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Journal of Financial and Quantitative Analysis / Cambridge University Press

Citation Profile [Updated: 2019-12-04 10:36:47]
5 Years H
98
Impact Factor
1.3
5 Years IF
1.77
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0.13 0.08 1.46 0.12 35 35 1239 51 51 72 9 181 22 0 0 0.04
1991 0.11 0.08 0.96 0.09 38 73 897 69 121 71 8 180 16 0 0 0.04
1992 0.18 0.08 0.61 0.14 38 111 1376 68 189 73 13 182 25 0 1 0.03 0.04
1993 0.11 0.1 0.68 0.19 34 145 1546 98 288 76 8 183 34 0 0 0.05
1994 0.03 0.11 0.62 0.17 33 178 1078 110 399 72 2 181 30 0 3 0.09 0.05
1995 0.37 0.19 1.87 0.47 33 211 1153 395 794 67 25 178 84 4 1 1 0.03 0.08
1996 0.59 0.22 2.04 0.63 29 240 1944 489 1283 66 39 176 111 0 5 0.17 0.1
1997 0.58 0.22 2.14 0.76 26 266 1113 565 1851 62 36 167 127 2 0.4 4 0.15 0.09
1998 0.8 0.26 2.09 0.83 24 290 1129 605 2458 55 44 155 128 0 4 0.17 0.12
1999 0.86 0.28 2.12 0.99 23 313 1223 661 3121 50 43 145 143 0 6 0.26 0.14
2000 0.77 0.33 2.29 1.11 29 342 1524 779 3904 47 36 135 150 0 4 0.14 0.15
2001 1.21 0.36 2.43 1.29 25 367 1317 885 4796 52 63 131 169 0 7 0.28 0.15
2002 0.96 0.39 2.59 1.41 28 395 1162 1011 5820 54 52 127 179 1 0.1 13 0.46 0.21
2003 1.02 0.4 2.72 1.71 37 432 2164 1164 6995 53 54 129 220 13 1.1 28 0.76 0.2
2004 1.57 0.45 3.01 1.82 38 470 1440 1406 8410 65 102 142 259 2 0.1 18 0.47 0.2
2005 1.61 0.46 2.99 1.68 36 506 1600 1498 9924 75 121 157 264 0 16 0.44 0.22
2006 1.45 0.46 3.04 1.81 37 543 971 1643 11573 74 107 164 297 0 12 0.32 0.21
2007 1.19 0.42 2.96 1.7 41 584 1201 1703 13300 73 87 176 300 0 15 0.37 0.18
2008 1.26 0.44 3.17 1.78 37 621 1219 1946 15267 78 98 189 337 3 0.2 16 0.43 0.21
2009 1.49 0.44 3.18 1.7 54 675 1712 2134 17412 78 116 189 321 3 0.1 23 0.43 0.21
2010 1.36 0.43 3.05 1.67 49 724 1417 2197 19621 91 124 205 342 3 0.1 25 0.51 0.18
2011 1.69 0.46 2.92 1.7 72 796 1325 2309 21946 103 174 218 370 2 0.1 26 0.36 0.21
2012 1.44 0.47 2.87 1.8 62 858 821 2452 24405 121 174 253 456 6 0.2 18 0.29 0.19
2013 1.66 0.53 3.41 2.19 63 921 996 3131 27546 134 223 274 600 3 0.1 33 0.52 0.22
2014 1.64 0.55 3.73 2.2 50 971 550 3611 31172 125 205 300 660 0 28 0.56 0.22
2015 1.97 0.56 3.59 2.2 54 1025 430 3665 34848 113 223 296 652 4 0.1 25 0.46 0.21
2016 1.5 0.58 3.33 1.99 68 1093 294 3636 38485 104 156 301 600 4 0.1 21 0.31 0.2
2017 1.43 0.6 3.16 1.96 91 1184 242 3736 42226 122 174 297 582 6 0.2 25 0.27 0.22
2018 1.3 0.76 2.93 1.77 85 1269 107 3707 45941 159 207 326 577 0 38 0.45 0.31
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until 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: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
11977Abstract: An Equilibrium Characterization of the Term Structure. (1977). Vasicek, Oldrich Alfonso . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:12:y:1977:i:04:p:627-627_02.

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1040
21987The Relation between Price Changes and Trading Volume: A Survey. (1987). Karpoff, Jonathan. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:22:y:1987:i:01:p:109-126_01.

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658
31996Firm Performance and Mechanisms to Control Agency Problems between Managers and Shareholders. (1996). Agrawal, Anup ; Knoeber, Charles R.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:31:y:1996:i:03:p:377-397_00.

