps:666. Full description at Econpapers || Download paper | |
2017 | Actuarial Geometry. (2017). Mildenhall, Stephen J. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:2:p:31-:d:101685. Full description at Econpapers || Download paper | |
2017 | Contrasting the Effect of Risk- and Non Risk-Based Capital Structure on Insurersâ Performance in Nigeria. (2017). Akpan, Sunday S ; Nassir, Annuar ; Noordin, Bany-Ariffin ; Mahat, Fauziah. In: Social Sciences. RePEc:gam:jscscx:v:6:y:2017:i:4:p:143-:d:119944. Full description at Econpapers || Download paper | |
2017 | Do what you did four quarters ago: Trends and implications of quarterly dividends. (2017). Andres, Christian ; Hofbaur, Ulrich . In: Journal of Corporate Finance. RePEc:eee:corfin:v:43:y:2017:i:c:p:139-158. Full description at Econpapers || Download paper | |
2017 | Uncertainty and firm dividend policyâA natural experiment. (2017). Liljeblom, Eva ; Weihrich, Susan ; Cao, Cathy Xuying ; Buchanan, Bonnie G. In: Journal of Corporate Finance. RePEc:eee:corfin:v:42:y:2017:i:c:p:179-197. Full description at Econpapers || Download paper | |
2017 | Capital change and stability when dividends convey signals. (2017). Batabyal, Sourav ; Robinson, Richard . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:158-167. Full description at Econpapers || Download paper | |
2017 | Dividend policy: A selective review of results from around the world. (2017). Booth, Laurence ; Zhou, Jun . In: Global Finance Journal. RePEc:eee:glofin:v:34:y:2017:i:c:p:1-15. Full description at Econpapers || Download paper | |
2017 | The Transmission of Monetary Policy through Bank Lending : The Floating Rate Channel. (2017). Ozdagli, Ali ; Ippolito, Filippo ; Perez, Ander. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-26. Full description at Econpapers || Download paper | |
2017 | The Inner Working of the Board : Evidence from the Emerging Markets. (2017). De Haas, Ralph ; Kirchmaier, Tom ; Ferreira, Daniel. In: Discussion Paper. RePEc:tiu:tiucen:1c9e446c-ddc1-4efe-96ac-ea534be61baf. Full description at Econpapers || Download paper | |
2017 | Contributions Towards a Renewed Debate on Multinational Headquarter-Subsidiary Relations:Subsidiary Mandates, Corporate Parenting Styles and Collective Psychological Contracts. (2017). Gurkov, Igor B ; Morley, Michael J. In: HSE Working papers. RePEc:hig:wpaper:55man2017. Full description at Econpapers || Download paper | |
2017 | Managing the family firm: evidence from CEOs at work. (2017). Sadun, Raffaella ; bandiera, oriana ; Lemos, Renata ; Prat, Andrea. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:83391. Full description at Econpapers || Download paper | |
2017 | Externally reported performance measures and benchmarks in Australia. (2017). Woodhouse, Kerrie ; Smith, Tom ; Ranasinghe, Dinithi ; Mather, Paul. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:3:p:879-905. Full description at Econpapers || Download paper | |
2017 | Independent director death and CEO acquisitiveness: Build an empire or pursue a quiet life?. (2017). Shi, Wei ; Zhang, Yan Anthea ; Hoskisson, Robert E. In: Strategic Management Journal. RePEc:bla:stratm:v:38:y:2017:i:3:p:780-792. Full description at Econpapers || Download paper | |
2017 | The Inner Workings of the Board: Evidence from Emerging Markets. (2017). De Haas, Ralph ; Kirchmaier, Tom ; Ferreira, Daniel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12317. Full description at Econpapers || Download paper | |
2017 | The effect of asymmetric information on product market outcomes. (2017). Yu, Miaomiao ; Billett, Matthew T ; Garfinkel, Jon A. In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:2:p:357-376. Full description at Econpapers || Download paper | |
2017 | How does analysts forecast quality relate to corporate investment efficiency?. (2017). Chen, Tao ; Zhang, Yuanyuan ; Xie, Lingmin . In: Journal of Corporate Finance. RePEc:eee:corfin:v:43:y:2017:i:c:p:217-240. Full description at Econpapers || Download paper | |
2017 | Are all analysts created equal? Industry expertise and monitoring effectiveness of financial analysts. (2017). Bradley, Daniel ; Xie, Fei ; Liu, XI ; Gokkaya, Sinan. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:63:y:2017:i:2:p:179-206. Full description at Econpapers || Download paper | |
2017 | Corporate governance and stock liquidity dimensions: Panel evidence from pure order-driven Australian market. (2017). Ali, Searat ; Je, Jen ; Liu, Benjamin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:50:y:2017:i:c:p:275-304. Full description at Econpapers || Download paper | |
2017 | Firmsâ Innovation Strategy under the Shadow of Analyst Coverage. (2017). Perez-Castrillo, David ; Toldra-Simats, Anna ; Guo, Bing. In: Working Papers. RePEc:bge:wpaper:980. Full description at Econpapers || Download paper | |
2017 | Firms Innovation Strategy under the Shadow of Analyst Coverage. (2017). Perez-Castrillo, David ; Toldra-Simats, Anna ; Guo, Bing. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6574. Full description at Econpapers || Download paper | |
2017 | Do financial analysts play a role in shaping the rival response of target firms? International evidence. (2017). Li, Donghui ; Murong, Michael ; An, Zhe ; Chen, Zhian . In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:84-103. Full description at Econpapers || Download paper | |
2017 | Has goodwill accounting gone bad?. (2017). Li, Kevin K ; Sloan, Richard G. In: Review of Accounting Studies. RePEc:spr:reaccs:v:22:y:2017:i:2:d:10.1007_s11142-017-9401-7. Full description at Econpapers || Download paper | |
2017 | Analyst coverage network and stock return comovement in emerging markets. (2017). Marcet, Francisco. In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:1-27. Full description at Econpapers || Download paper | |
2017 | Home Alone: The Effects of Lone-Insider Boards on CEO Pay, Financial Misconduct, and Firm Performance. (2017). Zorn, Michelle L ; Ketchen, David J ; Combs, James G ; Martin, John A ; Shropshire, Christine . In: Strategic Management Journal. RePEc:bla:stratm:v:38:y:2017:i:13:p:2623-2646. Full description at Econpapers || Download paper | |
2017 | External corporate governance and financial fraud: cognitive evaluation theory insights on agency theory prescriptions. (2017). Shi, Wei ; Hoskisson, Robert E ; Connelly, Brian L. In: Strategic Management Journal. RePEc:bla:stratm:v:38:y:2017:i:6:p:1268-1286. Full description at Econpapers || Download paper | |
2017 | Managerial response to constitutional constraints on shareholder power. (2017). Connelly, Brian L ; Zyung, Jinyong ; Shi, Wei. In: Strategic Management Journal. RePEc:bla:stratm:v:38:y:2017:i:7:p:1499-1517. Full description at Econpapers || Download paper | |
2017 | Corporate Social Responsibility Disclosure and the Value of Cash Holdings. (2017). Shailer, Greg ; Xinyu, Yang ; Yi, Louise . In: European Accounting Review. RePEc:taf:euract:v:26:y:2017:i:4:p:729-753. Full description at Econpapers || Download paper | |
2017 | Algorithmic Trading Behaviour and High-Frequency Liquidity Withdrawal in the FX Spot Market. (2017). Stenfors, Alexis ; Susai, Masayuki. In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2017-04. Full description at Econpapers || Download paper | |
2017 | Liquidity Withdrawal in the FX Spot Market: A Cross-Country Study Using High-Frequency Data. (2017). Stenfors, Alexis ; Susai, Masayuki. In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2017-06. Full description at Econpapers || Download paper | |
2017 | Trading system upgrades and short-sale bans: Uncoupling the effects of technology and regulation. (2017). Chakrabarty, Bidisha ; Pascual, Roberto ; Moulton, Pamela C. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:74-90. Full description at Econpapers || Download paper | |
2017 | Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data. (2017). Uctum, Remzi ; Lecarpentier-Moyal, Sylvie ; Prat, Georges ; Renou-Maissant, Patricia. In: Review of Financial Economics. RePEc:eee:revfin:v:35:y:2017:i:c:p:43-56. Full description at Econpapers || Download paper | |
2017 | The ambivalent role of high-frequency trading in turbulent market periods. (2017). Zhang, S. Sarah ; Hautsch, Nikolaus ; Noe, Michael. In: CFS Working Paper Series. RePEc:zbw:cfswop:580. Full description at Econpapers || Download paper | |
2017 | A GENERALIZED CONTAGION PROCESS WITH AN APPLICATION TO CREDIT RISK. (2017). Dassios, Angelos ; Zhao, Hongbiao. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:20:y:2017:i:01:n:s0219024917500030. Full description at Econpapers || Download paper | |
2017 | From quantum mechanics to finance: Microfoundations for jumps, spikes and high volatility phases in diffusion price processes. (2017). Henkel, Christof . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:469:y:2017:i:c:p:447-458. Full description at Econpapers || Download paper | |
2017 | Volatility Spillovers among Global Stock Markets: Measuring Total and Directional Effects. (2017). Melo-Velandia, Luis ; Gomez-Gonzalez, Jose ; Gamba, Santiago ; Gamba-Santamaria, Santiago ; Hurtado-Guarin, Jorge Luis . In: Borradores de Economia. RePEc:bdr:borrec:983. Full description at Econpapers || Download paper | |
2017 | The contribution of jumps to forecasting the density of returns. (2017). Sévi, Benoît ; Ielpo, Florian ; Sevi, Benoit ; Chorro, Christophe. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:17006. Full description at Econpapers || Download paper | |
2017 | The contribution of jumps to forecasting the density of returns. (2017). Sévi, Benoît ; Ielpo, Florian ; Sevi, Benoit ; Chorro, Christophe. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01442618. Full description at Econpapers || Download paper | |
2017 | Contagion effects of U.S. Dollar and Chinese Yuan in forward and spot foreign exchange markets. (2017). Kilic, Erdem. In: Economic Modelling. RePEc:eee:ecmode:v:62:y:2017:i:c:p:51-67. Full description at Econpapers || Download paper | |
2017 | Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination. (2017). Christensen, Bent Jesper ; Varneskov, Rasmus Tangsgaard . In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:2:p:218-244. Full description at Econpapers || Download paper | |
2017 | Alpha-CIR model with branching processes in sovereign interest rate modeling. (2017). Jiao, Ying ; Scotti, Simone ; Ma, Chunhua . In: Finance and Stochastics. RePEc:spr:finsto:v:21:y:2017:i:3:d:10.1007_s00780-017-0333-7. Full description at Econpapers || Download paper | |
2017 | Contagion modeling between the financial and insurance markets with time changed processes. (2017). Hainaut, Donatien. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:74:y:2017:i:c:p:63-77. Full description at Econpapers || Download paper | |
2017 | Contagion in cyber security attacks. (2017). Baldwin, Adrian ; Williams, Julian ; Pym, David ; Ioannidis, Christos ; Gheyas, Iffat . In: Journal of the Operational Research Society. RePEc:pal:jorsoc:v:68:y:2017:i:7:d:10.1057_jors.2016.37. Full description at Econpapers || Download paper | |
2017 | An analysis of simultaneous company defaults using a shot noise process. (2017). Egami, M ; Kevkhishvili, R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:80:y:2017:i:c:p:135-161. Full description at Econpapers || Download paper | |
2017 | Dynamic asset price jumps and the performance of high frequency tests and measures. (2017). Maneesoonthorn, Worapree ; Forbes, Catherine S ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2017-14. Full description at Econpapers || Download paper | |
2017 | Joint tests of contagion with applications to financial crises. (2017). Martin, Vance ; Hsiao, Cody Yu-Ling ; Fry-McKibbin, Renee. In: CAMA Working Papers. RePEc:een:camaaa:2017-23. Full description at Econpapers || Download paper | |
2017 | News sentiment and jumps in energy spot and futures markets. (2017). Dokumentov, Alexander ; Rotaru, Kristian ; Maslyuk-Escobedo, Svetlana. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:45:y:2017:i:c:p:186-210. Full description at Econpapers || Download paper | |
2017 | Surfing through the GFC: Systemic Risk in Australia. (2017). Luciani, Matteo ; Veredas, David ; Matei, Marius ; Dungey, Mardi. In: The Economic Record. RePEc:bla:ecorec:v:93:y:2017:i:300:p:1-19. Full description at Econpapers || Download paper | |
2017 | A generalised contagion process with an application to credit risk. (2017). Dassios, Angelos ; Zhao, Hongbiao. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:68558. Full description at Econpapers || Download paper | |
2017 | Estimation of the Continuous and Discontinuous Leverage Effects. (2017). Fan, Jianqing ; Ait-Sahalia, Yacine ; Yang, Xiye ; Wang, Christina Dan. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:112:y:2017:i:520:p:1744-1758. Full description at Econpapers || Download paper | |
2017 | The Information Value of Stock Lending Fees: Are Lenders Price Takers?. (2017). Zhang, Weina ; Huszar, Zsuzsa R ; Duong, Truong X. In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:6:p:2353-2377.. Full description at Econpapers || Download paper | |
2017 | Credit default swaps, exacting creditors and corporate liquidity management. (2017). Subrahmanyam, Marti G ; Wang, Sarah Qian ; Tang, Dragon Yongjun. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:2:p:395-414. Full description at Econpapers || Download paper | |
2017 | Concentration of Control Rights in Leveraged Loan Syndicates. (2017). Yu, Edison ; Berlin, Mitchell ; Nini, Gregory P. In: Working Papers. RePEc:fip:fedpwp:17-22. Full description at Econpapers || Download paper | |
2017 | Opportunism as a firm and managerial trait: Predicting insider trading profits and misconduct. (2017). Hirshleifer, David ; Ali, Usman. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:3:p:490-515. Full description at Econpapers || Download paper | |
2017 | Do cultures influence abnormal market reactions before official sovereign debt rating downgrade announcements?. (2017). Jakob, Keith ; Nam, Yoonsoo . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:47:y:2017:i:c:p:65-75. Full description at Econpapers || Download paper | |
2017 | Informed Trading in Oil-Futures Market. (2017). Sévi, Benoît ; Rousse, Olivier. In: Working Papers. RePEc:hal:wpaper:hal-01460186. Full description at Econpapers || Download paper | |
2017 | The relationship between corporate governance and tax avoidance - evidence from Germany using a regression discontinuity design. (2017). Kiesewetter, Dirk ; Manthey, Johannes . In: arqus Discussion Papers in Quantitative Tax Research. RePEc:zbw:arqudp:218. Full description at Econpapers || Download paper | |
2017 | Do exogenous changes in passive institutional ownership affect corporate governance and firm value?. (2017). Schmidt, Cornelius ; Fahlenbrach, Rudiger. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:2:p:285-306. Full description at Econpapers || Download paper | |
2017 | Mutual Funds as Venture Capitalists? Evidence from Unicorns. (2017). Lerner, Josh ; Zeng, Yao ; Chernenko, Sergey. In: NBER Working Papers. RePEc:nbr:nberwo:23981. Full description at Econpapers || Download paper | |
2017 | Safe assets: a review. (2017). Perotti, Enrico ; Golec, Pascal . In: Working Paper Series. RePEc:ecb:ecbwps:20172035. Full description at Econpapers || Download paper | |
2017 | The Cross Section of Bank Value. (2017). Egan, Mark ; Sunderam, Adi ; Lewellen, Stefan . In: NBER Working Papers. RePEc:nbr:nberwo:23291. Full description at Econpapers || Download paper | |
2017 | Government Debt and Corporate Leverage: International Evidence. (2017). Sialm, Clemens ; Huang, Jennifer ; Demirci, Irem . In: NBER Working Papers. RePEc:nbr:nberwo:23310. Full description at Econpapers || Download paper | |
2017 | The shortage of safe assets in the US investment portfolio: Some international evidence. (2017). Punzi, Maria Teresa ; Huber, Florian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:318-336. Full description at Econpapers || Download paper | |
2017 | The Private Production of Safe Assets. (2017). Perignon, Christophe ; Kacperczyk, Marcin ; Vuillemey, Guillaume. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12086. Full description at Econpapers || Download paper | |
2017 | How Credit Cycles across a Financial Crisis. (2017). Krishnamurthy, Arvind ; Muir, Tyler. In: NBER Working Papers. RePEc:nbr:nberwo:23850. Full description at Econpapers || Download paper | |
2017 | Why are Banks Exposed to Monetary Policy?. (2017). di Tella, Sebastian ; Kurlat, Pablo. In: NBER Working Papers. RePEc:nbr:nberwo:24076. Full description at Econpapers || Download paper | |
2017 | The Cross Section of Bank Value. (2017). Lewellen, Stefan ; Egan, Mark ; Sunderam, Adi. In: 2017 Meeting Papers. RePEc:red:sed017:1283. Full description at Econpapers || Download paper | |
2017 | Private Money Creation with Safe Assets and Term Premia. (2017). Infante, Sebastian. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-41. Full description at Econpapers || Download paper | |
2017 | Flight to What? â Dissecting Liquidity Shortages in the Financial Crisis. (2017). Wen, Yi ; Dong, Feng. In: Working Papers. RePEc:fip:fedlwp:2017-025. Full description at Econpapers || Download paper | |
2017 | The Private Production of Safe Assets. (2017). Perignon, Christophe ; Kacperczyk, Marcin ; Vuillemey, Guillaume. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12395. Full description at Econpapers || Download paper | |
2017 | Dynamic conditional score models with time-varying location, scale and shape parameters. (2017). Escribano, Alvaro ; Blazsek, Szabolcs ; Ayala, Astrid ; Saez, Alvaro Escribano. In: UC3M Working papers. Economics. RePEc:cte:werepe:25043. Full description at Econpapers || Download paper | |
2017 | Higher moment risk premiums for the crude oil market: A downside and upside conditional decomposition. (2017). DA FONSECA, José ; Xu, Yahua. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:410-422. Full description at Econpapers || Download paper | |
2017 | International Tail Risk and World Fear. (2017). Prokopczuk, Marcel ; Simen, Chardin Wese ; Benno, Duc Binh. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-620. Full description at Econpapers || Download paper | |
2017 | The Risk Premium of Gold. (2017). Prokopczuk, Marcel ; Simen, Chardin Wese ; Benno, Duc Binh. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-616. Full description at Econpapers || Download paper | |
2017 | Forecasting stock market returns by summing the frequency-decomposed parts. (2017). Verona, Fabio ; Faria, Gonalo. In: CEF.UP Working Papers. RePEc:por:cetedp:1702. Full description at Econpapers || Download paper | |
2017 | The Transmission Mechanism of Credit Support Policies in the Euro Area. (2017). Peersman, Gert ; Boeckx, Jef ; de Sola, Maite. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6442. Full description at Econpapers || Download paper | |
2017 | The effect of monetary policy on bank wholesale funding. (2017). Choi, Dong Beom. In: Staff Reports. RePEc:fip:fednsr:759. Full description at Econpapers || Download paper | |
2017 | Changing business models in international bank funding. (2017). Rixtel, Adrian ; Gambacorta, Leonardo ; van Rixtel, Adrian ; Schiaffi, Stefano . In: BIS Working Papers. RePEc:bis:biswps:614. Full description at Econpapers || Download paper | |
2017 | Services trade and credit frictions: evidence from matched bank-firm data. (2017). Loschiavo, David ; Bripi, Francesco ; Revelli, Davide . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1110_17. Full description at Econpapers || Download paper | |
2017 | Changing business models in international bank funding. (2017). Rixtel, Adrian ; Gambacorta, Leonardo ; van Rixtel, Adrian ; Schiaffi, Stefano . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11957. Full description at Econpapers || Download paper | |
2017 | International banking conglomerates and the transmission of lending shocks across borders. (2017). Gropp, Reint ; Radev, Deyan . In: SAFE Working Paper Series. RePEc:zbw:safewp:175. Full description at Econpapers || Download paper | |
2017 | International banking conglomerates and the transmission of lending shocks across borders. (2017). Gropp, Reint E ; Radev, Deyan . In: IWH Discussion Papers. RePEc:zbw:iwhdps:192017. Full description at Econpapers || Download paper | |
2017 | A Non-Structural Investigation of VIX Risk Neutral Density. (2017). Violante, Francesco ; Santucci de Magistris, Paolo ; Barletta, Andrea. In: CREATES Research Papers. RePEc:aah:create:2017-15. Full description at Econpapers || Download paper | |
2017 | Global Variance Term Premia and Intermediary Risk Appetite. (2017). van Tassel, Peter . In: 2017 Meeting Papers. RePEc:red:sed017:149. Full description at Econpapers || Download paper | |
2017 | Equity index variance: Evidence from flexible parametric jumpâdiffusion models. (2017). Kaeck, Andreas ; Seeger, Norman J ; Rodrigues, Paulo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:83:y:2017:i:c:p:85-103. Full description at Econpapers || Download paper | |
2017 | Nonparametric Estimation of the Leverage Effect: A Trade-Off Between Robustness and Efficiency. (2017). Kalnina, Ilze ; Xiu, Dacheng. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:112:y:2017:i:517:p:384-396. Full description at Econpapers || Download paper | |
2017 | Country-specific determinants of cross-border mergers and acquisitions: A comprehensive review and future research directions. (2017). Reddy, K S ; Xie, EN ; Liang, Jie. In: Journal of World Business. RePEc:eee:worbus:v:52:y:2017:i:2:p:127-183. Full description at Econpapers || Download paper | |
2017 | Taxation and the Multinational Firm. (2017). Stimmelmayr, Michael ; Egger, Peter. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6384. Full description at Econpapers || Download paper | |
2017 | Internal capital market inefficiencies, shareholder payout, and abnormal leverage. (2017). Beyer, Brooke ; Rapley, Eric T ; Downes, Jimmy . In: Journal of Corporate Finance. RePEc:eee:corfin:v:43:y:2017:i:c:p:39-57. Full description at Econpapers || Download paper | |
2017 | Repatriation Taxes and Foreign Cash Holdings: The Impact of Anticipated Tax Policy. (2017). de Simone, Lisa ; Tomy, Rimmy E ; Piotroski, Joseph D. In: Research Papers. RePEc:ecl:stabus:3507. Full description at Econpapers || Download paper | |
2017 | Policy Effects of International Taxation on Firm Dynamics and Capital Structure. (2017). Spencer, Adam . In: MPRA Paper. RePEc:pra:mprapa:78990. Full description at Econpapers || Download paper | |
2017 | The Role of Taxes in the Disconnect between Corporate Performance and Economic Growth. (2017). Khan, Urooj ; Rouen, Ethan ; Nallareddy, Suresh . In: Harvard Business School Working Papers. RePEc:hbs:wpaper:18-006. Full description at Econpapers || Download paper | |
2017 | The taxman cometh: Does tax uncertainty affect corporate cash holdings?. (2017). Hanlon, Michelle ; Saavedra, Daniel ; Maydew, Edward L. In: Review of Accounting Studies. RePEc:spr:reaccs:v:22:y:2017:i:3:d:10.1007_s11142-017-9398-y. Full description at Econpapers || Download paper | |
2017 | U.S. multinationals and cash holdings. (2017). Gu, Tiantian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:2:p:344-368. Full description at Econpapers || Download paper | |
2017 | The relation among trapped cash, permanently reinvested earnings, and foreign cash. (2017). Laplante, Stacie K ; Nesbitt, Wayne L. In: Journal of Corporate Finance. RePEc:eee:corfin:v:44:y:2017:i:c:p:126-148. Full description at Econpapers || Download paper | |
2017 | Does U.S. foreign earnings lockout advantage foreign acquirers?. (2017). Bird, Andrew ; Shevlin, Terry ; Edwards, Alexander. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:64:y:2017:i:1:p:150-166. Full description at Econpapers || Download paper | |
2017 | Evaluating the information in the federal reserve stress tests. (2017). Kovner, Anna ; Hirtle, Beverly ; Flannery, Mark. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:29:y:2017:i:c:p:1-18. Full description at Econpapers || Download paper | |
2017 | Stabilising virtues of central banks: (re)matching bank liquidity. (2017). Szczerbowicz, Urszula ; Legroux, Vincent ; Rahmouni-Rousseau, Imene ; Valla, Natacha. In: EIB Working Papers. RePEc:zbw:eibwps:201701. Full description at Econpapers || Download paper | |
2017 | Non-Standard Monetary Policy and Financial Stability. (2017). Reichlin, Lucrezia. In: ifo DICE Report. RePEc:ces:ifodic:v:15:y:2017:i:1:p:25-27. Full description at Econpapers || Download paper | |
2017 | Point sur la fourniture de liquidié publique. (2017). RIEU-FOUCAULT, Anne-Marie. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-27. Full description at Econpapers || Download paper | |
2017 | The interbank network across the global financial crisis: Evidence from Italy. (2017). Pozzolo, Alberto ; Affinito, Massimiliano. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:80:y:2017:i:c:p:90-107. Full description at Econpapers || Download paper | |
2017 | Measuring heterogeneity in bank liquidity risk: Who are the winners and losers?. (2017). Soula, Jean-Loup ; Jean-Loup, Soula. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:302-313. Full description at Econpapers || Download paper | |
2017 | The Macroeconomic Impact of Money Market Freezes. (2017). Hoerova, Marie ; de Fiore, Fiorella ; Uhlig, Harald. In: 2017 Meeting Papers. RePEc:red:sed017:1092. Full description at Econpapers || Download paper | |
2017 | Wholesale funding dry-ups. (2017). thesmar, david ; Guillaume, David Thesmarauthor-Name ; Perignon, Christophe. In: ESRB Working Paper Series. RePEc:srk:srkwps:201749. Full description at Econpapers || Download paper | |
2017 | Pairwise trading in the money market during the European sovereign debt crisis. (2017). Rainone, Edoardo . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1160_17. Full description at Econpapers || Download paper | |
2017 | Illiquidity spirals in Coupled Over-The-Counter Markets. (2017). Golub, Benjamin ; Georg, Co-Pierre ; Aymanns, Christoph . In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:10. Full description at Econpapers || Download paper | |
2017 | Financial Intermediation in Private Equity: How Well Do Funds of Funds Perform?. (2017). Jenkinson, Tim ; Stucke, Ruediger ; Kaplan, Steven N ; Harris, Robert S. In: NBER Working Papers. RePEc:nbr:nberwo:23428. Full description at Econpapers || Download paper | |
2017 | Inorganic growth strategies and the evolution of the private equity business model. (2017). Hammer, Benjamin ; Schwetzler, Bernhard ; Pflucke, Magnus ; Knauer, Alexander . In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:31-63. Full description at Econpapers || Download paper | |
2017 | The importance of size in private equity: Evidence from a survey of limited partners. (2017). da Rin, Marco ; Phalippou, Ludovic . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:31:y:2017:i:c:p:64-76. Full description at Econpapers || Download paper | |
2017 | Does bank loan supply affect the supply of equity capital? Evidence from new share issuance and withdrawal. (2017). Bradley, Daniel ; Bergbrant, Mikael C ; Hunter, Delroy M. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:29:y:2017:i:c:p:32-45. Full description at Econpapers || Download paper | |
2017 | The effects of removing barriers to equity issuance. (2017). Gustafson, Matthew T ; Iliev, Peter . In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:3:p:580-598. Full description at Econpapers || Download paper | |
2017 | The source of financing in mergers and acquisitions. (2017). Fischer, Mario . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:227-239. Full description at Econpapers || Download paper | |
2017 | Private information implications for acquirers and targets in horizontal mergers. (2017). Mittal, Amit ; Garg, Ajay Kumar . In: MPRA Paper. RePEc:pra:mprapa:85355. Full description at Econpapers || Download paper | |
2017 | Risk-sharing, market imperfections, asset prices: Evidence from Chinaâs stock market liberalization. (2017). Chan, Marc ; Kwok, Simon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:84:y:2017:i:c:p:166-187. Full description at Econpapers || Download paper | |
2017 | Selloffs, bailouts, and feedback: Can asset markets inform policy?. (2017). Kelly, David ; Taylor, Curtis R ; Boleslavsky, Raphael. In: Journal of Economic Theory. RePEc:eee:jetheo:v:169:y:2017:i:c:p:294-343. Full description at Econpapers || Download paper | |
2017 | The Relevance of Broker Networks for Information Diffusion in the Stock Market. (2017). Di Maggio, Marco ; Sommavilla, Carlo ; Kermani, Amir ; Franzoni, Francesco ; Dimaggio, Marco . In: NBER Working Papers. RePEc:nbr:nberwo:23522. Full description at Econpapers || Download paper | |
2017 | Institutional trading before dividend reduction announcements. (2017). Henry, Darren ; Pham, Viet Hung ; Nguyen, Lily . In: Journal of Financial Markets. RePEc:eee:finmar:v:36:y:2017:i:c:p:40-55. Full description at Econpapers || Download paper | |
2017 | Media sentiment and trading strategies of different types of traders. (2017). Cahill, Daniel ; Wee, Marvin ; Yang, Joey W. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:44:y:2017:i:c:p:160-172. Full description at Econpapers || Download paper | |
2017 | Sure Profits via Flash Strategies and the Impossibility of Predictable Jumps. (2017). Platen, Eckhard ; Pelger, Markus ; Fontana, Claudio. In: Research Paper Series. RePEc:uts:rpaper:385. Full description at Econpapers || Download paper | |
2017 | The Validity of Investor Sentiment Proxies. (2017). Smales, Lee ; Khuu, Joyce ; Durand, Robert B ; Chan, Felix. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:3:p:473-477. Full description at Econpapers || Download paper | |
2017 | Attention-based vs information-based trading around announcements. Evidence from an emerging market. (2017). Agudelo, Diego ; Munera, Julian ; Hincapie, Juliana ; Amaya, Diego . In: DOCUMENTOS DE TRABAJO CIEF. RePEc:col:000122:016359. Full description at Econpapers || Download paper | |
2017 | Order Flow and Exchange Rate Dynamics in Continuous Time: New Evidence from Martingale Regression. (2017). Guo, Zi-Yi. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-66. Full description at Econpapers || Download paper | |
2017 | Dynamic portfolio optimization with ambiguity aversion. (2017). Zhang, Jinqing ; Jin, Zeyu . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:79:y:2017:i:c:p:95-109. Full description at Econpapers || Download paper | |
2017 | Martingale Regressions for a Continuous Time Model of Exchange Rates. (2017). Guo, Zi-Yi. In: EconStor Open Access Articles. RePEc:zbw:espost:168350. Full description at Econpapers || Download paper | |
2017 | Evaluating Consumption CAPM under Heterogeneous Preferences. (2017). Cui, Berg ; Park, Joon ; Chang, Yoosoon . In: Caepr Working Papers. RePEc:inu:caeprp:2017013. Full description at Econpapers || Download paper | |
2017 | Political uncertainty and investment: Causal evidence from U.S. gubernatorial elections. (2017). Jens, Candace E. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:3:p:563-579. Full description at Econpapers || Download paper | |
2017 | EXECUTIVES IN POLITICS. (2017). Babenko, Ilona ; Zhang, Song ; Fedaseyeu, Viktar. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1762. Full description at Econpapers || Download paper | |
2017 | Asymmetric volatility connectedness on the forex market. (2017). Vacha, Lukas ; KoÄenda, Evžen ; BarunÃÂk, Jozef. In: KIER Working Papers. RePEc:kyo:wpaper:956. Full description at Econpapers || Download paper | |
2017 | The price of variance risk. (2017). Giglio, Stefano ; Dew-Becker, Ian ; Rodriguez, Marius ; Le, Anh . In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:2:p:225-250. Full description at Econpapers || Download paper | |
2017 | Components of Uncertainty. (2017). Larsen, Vegard. In: Working Papers. RePEc:bny:wpaper:0053. Full description at Econpapers || Download paper | |
2017 | Temperature shocks and welfare costs. (2017). Schlag, Christian ; Donadelli, Michael ; Riedel, Max ; Juppner, Marcus. In: SAFE Working Paper Series. RePEc:zbw:safewp:177. Full description at Econpapers || Download paper | |
2017 | How Does Volatility of Characteristics-sorted Portfolios Respond to Macroeconomic Volatility?. (2017). al Samman, Ahmed ; Otaify, Mahmoud Moustafa. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-39. Full description at Econpapers || Download paper | |
2017 | Temperature shocks and welfare costs. (2017). Schlag, Christian ; Donadelli, Michael ; Riedel, M ; Juppner, M. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:331-355. Full description at Econpapers || Download paper | |
2017 | Good volatility, bad volatility: What drives the asymmetric connectedness of Australian electricity markets?. (2017). BarunÃÂk, Jozef ; Apergis, Nicholas ; Keung, Marco Chi. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:108-115. Full description at Econpapers || Download paper | |
2017 | Asymmetric volatility connectedness on the forex market. (2017). Vacha, Lukas ; KoÄenda, Evžen ; BarunÃÂk, Jozef ; Koenda, Even ; Barunik, Jozef. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:77:y:2017:i:c:p:39-56. Full description at Econpapers || Download paper | |
2017 | Forecasting the good and bad uncertainties of crude oil prices using a HAR framework. (2017). Lin, Boqiang ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:315-327. Full description at Econpapers || Download paper | |
2017 | Asymmetry in spillover effects: Evidence for international stock index futures markets. (2017). Lau, Chi Keung ; Brzeszczynski, Janusz ; Yarovaya, Larisa ; Brzeszczyski, Janusz ; Marco, Chi Keung. In: International Review of Financial Analysis. RePEc:eee:finana:v:53:y:2017:i:c:p:94-111. Full description at Econpapers || Download paper | |
2017 | Amplification effects of news shocks through uncertainty. (2017). Cascaldi-Garcia, Danilo. In: 2017 Papers. RePEc:jmp:jm2017:pca1251. Full description at Econpapers || Download paper | |
2017 | Institutional Seed Financing, Angel Financing, and Crowdfunding of Entrepreneurial Ventures: A Literature Review. (2017). Wirtz, Peter ; Groh, Alexander ; Wallmeroth, Johannes. In: Working Papers. RePEc:hal:wpaper:hal-01527999. Full description at Econpapers || Download paper | |
2017 | Does the choice between fixed price and make whole call provisions reflect differential agency costs?. (2017). Stock, Duane R ; Alderson, Michael J ; Lin, Fang . In: Journal of Corporate Finance. RePEc:eee:corfin:v:46:y:2017:i:c:p:442-460. Full description at Econpapers || Download paper | |
2017 | The IFRS option to reclassify financial assets out of fair value in 2008: the roles played by regulatory capital and too-important-to-fail status. (2017). Fiechter, Peter ; Renders, Annelies ; Peasnell, Kenneth ; Landsman, Wayne R. In: Review of Accounting Studies. RePEc:spr:reaccs:v:22:y:2017:i:4:d:10.1007_s11142-017-9419-x. Full description at Econpapers || Download paper | |
2017 | Monetary policy at work: Security and credit application registers evidence. (2017). Sette, Enrico ; Peydro, Jose-Luis ; Polo, Andrea . In: Working Papers. RePEc:bge:wpaper:964. Full description at Econpapers || Download paper | |
2017 | Bank Exposures and Sovereign Stress Transmission. (2017). Simonelli, Saverio ; Pagano, Marco ; Altavilla, Carlo ; Carlo Altavilla , . In: CSEF Working Papers. RePEc:sef:csefwp:410. Full description at Econpapers || Download paper | |
2017 | Local Crowding Out in China. (2017). Pagano, Marco ; Panizza, UG ; Huang, YI ; Santos, Tano. In: CSEF Working Papers. RePEc:sef:csefwp:450. Full description at Econpapers || Download paper | |
2017 | Monetary policy at work: Security and credit application registers evidence. (2017). Sette, Enrico ; Peydro, Jose-Luis ; Enrico, Sette ; Polo, Andrea . In: Economics Working Papers. RePEc:upf:upfgen:1565. Full description at Econpapers || Download paper | |
2017 | Bank productivity growth and convergence in the European Union during the financial crisis. (2017). Tzeremes, Nickolaos ; Kourtzidis, Stavros ; Sevic, Zeljko ; Degl, Marta. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:184-199. Full description at Econpapers || Download paper | |
2017 | Banking and sovereign debt crises in a monetary union without central bank intervention. (2017). Dufourt, Frédéric ; Dai, Meixing ; Cheng, Jin. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:68:y:2017:i:c:p:142-151. Full description at Econpapers || Download paper | |
2017 | Sovereign and bank InterdependenciesâEvidence from the CDS market. (2017). Yu, Sherry. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:68-84. Full description at Econpapers || Download paper | |
2017 | The European sovereign debt crisis: What have we learned?. (2017). Stefanova, Denitsa ; Kräussl, Roman ; Lehnert, Thorsten ; Kraussl, Roman. In: CFS Working Paper Series. RePEc:zbw:cfswop:567. Full description at Econpapers || Download paper | |
2017 | Specialisation in mortgage risk under Basel II. (2017). Kirwin, Liam ; Garbarino, Nicola ; Eckley, Peter ; Latsi, Georgia ; Benetton, Matteo. In: Bank of England working papers. RePEc:boe:boeewp:0639. Full description at Econpapers || Download paper | |
2017 | Inside asset purchase programs: the effects of unconventional policy on banking competition. (2017). Wedow, Michael ; Koetter, Michael ; Podlich, Natalia . In: Working Paper Series. RePEc:ecb:ecbwps:20172017. Full description at Econpapers || Download paper | |
2017 | Global Banking: Recent Developments and Insights from Research. (2017). Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11823. Full description at Econpapers || Download paper | |
2017 | The impact of the European sovereign debt crisis on banks stocks. Some evidence of shift contagion in Europe. (2017). Allegret, Jean-Pierre ; Rharrabti, Houda ; Raymond, Helene. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:74:y:2017:i:c:p:24-37. Full description at Econpapers || Download paper | |
2017 | Central bank collateral frameworks. (2017). Nyborg, Kjell. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:76:y:2017:i:c:p:198-214. Full description at Econpapers || Download paper | |
2017 | Bank asset reallocation and sovereign debt. (2017). Marchionne, Francesco ; Fratianni, Michele. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:47:y:2017:i:c:p:15-32. Full description at Econpapers || Download paper | |
2017 | The political determinants of government bond holdings. (2017). Eichler, Stefan ; Plaga, Timo . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pa:p:1-21. Full description at Econpapers || Download paper | |
2017 | The impact of sovereign rating changes on European syndicated loan spreads: The role of the rating-based regulation. (2017). Gallo, Raffaele ; Drago, Danilo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pa:p:213-231. Full description at Econpapers || Download paper | |
2017 | Illiquid Collateral and Bank Lending during the European Sovereign Debt Crisis. (2017). Nguyen, Benoît ; Bignon, Vincent ; Barthélemy, Jean. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-21. Full description at Econpapers || Download paper | |
2017 | ESBies: safety in the tranches. (2017). Vayanos, Dimitri ; Van Nieuwerburgh, Stijn ; Reis, Ricardo ; Pagano, Marco ; Langfield, Sam ; Brunnermeier, Markus. In: Economic Policy. RePEc:oup:ecpoli:v:32:y:2017:i:90:p:175-219.. Full description at Econpapers || Download paper | |
2017 | Local Crowding Out in China. (2017). Panizza, Ugo ; Pagano, Marco ; U G O Panizza, ; Huang, YI. In: EIEF Working Papers Series. RePEc:eie:wpaper:1707. Full description at Econpapers || Download paper | |
2017 | Whatever it takes: The Real Effects of Unconventional Monetary Policy. (2017). Acharya, Viral V ; Hirsch, Christian ; Eufinger, Christian ; Eisert, Tim . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12005. Full description at Econpapers || Download paper | |
2017 | Are risk-based capital requirements detrimental to corporate lending? Evidence from Europe. (2017). Bruno, Brunella ; Resti, Andrea Cesare ; Nocera, Giacomo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12007. Full description at Econpapers || Download paper | |
2017 | Bank sectoral concentration and (systemic) risk: Evidence from a worldwide sample of banks. (2017). Mulier, Klaas ; De Jonghe, Olivier ; Beck, Thorsten. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12009. Full description at Econpapers || Download paper | |
2017 | Monetary Policy at Work: Security and Credit Application Registers Evidence. (2017). Sette, Enrico ; Peydro, Jose-Luis ; Polo, Andrea . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12011. Full description at Econpapers || Download paper | |
2017 | Government guarantees and the two-way feedback between banking and sovereign debt crises. (2017). leonello, agnese. In: Working Paper Series. RePEc:ecb:ecbwps:20172067. Full description at Econpapers || Download paper | |
2017 | Bank Lending and the European Sovereign Debt Crisis. (2017). De Marco, Filippo. In: Working Papers. RePEc:onb:oenbwp:213. Full description at Econpapers || Download paper | |
2017 | Banks trading after the Lehman crisis: The role of unconventional monetary policy. (2017). Schnabel, Isabel ; Tischer, Johannes ; Podlich, Natalia . In: Discussion Papers. RePEc:zbw:bubdps:192017. Full description at Econpapers || Download paper | |
2017 | Eurozone exit risk. (2017). Eichler, Stefan ; Rovekamp, Ingmar . In: CEPIE Working Papers. RePEc:zbw:tudcep:0717. Full description at Econpapers || Download paper | |
2017 | The national segmentation of euro area bank balance sheets during the financial crisis. (2017). Reichlin, Lucrezia ; Pill, Huw ; Lenza, Michele ; Giannone, Domenico ; Colangelo, A. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1221-2. Full description at Econpapers || Download paper | |
2017 | The Bank-Sovereign Nexus: Evidence from a non-Bailout Episode. (2017). Ravazzolo, Francesco ; Natvik, Gisle ; Caporin, Massimiliano ; de Magistris, Paolo Santucci. In: CREATES Research Papers. RePEc:aah:create:2017-25. Full description at Econpapers || Download paper | |
2017 | Sovereign stress and SMEsâ access to finance: Evidence from the ECBs SAFE survey. (2017). Popov, Alexander ; Udell, Gregory F ; Ferrando, Annalisa. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:81:y:2017:i:c:p:65-80. Full description at Econpapers || Download paper | |
2017 | Capital Requirements for Government Bonds - Implications for Financial Stability. (2017). Sterzel, Andre ; Neyer, Ulrike. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168172. Full description at Econpapers || Download paper | |
2017 | Reprint of: Central bank collateral frameworks. (2017). Nyborg, Kjell. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:83:y:2017:i:c:p:232-248. Full description at Econpapers || Download paper | |
2017 | Systemic risk in clearing houses: Evidence from the European repo market. (2017). thesmar, david ; Ors, Evren ; Derrien, Franois ; Boissel, Charles. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:3:p:511-536. Full description at Econpapers || Download paper | |
2017 | The âVisible Handâ of the ECBâs first quantitative easing. (2017). Valiante, Diego. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:14:y:2017:i:4:d:10.1007_s10368-016-0356-0. Full description at Econpapers || Download paper | |
2017 | Whatever it takes to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. (2017). Kontonikas, Alexandros ; Gadea, MarÃÂa ; Arghyrou, Michael ; Afonso, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp0022017. Full description at Econpapers || Download paper | |
2017 | Whatever it takes to Resolve the European Sovereign Debt Crisis? Bond Pricing Regime Switches and Monetary Policy Effects. (2017). Kontonikas, Alexandros ; Gadea, MarÃÂa ; Arghyrou, Michael ; Afonso, Antonio. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6691. Full description at Econpapers || Download paper | |
2017 | Whatever it takes to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. (2017). Kontonikas, Alexandros ; Gadea, MarÃÂa ; Arghyrou, Michael ; Afonso, Antonio. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2017/12. Full description at Econpapers || Download paper | |
2017 | The distribution of excess liquidity in the euro area. (2017). Vergote, Olivier ; Petroulakis, Filippos ; Usciati, Benoit ; Resinek, Marc ; Mohing, Felix ; Martins, Debora ; Herrala, Niko ; Helmus, Caspar ; Hallinger, Benoit ; Baldo, Luca ; Wang, Yizhou . In: Occasional Paper Series. RePEc:ecb:ecbops:2017200. Full description at Econpapers || Download paper | |
2017 | On collateral: implications for financial stability and monetary policy. (2017). Hoerova, Marie ; Heider, Florian ; Corradin, Stefano . In: Working Paper Series. RePEc:ecb:ecbwps:20172107. Full description at Econpapers || Download paper | |
2017 | ECB Policies Involving Government Bond Purchases: Impact and Channels. (2017). Nagel, Stefan ; Vissing-Jorgensen, Annette ; Krishnamurthy, Arvind. In: NBER Working Papers. RePEc:nbr:nberwo:23985. Full description at Econpapers || Download paper | |