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523
41985The Determinants of Firms Hedging Policies. (1985). Stulz, René ; Smith, Clifford W.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:20:y:1985:i:04:p:391-405_01.

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505
51989International Transmission of Stock Market Movements. (1989). Eun, Cheol S. ; Shim, Sang Dal . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:24:y:1989:i:02:p:241-256_01.

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408
62001The Debt-Equity Choice. (2001). Titman, Sheridan ; Hovakimian, Armen ; Opler, Tim . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:36:y:2001:i:01:p:1-24_00.

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327
72003International Corporate Governance. (2003). Denis, Diane K. ; McConnell, John J.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:01:p:1-36_00.

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309
81993Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures. (1993). Sultan, Jahangir ; KRONER, Kenneth F.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:28:y:1993:i:04:p:535-551_00.

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294
91999Autoregressive Conditional Skewness. (1999). Harvey, Campbell ; Siddique, Akhtar . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:34:y:1999:i:04:p:465-487_00.

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287
102003International Corporate Governance and Corporate Cash Holdings. (2003). Servaes, Henri ; Dittmar, Amy ; Mahrt-Smith, Jan. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:01:p:111-133_00.

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273
111998The Determinants of Corporate Liquidity: Theory and Evidence. (1998). Sherman, Ann ; Mauer, David C. ; Kim, Chang-Soo . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:33:y:1998:i:03:p:335-359_00.

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268
121999Volatility in Emerging Stock Markets. (1999). Inclan, Carla ; Leal, Ricardo ; Aggarwal, Reena . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:34:y:1999:i:01:p:33-55_00.

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267
132003Equity Ownership and Firm Value in Emerging Markets. (2003). Lins, Karl V.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:01:p:159-184_00.

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263
142001Economic News and Bond Prices: Evidence from the U.S. Treasury Market. (2001). Balduzzi, Pierluigi ; Green, Clifton T. ; Elton, Edwin J.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:36:y:2001:i:04:p:523-543_00.

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262
151987Option Pricing when the Variance Changes Randomly: Theory, Estimation, and an Application. (1987). Scott, Louis O.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:22:y:1987:i:04:p:419-438_01.

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226
161984Optimal Hedging Policies. (1984). Stulz, René. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:19:y:1984:i:02:p:127-140_01.

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223
172005Determinants of Board Size and Composition: A Theory of Corporate Boards. (2005). Raheja, Charu G.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:40:y:2005:i:02:p:283-306_00.

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221
182004Capital Investments and Stock Returns. (2004). Xie, Feixue ; Titman, Sheridan ; Wei, K. C. John, . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:39:y:2004:i:04:p:677-700_00.

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221
192005Volatility Spillover Effects in European Equity Markets. (2005). Baele, Lieven. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:40:y:2005:i:02:p:373-401_00.

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217
201991The Pricing of Exchange Rate Risk in the Stock Market. (1991). Jorion, Philippe. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:26:y:1991:i:03:p:363-376_00.

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212
211986Bayes-Stein Estimation for Portfolio Analysis. (1986). Jorion, Philippe. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:21:y:1986:i:03:p:279-292_01.

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211
221990Stock Returns and Volatility. (1990). Degennaro, Ramon ; Baillie, Richard T.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:25:y:1990:i:02:p:203-214_00.

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206
232005Stock Market Uncertainty and the Stock-Bond Return Relation. (2005). Connolly, Robert ; Stivers, Chris ; Sun, Licheng. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:40:y:2005:i:01:p:161-194_00.

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200
241990The Dynamics of Stock Index and Stock Index Futures Returns. (1990). Stoll, Hans ; Whaley, Robert E.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:25:y:1990:i:04:p:441-468_00.

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197
252009Testing Theories of Capital Structure and Estimating the Speed of Adjustment. (2009). Ritter, Jay ; Huang, Rongbing. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:44:y:2009:i:02:p:237-271_09.

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188
261981The Determinants of Bank Interest Margins: Theory and Empirical Evidence. (1981). Saunders, Anthony ; Ho, Thomas S. Y., . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:16:y:1981:i:04:p:581-600_00.

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188
271996Evidence on Corporate Hedging Policy. (1996). Mian, Shehzad L.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:31:y:1996:i:03:p:419-439_00.

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187
281988The Dependence between Hourly Prices and Trading Volume. (1988). Joh, Gun-Ho ; Jain, Prem C.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:23:y:1988:i:03:p:269-283_01.