2017 | Why are banks not recapitalized during crises?. (2017). Crosignani, Matteo. In: ESRB Working Paper Series. RePEc:srk:srkwps:201757. Full description at Econpapers || Download paper | |
2017 | Sovereign collateral as a Trojan Horse: Why do we need an LCR+. (2017). Buschmann, Christian ; Schmaltz, Christian. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:311-330. Full description at Econpapers || Download paper | |
2017 | Moral suasion in regional government bond markets. (2017). Ohls, Jana. In: Discussion Papers. RePEc:zbw:bubdps:332017. Full description at Econpapers || Download paper | |
2017 | Capital requirements for government bonds: Implications for bank behaviour and financial stability. (2017). Neyer, Ulrike ; Sterzel, Andre. In: DICE Discussion Papers. RePEc:zbw:dicedp:275. Full description at Econpapers || Download paper | |
2017 | The real effects of judicial enforcement: Evidence from Italy. (2017). Pezone, Vincenzo. In: SAFE Working Paper Series. RePEc:zbw:safewp:192. Full description at Econpapers || Download paper | |
2017 | The zero risk fallacy? Banks sovereign exposure and sovereign risk spillovers. (2017). Kirschenmann, Karolin ; Steffen, Sascha ; Korte, Josef . In: ZEW Discussion Papers. RePEc:zbw:zewdip:17069. Full description at Econpapers || Download paper | |
2017 | Basel III Versus Solvency II: An Analysis of Regulatory Consistency Under the New Capital Standards. (2017). Laas, Daniela ; Siegel, Caroline Franziska. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:84:y:2017:i:4:p:1231-1267. Full description at Econpapers || Download paper | |
2017 | Bank Exposures and Sovereign Stress Transmission. (2017). Simonelli, Saverio ; Pagano, Marco ; Altavilla, Carlo ; Carlo Altavilla , . In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:6:p:2103-2139.. Full description at Econpapers || Download paper | |
2017 | Global Banking: Recent Developments and Insights from Research. (2017). Claessens, Stijn. In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:4:p:1513-1555.. Full description at Econpapers || Download paper | |
2017 | The (Unintended?) Consequences of the Largest Liquidity Injection Ever. (2017). Fonseca, LuÃÂs ; Faria-e-Castro, Miguel ; Crosignani, Matteo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-11. Full description at Econpapers || Download paper | |
2017 | Yields on sovereign debt, fragmentation and monetary policy transmission in the euro area: A GVAR approach. (2017). Sosvilla-Rivero, Simon ; Icaza, Victor Echevarria . In: Working Papers. RePEc:aee:wpaper:1701. Full description at Econpapers || Download paper | |
2017 | ESBies: safety in the tranches. (2017). Vayanos, Dimitri ; Van Nieuwerburgh, Stijn ; Pagano, Marco ; Langfield, Sam ; Brunnermeier, Markus ; Reis, Ricardo. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:74320. Full description at Econpapers || Download paper | |
2017 | Bad loans and resource allocation in crisis years: Evidence from European banks. (2017). Bruno, Brunella ; Marino, Immacolata. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1752. Full description at Econpapers || Download paper | |
2017 | The impact of the European sovereign debt crisis on banks stocks. Some evidence of shift contagion in Europe. (2017). Allegret, Jean-Pierre ; Rharrabti, Houda ; Raymond, Helene. In: Post-Print. RePEc:hal:journl:hal-01589269. Full description at Econpapers || Download paper | |
2017 | The Real Effects of Improving Access to Capital Markets Financing: Evidence from European SMEs. (2017). Eisele, Alexander ; Nowak, Eric. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12227. Full description at Econpapers || Download paper | |
2017 | ECB Policies Involving Government Bond Purchases: Impacts and Channels. (2017). Nagel, Stefan ; Vissing-Jorgensen, Annette ; Krishnamurthy, Arvind. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12399. Full description at Econpapers || Download paper | |
2017 | Systemic risk and dynamics of contagion: a duplex inter-bank network. (2017). Yin, Libo ; Han, Liyan ; Ding, Ding. In: Quantitative Finance. RePEc:taf:quantf:v:17:y:2017:i:9:p:1435-1445. Full description at Econpapers || Download paper | |
2017 | Why does portfolio choice correlate across generations. (2017). Sarvimäki, Matti ; Knüpfer, Samuli ; Sarvimaki, Matti ; Rantapuska, Elias ; Knupfer, Samuli. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_025. Full description at Econpapers || Download paper | |
2017 | Initial conditions and the private debt renegotiation process. (2017). Godlewski, Christophe. In: Working Papers of LaRGE Research Center. RePEc:lar:wpaper:2017-03. Full description at Econpapers || Download paper | |
2017 | Creditor Control Rights and Board Independence. (2017). Ferreira, Miguel ; Mariano, Beatriz . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11870. Full description at Econpapers || Download paper | |
2017 | Uncertainty and debt covenants. (2017). Demerjian, Peter R. In: Review of Accounting Studies. RePEc:spr:reaccs:v:22:y:2017:i:3:d:10.1007_s11142-017-9409-z. Full description at Econpapers || Download paper | |
2017 | Debt covenant design and creditor control rights: Evidence from the tightest covenant. (2017). Wang, Jing. In: Journal of Corporate Finance. RePEc:eee:corfin:v:44:y:2017:i:c:p:331-352. Full description at Econpapers || Download paper | |
2017 | Covenant violations and dynamic loan contracting. (2017). Freudenberg, Felix ; Steffen, Sascha ; Saunders, Anthony ; Imbierowicz, Bjorn . In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:540-565. Full description at Econpapers || Download paper | |
2017 | Pricing and usage: An empirical analysis of lines of credit. (2017). Duran, Miguel. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:219-234. Full description at Econpapers || Download paper | |
2017 | Borrower private information covenants and loan contract monitoring. (2017). CARRIZOSA, RICHARD ; Ryan, Stephen G. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:64:y:2017:i:2:p:313-339. Full description at Econpapers || Download paper | |
2017 | Equilibrium Theory of Banks Capital Structure. (2017). Gottardi, Piero ; Gale, Douglas. In: 2017 Meeting Papers. RePEc:red:sed017:380. Full description at Econpapers || Download paper | |
2017 | Equilibrium theory of banksâ capital structure. (2017). Gottardi, Piero ; Gale, Douglas. In: Economics Working Papers. RePEc:eui:euiwps:eco2017/02. Full description at Econpapers || Download paper | |
2017 | Equilibrium Theory of Banks Capital Structure. (2017). Gottardi, Piero ; Gale, Douglas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6580. Full description at Econpapers || Download paper | |
2017 | Bank capital, liquid reserves, and insolvency risk. (2017). Hugonnier, Julien ; Morellec, Erwan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:2:p:266-285. Full description at Econpapers || Download paper | |
2017 | Why do banks choose to finance with equity?. (2017). Sorokina, Nonna Y ; Patel, Ajay ; Thornton, John H. In: Journal of Financial Stability. RePEc:eee:finsta:v:30:y:2017:i:c:p:36-52. Full description at Econpapers || Download paper | |
2017 | Risk-sharing benefits and the capital structure of insurance companies. (2017). Degryse, Hans ; van Hulle, Cynthia ; Smedts, Kristien . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11838. Full description at Econpapers || Download paper | |
2017 | Banks search for yield in the low interest rate environment: a tale of regulatory adaptation. (2017). Wang, J. Christina. In: Working Papers. RePEc:fip:fedbwp:17-3. Full description at Econpapers || Download paper | |
2017 | Traditional and Shadow Banks during the Crisis. (2017). Chretien, E ; Lyonnet, V. In: Débats économiques et financiers. RePEc:bfr:decfin:27. Full description at Econpapers || Download paper | |
2017 | The contribution of bank regulation and fair value accounting to procyclical leverage. (2017). Amel-Zadeh, Amir ; Landsman, Wayne R ; Barth, Mary E. In: Review of Accounting Studies. RePEc:spr:reaccs:v:22:y:2017:i:3:d:10.1007_s11142-017-9410-6. Full description at Econpapers || Download paper | |
2017 | Shadow Banking and Financial Stability under Limited Deposit Insurance. (2017). Voellmy, Lukas. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168262. Full description at Econpapers || Download paper | |
2017 | Does the Amount and Time of Recapitalization Affect the Profitability of Commercial Banks?. (2017). TOMEC, MATEJ ; Jagric, Timotej. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:67:y:2017:i:4:p:318-341. Full description at Econpapers || Download paper | |
2017 | Investor behaviour and reaching for yield: evidence from the sterling corporate bond market. (2017). Roberts-Sklar, Matt ; Czech, Robert. In: Bank of England working papers. RePEc:boe:boeewp:0685. Full description at Econpapers || Download paper | |
2017 | An experimental investigation of rating-market regulation. (2017). Peterle, Emmanuel ; Keser, Claudia ; Schmidt, Martin ; Ozgumus, Asri. In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:299. Full description at Econpapers || Download paper | |
2017 | An experimental investigation of rating-market regulation. (2017). Peterle, Emmanuel ; Keser, Claudia ; Schmidt, Martin ; Ozgumus, Asri. In: CIRANO Working Papers. RePEc:cir:cirwor:2017s-08. Full description at Econpapers || Download paper | |
2017 | An experimental investigation of rating-market regulation. (2017). Peterle, Emmanuel ; Schmidt, Martin ; Ozgumus, Asri ; Keser, Claudia. In: Working Papers. RePEc:crb:wpaper:2017-07. Full description at Econpapers || Download paper | |
2017 | The value of credit rating changes across economic cycles. (2017). Ryan, Patricia A ; Zygo, Jeffrey G ; Villupuram, Sriram V. In: Journal of Economics and Business. RePEc:eee:jebusi:v:92:y:2017:i:c:p:1-9. Full description at Econpapers || Download paper | |
2017 | An experimental investigation of rating-market regulation. (2017). Peterle, Emmanuel ; Schmidt, Martin ; Ozgumus, Asri ; Keser, Claudia. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:144:y:2017:i:c:p:78-86. Full description at Econpapers || Download paper | |
2017 | The Death of a Regulator: Strict Supervision, Bank Lending and Business Activity. (2017). Leuz, Christian ; Granja, João. In: NBER Working Papers. RePEc:nbr:nberwo:24168. Full description at Econpapers || Download paper | |
2017 | Trust and stock price crash risk: Evidence from China. (2017). Li, Xiaorong ; Wang, Xue. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:76:y:2017:i:c:p:74-91. Full description at Econpapers || Download paper | |
2017 | Social trust environment and firm tax avoidance: Evidence from China. (2017). Xia, Changyuan ; Chan, Kam C ; Cao, Chunfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:374-392. Full description at Econpapers || Download paper | |
2017 | Societal trust and the economic behavior of nonprofit organizations. (2017). Felix, Robert ; Williams, Jan L ; Pevzner, Mikhail ; Gaynor, Greg. In: Advances in accounting. RePEc:eee:advacc:v:39:y:2017:i:c:p:21-31. Full description at Econpapers || Download paper | |
2017 | The interaction between stock prices and corporate investment: is Europe different?. (2017). Mama, Houdou Basse. In: Review of Managerial Science. RePEc:spr:rvmgts:v:11:y:2017:i:2:d:10.1007_s11846-015-0187-3. Full description at Econpapers || Download paper | |
2017 | Do staggered boards harm shareholders?. (2017). Amihud, Yakov ; Stoyanov, Stoyan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:2:p:432-439. Full description at Econpapers || Download paper | |
2017 | Dual entrenchment and tax management: Classified boards and family firms. (2017). Moore, Jared A ; Werner, Edward M ; Suh, Sanghyun . In: Journal of Business Research. RePEc:eee:jbrese:v:79:y:2017:i:c:p:161-172. Full description at Econpapers || Download paper | |
2017 | Reexamining staggered boards and shareholder value. (2017). Cohen, Alma ; Charles, . In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:3:p:637-647. Full description at Econpapers || Download paper | |
2017 | What Corporate Governance Can Learn from Catholic Social Teaching. (2017). Cremers, Martijn. In: Journal of Business Ethics. RePEc:kap:jbuset:v:145:y:2017:i:4:d:10.1007_s10551-016-3127-5. Full description at Econpapers || Download paper | |
2017 | The impact of central clearing on banksâ lending discipline. (2017). Arnold, Maik. In: Journal of Financial Markets. RePEc:eee:finmar:v:36:y:2017:i:c:p:91-114. Full description at Econpapers || Download paper | |
2017 | The Failure of a Clearinghouse:Empirical Evidence. (2017). Bignon, Vincent ; Vuillemey, Guillaume. In: Working papers. RePEc:bfr:banfra:638. Full description at Econpapers || Download paper | |
2017 | Funding Value Adjustments. (2017). Duffie, Darrell ; Song, Yang ; Andersen, Leif. In: NBER Working Papers. RePEc:nbr:nberwo:23680. Full description at Econpapers || Download paper | |
2017 | Endogenous intermediation in over-the-counter markets. (2017). Babus, Ana ; Hu, Tai-Wei. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:1:p:200-215. Full description at Econpapers || Download paper | |
2017 | Price discovery in equity and CDS markets. (2017). Perrakis, Stylianos ; Zhong, Rui ; Kryzanowski, Lawrence. In: Journal of Financial Markets. RePEc:eee:finmar:v:35:y:2017:i:c:p:21-46. Full description at Econpapers || Download paper | |
2017 | Networks of counterparties in the centrally cleared EU-wide interest rate derivatives market. (2017). Fiedor, PaweÅ ; Orszaghova, Lucia ; Lapschies, Sarah. In: Working and Discussion Papers. RePEc:svk:wpaper:1048. Full description at Econpapers || Download paper | |
2017 | Does OTC derivatives reform incentivize central clearing?. (2017). Ghamami, Samim ; Glasserman, Paul. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:32:y:2017:i:c:p:76-87. Full description at Econpapers || Download paper | |
2017 | The demand for central clearing: to clear or not to clear, that is the question. (2017). Pelizzon, Loriana ; Peltonen, Tuomas ; Panzica, Roberto ; Bellia, Mario. In: ESRB Working Paper Series. RePEc:srk:srkwps:201762. Full description at Econpapers || Download paper | |
2017 | Crowded Positions: An Overlooked Systemic Risk for Central Clearing Parties. (2017). Menkveld, Albert. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:7:y:2017:i:2:p:209-242.. Full description at Econpapers || Download paper | |
2017 | Pilot CEOs and corporate innovation. (2017). Zhang, Jing Jing ; Sunder, Jayanthi. In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:1:p:209-224. Full description at Econpapers || Download paper | |
2017 | Is It Worth Having the Sopranos on Board? Corporate Governance Pollution and Organized Crime: The Case of Italy. (2017). masciandaro, donato ; Pecchiari, Nicola ; Marra, Antonio ; Bianchi, Pietro A. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1759. Full description at Econpapers || Download paper | |
2017 | Do corporate taxes hinder innovation?. (2017). Mukherjee, Abhiroop ; Aldokas, Alminas ; Singh, Manpreet . In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:1:p:195-221. Full description at Econpapers || Download paper | |
2017 | Corporate innovation and economic freedom: Cross-country comparisons. (2017). Zhu, Hui. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:63:y:2017:i:c:p:50-65. Full description at Econpapers || Download paper | |
2017 | Bank-Firm Relationship and Small Business Innovation. (2017). Peng, XU. In: Discussion papers. RePEc:eti:dpaper:17062. Full description at Econpapers || Download paper | |
2017 | Financial dependence and innovation: The case of public versus private firms. (2017). Acharya, Viral ; Xu, Zhaoxia . In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:2:p:223-243. Full description at Econpapers || Download paper | |
2017 | Entry Barriers and Technological Innovation in Broadband. (2017). Skiti, Tedi . In: Working Papers. RePEc:net:wpaper:1711. Full description at Econpapers || Download paper | |
2017 | Do Bank Shocks Hamper Firmsâ Innovation?. (2017). Manole, Vlad ; Kabiri, Ali ; Spatareanu, Mariana. In: Working Papers Rutgers University, Newark. RePEc:run:wpaper:2017-003. Full description at Econpapers || Download paper | |
2017 | Cash holdings and the bargaining power of R&D-intensive targets. (2017). Upadhyay, Arun ; Zeng, Hongchao. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:49:y:2017:i:4:d:10.1007_s11156-016-0611-z. Full description at Econpapers || Download paper | |
2017 | Deregulation, market competition, and innovation of utilities: Evidence from Japanese electric sector. (2017). Wang, Nan ; Mogi, Gento. In: Energy Policy. RePEc:eee:enepol:v:111:y:2017:i:c:p:403-413. Full description at Econpapers || Download paper | |
2017 | Stock markets, credit markets, and technology-led growth. (2017). Petersen, Bruce ; Martinsson, Gustav ; Brown, James R. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:32:y:2017:i:c:p:45-59. Full description at Econpapers || Download paper | |
2017 | External financing constraints and firms innovative activities during the financial crisis. (2017). Kraft, Kornelius ; Giebel, Marek. In: ZEW Discussion Papers. RePEc:zbw:zewdip:17064. Full description at Econpapers || Download paper | |
2017 | Labour laws and innovation: Evidence from Indian states. (2017). Ghosh, Saibal. In: The Indian Journal of Labour Economics. RePEc:spr:ijlaec:v:60:y:2017:i:2:d:10.1007_s41027-017-0097-9. Full description at Econpapers || Download paper | |
2017 | Firm R&D and Financial Analysis: How Do They Interact?. (2017). peress, joel ; Goldman, Jim. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12433. Full description at Econpapers || Download paper | |
2017 | Individualism and stock price reaction to market-wide information. (2017). Buglea, Alexandra Maria ; Todea, Alexandru. In: Economics Letters. RePEc:eee:ecolet:v:160:y:2017:i:c:p:4-6. Full description at Econpapers || Download paper | |
2017 | National culture and private benefits of control. (2017). Salzmann, Astrid ; Soypak, Kalender . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:199-206. Full description at Econpapers || Download paper | |
2017 | Secrecy, information shocks, and corporate investment : Evidence from European Union countries. (2017). HASAN, IFTEKHAR ; Mazboudi, Mohamad . In: Research Discussion Papers. RePEc:bof:bofrdp:2017_019. Full description at Econpapers || Download paper | |
2017 | Flexible Prices and Leverage. (2017). Weber, Michael ; Liu, Ryan ; Pflueger, Carolin . In: Working Papers. RePEc:bfi:wpaper:2017-02. Full description at Econpapers || Download paper | |
2017 | Flexible Prices and Leverage. (2017). Weber, Michael ; Pflueger, Carolin ; Dacunto, Francesco ; Liu, Ryan . In: NBER Working Papers. RePEc:nbr:nberwo:23066. Full description at Econpapers || Download paper | |
2017 | Flexible Prices and Leverage. (2017). Weber, Michael ; D'Acunto, Francesco ; Pflueger, Carolin ; Liu, Ryan . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6317. Full description at Econpapers || Download paper | |
2017 | Corporate taxes, capital structure, and valuation: Combining Modigliani/Miller and Miles/Ezzell. (2017). Dierkes, Stefan ; Schafer, Ulrich . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:48:y:2017:i:2:d:10.1007_s11156-016-0554-4. Full description at Econpapers || Download paper | |
2017 | Structural breaks in panel data: Large number of panels and short length time series. (2017). Wang, Shixuan ; Horvath, Lajos ; Hanousek, Jan ; Antoch, Jaromir ; Huskova, Marie . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11891. Full description at Econpapers || Download paper | |
2017 | Do financial crises alter the dynamics of corporate capital structure? Evidence from GCC countries. (2017). Zeitun, Rami ; Mimouni, Karim ; Temimi, Akram. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:63:y:2017:i:c:p:21-33. Full description at Econpapers || Download paper | |
2017 | Changes in corporate effective tax rates over the past 25 years. (2017). Dyreng, Scott D ; Thornock, Jacob R ; Maydew, Edward L ; Hanlon, Michelle. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:3:p:441-463. Full description at Econpapers || Download paper | |
2017 | Stock Volatility and the Great Depression. (2017). Weidenmier, Marc ; Cortes, Gustavo. In: NBER Working Papers. RePEc:nbr:nberwo:23554. Full description at Econpapers || Download paper | |
2017 | The Evolution of Corporate Cash. (2017). Graham, John R ; Leary, Mark T. In: NBER Working Papers. RePEc:nbr:nberwo:23767. Full description at Econpapers || Download paper | |
2017 | The impact of interest rates on firms financing policies. (2017). Karpaviius, Sigitas ; Yu, Fan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:262-293. Full description at Econpapers || Download paper | |
2017 | The impact of innovation: Evidence from corporate bond exchange-traded funds (ETFs). (2017). Dannhauser, Caitlin D. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:3:p:537-560. Full description at Econpapers || Download paper | |
2017 | Bank capital, lending and financing behaviour of dual banking systems. (2017). Louhichi, Awatef ; Boujelbene, Younes. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:41:y:2017:i:c:p:61-79. Full description at Econpapers || Download paper | |
2017 | Economic forecast and corporate leverage choices: The role of the institutional environment. (2017). Pindado, Julio ; Rivera, Juan C ; Requejo, Ignacio. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:121-144. Full description at Econpapers || Download paper | |
2017 | Long-term persistence in corporate capital structure: Evidence from India. (2017). Sharma, Prateek. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:249-261. Full description at Econpapers || Download paper | |
2017 | Capital structure management differences in Latin American and US firms after 2008 crisis. (2017). Valcacer, Santiago ; Amorim, Vinicius ; Lopes, David ; de Moura, Heber Jose . In: Journal of Economics, Finance and Administrative Science. RePEc:ris:joefas:0108. Full description at Econpapers || Download paper | |
2017 | Local Government Debt and Firm Leverage: Evidence from China. (2017). Liang, Yousha ; Xu, Juanyi ; Wang, Lisheng ; Shi, Kang. In: Asian Economic Policy Review. RePEc:bla:asiapr:v:12:y:2017:i:2:p:210-232. Full description at Econpapers || Download paper | |
2017 | The Issuer-pays Business Model and Competitive Rating Market: Rating Network Structure. (2017). Zhuo, Xiaoyang ; Wang, Yongjin ; Xu, Guangli . In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:55:y:2017:i:2:d:10.1007_s11146-016-9563-2. Full description at Econpapers || Download paper | |