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183
291993Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets. (1993). Bessembinder, Hendrik ; Seguin, Paul J.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:28:y:1993:i:01:p:21-39_00.

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182
301972An Analytic Derivation of the Efficient Portfolio Frontier. (1972). merton, robert. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:7:y:1972:i:04:p:1851-1872_01.

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182
312003Corporate Governance and the Home Bias. (2003). Stulz, René ; Pinkowitz, Lee ; Williamson, Rohan ; Dahlquist, Magnus. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:01:p:87-110_00.

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179
321977The Valuation of Corporate Liabilities as Compound Options. (1977). Geske, Robert. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:12:y:1977:i:04:p:541-552_02.

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177
332003Do Better Institutions Mitigate Agency Problems? Evidence from Corporate Finance Choices. (2003). Giannetti, Mariassunta. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:01:p:185-212_00.

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174
341992Simultaneous Determination of Insider Ownership, Debt, and Dividend Policies. (1992). Solberg, Donald P. ; Zorn, Thomas S. ; Jensen, Gerald R.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:27:y:1992:i:02:p:247-263_00.

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173
352007Characterizing World Market Integration through Time. (2007). Carrieri, Francesca ; Errunza, Vihang ; Hogan, Ked. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:42:y:2007:i:04:p:915-940_00.

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171
362009The Determinants of Credit Default Swap Premia. (2009). Ericsson, Jan ; Jacobs, Kris ; Oviedo, Rodolfo. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:44:y:2009:i:01:p:109-132_09.

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168
372002Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets. (2002). Wachter, Jessica. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:37:y:2002:i:01:p:63-91_00.

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161
382000Market Segmentation and the Cost of the Capital in International Equity Markets. (2000). Miller, Darius P. ; Errunza, Vihang R.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:35:y:2000:i:04:p:577-600_00.

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157
392008The Cost to Firms of Cooking the Books. (2008). Karpoff, Jonathan ; Martin, Gerald S. ; Lee, Scott D.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:43:y:2008:i:03:p:581-611_00.

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154
401996Another Look at Models of the Short-Term Interest Rate. (1996). KRONER, Kenneth F. ; Brenner, Robin J. ; Harjes, Richard H.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:31:y:1996:i:01:p:85-107_00.

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150
412012An International Comparison of Capital Structure and Debt Maturity Choices. (2012). Fan, Joseph P. H., ; Titman, Sheridan ; Twite, Garry . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:47:y:2012:i:01:p:23-56_00.

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146
422008The Determinants of Capital Structure: Capital Market-Oriented versus Bank-Oriented Institutions. (2008). Paudyal, Krishna ; Guney, Yilmaz ; Antoniou, Antonios . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:43:y:2008:i:01:p:59-92_00.

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145
432005Does Corporate Governance Matter to Bondholders?. (2005). Klock, Mark ; Maxwell, William F. ; Mansi, Sattar A.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:40:y:2005:i:04:p:693-719_00.

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140
442001The Effect of Green Investment on Corporate Behavior. (2001). Zechner, Josef ; Kraus, Alan ; Heinkel, Robert . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:36:y:2001:i:04:p:431-449_00.

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139
452000Hedge Funds: The Living and the Dead. (2000). liang, bing. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:35:y:2000:i:03:p:309-326_00.

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139
462002The Determinants of the Flow of Funds of Managed Portfolios: Mutual Funds vs. Pension Funds. (2002). Tkac, Paula ; Del Guercio, Diane. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:37:y:2002:i:04:p:523-557_00.

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138
471997Reciprocally Interlocking Boards of Directors and Executive Compensation. (1997). Hallock, Kevin. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:32:y:1997:i:03:p:331-344_00.

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137
482000Behavioral Portfolio Theory. (2000). Shefrin, Hersh ; Statman, Meir . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:35:y:2000:i:02:p:127-151_00.

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136
492002International Cross-Listing and Visibility. (2002). Weaver, Daniel G. ; Baker, Kent H. ; Nofsinger, John R.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:37:y:2002:i:03:p:495-521_00.

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134
502003Agency Costs of Controlling Minority Shareholders. (2003). Cronqvist, Henrik ; Nilsson, Mattias . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:04:p:695-719_00.

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134
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
11977Abstract: An Equilibrium Characterization of the Term Structure. (1977). Vasicek, Oldrich Alfonso . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:12:y:1977:i:04:p:627-627_02.

Full description at Econpapers || Download paper

147
21985The Determinants of Firms Hedging Policies. (1985). Stulz, René ; Smith, Clifford W.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:20:y:1985:i:04:p:391-405_01.