2017 | Multiplex interbank networks and systemic importance - An application to European data. (2017). Aldasoro, Iñaki ; Alves, Ivan . In: BIS Working Papers. RePEc:bis:biswps:603. Full description at Econpapers || Download paper | |
2017 | The systemic implications of bail-in: a multi-layered network approach. (2017). Kok, Christoffer ; Hüser, Anne-Caroline ; Halaj, Grzegorz ; Haaj, Grzegorz ; van der Kraaij, Anton ; Perales, Cristian ; Huser, Anne-Caroline. In: Working Paper Series. RePEc:ecb:ecbwps:20172010. Full description at Econpapers || Download paper | |
2017 | Pandemic crises in financial systems: a simulation-model to complement stress-testing frameworks.. (2017). Idier, J ; Piquard, T. In: Working papers. RePEc:bfr:banfra:621. Full description at Econpapers || Download paper | |
2017 | Monitoring vulnerability and impact diffusion in financial networks. (2017). Tabak, Benjamin ; Silva, Thiago ; Stancato, Sergio Rubens. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:76:y:2017:i:c:p:109-135. Full description at Econpapers || Download paper | |
2017 | The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises. (2017). SEVESTRE, Patrick ; Horny, Guillaume ; Avouyi-Dovi, Sanvi. In: Working Papers. RePEc:hal:wpaper:hal-01511667. Full description at Econpapers || Download paper | |
2017 | Evaluating regulation within an artificial financial system: A framework and its application to the liquidity coverage ratio regulation. (2017). Brückbauer, Frank ; Riedler, Jesper ; Brueckbauer, Frank . In: ZEW Discussion Papers. RePEc:zbw:zewdip:17022. Full description at Econpapers || Download paper | |
2017 | Credit risk interconnectedness: What does the market really know?. (2017). Brownlees, Christian ; Abbassi, Puriya ; Podlich, Natalia ; Hans, Christina . In: Journal of Financial Stability. RePEc:eee:finsta:v:29:y:2017:i:c:p:1-12. Full description at Econpapers || Download paper | |
2017 | The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises. (2017). SEVESTRE, Patrick ; Horny, Guillaume ; Avouyi-Dovi, Sanvi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:79:y:2017:i:c:p:74-94. Full description at Econpapers || Download paper | |
2017 | Systemic Risk in Financial Systems: a feedback approach. (2017). Tabak, Benjamin ; Silva, Thiago ; da Silva, Michel Alexandre. In: Working Papers Series. RePEc:bcb:wpaper:461. Full description at Econpapers || Download paper | |
2017 | Why and how do banks lay off credit risk? The choice between retention, loan sales and credit default swaps. (2017). Beyhaghi, Mehdi ; Saunders, Anthony ; Massoud, Nadia. In: Journal of Corporate Finance. RePEc:eee:corfin:v:42:y:2017:i:c:p:335-355. Full description at Econpapers || Download paper | |
2017 | Vulnerable Funds?. (2017). Fricke, Christoph. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168209. Full description at Econpapers || Download paper | |
2017 | Bank networks: Contagion, systemic risk and prudential policy. (2017). Faia, Ester ; Delli Gatti, Domenico ; Aldasoro, Iñaki. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:142:y:2017:i:c:p:164-188. Full description at Econpapers || Download paper | |
2017 | Network models of financial systemic risk: A review. (2017). Kobayashi, Teruyoshi ; Barucca, Paolo ; Caccioli, Fabio. In: Papers. RePEc:arx:papers:1710.11512. Full description at Econpapers || Download paper | |
2017 | Vulnerable asset management? The case of mutual funds. (2017). Fricke, Christoph. In: Discussion Papers. RePEc:zbw:bubdps:322017. Full description at Econpapers || Download paper | |
2017 | Network models of financial systemic risk: A review. (2017). Kobayashi, Teruyoshi ; Barucca, Paolo ; Caccioli, Fabio. In: Discussion Papers. RePEc:koe:wpaper:1719. Full description at Econpapers || Download paper | |
2017 | Simulating fire-sales in a banking and shadow banking system. (2017). Żochowski, Dawid ; Halaj, Grzegorz ; Haaj, Grzegorz ; Calimani, Susanna. In: ESRB Working Paper Series. RePEc:srk:srkwps:201746. Full description at Econpapers || Download paper | |
2017 | Systemic risk in financial systems: A feedback approach. (2017). Tabak, Benjamin ; Silva, Thiago ; da Silva, Michel Alexandre. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:144:y:2017:i:c:p:97-120. Full description at Econpapers || Download paper | |
2017 | Bank Panics and Fire Sales, Insolvency and Illiquidity. (2017). Hurd, T R. In: Papers. RePEc:arx:papers:1711.05289. Full description at Econpapers || Download paper | |
2017 | Firm Leverage, Consumer Demand, and Employment Losses during the Great Recession. (2017). Giroud, Xavier ; Mueller, Holger M. In: Working Papers. RePEc:cen:wpaper:17-01. Full description at Econpapers || Download paper | |
2017 | Banks, Firms, and Jobs. (2017). Richiardi, Matteo ; Presbitero, Andrea ; Mocetti, Sauro ; Berton, Fabio. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:136. Full description at Econpapers || Download paper | |
2017 | Banks, firms, and jobs. (2017). Richiardi, Matteo ; Presbitero, Andrea ; Mocetti, Sauro ; Berton, Fabio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1097_17. Full description at Econpapers || Download paper | |
2017 | Gender differences in entrepreneurship and intrapreneurship: an empirical analysis. (2017). Adachi, Takanori ; Hisada, Takanori. In: Small Business Economics. RePEc:kap:sbusec:v:48:y:2017:i:3:d:10.1007_s11187-016-9793-y. Full description at Econpapers || Download paper | |
2017 | Homeownership, housing capital gains and self-employment. (2017). Rosenthal, Stuart ; Harding, John P. In: Journal of Urban Economics. RePEc:eee:juecon:v:99:y:2017:i:c:p:120-135. Full description at Econpapers || Download paper | |
2017 | Collateral constraints and macroeconomic asymmetries. (2017). Iacoviello, Matteo ; Guerrieri, Luca. In: Journal of Monetary Economics. RePEc:eee:moneco:v:90:y:2017:i:c:p:28-49. Full description at Econpapers || Download paper | |
2017 | Do Household Wealth Shocks Affect Productivity? Evidence from Innovative Workers During the Great Recession. (2017). Bernstein, Shai ; Townsend, Richard R ; McQuade, Timothy. In: NBER Working Papers. RePEc:nbr:nberwo:24011. Full description at Econpapers || Download paper | |
2017 | Tax Simplicity and Heterogeneous Learning. (2017). Stantcheva, Stefanie ; Lequien, Matthieu ; Akcigit, Ufuk ; Aghion, Philippe. In: NBER Working Papers. RePEc:nbr:nberwo:24049. Full description at Econpapers || Download paper | |
2017 | Tax Simplicity and Heterogeneous Learning. (2017). Lequien, Matthieu ; Akcigit, Ufuk ; Stantcheva, Stefanie ; Aghion, Philippe. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1516. Full description at Econpapers || Download paper | |
2017 | Evidence on finance and economic growth. (2017). Popov, Alexander. In: Working Paper Series. RePEc:ecb:ecbwps:20172115. Full description at Econpapers || Download paper | |
2017 | Tax simplicity and heterogeneous learning. (2017). Lequien, Matthieu ; Aghion, Philippe ; Stantcheva, Stefanie ; Akcigit, Ufuk. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:86613. Full description at Econpapers || Download paper | |
2017 | Collateral Damage? Decreasing House Prices and Entrepreneurial Lending. (2017). Mocking, Remco ; Hassink, Wolter ; Vogt, Benedikt . In: CPB Discussion Paper. RePEc:cpb:discus:351. Full description at Econpapers || Download paper | |
2017 | Local Banks, Credit Supply, and House Prices. (2017). Blickle, Kristian. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:11. Full description at Econpapers || Download paper | |
2017 | Housing prices and investment: an assessment of Chinas inland-favoring land supply policies. (2017). Han, Libin ; Lu, Ming. In: Journal of the Asia Pacific Economy. RePEc:taf:rjapxx:v:22:y:2017:i:1:p:106-121. Full description at Econpapers || Download paper | |
2017 | Tax Simplicity and Heterogeneous Learning. (2017). Lequien, Matthieu ; Akcigit, Ufuk ; Stantcheva, Stefanie ; Aghion, Philippe. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12471. Full description at Econpapers || Download paper | |
2017 | Female leaders and gender gaps within the firm: Evidence from three sub-Saharan African countries. (2017). Lamattina, Giulia ; Kimou, Jose Carlos ; Ahoure, Alban ; Picone, Gabriel ; la Mattina, Giulia . In: WIDER Working Paper Series. RePEc:unu:wpaper:wp2017-63. Full description at Econpapers || Download paper | |
2017 | The role of board gender and foreign ownership in the CSR performance of Chinese listed firms. (2017). McGuinness, Paul B ; Wang, Mingzhu ; Vieito, Joo Paulo. In: Journal of Corporate Finance. RePEc:eee:corfin:v:42:y:2017:i:c:p:75-99. Full description at Econpapers || Download paper | |
2017 | CEO political ideology and mergers and acquisitions decisions. (2017). Elnahas, Ahmed M ; Kim, Dongnyoung . In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:162-175. Full description at Econpapers || Download paper | |
2017 | Does diversity improve profits and shareholder returns? Evidence from top rated companies for diversity by DiversityInc. (2017). Filbeck, Greg ; Zhao, Xin ; Preece, Dianna ; Foster, Benjamin . In: Advances in accounting. RePEc:eee:advacc:v:37:y:2017:i:c:p:94-102. Full description at Econpapers || Download paper | |
2017 | Do creditor rights and information sharing affect the performance of foreign banks?. (2017). mamatzakis, emmanuel ; Kalyvas, Antonios. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:13-35. Full description at Econpapers || Download paper | |
2017 | Offshore schemes and tax evasion: The role of banks. (2017). Chernykh, Lucy ; Mityakov, Sergey . In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:3:p:516-542. Full description at Econpapers || Download paper | |
2017 | Dynamic information spillovers in intraregionally-focused spot and forward currency markets. (2017). Fawson, Chris ; Yang, Jiao-Hui ; Wang, XI. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:71:y:2017:i:c:p:78-110. Full description at Econpapers || Download paper | |
2017 | Monetary policy and financial spillovers: Losing traction?. (2017). Rungcharoenkitkul, Phurichai ; Disyatat, Piti. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:115-136. Full description at Econpapers || Download paper | |
2017 | International house price cycles, monetary policy and credit. (2017). Bauer, Gregory. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:88-114. Full description at Econpapers || Download paper | |
2017 | Nominal Exchange Rate Stationarity and Long-Term Bond Returns. (2017). Stathopoulos, Andreas ; Lustig, Hanno ; Verdelhan, Adrien. In: 2017 Meeting Papers. RePEc:red:sed017:1633. Full description at Econpapers || Download paper | |
2017 | Essays in financial intermediation and political economy. (2017). Luo, Mancy . In: Other publications TiSEM. RePEc:tiu:tiutis:146f40d3-6c89-4c6d-8fea-1d698ba0bf39. Full description at Econpapers || Download paper | |
2017 | Catering to behavioral demand for dividends and its potential agency issue. (2017). Jun, Xiao ; Yugang, Chen ; Li, Mingsheng . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:46:y:2017:i:pb:p:269-291. Full description at Econpapers || Download paper | |
2017 | Bank capital in the crisis: Its not just how much you have but who provides it. (2017). Garel, Alexandre ; Petit-Romec, Arthur . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:152-166. Full description at Econpapers || Download paper | |
2017 | An analysis of the consistency of banksâ internal ratings. (2017). Koziol, Philipp ; Berg, Tobias. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:78:y:2017:i:c:p:27-41. Full description at Econpapers || Download paper | |
2017 | How the corporate governance mechanisms affect bank risk taking. (2017). mamatzakis, emmanuel ; Wang, Chaoke ; Zhang, Xiaoxiang. In: MPRA Paper. RePEc:pra:mprapa:78137. Full description at Econpapers || Download paper | |
2017 | AN ECONOMETRIC APPROACH OF THE BANKING RISKS - CASE OF CENTRAL AND EST EUROPEAN COUNTRIES. (2017). Lucian, Gaban ; Alin, Fetita ; ionut -Marius, Rus . In: Revista Economica. RePEc:blg:reveco:v:69:y:2017:i:2:p:73-86. Full description at Econpapers || Download paper | |
2017 | How well do EO measures and entrepreneurial behavior match?. (2017). Stambaugh, Jeffrey E ; Kataria, Niyati ; Lumpkin, G T ; Martinez, John. In: International Entrepreneurship and Management Journal. RePEc:spr:intemj:v:13:y:2017:i:3:d:10.1007_s11365-016-0432-5. Full description at Econpapers || Download paper | |
2017 | Peer bank behavior, economic policy uncertainty, and leverage decision of financial institutions. (2017). Lee, Chien-Chiang ; Hsu, Yu-Ling ; Zeng, Jhih-Hong . In: Journal of Financial Stability. RePEc:eee:finsta:v:30:y:2017:i:c:p:79-91. Full description at Econpapers || Download paper | |
2017 | Central bank transparency and cross-border banking. (2017). Tonzer, Lena ; Eichler, Stefan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:1-30. Full description at Econpapers || Download paper | |
2017 | Venture Capital Networks: An analysis using the exponential random graph model. (2017). Sadamori, Koujaku ; Daisuke, Miyakawa. In: Discussion papers. RePEc:eti:dpaper:17084. Full description at Econpapers || Download paper | |
2017 | From Start-up to Scale-up: Examining Public Policies for the Financing of High-Growth Ventures. (2017). Hellmann, Thomas ; Wilson, Karen ; Durufle, Gilles . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12004. Full description at Econpapers || Download paper | |
2017 | Winning a Deal in Private Equity: Do Educational Networks Matter?. (2017). Füss, Roland ; Morkoetter, Stefan ; Jenkinson, Tim ; Fuess, Roland ; Fuchs, Florian. In: Working Papers on Finance. RePEc:usg:sfwpfi:2017:15. Full description at Econpapers || Download paper | |
2017 | Macroeconomic risk and seasonality in momentum profits. (2017). Martin, Spencer J ; Yao, Yaqiong ; Ji, Xiuqing . In: Journal of Financial Markets. RePEc:eee:finmar:v:36:y:2017:i:c:p:76-90. Full description at Econpapers || Download paper | |
2017 | Forecasting the equity risk premium with frequency-decomposed predictors. (2017). Verona, Fabio ; Faria, Gonçalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_001. Full description at Econpapers || Download paper | |
2017 | The Use and Misuse of Patent Data: Issues for Corporate Finance and Beyond. (2017). Seru, Amit ; Lerner, Josh. In: NBER Working Papers. RePEc:nbr:nberwo:24053. Full description at Econpapers || Download paper | |
2017 | Rationality and honesty of consumers in insurance decisions. (2017). Moreno, Ignacio ; Vazquez, Francisco J ; Watt, Richard . In: Journal of Economics and Business. RePEc:eee:jebusi:v:89:y:2017:i:c:p:36-46. Full description at Econpapers || Download paper | |
2017 | Military experience and corporate tax avoidance. (2017). , Kelvin ; Mills, Lillian F. In: Review of Accounting Studies. RePEc:spr:reaccs:v:22:y:2017:i:1:d:10.1007_s11142-016-9373-z. Full description at Econpapers || Download paper | |
2017 | Cultural norms, the persistence of tax evasion, and economic growth. (2017). Varvarigos, Dimitrios . In: Economic Theory. RePEc:spr:joecth:v:63:y:2017:i:4:d:10.1007_s00199-016-0976-1. Full description at Econpapers || Download paper | |
2017 | Tax evasion, intrinsic motivation, and the evolutionary effects of tax reforms. (2017). Pezzino, Mario ; Tramontana, Fabio ; Lamantia, Fabio. In: The School of Economics Discussion Paper Series. RePEc:man:sespap:1707. Full description at Econpapers || Download paper | |
2017 | Tax Enforcement of Execution and Insolvency Proceedings. (2017). Kouba, Toma . In: Acta Oeconomica Pragensia. RePEc:prg:jnlaop:v:2017:y:2017:i:3:id:582:p:57-67. Full description at Econpapers || Download paper | |
2017 | Tax morale and the role of social norms and reciprocity: Evidence from a randomized survey experiment. (2017). Peichl, Andreas ; Doerrenberg, Philipp. In: ZEW Discussion Papers. RePEc:zbw:zewdip:17045. Full description at Econpapers || Download paper | |
2017 | Tax morale and the role of social norms and reciprocity - Evidence from a randomized survey experiment. (2017). Peichl, Andreas ; Doerrenberg, Philipp. In: ifo Working Paper Series. RePEc:ces:ifowps:_242. Full description at Econpapers || Download paper | |
2017 | Corporate Social Responsibility, Institutional Environments, and Tax Avoidance: Evidence from a Subnational Comparison in China. (2017). Lin, Kenny Z ; Zhang, Fang ; Cheng, Suwina . In: The International Journal of Accounting. RePEc:eee:accoun:v:52:y:2017:i:4:p:303-318. Full description at Econpapers || Download paper | |
2017 | Trading strategies based on past returns: evidence from Germany. (2017). Schmidt, Martin H. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:31:y:2017:i:2:d:10.1007_s11408-017-0288-x. Full description at Econpapers || Download paper | |
2017 | A literature review of technical analysis on stock markets. (2017). Kimura, Herbert ; Sobreiro, Vinicius Amorim ; Lima, Jessica ; Farias, Rodolfo Toribio . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:115-126. Full description at Econpapers || Download paper | |
2017 | Flight to quality and the predictability of reversals: The role of market states and global factors. (2017). Demirer, Riza ; Yuksel, Aydin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1445-1454. Full description at Econpapers || Download paper | |
2017 | Risk adjusted momentum strategies: a comparison between constant and dynamic volatility scaling approaches. (2017). Li, Youwei ; Liu, Jiadong ; Fan, Minyou. In: MPRA Paper. RePEc:pra:mprapa:83510. Full description at Econpapers || Download paper | |
2017 | The role of correlation in risk profile portfolios. (2017). Vandenbroucke, Jurgen. In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:2:d:10.1057_s41260-016-0026-3. Full description at Econpapers || Download paper | |
2017 | Momentum and Crash Sensitivity. (2017). Ruenzi, Stefan ; Weigert, Florian. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:01. Full description at Econpapers || Download paper | |
2017 | Firm-Specific Risk-Neutral Distributions : The Role of CDS Spreads. (2017). Jahan-Parvar, Mohammad ; Schindler, John W ; Rosen, Samuel ; Aramonte, Sirio. In: International Finance Discussion Papers. RePEc:fip:fedgif:1212. Full description at Econpapers || Download paper | |
2017 | Testing momentum effectfor the US market: From equity to option strategies. (2017). Dapena, Jose ; Serur, Juan A ; Siri, Julian R. In: CEMA Working Papers: Serie Documentos de Trabajo.. RePEc:cem:doctra:621. Full description at Econpapers || Download paper | |
2017 | The Federal Reserve and market confidence. (2017). Plosser, Matthew ; Boyarchenko, Nina ; Haddad, Valentin. In: Staff Reports. RePEc:fip:fednsr:773. Full description at Econpapers || Download paper | |
2017 | Monetary policy surprises over time. (2017). veronese, giovanni ; Pericoli, Marcello. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1102_17. Full description at Econpapers || Download paper | |
2017 | Updating the Ultimate Forward Rate over Time: A Possible Approach. (2017). Zigraiova, Diana ; JakubÃÂk, Petr ; Jakubik, Petr . In: Working Papers. RePEc:cnb:wpaper:2017/03. Full description at Econpapers || Download paper | |
2017 | Do Term Premiums Matter? Transmission via Exchange Rate Dynamics. (2017). Katagiri, Mitsuru ; Takahashi, Koji . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp17e07. Full description at Econpapers || Download paper | |
2017 | Risk-Taking Channel of Unconventional Monetary Policies in Bank Lending. (2017). Shibamoto, Masahiko ; Takahashi, Koji ; Nakashima, Kiyotaka . In: Discussion Paper Series. RePEc:kob:dpaper:dp2017-24. Full description at Econpapers || Download paper | |
2017 | Interest rates and financial fragility. (2017). Li, Yang. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:195-205. Full description at Econpapers || Download paper | |
2017 | Language after liftoff: Fed communication away from the zero lower bound. (2017). Mishkin, Frederic ; Sufi, Amir ; Hooper, Peter ; Greenlaw, David ; Feroli, Michael . In: Research in Economics. RePEc:eee:reecon:v:71:y:2017:i:3:p:452-490. Full description at Econpapers || Download paper | |
2017 | (Un)expected monetary policy shocks and term premia. (2017). Meyer-Gohde, Alexander ; Kliem, Martin. In: Discussion Papers. RePEc:zbw:bubdps:302017. Full description at Econpapers || Download paper | |
2017 | COMMUNICATION ABOUT FUTURE POLICY RATES IN THEORY AND PRACTICE: A SURVEY. (2017). Moessner, Richhild ; Jansen, David-Jan ; de Haan, Jakob. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:31:y:2017:i:3:p:678-711. Full description at Econpapers || Download paper | |
2017 | Central Bank Communication and the Yield Curve. (2017). Venter, Gyuri ; Leombroni, Matteo ; Vedolin, Andrea ; Whelan, Paul. In: 2017 Meeting Papers. RePEc:red:sed017:844. Full description at Econpapers || Download paper | |
2017 | Market liquidity and stock returns in the Norwegian stock market. (2017). Leirvik, Thomas ; Fjellviks, Anders B ; Fiskerstrand, Sondre R. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:272-276. Full description at Econpapers || Download paper | |
2017 | The real effect of the initial enforcement of insider trading laws. (2017). Chen, Zhihong ; John, K C ; Kusnadi, Yuanto ; Huang, Yuan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:687-709. Full description at Econpapers || Download paper | |
2017 | Social norms and market outcomes: The effects of religious beliefs on stock markets. (2017). Al-Awadhi, Abdullah M ; Dempsey, Michael. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:119-134. Full description at Econpapers || Download paper | |
2017 | Determinants of commonality in liquidity: Evidence from an order-driven emerging market. (2017). Goyal, Abhinav ; Wadhwa, Kavita ; Syamala, Sudhakara Reddy. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:38-52. Full description at Econpapers || Download paper | |
2017 | Liquidity and the implied cost of equity capital. (2017). Saad, Mohsen ; Samet, Anis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:15-38. Full description at Econpapers || Download paper | |
2017 | Illusory Nature of Pricing of Illiquidity Effect: The Test Case of Australian Stock Market. (2017). Badshah, Ihsan. In: Journal of Finance and Economics Research. RePEc:gei:jnlfer:v:2:y:2017:i:2:p:115-129. Full description at Econpapers || Download paper | |
2017 | Corporate governance strength and stock market liquidity in Malaysia. (2017). Al-Jaifi, Hamdan Amer ; Al-Qadasi, Adel Ali ; Al-Rassas, Ahmed Hussein. In: International Journal of Managerial Finance. RePEc:eme:ijmfpp:ijmf-10-2016-0195. Full description at Econpapers || Download paper | |