Full description at Econpapers || Download paper

121
31987The Relation between Price Changes and Trading Volume: A Survey. (1987). Karpoff, Jonathan. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:22:y:1987:i:01:p:109-126_01.

Full description at Econpapers || Download paper

86
42004Capital Investments and Stock Returns. (2004). Xie, Feixue ; Titman, Sheridan ; Wei, K. C. John, . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:39:y:2004:i:04:p:677-700_00.

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83
52001The Debt-Equity Choice. (2001). Titman, Sheridan ; Hovakimian, Armen ; Opler, Tim . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:36:y:2001:i:01:p:1-24_00.

Full description at Econpapers || Download paper

81
61993Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures. (1993). Sultan, Jahangir ; KRONER, Kenneth F.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:28:y:1993:i:04:p:535-551_00.

Full description at Econpapers || Download paper

79
71996Firm Performance and Mechanisms to Control Agency Problems between Managers and Shareholders. (1996). Agrawal, Anup ; Knoeber, Charles R.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:31:y:1996:i:03:p:377-397_00.

Full description at Econpapers || Download paper

78
82003International Corporate Governance and Corporate Cash Holdings. (2003). Servaes, Henri ; Dittmar, Amy ; Mahrt-Smith, Jan. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:01:p:111-133_00.

Full description at Econpapers || Download paper

77
92012An International Comparison of Capital Structure and Debt Maturity Choices. (2012). Fan, Joseph P. H., ; Titman, Sheridan ; Twite, Garry . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:47:y:2012:i:01:p:23-56_00.

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72
102005Stock Market Uncertainty and the Stock-Bond Return Relation. (2005). Connolly, Robert ; Stivers, Chris ; Sun, Licheng. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:40:y:2005:i:01:p:161-194_00.

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61
112009Testing Theories of Capital Structure and Estimating the Speed of Adjustment. (2009). Ritter, Jay ; Huang, Rongbing. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:44:y:2009:i:02:p:237-271_09.

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59
121998The Determinants of Corporate Liquidity: Theory and Evidence. (1998). Sherman, Ann ; Mauer, David C. ; Kim, Chang-Soo . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:33:y:1998:i:03:p:335-359_00.

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57
132008The Cost to Firms of Cooking the Books. (2008). Karpoff, Jonathan ; Martin, Gerald S. ; Lee, Scott D.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:43:y:2008:i:03:p:581-611_00.

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56
142001Economic News and Bond Prices: Evidence from the U.S. Treasury Market. (2001). Balduzzi, Pierluigi ; Green, Clifton T. ; Elton, Edwin J.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:36:y:2001:i:04:p:523-543_00.

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53
152003Do Better Institutions Mitigate Agency Problems? Evidence from Corporate Finance Choices. (2003). Giannetti, Mariassunta. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:01:p:185-212_00.

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52
162007Optimal Portfolio Choice with Parameter Uncertainty. (2007). Zhou, Guofu ; Kan, Raymond. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:42:y:2007:i:03:p:621-656_00.

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50
172003International Corporate Governance. (2003). Denis, Diane K. ; McConnell, John J.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:01:p:1-36_00.

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50
182009The Determinants of Credit Default Swap Premia. (2009). Ericsson, Jan ; Jacobs, Kris ; Oviedo, Rodolfo. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:44:y:2009:i:01:p:109-132_09.

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48
192003Equity Ownership and Firm Value in Emerging Markets. (2003). Lins, Karl V.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:01:p:159-184_00.

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47
202005Volatility Spillover Effects in European Equity Markets. (2005). Baele, Lieven. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:40:y:2005:i:02:p:373-401_00.

Full description at Econpapers || Download paper

46
212001The Effect of Green Investment on Corporate Behavior. (2001). Zechner, Josef ; Kraus, Alan ; Heinkel, Robert . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:36:y:2001:i:04:p:431-449_00.

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44
221986Bayes-Stein Estimation for Portfolio Analysis. (1986). Jorion, Philippe. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:21:y:1986:i:03:p:279-292_01.

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44
232011The Effects of Derivatives on Firm Risk and Value. (2011). Bartram, Söhnke ; Brown, Gregory W. ; Conrad, Jennifer . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:46:y:2011:i:04:p:967-999_00.

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43
242008The Determinants of Capital Structure: Capital Market-Oriented versus Bank-Oriented Institutions. (2008). Paudyal, Krishna ; Guney, Yilmaz ; Antoniou, Antonios . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:43:y:2008:i:01:p:59-92_00.