2017 | Financial Development and Capital Flows: An Application. (2017). Davenport, Margaret ; Cozzi, Guido ; Margaret, Davenport . In: MPRA Paper. RePEc:pra:mprapa:79965. Full description at Econpapers || Download paper | |
2017 | Property rights security and firm survival: Micro-data evidence from China. (2017). Zhang, Qiong ; Wen, Xueting ; He, Angda ; Shi, Yupeng . In: China Economic Review. RePEc:eee:chieco:v:44:y:2017:i:c:p:296-310. Full description at Econpapers || Download paper | |
2017 | How does anti-corruption affect corporate innovation? Evidence from recent anti-corruption efforts in China. (2017). Xu, Gang ; Yano, GO. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:45:y:2017:i:3:p:498-519. Full description at Econpapers || Download paper | |
2017 | Permissible collateral and access to finance: evidence from a quasi-natural experiment. (2017). Xu, Bing. In: Working Papers. RePEc:bde:wpaper:1750. Full description at Econpapers || Download paper | |
2017 | State subsidy and moral hazard in corporate financing. (2017). Juhasz, Peter ; Berlinger, Edina ; Lovas, Anita . In: Central European Journal of Operations Research. RePEc:spr:cejnor:v:25:y:2017:i:4:d:10.1007_s10100-016-0461-8. Full description at Econpapers || Download paper | |
2017 | Investment decisions by European firms and financing constraints. (2017). Silvestrini, Andrea ; Mäkinen, Taneli ; Makinen, Taneli ; Mercatanti, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1148_17. Full description at Econpapers || Download paper | |
2017 | The financial structure of the Tunisian listed businesses: an application on panel data. (2017). MIGHRI, Zouhayer ; Kheireddine, Hanene ; Sghaier, Asma ; Soufeljil, Mohamed. In: Journal of Global Entrepreneurship Research. RePEc:spr:jglont:v:7:y:2017:i:1:d:10.1186_s40497-017-0081-3. Full description at Econpapers || Download paper | |
2017 | Do creditor rights and information sharing affect the performance of foreign banks?. (2017). mamatzakis, emmanuel ; Kalyvas, Antonios. In: Working Papers. RePEc:bog:wpaper:232. Full description at Econpapers || Download paper | |
2017 | Uncovering Skilled Short-sellers. (2017). Giovannetti, Bruno ; Chague, Fernando ; De-Losso, Rodrigo ; Bueno, Rodrigo ; Rodrigo, Bruno Giovannetti. In: Working Papers, Department of Economics. RePEc:spa:wpaper:2017wpecon01. Full description at Econpapers || Download paper | |
2017 | Adverse Selection and Assortative Matching in Labor Markets. (2017). Nikolowa, Radoslawa ; Ferreira, Daniel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11869. Full description at Econpapers || Download paper | |
2017 | Why do fund managers increase risk?. (2017). Ha, Yeonjeong ; Ko, Kwangsoo . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:78:y:2017:i:c:p:108-116. Full description at Econpapers || Download paper | |
2017 | Skill and luck in private equity performance. (2017). Korteweg, Arthur ; Sorensen, Morten. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:3:p:535-562. Full description at Econpapers || Download paper | |
2017 | The investment performance, attributes, and investment behavior of ethical equity mutual funds in the US: an empirical investigation. (2017). Rahman, Shafiqur ; Xiao, Yaqing ; Lee, Cheng-Few. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:49:y:2017:i:1:d:10.1007_s11156-016-0581-1. Full description at Econpapers || Download paper | |
2017 | Measuring skill in the Islamic mutual fund industry: Evidence from GCC countries. (2017). Hammami, Yacine ; Oueslati, Abdelmonem . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:49:y:2017:i:c:p:15-31. Full description at Econpapers || Download paper | |
2017 | Moral hazard in active asset management. (2017). Brown, David C ; Davies, Shaun William . In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:2:p:311-325. Full description at Econpapers || Download paper | |
2017 | Starting on the wrong foot: Seasonality in mutual fund performance. (2017). Brown, Stephen ; Yao, Yaqiong ; Wang, Jiaguo ; Sotes-Paladino, Juan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:82:y:2017:i:c:p:133-150. Full description at Econpapers || Download paper | |
2017 | Fund Tradeoffs. (2017). Pistor, Luboi ; Taylor, Lucian ; Stambaugh, Robert F. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12513. Full description at Econpapers || Download paper | |
2017 | A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps. (2017). Cui, Zhenyu ; Nguyen, Duy ; Kirkby, Lars J. In: European Journal of Operational Research. RePEc:eee:ejores:v:262:y:2017:i:1:p:381-400. Full description at Econpapers || Download paper | |
2017 | Bond Variance Risk Premiums. (2017). Choi, Hoyong ; Vedolin, Andrea ; Mueller, Philippe. In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:3:p:987-1022.. Full description at Econpapers || Download paper | |
2017 | Effects of Bush Tax Cut and Obama Tax Increase on corporate payout policy and stock returns. (2017). Vianna, Andre. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:41:y:2017:i:3:d:10.1007_s12197-016-9362-x. Full description at Econpapers || Download paper | |
2017 | Market Reaction to Actual Daily Share Repurchases in Greece. (2017). Leledakis, George ; Episcopos, Athanasios ; Drousia, Angeliki. In: MPRA Paper. RePEc:pra:mprapa:83039. Full description at Econpapers || Download paper | |
2017 | Is Europe an Optimal Political Area?. (2017). Trebbi, Francesco ; Tabellini, Guido ; Alesina, Alberto. In: Working Papers. RePEc:igi:igierp:601. Full description at Econpapers || Download paper | |
2017 | Is Europe an Optimal Political Area?. (2017). Trebbi, Francesco ; Tabellini, Guido ; Alesina, Alberto. In: NBER Working Papers. RePEc:nbr:nberwo:23325. Full description at Econpapers || Download paper | |
2017 | Is Europe an Optimal Political Area?. (2017). Trebbi, Francesco ; Tabellini, Guido ; Alesina, Alberto. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12017. Full description at Econpapers || Download paper | |
2017 | Is Europe an Optimal Political Area?. (2017). Trebbi, Francesco ; Tabellini, Guido ; Alesina, Alberto. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6469. Full description at Econpapers || Download paper | |
2017 | Social centralization, bank integration and the transmission of lending shocks. (2017). Gropp, Reint ; Radev, Deyan . In: SAFE Working Paper Series. RePEc:zbw:safewp:174. Full description at Econpapers || Download paper | |
2017 | Social centralisation, bank integration and the transmission of lending shocks. (2017). Gropp, Reint E ; Radev, Deyan . In: IWH Discussion Papers. RePEc:zbw:iwhdps:182017. Full description at Econpapers || Download paper | |
2017 | Social capital, trust, and firm performance: the value of corporate social responsibility during the financial crisis. (2017). Servaes, Henri ; Tamayo, Ane ; Lins, Karl V. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:68059. Full description at Econpapers || Download paper | |
2017 | Risk taking for others: an experiment on ethics meetings. (2017). Giannetti, Caterina ; Francesco, Caterina Giannetti. In: Discussion Papers. RePEc:pie:dsedps:2017/229. Full description at Econpapers || Download paper | |
2017 | Boundary Spanning in Global Organizations. (2017). Mudambi, Ram ; Gaur, Ajai ; Doz, Yves L ; Andreas, . In: Journal of Management Studies. RePEc:bla:jomstd:v:54:y:2017:i:4:p:403-421. Full description at Econpapers || Download paper | |
2017 | A Matter of Trust? The Bond Market Benefits of Corporate Social Capital during the Financial Crisis. (2017). Servaes, Henri ; Tamayo, Ane ; Lins, Karl ; Amiraslani, Hami. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12321. Full description at Econpapers || Download paper | |
2017 | Competition in the credit rating Industry: Benefits for investors and issuers. (2017). Morkoetter, Stefan ; Westerfeld, Simone ; Stebler, Roman . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:235-257. Full description at Econpapers || Download paper | |
2017 | The term structure of returns: Facts and theory. (2017). van Binsbergen, Jules. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:1:p:1-21. Full description at Econpapers || Download paper | |
2017 | Impact of interest rate surprises on Islamic and conventional stocks and bonds. (2017). Akhtar, Farida ; John, Kose ; Jahromi, Maria. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:79:y:2017:i:c:p:218-231. Full description at Econpapers || Download paper | |
2017 | Corporate Employee-Engagement and Merger Outcomes. (2017). Renneboog, Luc ; Liang, H. In: Discussion Paper. RePEc:tiu:tiucen:ab3f7a1d-a202-48b7-9c75-18fcac729d14. Full description at Econpapers || Download paper | |
2017 | Employee Downsizing and Accounting Choices: Evidence from Japan. (2017). Fujiyama, Keishi ; Kuroki, Makoto . In: Discussion Paper Series. RePEc:kob:dpaper:dp2017-06. Full description at Econpapers || Download paper | |
2017 | Employment protection and takeovers. (2017). Golubov, Andrey ; Volpin, Paolo ; Dessaint, Olivier. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:2:p:369-388. Full description at Econpapers || Download paper | |
2017 | Cross-Border Acquisitions and Employee-Engagement. (2017). Renneboog, Luc ; Vansteenkiste, Cara ; Liang, Hao. In: Discussion Paper. RePEc:tiu:tiucen:302b5e09-4d1d-4b32-9d74-7240249e6106. Full description at Econpapers || Download paper | |
2017 | How Income and Crowding Effects Influence the World Market for French Wines. (2017). Deisting, Florent ; Candau, Fabien ; Schlick, Julie. In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:5:p:963-977. Full description at Econpapers || Download paper | |
2017 | Price and Probability: Decomposing the Takeover Effects of Anti-Takeover Provisions. (2017). Guadalupe, Maria ; Cuñat, Vicente ; Gine, Mireia ; Cunat, Vicente . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12059. Full description at Econpapers || Download paper | |
2017 | A Simple R-Estimation Method for Semiparametric Duration Models. (2017). Hallin, Marc ; la Vecchia, Davide . In: Working Papers ECARES. RePEc:eca:wpaper:2013/243446. Full description at Econpapers || Download paper | |
2017 | High frequency trading and fragility. (2017). Vives, Xavier ; Cespa, Giovanni . In: Working Paper Series. RePEc:ecb:ecbwps:20172020. Full description at Econpapers || Download paper | |
2017 | High frequency trading and the 2008 short-sale ban. (2017). Brogaard, Jonathan ; Riordan, Ryan ; Hendershott, Terrence. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:1:p:22-42. Full description at Econpapers || Download paper | |
2017 | High Frequency Trading and Fragility. (2017). Vives, Xavier ; Cespa, Giovanni . In: IESE Research Papers. RePEc:ebg:iesewp:d-1161. Full description at Econpapers || Download paper | |
2017 | Toxic Arbitrage. (2017). Foucault, Thierry ; Tham, Wing Wah ; Kozhan, Roman. In: Review of Financial Studies. RePEc:oup:rfinst:v:30:y:2017:i:4:p:1053-1094.. Full description at Econpapers || Download paper | |
2017 | An Invitation to Market Design. (2017). Teytelboym, Alexander ; Kominers, Scott ; Crawford, Vincent. In: Working Papers. RePEc:hka:wpaper:2017-069. Full description at Econpapers || Download paper | |
2017 | On the limit order behaviour of retail and non-retail investors. (2017). Lo, Danny . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:44:y:2017:i:c:p:1-12. Full description at Econpapers || Download paper | |
2017 | Automated liquidity provision. (2017). Michayluk, David ; Gerig, Austin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:45:y:2017:i:c:p:1-13. Full description at Econpapers || Download paper | |
2017 | An empirical analysis of algorithmic trading around earnings announcements. (2017). Zheng, Hui ; Prodromou, Tina ; Westerholm, Joakim P ; Frino, Alex. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:45:y:2017:i:c:p:34-51. Full description at Econpapers || Download paper | |
2017 | Stock markets fragmentation, volatility and final investors. (2017). BASTIDON, Cécile. In: Annals of Finance. RePEc:kap:annfin:v:13:y:2017:i:4:d:10.1007_s10436-017-0305-0. Full description at Econpapers || Download paper | |
2017 | An invitation to market design. (2017). Kominers, Scott ; Crawford, Vincent ; Teytelboym, Alexander. In: Oxford Review of Economic Policy. RePEc:oup:oxford:v:33:y:2017:i:4:p:541-571.. Full description at Econpapers || Download paper | |
2017 | Market Stability vs. Market Resilience: Regulatory Policies Experiments in an Agent-Based Model with Low- and High-Frequency Trading. (2017). Leal, Sandrine Jacob ; Napoletano, Mauro. In: Post-Print. RePEc:hal:journl:hal-01768876. Full description at Econpapers || Download paper | |
2017 | Payout flexibility and capital expenditure. (2017). Rao, Ramesh ; Feng, Harry ; Iyer, Subramanian Rama. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:49:y:2017:i:3:d:10.1007_s11156-016-0603-z. Full description at Econpapers || Download paper | |
2017 | Impact of board gender diversity on dividend payments: Evidence from some emerging economies. (2017). Saeed, Abubakr ; Sameer, Muhammad . In: International Business Review. RePEc:eee:iburev:v:26:y:2017:i:6:p:1100-1113. Full description at Econpapers || Download paper | |
2017 | Trading restrictions and firm dividends: The share lockup expiration experience in China. (2017). Wang, Yuyue ; Nofsinger, John R ; Fang, Hongyan ; Song, Zhihui. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:85:y:2017:i:c:p:83-98. Full description at Econpapers || Download paper | |
2017 | Identifying contagion in a banking network. (2017). Vasios, Michalis ; Morrison, Alan ; Zikes, Filip ; Wilson, Mungo. In: Bank of England working papers. RePEc:boe:boeewp:0642. Full description at Econpapers || Download paper | |
2017 | Identifying Contagion in a Banking Network. (2017). Vasios, Michalis ; Zikes, Filip ; Wilson, Mungo ; Morrison, Alan. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-82. Full description at Econpapers || Download paper | |
2017 | Bank lending technologies and credit availability in Europe. What can we learn from the crisis?. (2017). Peruzzi, Valentina ; Murro, Pierluigi ; Ferri, Giovanni ; Rotondi, Zeno. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:135. Full description at Econpapers || Download paper | |
2017 | Cultural Proximity and Loan Outcomes. (2017). Fisman, Raymond ; Vig, Vikrant ; Paravisini, Daniel. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:2:p:457-92. Full description at Econpapers || Download paper | |
2017 | Fintech, Regulatory Arbitrage, and the Rise of Shadow Banks. (2017). Seru, Amit ; Piskorski, Tomasz ; Matvos, Gregor ; Buchak, Greg . In: NBER Working Papers. RePEc:nbr:nberwo:23288. Full description at Econpapers || Download paper | |
2017 | REGIME SHIFT AND THE POST-CRISIS WORLD OF MORTGAGE LOSS SEVERITIES. (2017). An, Xudong ; Cordell, Lawrence R. In: Working Papers. RePEc:fip:fedpwp:17-8. Full description at Econpapers || Download paper | |
2017 | Mortgage (mis)pricing: The case of co-borrowers. (2017). Tzioumis, Konstantinos. In: Journal of Urban Economics. RePEc:eee:juecon:v:99:y:2017:i:c:p:79-93. Full description at Econpapers || Download paper | |
2017 | Subprime governance: Agency costs in vertically integrated banks and the 2008 mortgage crisis. (2017). Gartenberg, Claudine ; Pierce, Lamar. In: Strategic Management Journal. RePEc:bla:stratm:v:38:y:2017:i:2:p:300-321. Full description at Econpapers || Download paper | |
2017 | How resource information backgrounds trigger post-merger integration and technology innovation? A dynamic analysis of resource similarity and complementarity. (2017). Chen, Feiqiong ; Li, Fei ; Meng, Qiaoshuang . In: Computational and Mathematical Organization Theory. RePEc:spr:comaot:v:23:y:2017:i:2:d:10.1007_s10588-016-9222-4. Full description at Econpapers || Download paper | |
2017 | Firm network structure and innovation. (2017). Chuluun, Tuugi ; Upadhyay, Arun ; Prevost, Andrew . In: Journal of Corporate Finance. RePEc:eee:corfin:v:44:y:2017:i:c:p:193-214. Full description at Econpapers || Download paper | |
2017 | The value-added role of industry specialist advisors in M&As. (2017). Graham, Michael ; Zhang, Huizhong ; Yawson, Alfred ; Walter, Terry S. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:81:y:2017:i:c:p:81-104. Full description at Econpapers || Download paper | |
2017 | CEO social capital, risk-taking and corporate policies. (2017). Ferris, Stephen P ; Rajkovic, Tijana ; Javakhadze, David . In: Journal of Corporate Finance. RePEc:eee:corfin:v:47:y:2017:i:c:p:46-71. Full description at Econpapers || Download paper | |
2017 | DOES DISTANCE MATTER IN MERGERS AND ACQUISITIONS?. (2017). Bick, Patty ; Walkup, Brian R ; Lynch, Andrew A ; Crook, Matthew D. In: Journal of Financial Research. RePEc:bla:jfnres:v:40:y:2017:i:1:p:33-54. Full description at Econpapers || Download paper | |
2017 | Does banks systemic importance affect their capital structure adjustment process?. (2017). TARAZI, Amine ; De Jonghe, Olivier ; Bakkar, Yassine . In: Working Papers. RePEc:hal:wpaper:hal-01546995. Full description at Econpapers || Download paper | |
2017 | Does the impact of board independence on large bank risks change after the global financial crisis?. (2017). Vallascas, Francesco ; Keasey, Kevin ; Mollah, Sabur. In: Journal of Corporate Finance. RePEc:eee:corfin:v:44:y:2017:i:c:p:149-166. Full description at Econpapers || Download paper | |
2017 | Does banks systemic importance affect their capital structure and balance sheet adjustment processes?. (2017). TARAZI, Amine ; De Jonghe, Olivier ; Bakkar, Yassine . In: Working Papers. RePEc:hal:wpaper:hal-01636253. Full description at Econpapers || Download paper | |
2017 | Firm Efficiency, Foreign Ownership and CEO Gender in Corrupt Environments. (2017). Hanousek, Jan ; Tresl, Jiri ; Shamshur, Anastasiya. In: CERGE-EI Working Papers. RePEc:cer:papers:wp595. Full description at Econpapers || Download paper | |
2017 | US political corruption: Identifying the channels of bribes for firms financial policies. (2017). Apergis, Emmanuel. In: International Review of Financial Analysis. RePEc:eee:finana:v:54:y:2017:i:c:p:87-94. Full description at Econpapers || Download paper | |
2017 | Open for innovation or bribery to secure bank finance in an emerging economy: A model and some evidence. (2017). Xiang, Erwei ; Tian, Xiaowen ; Ruan, Wenjuan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:142:y:2017:i:c:p:226-240. Full description at Econpapers || Download paper | |
2017 | Does wage justice hamper creativity? Pay gap and firm innovation in China. (2017). Xu, Mingli ; Kong, Dongmin. In: China Economic Review. RePEc:eee:chieco:v:44:y:2017:i:c:p:186-202. Full description at Econpapers || Download paper | |
2017 | Private Valuation of Compensation Stock Options. (2017). Cueto, Diego. In: EconomÃa Coyuntural,Revista de temas de perspectivas y coyuntura. RePEc:grm:ecoyun:201705. Full description at Econpapers || Download paper | |
2017 | National culture and corporate innovation. (2017). Chen, Yangyang ; Veeraraghavan, Madhu ; Podolski, Edward J. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:43:y:2017:i:c:p:173-187. Full description at Econpapers || Download paper | |
2017 | Employee relations and innovation: an empirical analysis using patent data. (2017). Brander, James ; Zhang, Wei. In: Economics of Innovation and New Technology. RePEc:taf:ecinnt:v:26:y:2017:i:4:p:368-384. Full description at Econpapers || Download paper | |
2017 | Market Power and Informational Efficiency. (2017). Nosal, Jaromir ; Kacperczyk, Marcin ; Sundaresan, Savitar . In: 2017 Meeting Papers. RePEc:red:sed017:356. Full description at Econpapers || Download paper | |
2017 | Fake Alpha. (2017). Uhrig-Homburg, Marliese ; Rosenberger, Tobias ; Muller, Marcel . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2017-001. Full description at Econpapers || Download paper | |
2017 | Picking Funds with Confidence. (2017). Wermers, Russ ; Timmermann, Allan ; Lunde, Asger ; Gronborg, Niels S. In: CREATES Research Papers. RePEc:aah:create:2017-13. Full description at Econpapers || Download paper | |
2017 | Picking Funds with Confidence. (2017). Wermers, Russ ; Timmermann, Allan G ; Lunde, Asger ; Groenborg, Niels . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11896. Full description at Econpapers || Download paper | |
2017 | Are Mutual Fund Managers Paid For Investment Skill?. (2017). Vestman, Roine ; Van Nieuwerburgh, Stijn ; Kaniel, Ron ; Ibert, Markus . In: NBER Working Papers. RePEc:nbr:nberwo:23373. Full description at Econpapers || Download paper | |
2017 | Are Mutual Fund Managers Paid For Investment Skill?. (2017). Vestman, Roine ; Van Nieuwerburgh, Stijn ; Kaniel, Ron ; Ibert, Marcus . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12010. Full description at Econpapers || Download paper | |
2017 | A note on the valuation of asset management firms. (2017). Joenvaara, Juha ; Scherer, Bernd . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:31:y:2017:i:2:d:10.1007_s11408-017-0287-y. Full description at Econpapers || Download paper | |
2017 | Knowing Me, Knowing You? Similarity to the CEO and Fund Managersâ Investment Decisions. (2017). Jaspersen, Stefan ; Limbach, Peter. In: CFR Working Papers. RePEc:zbw:cfrwps:1702. Full description at Econpapers || Download paper | |
2017 | Fund Tradeoffs. (2017). Stambaugh, Robert ; Pastor, Lubos ; Taylor, Lucian A. In: NBER Working Papers. RePEc:nbr:nberwo:23670. Full description at Econpapers || Download paper | |
2017 | Learning about individual managersâ performance in UK pension funds: The importance of specialization. (2017). Alda, Mercedes ; Sarto, Jose Luis ; Andreu, Laura. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:654-667. Full description at Econpapers || Download paper | |
2017 | Investor Concentration, Flows, and Cash Holdings : Evidence from Hedge Funds. (2017). Kruttli, Mathias S ; Watugala, Sumudu W ; Monin, Phillip J. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-121. Full description at Econpapers || Download paper | |
2017 | Bond mutual funds and complex investments. (2017). Natter, Markus ; Wilkens, Marco ; Schulte, Dominik ; Rohleder, Martin . In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:6:d:10.1057_s41260-017-0046-7. Full description at Econpapers || Download paper | |
2017 | Investor Concentration, Flows, and Cash Holdings: Evidence from Hedge Funds. (2017). Kruttli, Mathias S ; Watugala, Sumudu W ; Monin, Phillip J. In: Working Papers. RePEc:ofr:wpaper:17-07. Full description at Econpapers || Download paper | |
2017 | Trading Out of Sight: An Analysis of Cross-Trading in Mutual Fund Families. (2017). Eisele, Alexander ; Peijnenburg, Kim ; Parise, Gianpaolo ; Nefedova, Tamara . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12225. Full description at Econpapers || Download paper | |