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42
252005Determinants of Board Size and Composition: A Theory of Corporate Boards. (2005). Raheja, Charu G.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:40:y:2005:i:02:p:283-306_00.

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41
262014Stock Return Predictability and Variance Risk Premia: Statistical Inference and International Evidence. (2014). Marrone, James ; Bollerslev, Tim ; Zhou, Hao ; Xu, Lai . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:49:y:2014:i:03:p:633-661_00.

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40
271972An Analytic Derivation of the Efficient Portfolio Frontier. (1972). merton, robert. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:7:y:1972:i:04:p:1851-1872_01.

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282013Algorithmic Trading and the Market for Liquidity. (2013). Riordan, Ryan ; Hendershott, Terrence. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:48:y:2013:i:04:p:1001-1024_00.

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292010What Does the Individual Option Volatility Smirk Tell Us About Future Equity Returns?. (2010). zhang, xiaoyan ; Xing, Yuhang ; Zhao, Rui. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:45:y:2010:i:03:p:641-662_00.

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301989International Transmission of Stock Market Movements. (1989). Eun, Cheol S. ; Shim, Sang Dal . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:24:y:1989:i:02:p:241-256_01.

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312013Where Have All the IPOs Gone?. (2013). Ritter, Jay ; Zhu, Zhongyan ; Gao, Xiaohui. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:48:y:2013:i:06:p:1663-1692_00.

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322010The Response of Corporate Financing and Investment to Changes in the Supply of Credit. (2010). Roberts, Michael ; Lemmon, Michael . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:45:y:2010:i:03:p:555-587_00.

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332010Predicting Global Stock Returns. (2010). Hjalmarsson, Erik. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:45:y:2010:i:01:p:49-80_99.

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

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352013How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements. (2013). Savor, Pavel ; Wilson, Mungo. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:48:y:2013:i:02:p:343-375_00.

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362010How Does Liquidity Affect Government Bond Yields?. (2010). von Thadden, Ernst-Ludwig ; Pagano, Marco ; Favero, Carlo. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:45:y:2010:i:01:p:107-134_99.

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371981The Determinants of Bank Interest Margins: Theory and Empirical Evidence. (1981). Saunders, Anthony ; Ho, Thomas S. Y., . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:16:y:1981:i:04:p:581-600_00.

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381990The Dynamics of Stock Index and Stock Index Futures Returns. (1990). Stoll, Hans ; Whaley, Robert E.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:25:y:1990:i:04:p:441-468_00.

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391999Autoregressive Conditional Skewness. (1999). Harvey, Campbell ; Siddique, Akhtar . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:34:y:1999:i:04:p:465-487_00.

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402008Idiosyncratic Volatility and the Cross Section of Expected Returns. (2008). Cakici, Nusret ; Bali, Turan G.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:43:y:2008:i:01:p:29-58_00.

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412002Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets. (2002). Wachter, Jessica. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:37:y:2002:i:01:p:63-91_00.

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422005Does Corporate Governance Matter to Bondholders?. (2005). Klock, Mark ; Maxwell, William F. ; Mansi, Sattar A.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:40:y:2005:i:04:p:693-719_00.

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432011Firm Innovation in Emerging Markets: The Role of Finance, Governance, and Competition. (2011). Demirgu-Kunt, Asli ; Ayyagari, Meghana. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:46:y:2011:i:06:p:1545-1580_00.

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442010Debt Capacity and Tests of Capital Structure Theories. (2010). Zender, Jaime F. ; Lemmon, Michael L.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:45:y:2010:i:05:p:1161-1187_00.

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452009Commonality in Liquidity: A Global Perspective. (2009). Prignon, Christophe ; Brockman, Paul ; Chung, Dennis Y.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:44:y:2009:i:04:p:851-882_99.

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462007The Value of Outside Directors: Evidence from Corporate Governance Reform in Korea. (2007). Choi, Jongmoo Jay ; Yoo, Sean Sehyun ; Park, Sae Woon . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:42:y:2007:i:04:p:941-962_00.

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471993Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets. (1993). Bessembinder, Hendrik ; Seguin, Paul J.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:28:y:1993:i:01:p:21-39_00.

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482006Returns to Acquirers of Listed and Unlisted Targets. (2006). Faccio, Mara ; Stolin, David ; McConnell, John J.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:41:y:2006:i:01:p:197-220_00.

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491988The Dependence between Hourly Prices and Trading Volume. (1988). Joh, Gun-Ho ; Jain, Prem C.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:23:y:1988:i:03:p:269-283_01.