2017 | Portfolio Liquidity and Diversification: Theory and Evidence. (2017). Pastor, Lubos ; Taylor, Lucian ; Stambaugh, Robert F. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12195. Full description at Econpapers || Download paper | |
2017 | Well-connected short-sellers pay lower loan fees: A market-wide analysis. (2017). Giovannetti, Bruno ; Chague, Fernando ; De-Losso, Rodrigo ; Bueno, Rodrigo ; de Genaro, Alan . In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:3:p:646-670. Full description at Econpapers || Download paper | |
2017 | Are Consumers More Willing to Invest in Luck During Recessions?. (2017). scorcu, antonello ; Capacci, Sara ; Randon, Emanuela . In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:3:y:2017:i:1:d:10.1007_s40797-016-0043-x. Full description at Econpapers || Download paper | |
2017 | Skewness Preference and IPO Anomalies in China. (2017). Tang, Wei ; Xu, Liheng ; Wu, Tianhao. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2017:v:18:i:1:tang:wu:xu. Full description at Econpapers || Download paper | |
2017 | Who Falls Prey to the Wolf of Wall Street? Investor Participation in Market Manipulation. (2017). Soltes, Eugene ; Leuz, Christian ; Hackethal, Andreas ; Muhn, Maximilian ; Meyer, Steffen. In: NBER Working Papers. RePEc:nbr:nberwo:24083. Full description at Econpapers || Download paper | |
2017 | The Price Tag Illusion. (2017). Giovannetti, Bruno ; Chague, Fernando ; Bueno, Rodrigo ; De-Losso, Rodrigo ; Rodrigo, Bruno Giovannetti. In: Working Papers, Department of Economics. RePEc:spa:wpaper:2017wpecon31. Full description at Econpapers || Download paper | |
2017 | Can Liquidity Risk Explain Diseconomies of Scale in Hedge Funds?. (2017). Shawky, Hany A ; Wang, Ying. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:02:n:s2010139217500021. Full description at Econpapers || Download paper | |
2017 | Information environment and earnings management of dual class firms around the world. (2017). Zaiats, Nataliya ; Li, Ting. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:74:y:2017:i:c:p:1-23. Full description at Econpapers || Download paper | |
2017 | The governance impact of a changing investor landscape. (2017). Aguilera, Ruth V ; Ho, Jun ; Lamy, Monica Lopez-Puertas ; Desender, Kurt A. In: Journal of International Business Studies. RePEc:pal:jintbs:v:48:y:2017:i:2:d:10.1057_s41267-016-0043-y. Full description at Econpapers || Download paper | |
2017 | The effect of voluntary disclosure on stock liquidity: New evidence from index funds. (2017). Schoenfeld, Jordan. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:63:y:2017:i:1:p:51-74. Full description at Econpapers || Download paper | |
2017 | Does institutional ownership influence firm performance? Evidence from China. (2017). Lin, Yongjia Rebecca ; Fu, Xiaoqing Maggie . In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:17-57. Full description at Econpapers || Download paper | |
2017 | Shareholder activism and voluntary disclosure. (2017). Bourveau, Thomas ; Schoenfeld, Jordan. In: Review of Accounting Studies. RePEc:spr:reaccs:v:22:y:2017:i:3:d:10.1007_s11142-017-9408-0. Full description at Econpapers || Download paper | |
2017 | Do institutional blockholders influence corporate investment? Evidence from emerging markets. (2017). Pombo, Carlos ; Jara Bertin, Mauricio ; Alvarez, Roberto. In: DOCUMENTOS CEDE. RePEc:col:000089:015767. Full description at Econpapers || Download paper | |
2017 | The effects of institutional investor objectives on firm valuation and governance. (2017). Yang, Jie ; Borochin, Paul. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:1:p:171-199. Full description at Econpapers || Download paper | |
2017 | Do Domestic Institutional Trades Exacerbate Information Asymmetry? Evidence from the Korean Stock Market. (2017). Chung, Chune Young ; Ryu, Doojin ; Lee, Yunjae. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:24:y:2017:i:4:d:10.1007_s10690-017-9235-0. Full description at Econpapers || Download paper | |
2017 | Anonymous trading in equities. (2017). Meling, Tom Grimstvedt . In: Working Papers in Economics. RePEc:hhs:bergec:2017_007. Full description at Econpapers || Download paper | |
2017 | Tax Avoidance by Capital Reduction: Evidence from corporate tax reform in Japan. (2017). Hosono, Kaoru ; Daisuke, Miyakawa ; Masaki, HOTEI ; Kaoru, Hosono . In: Discussion papers. RePEc:eti:dpaper:17050. Full description at Econpapers || Download paper | |
2017 | An examination of firmsâ responses to tax forgiveness. (2017). Shevlin, Terry ; Williams, Braden ; Thornock, Jacob . In: Review of Accounting Studies. RePEc:spr:reaccs:v:22:y:2017:i:2:d:10.1007_s11142-017-9390-6. Full description at Econpapers || Download paper | |
2017 | How do financial institutions react to a tax increase?. (2017). Schandlbauer, Alexander . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:30:y:2017:i:c:p:86-106. Full description at Econpapers || Download paper | |
2017 | Validating RefUSA micro-data with the Longitudinal Employer-Household Dynamics Data. (2017). Makridis, Christos A ; Ohlrogge, Michael . In: Economics Letters. RePEc:eee:ecolet:v:152:y:2017:i:c:p:83-87. Full description at Econpapers || Download paper | |
2017 | Costless Capital Requirements. (2017). Flore, Raphael . In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168226. Full description at Econpapers || Download paper | |
2017 | Does Tax Haven FDI Influence Firm Performance?. (2017). Leahy, Dermot ; Temouri, Yama ; Jones, Chris ; Dewit, Gerda. In: Economics, Finance and Accounting Department Working Paper Series. RePEc:may:mayecw:n284-17.pdf. Full description at Econpapers || Download paper | |
2017 | Which Institutions Are Important for Firms Performance? Evidence from Bayesian Model Averaging Analysis. (2017). Kapounek, Svatopluk ; Fidrmuc, Jarko ; Siddiqui, Martin . In: Panoeconomicus. RePEc:voj:journl:v:64:y:2017:i:4:p:383-400. Full description at Econpapers || Download paper | |
2017 | Evaluating the effects of ACE systems on multinational debt financing and investment. (2017). Hebous, Shafik ; Ruf, Martin. In: Journal of Public Economics. RePEc:eee:pubeco:v:156:y:2017:i:c:p:131-149. Full description at Econpapers || Download paper | |
2017 | The Impact of Leverage Variances on Growth: A Longitudinal Study of Pakistanââ¬â¢s Corporate Sector. (2017). Amjed, Sohail ; Amir, S M. In: Pakistan Journal of Applied Economics. RePEc:pje:journl:article27winvi. Full description at Econpapers || Download paper | |
2017 | The debt tax shield, economic growth and inequality. (2017). Fischer, Marcel ; Jensen, Bjarne Astrup. In: arqus Discussion Papers in Quantitative Tax Research. RePEc:zbw:arqudp:219. Full description at Econpapers || Download paper | |
2017 | Unemployment Risk and Payout Policies. (2017). Pezone, Vincenzo. In: MPRA Paper. RePEc:pra:mprapa:83918. Full description at Econpapers || Download paper | |
2017 | Long Run Growth of Financial Technology. (2017). Veldkamp, Laura ; Farboodi, Maryam. In: NBER Working Papers. RePEc:nbr:nberwo:23457. Full description at Econpapers || Download paper | |
2017 | Border Effects in European Public Procurement. (2017). Varela-Irimia, Xose-Luis ; Herz, Benedikt. In: MPRA Paper. RePEc:pra:mprapa:76401. Full description at Econpapers || Download paper | |
2017 | The past is prologue: Moving on from Cultureâs Consequences. (2017). Hohberger, Jan ; Devinney, Timothy M. In: Journal of International Business Studies. RePEc:pal:jintbs:v:48:y:2017:i:1:d:10.1057_s41267-016-0034-z. Full description at Econpapers || Download paper | |
2017 | Cross-border mergers and acquisitions: The importance of local credit and source country finance. (2017). Leblebicioglu, Asli ; Kandilov, Ivan ; Leblebiciolu, Asli ; Petkova, Neviana. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:288-318. Full description at Econpapers || Download paper | |
2017 | Creditor Rights, Claims Enforcement, and Bond Performance in Mergers and Acquisitions. (2017). Renneboog, Luc ; Vansteenkiste, Cara ; Szilagyi, Peter . In: Discussion Paper. RePEc:tiu:tiucen:e3b3753d-87d4-46d6-be12-30e993c9b87a. Full description at Econpapers || Download paper | |
2017 | Portable country governance and cross-border acquisitions. (2017). Ellis, Jesse A ; Stulz, Rene M ; Schlingemann, Frederik P ; Moeller, Sara B. In: Journal of International Business Studies. RePEc:pal:jintbs:v:48:y:2017:i:2:d:10.1057_s41267-016-0029-9. Full description at Econpapers || Download paper | |
2017 | Creditor rights, claims enforcement, and bond performance in mergers and acquisitions. (2017). Renneboog, Luc ; Szilagyi, Peter G ; Vansteenkiste, Cara. In: Journal of International Business Studies. RePEc:pal:jintbs:v:48:y:2017:i:2:d:10.1057_s41267-016-0031-2. Full description at Econpapers || Download paper | |
2017 | Religion and ratio analysis: Towards an Islamic corporate liquidity measure. (2017). Hassan, M. Kabir ; Ismail, Ghada M ; Elnahas, Ahmed M. In: Emerging Markets Review. RePEc:eee:ememar:v:30:y:2017:i:c:p:42-65. Full description at Econpapers || Download paper | |
2017 | Do progressive social norms affect economic outcomes? Evidence from corporate takeovers. (2017). Podolski, Edward ; Chen, Yangyang ; Veeraraghavan, Madhu ; Rhee, Ghon S. In: Journal of Empirical Finance. RePEc:eee:empfin:v:41:y:2017:i:c:p:76-95. Full description at Econpapers || Download paper | |
2017 | Uncertainty avoiding behavior and cross-border acquisitions in the Asia-Pacific region. (2017). Bremer, Marc ; Suzuki, Kazunori ; Inoue, Kotaro ; Hoshi, Akio . In: Japan and the World Economy. RePEc:eee:japwor:v:41:y:2017:i:c:p:99-112. Full description at Econpapers || Download paper | |
2017 | Is the grass on the other side greener? Testing the cross-border effect for U.S. acquirers. (2017). Meng, Yun ; Sutton, Ninon K. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:48:y:2017:i:4:d:10.1007_s11156-016-0573-1. Full description at Econpapers || Download paper | |
2017 | Religion and mergers and acquisitions contracting: The case of earnout agreements. (2017). Hassan, M. Kabir ; Ismail, Ghada M ; Elnahas, Ahmed M. In: Journal of Corporate Finance. RePEc:eee:corfin:v:42:y:2017:i:c:p:221-246. Full description at Econpapers || Download paper | |
2017 | State capitalisms global reach: Evidence from foreign acquisitions by state-owned companies. (2017). Karolyi, Andrew G ; Liao, Rose C. In: Journal of Corporate Finance. RePEc:eee:corfin:v:42:y:2017:i:c:p:367-391. Full description at Econpapers || Download paper | |
2017 | Market facilitation by local government and firm efficiency: Evidence from China. (2017). Xu, Lixin ; Cull, Robert ; Zhu, Tian ; Zhou, Li-An ; Yang, XI. In: Journal of Corporate Finance. RePEc:eee:corfin:v:42:y:2017:i:c:p:460-480. Full description at Econpapers || Download paper | |
2017 | Intellectual property rights and cross-border mergers and acquisitions. (2017). Alimov, Azizjon ; Officer, Micah S. In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:360-377. Full description at Econpapers || Download paper | |
2017 | Cross-border opportunity sets: An international empirical study based on ownership types. (2017). Mauck, Nathan ; Knill, April ; Ang, James . In: Global Finance Journal. RePEc:eee:glofin:v:33:y:2017:i:c:p:1-26. Full description at Econpapers || Download paper | |
2017 | Coordination and culture. (2017). Carvalho, Jean-Paul. In: Economic Theory. RePEc:spr:joecth:v:64:y:2017:i:3:d:10.1007_s00199-016-0990-3. Full description at Econpapers || Download paper | |
2017 | Languages and corporate savings behavior. (2017). Chen, Shimin ; Ni, Serene ; Zhang, Frank ; Cronqvist, Henrik. In: Journal of Corporate Finance. RePEc:eee:corfin:v:46:y:2017:i:c:p:320-341. Full description at Econpapers || Download paper | |
2017 | Does local religiosity affect organizational risk-taking? Evidence from the hedge fund industry. (2017). Gao, Lei ; Zhao, Jing ; Wang, Ying. In: Journal of Corporate Finance. RePEc:eee:corfin:v:47:y:2017:i:c:p:1-22. Full description at Econpapers || Download paper | |
2017 | INTERNATIONAL DEAL EXPERIENCE AND CROSS-BORDER ACQUISITIONS. (2017). Stroup, Caleb. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:1:p:73-97. Full description at Econpapers || Download paper | |
2017 | INVESTMENT BANK EXPERTISE IN CROSS-BORDER MERGERS AND ACQUISITIONS. (2017). Arena, Matteo P ; Dewally, Michael. In: Journal of Financial Research. RePEc:bla:jfnres:v:40:y:2017:i:1:p:81-112. Full description at Econpapers || Download paper | |
2017 | Are CEOs Different? Characteristics of Top Managers. (2017). Kaplan, Steven N ; Sorensen, Morten. In: NBER Working Papers. RePEc:nbr:nberwo:23832. Full description at Econpapers || Download paper | |
2017 | Do managers overreact to salient risks? Evidence from hurricane strikes. (2017). Dessaint, Olivier ; Matray, Adrien. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:1:p:97-121. Full description at Econpapers || Download paper | |
2017 | CEOs early-life experiences and corporate policy: Evidence from Chinas great famine. (2017). Zhang, LE. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:46:y:2017:i:pa:p:57-77. Full description at Econpapers || Download paper | |
2017 | Bank-specific shocks and house price growth in the U.S.. (2017). Noth, Felix ; Bremus, Franziska ; Krause, Thomas. In: IWH Discussion Papers. RePEc:zbw:iwhdps:32017. Full description at Econpapers || Download paper | |
2017 | Bank-Specific Shocks and House Price Growth in the U.S.. (2017). Noth, Felix ; Bremus, Franziska ; Krause, Thomas. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1636. Full description at Econpapers || Download paper | |
2017 | Banking integration and house price co-movement. (2017). thesmar, david ; Sraer, David ; Landier, Augustin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:1:p:1-25. Full description at Econpapers || Download paper | |
2017 | Tracing out capital flows: How financially integrated banks respond to natural disasters. (2017). Cortes, Kristle Romero ; Strahan, Philip E. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:1:p:182-199. Full description at Econpapers || Download paper | |
2017 | The effect of TARP on the propagation of real estate shocks: Evidence from geographically diversified banks. (2017). Jang, Karen Y. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:83:y:2017:i:c:p:173-192. Full description at Econpapers || Download paper | |
2017 | Banking integration and house price comovement. (2017). Landier, Augustin ; David, David Sraerauthor-Name. In: ESRB Working Paper Series. RePEc:srk:srkwps:201748. Full description at Econpapers || Download paper | |
2017 | Are concentrated banks better informed than diversified ones?. (2017). Strahan, Philip E. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:64:y:2017:i:2:p:278-283. Full description at Econpapers || Download paper | |
2017 | Housing Bust, Bank Lending & Employment : Evidence from Multimarket Banks. (2017). Glancy, David P. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-118. Full description at Econpapers || Download paper | |
2017 | Comovement, financial reporting complexity, and information markets: Evidence from the effect of changes in 10-Q lengths on internet search volumes and peer correlations. (2017). Filzen, Joshua J ; Schutte, Maria Gabriela . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:39:y:2017:i:c:p:19-37. Full description at Econpapers || Download paper | |
2017 | Examining return predictability of industry style portfolios with prior return relative to a benchmark. (2017). Noman, Abdullah ; Zirek, Duygu ; Naka, Atsuyuki . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:63:y:2017:i:c:p:193-203. Full description at Econpapers || Download paper | |
2017 | How does investor attention affect international crude oil prices?. (2017). Zhang, Yue-Jun ; Ma, Chao-Qun ; Yao, Ting . In: Applied Energy. RePEc:eee:appene:v:205:y:2017:i:c:p:336-344. Full description at Econpapers || Download paper | |
2017 | Abnormal research and development investments and stock returns. (2017). Songur, Hilmi ; Heavilin, Jason E. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:237-249. Full description at Econpapers || Download paper | |
2017 | CORPORATE FINANCING UNDER HETEROGENEOUS BELIEFS. (2017). Niu, Weining. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:12:y:2017:i:04:n:s2010495217500191. Full description at Econpapers || Download paper | |
2017 | Management as the sine qua non for M&A success. (2017). Kazakis, Pantelis ; Delis, Manthos ; Iosifidi, Maria . In: MPRA Paper. RePEc:pra:mprapa:81283. Full description at Econpapers || Download paper | |
2017 | Value creation from M&As: New evidence. (2017). Alexandridis, G ; Travlos, N ; Antypas, N. In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:632-650. Full description at Econpapers || Download paper | |
2017 | What twenty years of regulations have to say about M&As of U.S. banks?. (2017). mamatzakis, emmanuel ; Leledakis, George ; Travlos, Nikolaos ; Pirgiotakis, Manos. In: MPRA Paper. RePEc:pra:mprapa:82977. Full description at Econpapers || Download paper | |
2017 | Detection of algorithmic trading. (2017). Bogoev, Dimitar ; Karam, Arze. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:484:y:2017:i:c:p:168-181. Full description at Econpapers || Download paper | |
2017 | Board involvement in the M&A negotiation process. (2017). Demirta, Gul . In: International Review of Financial Analysis. RePEc:eee:finana:v:50:y:2017:i:c:p:27-43. Full description at Econpapers || Download paper | |
2017 | Why Do Boards Exist? Governance Design in the Absence of Corporate Law. (2017). Ostergaard, Charlotte ; Miglietta, Salvatore ; Burkart, Mike. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12147. Full description at Econpapers || Download paper | |
2017 | Role of Social Relations of Outside Directors with CEO in Earnings Management. (2017). Shaique, Muhammad ; Usman, Muhammad ; Khan, Shahbaz ; Shaikh, Ruqia ; Guo, Fei. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:5:y:2017:i:4:p:34-:d:123235. Full description at Econpapers || Download paper | |
2017 | Optimism bias, portfolio delegation, and economic welfare. (2017). Wang, Xiaoting ; Zhuang, Xintian ; Yang, Jun. In: Economics Letters. RePEc:eee:ecolet:v:150:y:2017:i:c:p:111-113. Full description at Econpapers || Download paper | |
2017 | Economic Crises and the Eligibility for the Lender of Last Resort: Evidence from Nineteenth Century France. (2017). Jobst, Clemens ; Bignon, Vincent. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11737. Full description at Econpapers || Download paper | |
2017 | Dealer financial conditions and lender-of-last-resort facilities. (2017). Fleming, Michael ; Sarkar, Asani ; Hrung, Warren B ; Acharya, Viral V. In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:1:p:81-107. Full description at Econpapers || Download paper | |
2017 | What Explains Month-End Funding Pressure in Canada?. (2017). Sutherland, Christopher S. In: Discussion Papers. RePEc:bca:bocadp:17-9. Full description at Econpapers || Download paper | |
2017 | The evolution of the Federal Reserveâs Term Auction Facility and FDIC-insured bank utilization. (2017). Hein, Scott ; Whitledge, Matthew D ; Allen, Kyle D. In: Journal of Financial Stability. RePEc:eee:finsta:v:31:y:2017:i:c:p:154-166. Full description at Econpapers || Download paper | |
2017 | The effect of the term auction facility on the London interbank offered rate. (2017). McAndrews, James ; Wang, Zhenyu ; Sarkar, Asani. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:83:y:2017:i:c:p:135-152. Full description at Econpapers || Download paper | |
2017 | CEO compensation and risk-taking at financial firms: Evidence from U.S. federal loan assistance. (2017). Gande, Amar ; Kalpathy, Swaminathan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:47:y:2017:i:c:p:131-150. Full description at Econpapers || Download paper | |
2017 | Bank loan supply responses to Federal Reserve emergency liquidity facilities. (2017). Berger, Allen N ; Dlugosz, Jennifer ; Black, Lamont K. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:32:y:2017:i:c:p:1-15. Full description at Econpapers || Download paper | |
2017 | Liquidity regulation and the implementation of monetary policy. (2017). Keister, Todd ; Bech, Morten. In: Journal of Monetary Economics. RePEc:eee:moneco:v:92:y:2017:i:c:p:64-77. Full description at Econpapers || Download paper | |
2017 | Implications of a TAF program stigma for lenders: the case of publicly traded banks versus privately held banks. (2017). Cyree, Ken B ; Winters, Drew B ; Griffiths, Mark D. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:49:y:2017:i:2:d:10.1007_s11156-016-0600-2. Full description at Econpapers || Download paper |
Year | Citing document | |
---|---|---|
2017 | Time-varying coefficient estimation in SURE models. Application to portfolio management. (2017). Casas, Isabel ; Orbe, Susan ; Ferreira, Eva. In: CREATES Research Papers. RePEc:aah:create:2017-33. Full description at Econpapers || Download paper | |
2017 | The Geographic Flow of Bank Funding and Access to Credit: Branch Networks and Local-Market Competition. (2017). Aguirregabiria, Victor ; Wang, Hui ; Clark, Robert. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274728. Full description at Econpapers || Download paper | |
2017 | Transform Analysis for Hawkes Processes with Applications in Dark Pool Trading. (2017). Gao, Xuefeng ; Zhu, Lingjiong ; Zhou, Xiang. In: Papers. RePEc:arx:papers:1710.01452. Full description at Econpapers || Download paper | |
2017 | Computational Analysis of the structural properties of Economic and Financial Networks. (2017). Emmert-Streib, Frank ; Dehmer, Matthias ; Jodlbauer, Herbert ; Yli-Harja, Olli ; Tripathi, Shailesh ; Kanniainen, Juho ; Baltakys, Kestutis ; Musa, Aliyu. In: Papers. RePEc:arx:papers:1710.04455. Full description at Econpapers || Download paper | |
2017 | Volatility Risk Premia and Future Commodity Returns. (2017). ORNELAS, JOSE ; Mauad, Roberto ; Haas, Jose Renato . In: Working Papers Series. RePEc:bcb:wpaper:455. Full description at Econpapers || Download paper | |
2017 | Pairwise trading in the money market during the European sovereign debt crisis. (2017). Rainone, Edoardo . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1160_17. Full description at Econpapers || Download paper | |
2017 | Firmsâ Innovation Strategy under the Shadow of Analyst Coverage. (2017). Perez-Castrillo, David ; Toldra-Simats, Anna ; Guo, Bing. In: Working Papers. RePEc:bge:wpaper:980. Full description at Econpapers || Download paper | |