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501984Optimal Hedging Policies. (1984). Stulz, René. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:19:y:1984:i:02:p:127-140_01.

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2018CEO educational background and acquisition targets selection. (2018). Wang, YE ; Yin, Sirui. In: Journal of Corporate Finance. RePEc:eee:corfin:v:52:y:2018:i:c:p:238-259.

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2018Corporate social responsibility, product market competition, and product market performance. (2018). Han, WU ; Jie, LI ; Zhuangxiong, YU. In: International Review of Economics & Finance. RePEc:eee:reveco:v:56:y:2018:i:c:p:75-91.

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2018Rivals’ competitive activities, capital constraints, and firm growth. (2018). Bergbrant, Mikael C ; Kelly, Patrick J ; Hunter, Delroy M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:97:y:2018:i:c:p:87-108.

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2018Analyst coverage and the quality of corporate investment decisions. (2018). Navone, Marco ; Wu, Eliza ; To, Thomas Y. In: Journal of Corporate Finance. RePEc:eee:corfin:v:51:y:2018:i:c:p:164-181.

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2018The interplay between related party transactions and earnings management: The role of audit quality. (2018). El-Helaly, Moataz ; Lowe, Alan D ; Georgiou, Ifigenia . In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:32:y:2018:i:c:p:47-60.

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2018Stock price crash risk: review of the empirical literature. (2018). Habib, Ahsan ; Jiang, Haiyan ; Hasan, Mostafa Monzur. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:211-251.

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2018Managerial myopia and the mortgage meltdown. (2018). Kolasinski, Adam C ; Yang, Nan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:3:p:466-485.

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2018Determinants of Financial Derivative Usage: Empirical Evidence from the Perspective of Governance Structure. (2018). Chen, Jeffrey ; Guan, Yun. In: Review of Economics & Finance. RePEc:bap:journl:180302.

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2018Idiosyncratic tail risk and expected stock returns: Evidence from the Chinese stock markets. (2018). Long, Huaigang ; Zhu, Yanjian ; Jiang, Yuexiang. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:129-136.

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2018Modeling maxima with autoregressive conditional Fréchet model. (2018). Zhao, Zifeng ; Chen, Rong ; Zhang, Zhengjun. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:2:p:325-351.

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2018Playing with your future: Who gambles in defined-contribution pension plans?. (2018). Fiaschetti, Maurizio ; Viehs, Michael ; Tufano, Peter ; Clark, Gordon L. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:213-225.

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2018A natural experiment for efficient markets: Information quality and influential agents. (2018). Mills, Brian ; Salaga, Steven. In: Journal of Financial Markets. RePEc:eee:finmar:v:40:y:2018:i:c:p:23-39.

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2018Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads. (2018). Song, Dongho ; Chernov, Mikhail ; Augustin, Patrick. In: NBER Working Papers. RePEc:nbr:nberwo:24506.

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2018Quality of government institutions and spreads on sovereign credit default swaps. (2018). Chen, Hsien-Yi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:87:y:2018:i:c:p:82-95.

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2018Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads. (2018). Song, Dongho ; Chernov, Mikhail ; Augustin, Patrick. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12857.

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2018A multilevel factor approach for the analysis of CDS commonality and risk contribution. (2018). Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Caporin, Massimiliano ; Rodriguez-Caballero, Carlos Vladimir . In: CREATES Research Papers. RePEc:aah:create:2018-33.

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2018Spatial analysis of sovereign risks: The case of emerging markets. (2018). Kila, Gul Huyuguzel ; Onder, Ozlem A. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:47-55.

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2018Are institutional investors with multiple blockholdings effective monitors?. (2018). Kang, Jun-Koo ; Na, Hyun Seung ; Luo, Juan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:3:p:576-602.

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2018How does hedge fund activism reshape corporate innovation?. (2018). Brav, Alon ; Tian, Xuan ; Ma, Song ; Jiang, Wei. In: Journal of Financial Economics. RePEc:eee:jfinec:v:130:y:2018:i:2:p:237-264.

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2018Continuing overreaction and momentum in a market with price limits. (2018). Yang, Nien-Tzu ; Lee, Shiou-Wen ; Ko, Kuan-Cheng ; Chu, Hsiang-Hui . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:48:y:2018:i:c:p:56-71.

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2018Residual momentum in Japan. (2018). Chang, Rosita P ; Rhee, Ghon S ; Nakano, Shinji ; Ko, Kuan-Cheng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:283-299.