2017 | Investmentless Growth: An Empirical Investigation. (2017). PHILIPPON, Thomas ; Gutierrez, German. In: Brookings Papers on Economic Activity. RePEc:bin:bpeajo:v:48:y:2017:i:2017-02:p:89-190. Full description at Econpapers || Download paper | |
2017 | Successive shortâselling ban lifts and gradual price efficiency: evidence from China. (2017). Xiong, Xiong ; Feng, XU ; Gao, YA. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:5:p:1557-1604. Full description at Econpapers || Download paper | |
2017 | Media sentiment, institutional investors and probability of stock price crash: evidence from Chinese stock markets. (2017). Zhu, Yanjian ; Yu, Jing ; Zhang, Hua ; Wu, Zhaoying. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:5:p:1635-1670. Full description at Econpapers || Download paper | |
2017 | MARKETING STRATEGY AFTER MEETING WALL STREET: THE ROLE OF INFORMATION ASYMMETRY. (2017). Ma, Minghui ; Huang, Jian ; Dewally, Michael. In: Journal of Financial Research. RePEc:bla:jfnres:v:40:y:2017:i:3:p:369-400. Full description at Econpapers || Download paper | |
2017 | Investor behaviour and reaching for yield: evidence from the sterling corporate bond market. (2017). Roberts-Sklar, Matt ; Czech, Robert. In: Bank of England working papers. RePEc:boe:boeewp:0685. Full description at Econpapers || Download paper | |
2017 | Q, investment, and the financial cycle. (2017). Verona, Fabio. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_026. Full description at Econpapers || Download paper | |
2017 | 25 Jahre Fama-French-Modell: Erklärungsgehalt, Anomalien und praktische Implikationen. (2017). Christoph, Kaserer ; Matthias, Hanauer . In: Perspektiven der Wirtschaftspolitik. RePEc:bpj:pewipo:v:18:y:2017:i:2:p:98-116:n:4. Full description at Econpapers || Download paper | |
2017 | Forecasting Stock Returns: A Predictor-Constrained Approach. (2017). Pettenuzzo, Davide. In: Working Papers. RePEc:brd:wpaper:116. Full description at Econpapers || Download paper | |
2017 | à quoi servent les (centaines de milliers de milliards de) transactions boursières ?. (2017). CAPELLE-BLANCARD, Gunther. In: Revue d'économie financière. RePEc:cai:refaef:ecofi_127_0037. Full description at Econpapers || Download paper | |
2017 | Aggregate and Firm level volatility: the role of acquisitions and disposals.. (2017). Devonald, L ; Holly, S ; Higson, C. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1748. Full description at Econpapers || Download paper | |
2017 | Portfolio Sales and Signaling. (2017). Worrall, Timothy ; Bougheas, Spiros. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6354. Full description at Econpapers || Download paper | |
2017 | The Democratic-Republican Presidential Growth Gap and the Partisan Balance of the State Governments. (2017). Potrafke, Niklas ; Cahan, Dodge. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6517. Full description at Econpapers || Download paper | |
2017 | Why Does Idiosyncratic Risk Increase with Market Risk?. (2017). Bartram, Söhnke ; Stulz, Rene M ; Brown, Gregory . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6560. Full description at Econpapers || Download paper | |
2017 | Firms Innovation Strategy under the Shadow of Analyst Coverage. (2017). Perez-Castrillo, David ; Toldra-Simats, Anna ; Guo, Bing. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6574. Full description at Econpapers || Download paper | |
2017 | Global Sourcing and Domestic Production Networks. (2017). Tang, Heiwai ; Ito, Keiko ; Furusawa, Taiji ; Inui, Tomohiko. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6658. Full description at Econpapers || Download paper | |
2017 | Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges. (2017). Tripier, Fabien ; Lhuissier, Stéphane ; Ferrara, Laurent. In: CEPII Policy Brief. RePEc:cii:cepipb:2017-20. Full description at Econpapers || Download paper | |
2017 | Welfare Effects of R&D Support Policies. (2017). Toivanen, Otto ; Takalo, Tuomas ; Tanayama, Tanja . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12155. Full description at Econpapers || Download paper | |
2017 | Portfolio Liquidity and Diversification: Theory and Evidence. (2017). Pastor, Lubos ; Taylor, Lucian ; Stambaugh, Robert F. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12195. Full description at Econpapers || Download paper | |
2017 | Changes in CEO Stock Option Grants: A Look at the Numbers. (2017). Athanasakou, Vasiliki ; Goh, Lisa ; Ferreira, Daniel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12318. Full description at Econpapers || Download paper | |
2017 | Noise Traders Incarnate: Describing a Realistic Noise Trading Process. (2017). peress, joel ; Schmidt, Daniel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12434. Full description at Econpapers || Download paper | |
2017 | Socioeconomic Status and Macroeconomic Expectations. (2017). Nagel, Stefan ; Kuhnen, Camelia ; Das, Sreyoshi. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12464. Full description at Econpapers || Download paper | |
2017 | Deadlock on the Board. (2017). Malenko, Nadya ; Donaldson, Jason Roderick ; Piacentino, Giorgia. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12503. Full description at Econpapers || Download paper | |
2017 | Fund Tradeoffs. (2017). Pistor, Luboi ; Taylor, Lucian ; Stambaugh, Robert F. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12513. Full description at Econpapers || Download paper | |
2017 | Secular Trends and Technological Progress. (2017). Dittling, Robin ; Perotti, Enrico C. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12519. Full description at Econpapers || Download paper | |
2017 | Discriminatory Pricing of Over-The-Counter Derivatives. (2017). Timmer, Yannick ; Langfield, Sam ; Hoffmann, Peter ; Hau, Harald. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12525. Full description at Econpapers || Download paper | |
2017 | CAPM-Based Company (Mis)valuations. (2017). thesmar, david ; Otto, Clemens ; Olivier, Jacques ; Dessaint, Olivier. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12526. Full description at Econpapers || Download paper | |
2017 | A multi-factor predictive model for oil-US stock nexus with persistence, endogeneity and conditional heteroscedasticity effects. (2017). Salisu, Afees ; Oloko, Tirimisiyu ; Swaray, Raymond. In: Working Papers. RePEc:cui:wpaper:0024. Full description at Econpapers || Download paper | |
2017 | Modelling Return and Volatility Spillovers in Global Foreign Exchange Markets. (2017). Salisu, Afees ; Oyewole, Oluwatomisin ; fasanya, Ismail. In: Working Papers. RePEc:cui:wpaper:0030. Full description at Econpapers || Download paper | |
2017 | A new look at the stock price-exchange rate nexus. (2017). Salisu, Afees ; Ndako, Umar. In: Working Papers. RePEc:cui:wpaper:0031. Full description at Econpapers || Download paper | |
2017 | An Empirical Analysis of Market Segmentation on U.S. Equity Markets. (2017). Hatheway, Frank ; Zheng, Hui ; Kwan, Amy. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:52:y:2017:i:06:p:2399-2427_00. Full description at Econpapers || Download paper | |
2017 | Developing macroprudential policy for alternative investment funds. (2017). Weistroffer, Christian ; Levels, Anouk ; de Sousa van Stralen, René ; Chaudron, Raymond ; Vivar, Luis Molestina ; Lambert, Claudia ; van der Veer, Koen. In: DNB Occasional Studies. RePEc:dnb:dnbocs:1504. Full description at Econpapers || Download paper | |
2017 | Herding behaviour of Dutch pension funds in sovereign bond investments. (2017). Bikker, Jacob ; Koetsier, Ian. In: DNB Working Papers. RePEc:dnb:dnbwpp:569. Full description at Econpapers || Download paper | |
2017 | Straight Talkers and Vague Talkers: The Effects of Managerial Style in Earnings Conference Calls. (2017). Zeckhauser, Richard. In: Working Paper Series. RePEc:ecl:harjfk:rwp17-017. Full description at Econpapers || Download paper | |
2017 | A Review on efficient thermal management of air- and liquid-cooled data centers: From chip to the cooling system. (2017). Halgamuge, Saman K ; Khalaj, Ali Habibi. In: Applied Energy. RePEc:eee:appene:v:205:y:2017:i:c:p:1165-1188. Full description at Econpapers || Download paper | |
2017 | Debt covenant design and creditor control rights: Evidence from the tightest covenant. (2017). Wang, Jing. In: Journal of Corporate Finance. RePEc:eee:corfin:v:44:y:2017:i:c:p:331-352. Full description at Econpapers || Download paper | |
2017 | Inorganic growth strategies and the evolution of the private equity business model. (2017). Hammer, Benjamin ; Schwetzler, Bernhard ; Pflucke, Magnus ; Knauer, Alexander . In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:31-63. Full description at Econpapers || Download paper | |
2017 | The real effect of the initial enforcement of insider trading laws. (2017). Chen, Zhihong ; John, K C ; Kusnadi, Yuanto ; Huang, Yuan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:687-709. Full description at Econpapers || Download paper | |
2017 | Who needs big banks? The real effects of bank size on outcomes of large US borrowers. (2017). Biswas, Swarnava ; Gomez, Fabiana ; Zhai, Wei. In: Journal of Corporate Finance. RePEc:eee:corfin:v:46:y:2017:i:c:p:170-185. Full description at Econpapers || Download paper | |
2017 | Stock market listing and the use of trade credit: Evidence from public and private firms. (2017). Dang, Viet ; Khurshed, Arif ; Abdulla, Yomna. In: Journal of Corporate Finance. RePEc:eee:corfin:v:46:y:2017:i:c:p:391-410. Full description at Econpapers || Download paper | |
2017 | Skin in the game: General partner capital commitment, investment behavior and venture capital fund performance. (2017). Jia, Ning ; Wang, Dan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:47:y:2017:i:c:p:110-130. Full description at Econpapers || Download paper | |
2017 | CEO compensation and risk-taking at financial firms: Evidence from U.S. federal loan assistance. (2017). Gande, Amar ; Kalpathy, Swaminathan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:47:y:2017:i:c:p:131-150. Full description at Econpapers || Download paper | |
2017 | CEO social capital, risk-taking and corporate policies. (2017). Ferris, Stephen P ; Rajkovic, Tijana ; Javakhadze, David . In: Journal of Corporate Finance. RePEc:eee:corfin:v:47:y:2017:i:c:p:46-71. Full description at Econpapers || Download paper | |
2017 | Do domestic bond markets participation help reduce financial dollarization in developing countries?. (2017). BALIMA, HIPPOLYTE. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:146-155. Full description at Econpapers || Download paper |
More than 50 citations. List broken...
Year | Citing document | |
---|---|---|
2016 | Informed Trading in Oil-Futures Market. (2016). Sévi, Benoît ; Rousse, Olivier. In: ESP: Energy Scenarios and Policy. RePEc:ags:feemes:249788. Full description at Econpapers || Download paper | |
2016 | Reconstruction of Order Flows using Aggregated Data. (2016). Toke, Ioane Muni. In: Papers. RePEc:arx:papers:1604.02759. Full description at Econpapers || Download paper | |
2016 | Price impact without order book: A study of the OTC credit index market. (2016). Eisler, Zoltan ; Bouchaud, Jean-Philippe. In: Papers. RePEc:arx:papers:1609.04620. Full description at Econpapers || Download paper | |
2016 | Early exercise decision in American options with dividends, stochastic volatility and jumps. (2016). Scaillet, Olivier ; Galluccio, Stefano ; Cosma, Antonio ; Pederzoli, Paola . In: Papers. RePEc:arx:papers:1612.03031. Full description at Econpapers || Download paper | |
2016 | Las reformas de la Ley Concursal durante la Gran Recesión. (2016). MiguelGarcia-Posada, ; Vegas, Raquel. In: Working Papers. RePEc:bde:wpaper:1610. Full description at Econpapers || Download paper | |
2016 | Regulation, tax and capital structure: evidence from administrative data on Italian banks. (2016). Bond, Steve ; Ricotti, Giacomo ; Nobili, Andrea ; Maffini, Giorgia ; Ham, Kyung Yeon . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_361_16. Full description at Econpapers || Download paper | |
2016 | Anticipating the Financial Crisis: Evidence from Insider Trading in Banks. (2016). Peydro, Jose-Luis ; Marin, Jose ; Akin, Ozlem . In: Working Papers. RePEc:bge:wpaper:906. Full description at Econpapers || Download paper | |
2016 | Political Connections: Evidence From Insider Trading Around TARP. (2016). Peydro, Jose-Luis ; Fons-Rosen, Christian ; Coleman, Nicholas ; Akin, Ozlem . In: Working Papers. RePEc:bge:wpaper:935. Full description at Econpapers || Download paper | |
2016 | Information Asymmetry Reduction in Opaque Contexts: Evidence From Debt and Outside Equity Financing in Early Stage Firms. (2016). Epure, Mircea ; Guasch, Marti . In: Working Papers. RePEc:bge:wpaper:941. Full description at Econpapers || Download paper | |
2016 | Macroprudential regulation: history, theory and policy. (2016). Of, Central Bank . In: BIS Papers chapters. RePEc:bis:bisbpc:86-03. Full description at Econpapers || Download paper | |
2016 | Underwritten Dividend Reinvestment Plans and Conflicts of Interest. (2016). Pricha, Nicholas ; Svec, Jiri ; Partington, Graham ; Foley, Sean. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:43:y:2016:i:9-10:p:1361-1384. Full description at Econpapers || Download paper | |
2016 | The macroeconomic shock with the highest price of risk. (2016). Pinter, Gabor. In: Bank of England working papers. RePEc:boe:boeewp:0616. Full description at Econpapers || Download paper | |
2016 | Forecasting stock market returns by summing the frequency-decomposed parts. (2016). Verona, Fabio ; Faria, Gonçalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2016_029. Full description at Econpapers || Download paper | |
2016 | Option-Implied Equity Premium Predictions via Entropic TiltinG. (2016). Pettenuzzo, Davide ; Metaxoglou, Konstantinos ; Smith, Aaron. In: Working Papers. RePEc:brd:wpaper:99r. Full description at Econpapers || Download paper | |
2016 | Feedback effects and endogenous risk in financial markets. (2016). Wagalath, Lakshithe. In: Finance. RePEc:cai:finpug:fina_372_0039. Full description at Econpapers || Download paper | |
2016 | Forecasting stock market returns by summing the frequency-decomposed parts. (2016). Verona, Fabio ; Faria, Gonçalo. In: Working Papers de Economia (Economics Working Papers). RePEc:cap:wpaper:052016. Full description at Econpapers || Download paper | |
2016 | Forecasting the equity risk premium with frequency-decomposed predictors. (2016). Verona, Fabio ; Faria, Gonçalo. In: Working Papers de Economia (Economics Working Papers). RePEc:cap:wpaper:062016. Full description at Econpapers || Download paper | |
2016 | Risk Premiums in Slovak Government Bonds. (2016). Povala, Pavol ; Odor, Ludovit. In: Discussion Papers. RePEc:cbe:dpaper:201603. Full description at Econpapers || Download paper | |
2016 | Integration of Government Bond Market in the Euro Area and Monetary Policy. (2016). Luki, Velimir . In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:5:y:2016:i:1:p:71-97. Full description at Econpapers || Download paper | |
2016 | SRI Funds: Investor Demand, Exogenous Shocks and ESG Profiles. (2016). Bialkowski, Jedrzej ; Starks, Laura T. In: Working Papers in Economics. RePEc:cbt:econwp:16/11. Full description at Econpapers || Download paper | |
2016 | The Time-Varying Risk of Macroeconomic Disasters. (2016). Penasse, Julien ; Marfè, Roberto ; Marfe, Roberto . In: Carlo Alberto Notebooks. RePEc:cca:wpaper:463. Full description at Econpapers || Download paper | |
2016 | Cash Flow Duration and the Term Structure of Equity Returns. (2016). Weber, Michael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6043. Full description at Econpapers || Download paper | |
2016 | Cross-Border Banking in Regulated Markets: Is Financial Integration Desirable?. (2016). Wooton, Ian ; Haufler, Andreas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6150. Full description at Econpapers || Download paper | |
2016 | Common Ownership, Competition, and Top Management Incentives. (2016). Schmalz, Martin ; Ederer, Florian ; Gine, Mireia ; Anton, Miguel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6178. Full description at Econpapers || Download paper | |
2016 | Risk Premium Shifts and Monetary Policy: A Coordination Approach. (2016). Morris, Stephen ; Shin, Hyun Song. In: Central Banking, Analysis, and Economic Policies Book Series. RePEc:chb:bcchsb:v24c05pp131-150. Full description at Econpapers || Download paper | |
2016 | Anticipating the Financial Crisis: Evidence from Insider Trading in Banks. (2016). Peydro, Jose-Luis ; Marin, Jose ; Akin, Ozlem . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11302. Full description at Econpapers || Download paper | |
2016 | Blockholders: A Survey of Theory and Evidence. (2016). Edmans, Alex ; Holderness, Clifford . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11442. Full description at Econpapers || Download paper | |
2016 | Investor-Stock Decoupling in Mutual Funds. (2016). Ferreira, Miguel ; Matos, Pedro Pinto ; Massa, Massimo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11476. Full description at Econpapers || Download paper | |
2016 | What is the Expected Return on a Stock?. (2016). Wagner, Christian ; Martin, Ian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11608. Full description at Econpapers || Download paper | |
2016 | Labor Unemployment Risk and CEO Incentive Compensation. (2016). Ellul, Andrew ; Zhang, Kuo ; Wang, Cong. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11634. Full description at Econpapers || Download paper | |
2016 | Crony Capitalism and the Targeting of Violence: Labor Repression During Argentinas Last Dictatorship. (2016). Klor, Esteban ; Saiegh, Sebastian ; Satyanath, Shanker . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11650. Full description at Econpapers || Download paper | |
2016 | Time Varying Quantile Lasso. (2016). Härdle, Wolfgang ; Wang, W ; Hardle, W K ; Zbonakova, L. In: Working Papers. RePEc:cty:dpaper:16/07. Full description at Econpapers || Download paper | |
2016 | Common Ownership, Competition, and Top Management Incentives. (2016). Schmalz, Martin ; Ederer, Florian ; Gine, Mireia ; Anton, Miguel. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2046. Full description at Econpapers || Download paper | |
2016 | Necessity as the mother of invention monetary policy after the crisis. (2016). Jansen, David-Jan ; Ehrmann, Michael ; de Haan, Jakob ; Blinder, Alan. In: DNB Working Papers. RePEc:dnb:dnbwpp:525. Full description at Econpapers || Download paper | |
2016 | International investment positions revisited: Investor heterogeneity and individual security characteristics. (2016). Vermeulen, Robert ; Boermans, Martijn. In: DNB Working Papers. RePEc:dnb:dnbwpp:531. Full description at Econpapers || Download paper | |
2016 | The information in systemic risk rankings. (2016). Schwaab, Bernd ; Nucera, Federico ; Lucas, Andre ; Koopman, Siem Jan. In: Working Paper Series. RePEc:ecb:ecbwps:20161875. Full description at Econpapers || Download paper | |
2016 | Price drift before U.S. macroeconomic news: private information about public announcements?. (2016). Strasser, Georg ; Kurov, Alexander ; Wolfe, Marketa ; Sancetta, Alessio . In: Working Paper Series. RePEc:ecb:ecbwps:20161901. Full description at Econpapers || Download paper | |
2016 | The influence of earnings management conducted through the use of accretive stock repurchases on audit fees. (2016). Bryan, David B ; Mason, Terry W. In: Advances in accounting. RePEc:eee:advacc:v:34:y:2016:i:c:p:99-109. Full description at Econpapers || Download paper | |
2016 | Biased self-assessments, feedback, and employees compensation plan choices. (2016). Sprinkle, Geoffrey B ; Farrington, Sukari ; Brown, Jason L. In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:54:y:2016:i:c:p:45-59. Full description at Econpapers || Download paper | |
2016 | Is price support a motive for increasing share repurchases?. (2016). Liu, Harrison ; Swanson, Edward P. In: Journal of Corporate Finance. RePEc:eee:corfin:v:38:y:2016:i:c:p:77-91. Full description at Econpapers || Download paper | |
2016 | Debtor-in-possession financing, loan-to-loan, and loan-to-own. (2016). Li, Kai ; Wang, Wei. In: Journal of Corporate Finance. RePEc:eee:corfin:v:39:y:2016:i:c:p:121-138. Full description at Econpapers || Download paper | |
2016 | Cross-listing and corporate social responsibility. (2016). Boubakri, Narjess ; Guedhami, Omrane ; Wang, HE ; el Ghoul, Sadok. In: Journal of Corporate Finance. RePEc:eee:corfin:v:41:y:2016:i:c:p:123-138. Full description at Econpapers || Download paper | |
2016 | Incentives, termination payments, and CEO contracting. (2016). Gillan, Stuart L ; Nguyen, Nga Q. In: Journal of Corporate Finance. RePEc:eee:corfin:v:41:y:2016:i:c:p:445-465. Full description at Econpapers || Download paper | |
2016 | Friends in the right places: The effect of political connections on corporate merger activity. (2016). Ferris, Stephen P ; Houston, Reza ; Javakhadze, David . In: Journal of Corporate Finance. RePEc:eee:corfin:v:41:y:2016:i:c:p:81-102. Full description at Econpapers || Download paper | |
2016 | Which institutional investors matter for firm survival and performance?. (2016). Smith, Janet ; Erenburg, Grigori . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:348-373. Full description at Econpapers || Download paper | |
2016 | Realizing the extremes: Estimation of tail-risk measures from a high-frequency perspective. (2016). Trapin, Luca ; Bee, Marco ; Dupuis, Debbie J. In: Journal of Empirical Finance. RePEc:eee:empfin:v:36:y:2016:i:c:p:86-99. Full description at Econpapers || Download paper | |
2016 | The benefits of improved covariance estimation. (2016). Turtle, H J ; Wang, Kainan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:37:y:2016:i:c:p:233-246. Full description at Econpapers || Download paper | |
2016 | The European sovereign debt crisis: What have we learned?. (2016). Stefanova, Denitsa ; Kräussl, Roman ; Lehnert, Thorsten ; Kraussl, Roman. In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:363-373. Full description at Econpapers || Download paper | |
2016 | The information in systemic risk rankings. (2016). Schwaab, Bernd ; Nucera, Federico ; Lucas, Andre ; Koopman, Siem Jan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:461-475. Full description at Econpapers || Download paper | |
2016 | Birds of a feather or celebrating differences? The formation and impacts of venture capital syndication. (2016). Du, Qianqian. In: Journal of Empirical Finance. RePEc:eee:empfin:v:39:y:2016:i:pa:p:1-14. Full description at Econpapers || Download paper |
More than 50 citations. List broken...