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2018Time-series momentum in nearly 100 years of stock returns. (2018). Lim, Bryan Y ; Yao, Yaqiong ; Wang, Jiaguo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:97:y:2018:i:c:p:283-296.

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2018Persistency of the momentum effect. (2018). Chen, Hongyi ; Hsieh, Chiahsun ; Chou, PinHuang . In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:5:p:856-892.

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2018Innovation quality of firms with the research and development tax credit. (2018). Kao, Wei-Chuan. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:51:y:2018:i:1:d:10.1007_s11156-017-0661-x.

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2018Monetary Policy in a Schumpeterian Growth Model with Two R&D Sectors. (2018). Zheng, Zhijie ; Yang, Yibai ; Huang, Chien-Yu. In: MPRA Paper. RePEc:pra:mprapa:87462.

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2018Asset tangibility, cash holdings, and financial development. (2018). Wan, Chi ; Qiu, Jiaping ; Lei, Jin. In: Journal of Corporate Finance. RePEc:eee:corfin:v:50:y:2018:i:c:p:223-242.

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2018Cyclicality of growth opportunities and the value of cash holdings. (2018). Ahrends, Meike ; Puhan, Tatjana Xenia ; Drobetz, Wolfgang. In: Journal of Financial Stability. RePEc:eee:finsta:v:37:y:2018:i:c:p:74-96.

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2018Sentiment-based momentum strategy. (2018). Suh, Sangwon ; Kim, Byungoh. In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:52-68.

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2018A critique of momentum strategies. (2018). Gao, Yang ; Satchell, Stephen ; Leung, Henry. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:5:d:10.1057_s41260-018-0080-0.

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2018Does geographical location matter for managerial compensation design?. (2018). Zhang, Jing ; Chung, Jieun. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:42:y:2018:i:1:d:10.1007_s12197-016-9383-5.

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2018Executive labor market segmentation: How local market density affects incentives and performance. (2018). Zhao, Hong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:50:y:2018:i:c:p:1-21.

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2018The impact of industrial districts on the pricing of IPOs. (2018). Harris, Oneil . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:274-285.

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2018Electrification of road freight transport: Policy implications in British Columbia. (2018). Talebian, Hoda ; Merida, Walter ; Tran, Martino ; Herrera, Omar E. In: Energy Policy. RePEc:eee:enepol:v:115:y:2018:i:c:p:109-118.

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2018World output gap and global stock returns. (2018). Atanasov, Victoria . In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:181-197.

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2018Sovereign credit spreads under good/bad governance. (2018). Jeanneret, Alexandre. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:93:y:2018:i:c:p:230-246.

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2018The Costs of Sovereign Default: Evidence from the Stock Market. (2018). Andrade, Sandro C ; Chhaochharia, Vidhi . In: Review of Financial Studies. RePEc:oup:rfinst:v:31:y:2018:i:5:p:1707-1751..

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2018Pricing sin stocks: Ethical preference vs. risk aversion. (2018). Gioffré, Alessandro ; Colonnello, Stefano ; Gioffre, Alessandro ; Curatola, Giuliano. In: SAFE Working Paper Series. RePEc:zbw:safewp:216.

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2018Fishing the Corporate Social Responsibility risk factors. (2018). Ciciretti, Rocco ; Becchetti, Leonardo ; Dalo, Ambrogio. In: Journal of Financial Stability. RePEc:eee:finsta:v:37:y:2018:i:c:p:25-48.

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2018What is the cost of faith? An empirical investigation of Islamic purification. (2018). Hutchinson, Mark C ; O'Brien, John ; Mulcahy, Mark. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:52:y:2018:i:c:p:134-143.

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2018Drivers of seasonal return patterns in German stocks. (2018). Weigerding, Michael ; Hanke, Michael. In: Business Research. RePEc:spr:busres:v:11:y:2018:i:1:d:10.1007_s40685-017-0060-0.

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2018Inflation and equity mutual fund flows. (2018). Krishnamurthy, Srinivasan ; Warr, Richard S ; Pelletier, Denis. In: Journal of Financial Markets. RePEc:eee:finmar:v:37:y:2018:i:c:p:52-69.

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2018Information measure for financial time series: Quantifying short-term market heterogeneity. (2018). Ponta, Linda ; Carbone, Anna. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:132-144.

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2018Construction of currency portfolios by means of an optimized investment strategy. (2018). Chandrinos, Spyros K ; Lagaros, Nikos D. In: Operations Research Perspectives. RePEc:eee:oprepe:v:5:y:2018:i:c:p:32-44.