Year | Citing document | |
---|---|---|
2015 | Parametric Portfolio Policies with Common Volatility Dynamics. (2015). Taamouti, Abderrahim ; Ergemen, Yunus Emre . In: CREATES Research Papers. RePEc:aah:create:2015-41. Full description at Econpapers || Download paper | |
2015 | Overconfident Investors, Predictable Returns, and Excessive Trading. (2015). Hirshleifer, David ; Daniel, Kent. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:29:y:2015:i:4:p:61-88. Full description at Econpapers || Download paper | |
2015 | Approach Regarding a Framework for Risk Reporting in Order to Enhance the Related Good Practices. (2015). Nichita, Mirela ; Turlea, Carmen . In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:40:y:2015:i:17:p:1108. Full description at Econpapers || Download paper | |
2015 | Economic Impacts of Supplemental Nutrition Assistance Program Payments in Nonmetro vs. Metro Counties. (2015). Pender, John ; Miller, Cristina ; Jo, Young. In: 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California. RePEc:ags:aaea15:205626. 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 | Optimal ETF Selection for Passive Investing. (2015). Puelz, David ; Hahn, Richard P ; Carvalho, Carlos M. In: Papers. RePEc:arx:papers:1510.03385. Full description at Econpapers || Download paper | |
2015 | Cheap But Flighty: How Global Imbalances Create Financial Fragility. (2015). Perotti, Enrico ; Ahnert, Toni. In: Staff Working Papers. RePEc:bca:bocawp:15-33. Full description at Econpapers || Download paper | |
2015 | Downside Variance Risk Premium. (2015). Jahan-Parvar, Mohammad ; Feunou, Bruno ; Okou, Cedric. In: Staff Working Papers. RePEc:bca:bocawp:15-36. Full description at Econpapers || Download paper | |
2015 | Bankruptcy law and bank financing. (2015). Tarantino, Emanuele ; Serrano-Velarde, Nicolas ; Rodano, Giacomo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1013_15. Full description at Econpapers || Download paper | |
2015 | Can the Provision of Long-Term Liquidity Help to Avoid a Credit Crunch? Evidence from the Eurosystems LTROs.. (2015). Mésonnier, Jean-Stéphane ; fraisse, henri ; Cahn, Christophe ; Andrade, Philippe ; J-S. Mesonnier, . In: Working papers. RePEc:bfr:banfra:540. Full description at Econpapers || Download paper | |
2015 | The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises.. (2015). SEVESTRE, Patrick ; Horny, Guillaume ; Avouyi-Dovi, Sanvi. In: Working papers. RePEc:bfr:banfra:547. Full description at Econpapers || Download paper | |
2015 | Double Bank Runs and Liquidity Risk Management. (2015). Sette, Enrico ; Peydro, Jose-Luis ; Ippolito, Filippo ; Polo, Andrea . In: Working Papers. RePEc:bge:wpaper:855. Full description at Econpapers || Download paper | |
2015 | Long-term rates and the term premium: evidence from Chile. (2015). Moreno, Carola ; Claro, Sebastian. In: BIS Papers chapters. RePEc:bis:bisbpc:83-06. Full description at Econpapers || Download paper | |
2015 | Central clearing: trends and current issues. (2015). Picillo, Cristina ; Gambacorta, Leonardo ; Domanski, Dietrich. In: BIS Quarterly Review. RePEc:bis:bisqtr:1512g. Full description at Econpapers || Download paper | |
2015 | Monetary policy and financial spillovers: losing traction?. (2015). Rungcharoenkitkul, Phurichai ; Disyatat, Piti. In: BIS Working Papers. RePEc:bis:biswps:518. Full description at Econpapers || Download paper | |
2015 | The Relationship between Australian Mutual Fund Fees and Risk-Adjusted Performance in Differing Economic Conditions. (2015). Ahmed, Abdullahi ; Haque, Tariq . In: Australian Economic Papers. RePEc:bla:ausecp:v:54:y:2015:i:1:p:1-21. Full description at Econpapers || Download paper | |
2015 | Hedge Funds and Corporate Innovation. (2015). Wang, Ying ; Zhao, Jing. In: Financial Management. RePEc:bla:finmgt:v:44:y:2015:i:2:p:353-385. Full description at Econpapers || Download paper | |
2015 | Do Sovereign Re-Ratings Destabilize Equity Markets during Financial Crises? New Evidence from Higher Return Moments. (2015). Wu, Eliza ; faff, robert ; Treepongkaruna, Sirimon ; Brooks, Robert. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:42:y:2015:i:5-6:p:777-799. Full description at Econpapers || Download paper | |
2015 | Labor Unions and Forms of Corporate Liquidity. (2015). Tong, Zhenxu . In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:42:y:2015:i:7-8:p:1007-1039. Full description at Econpapers || Download paper | |
2015 | Banking Market Structure and Macroeconomic Stability: Are Low-Income Countries Special?. (2015). Buch, Claudia ; Bremus, Franziska. In: Pacific Economic Review. RePEc:bla:pacecr:v:20:y:2015:i:1:p:73-100. Full description at Econpapers || Download paper | |
2015 | Mortgage debt and entrepreneurship. (2015). Silva, Olmo ; Hilber, Christian ; Bracke, Philippe. In: Bank of England working papers. RePEc:boe:boeewp:0560. Full description at Econpapers || Download paper | |
2015 | Dark pools et trading haute fréquence : une évolution utile ?. (2015). Lescourret (Daures), Laurence ; Declerck, Fany . In: Revue d'économie financière. RePEc:cai:refaef:ecofi_120_0113. Full description at Econpapers || Download paper | |
2015 | Collateral Values and Corporate Employment. (2015). Ersahin, Nuri ; Irani, Rustom M. In: Working Papers. RePEc:cen:wpaper:15-30. Full description at Econpapers || Download paper | |
2015 | Collateral Values and Corporate Employment. (2015). Ersahin, Nuri ; Irani, Rustom M. In: Working Papers. RePEc:cen:wpaper:15-30r. Full description at Econpapers || Download paper | |
2015 | Asymmetric Connectedness on the U.S. Stock Market: Bad and Good Volatility Spillover. (2015). Vacha, Lukas ; KoÄenda, Evžen ; BarunÃÂk, Jozef ; Barunik, Jozef. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5305. Full description at Econpapers || Download paper | |
2015 | House Prices, Local Demand, and Retail Prices. (2015). Vavra, Joseph ; Stroebel, Johannes ; Strobel, Johannes. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5607. Full description at Econpapers || Download paper | |
2015 | Channels of US Monetary Policy Spillovers into International Bond Markets. (2015). Claro, Sebastian ; Ceballos, Luis ; Albagli, Elias ; Romero, Damian . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:771. Full description at Econpapers || Download paper | |
2015 | Social Capital, Trust, and Firm Performance during the Financial Crisis. (2015). Servaes, Henri ; Tamayo, Ane ; Lins, Karl. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10399. Full description at Econpapers || Download paper | |
2015 | Firm Leverage and Unemployment during the Great Recession. (2015). Mueller, Holger M ; Giroud, Xavier . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10539. Full description at Econpapers || Download paper | |
2015 | House Prices, Local Demand, and Retail Prices. (2015). Vavra, Joseph ; Stroebel, Johannes ; Strobel, Johannes. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10612. Full description at Econpapers || Download paper | |
2015 | Determinants and Valuation Effects of the Home Bias in European Banks Sovereign Debt Portfolios. (2015). Ioannidou, Vasso ; Huizinga, Harry ; Horvath, Balint. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10661. Full description at Econpapers || Download paper | |
2015 | Central Bank Collateral Frameworks. (2015). Nyborg, Kjell. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10663. Full description at Econpapers || Download paper | |
2015 | Systemic Loops and Liquidity Regulation. (2015). Faia, Ester ; Aldasoro, Iñaki. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10918. Full description at Econpapers || Download paper | |
2015 | Double Bank Runs and Liquidity Risk Management. (2015). Sette, Enrico ; Peydro, Jose-Luis ; Ippolito, Filippo ; Polo, Andrea . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10948. Full description at Econpapers || Download paper | |
2015 | Is bread gained by deceit sweet to a man? Corruption and firm efficiency. (2015). Shamshur, Anastasiya ; Hanousek, Jan ; Tresl, Jiri . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10951. Full description at Econpapers || Download paper | |
2015 | Deadly Embrace: Sovereign and Financial Balance Sheets Doom Loops. (2015). Tirole, Jean ; Farhi, Emmanuel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11024. Full description at Econpapers || Download paper | |
2015 | An Examination of the Optimal Timing Strategy for a Slow Trader Investing in a High Frequency Trading Technology. (2015). Delaney, L. In: Working Papers. RePEc:cty:dpaper:15/04. Full description at Econpapers || Download paper | |
2015 | The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises. (2015). Horny, Guillaume ; Avouyi-Dovi, Sanvi ; Sevestre, Patrick. In: Economics Papers from University Paris Dauphine. RePEc:dau:papers:123456789/15030. Full description at Econpapers || Download paper | |
2015 | Liquidity creation without banks. (2015). Kucinskas, Simas . In: DNB Working Papers. RePEc:dnb:dnbwpp:482. Full description at Econpapers || Download paper | |
2015 | Sovereign stress, unconventional monetary policy, and SME access to finance. (2015). Udell, Gregory ; Popov, Alexander ; Ferrando, Annalisa. In: Working Paper Series. RePEc:ecb:ecbwps:20151820. Full description at Econpapers || Download paper | |
2015 | The Case for Contingent Convertible Debt for Sovereignst. (2015). Zenios, Stavros ; Consiglio, Andrea. In: Working Papers. RePEc:ecl:upafin:15-13. 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 | 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 | Firmsâ earnings smoothing, corporate social responsibility, and valuation. (2015). Zhang, Joseph H. ; Gao, Lei. In: Journal of Corporate Finance. RePEc:eee:corfin:v:32:y:2015:i:c:p:108-127. Full description at Econpapers || Download paper | |
2015 | Voluntary disclosure, excess executive compensation, and firm value. (2015). Chung, Huimin ; Li, Yi-Hua ; Judge, William Q.. In: Journal of Corporate Finance. RePEc:eee:corfin:v:32:y:2015:i:c:p:64-90. Full description at Econpapers || Download paper | |
2015 | The effect of cultural distance on contracting decisions: The case of executive compensation. (2015). Bryan, Stephen ; Patel, Ajay ; Nash, Robert. In: Journal of Corporate Finance. RePEc:eee:corfin:v:33:y:2015:i:c:p:180-195. Full description at Econpapers || Download paper | |
2015 | Family firms, employee satisfaction, and corporate performance. (2015). Huang, Minjie ; Guthrie, James P ; Meschke, Felix ; Li, Pingshu . In: Journal of Corporate Finance. RePEc:eee:corfin:v:34:y:2015:i:c:p:108-127. Full description at Econpapers || Download paper | |
2015 | Cultural similarity as in-group favoritism: The impact of religious and ethnic similarities on alliance formation and announcement returns. (2015). Shi, Wei ; Tang, Yinuo . In: Journal of Corporate Finance. RePEc:eee:corfin:v:34:y:2015:i:c:p:32-46. Full description at Econpapers || Download paper | |
2015 | Employeeâmanagement trust and M&A activity. (2015). Bargeron, Leonce ; Smith, Jared ; Lehn, Kenneth. In: Journal of Corporate Finance. RePEc:eee:corfin:v:35:y:2015:i:c:p:389-406. Full description at Econpapers || Download paper | |
2015 | Disproportionate insider control and board of director characteristics. (2015). Baran, Lindsay ; Forst, Arno . In: Journal of Corporate Finance. RePEc:eee:corfin:v:35:y:2015:i:c:p:62-80. Full description at Econpapers || Download paper |
More than 50 citations. List broken...
Year | Citing document | |
---|---|---|
2014 | Roughing up Beta: Continuous vs. Discontinuous Betas, and the Cross-Section of Expected Stock Returns. (2014). Bollerslev, Tim ; Li, Sophia Zhengzi ; Todorov, Viktor. In: CREATES Research Papers. RePEc:aah:create:2014-48. Full description at Econpapers || Download paper | |
2014 | Indirect inference with time series observed with error. (2014). Santucci de Magistris, Paolo ; Rossi, Eduardo. In: CREATES Research Papers. RePEc:aah:create:2014-57. Full description at Econpapers || Download paper | |
2014 | Equity Portfolio Management Using Option Price Information. (2014). Christoffersen, Peter ; Pan, Xuhui . In: CREATES Research Papers. RePEc:aah:create:2015-05. Full description at Econpapers || Download paper | |
2014 | Oil Volatility Risk and Expected Stock Returns. (2014). Christoffersen, Peter ; Pan, Xuhui . In: CREATES Research Papers. RePEc:aah:create:2015-06. Full description at Econpapers || Download paper | |
2014 | 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 | Finding informed traders in futures and their inderlying assets in intraday trading. (2014). Glik, Lyudmila A. ; Kritski, Oleg L.. In: Papers. RePEc:arx:papers:1402.6583. Full description at Econpapers || Download paper | |
2014 | Detecting informed activities in European-style option tradings. (2014). Glik, Lyudmila A. ; Kritski, Oleg L.. In: Papers. RePEc:arx:papers:1403.3294. Full description at Econpapers || Download paper | |
2014 | Financial Constraints, Antitakeover Protection, and Corporate Innovation: An Empirical Analysis using Antitakeover Legislation. (2014). Zeng, Hongchao. In: Review of Economics & Finance. RePEc:bap:journl:140301. Full description at Econpapers || Download paper | |
2014 | High-Frequency Trading Competition. (2014). Garriott, Corey ; Pomeranets, Anna ; Brogaard, Jonathan. In: Staff Working Papers. RePEc:bca:bocawp:14-19. Full description at Econpapers || Download paper | |
2014 | High-Frequency Trading around Macroeconomic News Announcements: Evidence from the U.S. Treasury Market. (2014). Valente, Giorgio ; Lo, Ingrid ; Jiang, George J.. In: Staff Working Papers. RePEc:bca:bocawp:14-56. Full description at Econpapers || Download paper | |
2014 | The Beta Anomaly in the Japanese Equity Market and Investor Behavior. (2014). Iwasawa, Seiichiro ; Uchiyama, Tomonori ; Titman, Sheridan . In: International Review of Finance. RePEc:bla:irvfin:v:14:y:2014:i:1:p:53-73. Full description at Econpapers || Download paper | |
2014 | News or Noise? Using Twitter to Identify and Understand Company-specific News Flow. (2014). Tumasjan, Andranik ; Sprenger, Timm O. ; Sandner, Philipp G. ; Welpe, Isabell M.. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:41:y:2014:i:7-8:p:791-830. Full description at Econpapers || Download paper | |
2014 | Volatility transfers between cycles: A theory of why the great moderation was more mirage than moderation. (2014). Hughes Hallett, Andrew ; Crowley, Patrick. In: Research Discussion Papers. RePEc:bof:bofrdp:2014_023. Full description at Econpapers || Download paper | |
2014 | The effects of ratings-contingent regulation on international bank lending behavior: Evidence from the Basel 2 accord. (2014). Wu, Eliza ; Kim, Suk-Joong ; HASAN, IFTEKHAR. In: Research Discussion Papers. RePEc:bof:bofrdp:2014_025. Full description at Econpapers || Download paper | |
2014 | Independent directors: less informed, but better selected? New evidence from a two-way director-firm fixed effect model. (2014). Reberioux, Antoine ; Crifo, Patricia ; CAVACO, Sandra ; Roudaut, Gwenael. In: CIRANO Working Papers. RePEc:cir:cirwor:2014s-39. Full description at Econpapers || Download paper | |
2014 | Asset Management Contracts and Equilibrium Prices. (2014). Vayanos, Dimitri ; Buffa, Andrea M. ; Woolley, Paul . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10152. Full description at Econpapers || Download paper | |
2014 | Financial Dependence and Innovation: The Case of Public versus Private Firms. (2014). Acharya, Viral V ; Xu, Zhaoxia . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9829. Full description at Econpapers || Download paper | |
2014 | Independent directors: less informed, but better selected? New evidence from a two-way director-firm fixed effect model. (2014). Reberioux, Antoine ; Crifo, Patricia ; CAVACO, Sandra ; Roudaut, Gwenael. In: EconomiX Working Papers. RePEc:drm:wpaper:2014-58. Full description at Econpapers || Download paper | |
2014 | Assessing competitiveness: initial results from the new compnet micro-based database. (2014). Lopez-Garcia, Paloma ; di Mauro, Filippo. In: Research Bulletin. RePEc:ecb:ecbrbu:2014:0021:1. Full description at Econpapers || Download paper | |
2014 | Dealing with a liquidity trap when government debt matters. (2014). Schmidt, Sebastian. In: Research Bulletin. RePEc:ecb:ecbrbu:2014:0021:2. Full description at Econpapers || Download paper | |
2014 | House prices and expectations. (2014). Mendicino, Caterina. In: Research Bulletin. RePEc:ecb:ecbrbu:2014:0021:3. Full description at Econpapers || Download paper | |
2014 | Alternatives for issuer-paid credit rating agencies. (2014). Bongaerts, Dion . In: Working Paper Series. RePEc:ecb:ecbwps:20141703. Full description at Econpapers || Download paper | |
2014 | The role of the Securities and Exchange Commission in a developing economy: Implications for IFRS. (2014). Nurunnabi, Mohammad. In: Advances in accounting. RePEc:eee:advacc:v:30:y:2014:i:2:p:413-424. 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 | Firm size, sovereign governance, and value creation: Evidence from the acquirer size effect. (2014). Powell, Ronan ; Humphery-Jenner, Mark ; Humphèry, Mark ; Humphery von Jenner, Mark. In: Journal of Corporate Finance. RePEc:eee:corfin:v:26:y:2014:i:c:p:57-77. Full description at Econpapers || Download paper | |
2014 | The effect of early entrepreneurship education: Evidence from a field experiment. (2014). Sloof, Randolph ; Praag, Mirjam ; Huber, Laura Rosendahl ; van Praag, Mirjam. In: European Economic Review. RePEc:eee:eecrev:v:72:y:2014:i:c:p:76-97. Full description at Econpapers || Download paper | |
2014 | Political connections and operational performance of non-financial firms: New evidence from Poland. (2014). Jackowicz, Krzysztof ; Kozowski, Ukasz ; Mielcarz, Pawe . In: Emerging Markets Review. RePEc:eee:ememar:v:20:y:2014:i:c:p:109-135. Full description at Econpapers || Download paper | |
2014 | Rating shopping and rating inflation in Israel. (2014). Galil, Koresh ; Bakalyar, Inna . In: International Review of Financial Analysis. RePEc:eee:finana:v:33:y:2014:i:c:p:270-280. Full description at Econpapers || Download paper | |
2014 | Speculate against speculative demand. (2014). Wang, Qingwei ; ap Gwilym, Owain ; Kita, A.. In: International Review of Financial Analysis. RePEc:eee:finana:v:34:y:2014:i:c:p:212-221. Full description at Econpapers || Download paper | |
2014 | Bankruptcy risk induced by career concerns of regulators. (2014). Charles-Cadogan, G. ; Cole, John A.. In: Finance Research Letters. RePEc:eee:finlet:v:11:y:2014:i:3:p:259-271. Full description at Econpapers || Download paper | |
2014 | Macroeconomic uncertainty and the cross-section of option returns. (2014). Aramonte, Sirio. In: Journal of Financial Markets. RePEc:eee:finmar:v:21:y:2014:i:c:p:25-49. Full description at Econpapers || Download paper | |
2014 | A cross-country analysis of bank bankruptcy regimes. (2014). MarinÄ, Matej ; Rant, Vasja . In: Journal of Financial Stability. RePEc:eee:finsta:v:13:y:2014:i:c:p:134-150. Full description at Econpapers || Download paper | |
2014 | Outside directors and board advising and monitoring performance. (2014). Mauldin, Elaine ; Patro, Sukesh ; Kim, Kyonghee . In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:57:y:2014:i:2:p:110-131. Full description at Econpapers || Download paper | |
2014 | Political connections and SEC enforcement. (2014). Correia, Maria M.. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:57:y:2014:i:2:p:241-262. Full description at Econpapers || Download paper | |
2014 | Broker-hosted investor conferences. (2014). Green, Clifton T. ; Markov, Stanimir ; Jame, Russell ; Subasi, Musa. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:58:y:2014:i:1:p:142-166. Full description at Econpapers || Download paper | |
2014 | Fuel hedging and airline operating costs. (2014). Lim, Siew Hoon ; Hong, Yongtao . In: Journal of Air Transport Management. RePEc:eee:jaitra:v:36:y:2014:i:c:p:33-40. Full description at Econpapers || Download paper | |
2014 | The economic consequences of the TARP: The effectiveness of bank recapitalization policies in the U.S.. (2014). Takahashi, Yuki ; Montgomery, Heather . In: Japan and the World Economy. RePEc:eee:japwor:v:32:y:2014:i:c:p:49-64. Full description at Econpapers || Download paper | |
2014 | The information content of option ratios. (2014). Whitby, Ryan ; Blau, Benjamin ; Nguyen, Nga . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:43:y:2014:i:c:p:179-187. Full description at Econpapers || Download paper | |
2014 | Does auditor choice matter to foreign investors? Evidence from foreign mutual funds worldwide. (2014). Zhang, Bohui ; Zaiats, Nataliya ; Chou, Julia . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:46:y:2014:i:c:p:1-20. Full description at Econpapers || Download paper | |
2014 | CEO inside debt holdings and risk-shifting: Evidence from bank payout policies. (2014). Hagendorff, Jens ; Srivastav, Abhishek ; Armitage, Seth. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:47:y:2014:i:c:p:41-53. Full description at Econpapers || Download paper | |
2014 | Credit rating dynamics and competition. (2014). Hirth, Stefan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:49:y:2014:i:c:p:100-112. Full description at Econpapers || Download paper | |
2014 | Asset pricing: A tale of two days. (2014). Savor, Pavel ; Wilson, Mungo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:113:y:2014:i:2:p:171-201. Full description at Econpapers || Download paper | |
2014 | Crash-neutral currency carry trades. (2014). Jurek, Jakub W.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:113:y:2014:i:3:p:325-347. Full description at Econpapers || Download paper | |
2014 | News-driven return reversals: Liquidity provision ahead of earnings announcements. (2014). So, Eric C. ; Wang, Sean. In: Journal of Financial Economics. RePEc:eee:jfinec:v:114:y:2014:i:1:p:20-35. Full description at Econpapers || Download paper | |
2014 | Conditional risk premia in currency markets and other asset classes. (2014). Weber, Michael ; Maggiori, Matteo ; Lettau, Martin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:114:y:2014:i:2:p:197-225. Full description at Econpapers || Download paper | |
2014 | Currency excess returns and global downside market risk. (2014). Nitschka, Thomas ; Atanasov, Victoria . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:47:y:2014:i:c:p:268-285. Full description at Econpapers || Download paper | |
2014 | Optimal currency carry trade strategies. (2014). Olmo, Jose ; Laborda, Juan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:33:y:2014:i:c:p:52-66. Full description at Econpapers || Download paper | |
2014 | Static and Dynamic Networks in Interbank Markets. (2014). Zenou, Yves ; Patacchini, Eleonora ; Cohen-Cole, Ethan . In: EIEF Working Papers Series. RePEc:eie:wpaper:1408. Full description at Econpapers || Download paper | |
2014 | Financial frictions and the reaction of stock prices to monetary policy shocks. (2014). Ozdagli, Ali. In: Working Papers. RePEc:fip:fedbwp:14-6. Full description at Econpapers || Download paper | |
2014 | Can Leverage Constraints Help Investors?. (2014). Heimer, Rawley. In: Working Papers (Old Series). RePEc:fip:fedcwp:1433. Full description at Econpapers || Download paper |
More than 50 citations. List broken...
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.
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 2th 2018. Contact: CitEc Team