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2018Risk-neutral moments in the crude oil market. (2018). Ruan, Xinfeng ; Zhang, Jin E. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:583-600.

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2018Independent directors and defined benefit pension plan freezes. (2018). Vafeas, Nikos ; Vlittis, Adamos . In: Journal of Corporate Finance. RePEc:eee:corfin:v:50:y:2018:i:c:p:505-518.

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2018Belief updating and the demand for information. (2018). Li, Shengwu ; Ambuehl, Sandro. In: Games and Economic Behavior. RePEc:eee:gamebe:v:109:y:2018:i:c:p:21-39.

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2018Female directors, board committees and firm performance. (2018). Green, Colin ; Homroy, Swarnodeep. In: European Economic Review. RePEc:eee:eecrev:v:102:y:2018:i:c:p:19-38.

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2018Female representation in the boardroom and firm debt: empirical evidence from Italy. (2018). Cebula, Richard ; Barth, James R ; Rossi, Fabrizio. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:42:y:2018:i:2:d:10.1007_s12197-017-9397-7.

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2018Do Board Gender Quotas Matter? Selection, Performance and Stock Market Effects. (2018). Pronzato, Chiara ; Profeta, Paola ; Ferraro, Valeria ; Ferrari, Giulia. In: IZA Discussion Papers. RePEc:iza:izadps:dp11462.

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2018A new tight and general bound on return predictability. (2018). Potì, Valerio ; Poti, Valerio. In: Economics Letters. RePEc:eee:ecolet:v:162:y:2018:i:c:p:140-145.

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2018Maximal predictability under long-term mean reversion. (2018). Hjalmarsson, Erik. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:269-282.

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2018Bayesian tests of global factor models. (2018). Fletcher, Jonathan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:279-289.

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2018Measuring Investor Sentiment. (2018). Zhou, Guofu. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:10:y:2018:p:239-259.

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2018The Lost Capital Asset Pricing Model. (2018). Andrei, Daniel ; Wilson, Mungo ; Cujean, Julien. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12607.

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2018Essays on corporate governance and the impact of regulation on financial markets. (2018). Rizzo, Emanuele. In: Other publications TiSEM. RePEc:tiu:tiutis:b5158260-ea13-4763-b992-62e63c97fdb8.

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2018Corporate Governance Effects on Risk Management and Shareholder Wealth: The Case of Mergers and Acquisitions. (2018). Zhang, Yang. In: PhD Thesis. RePEc:uts:finphd:4-2018.

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2018Do long-term investors improve corporate decision making?. (2018). Harford, Jarrad ; Mansi, Sattar ; Kecskes, Ambrus. In: Journal of Corporate Finance. RePEc:eee:corfin:v:50:y:2018:i:c:p:424-452.

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2018Reporting strategies: What makes family firms beat around the bush? Family-related antecedents of annual report readability. (2018). Drago, Carlo ; Sciascia, Salvatore ; Pongelli, Claudia ; Ginesti, Gianluca . In: Journal of Family Business Strategy. RePEc:eee:fambus:v:9:y:2018:i:2:p:142-150.

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2018Executive age and the readability of financial reports. (2018). Xu, Qiao ; Tam, Kinsun ; Fernando, Guy D. In: Advances in accounting. RePEc:eee:advacc:v:43:y:2018:i:c:p:70-81.

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2018The dependence of the costs of borrowed interest-bearing capital on the chosen financial variables. (2018). Rudolfova, Lucie. In: Český finanční a účetní časopis. RePEc:prg:jnlcfu:v:2018:y:2018:i:4:id:522:p:51-69.

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2018Entrepreneurial finance: Unifying themes and future directions. (2018). Cumming, Douglas ; Groh, Alexander Peter. In: Journal of Corporate Finance. RePEc:eee:corfin:v:50:y:2018:i:c:p:538-555.

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2018Does carbon risk matter in firm dividend policy? Evidence from a quasi-natural experiment in an imputation environment. (2018). Balachandran, Balasingham ; Nguyen, Justin Hung. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:96:y:2018:i:c:p:249-267.

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2018The effects of a comply-or-explain dividend regulation in China. (2018). He, Wen ; Li, Chao Kevin. In: Journal of Corporate Finance. RePEc:eee:corfin:v:52:y:2018:i:c:p:53-72.

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2018Twenty Years of Accounting and Finance Research on the Chinese Capital Market. (2018). Han, Jianlei ; Shi, Jing ; Pan, Zheyao ; He, Jing. In: Abacus. RePEc:bla:abacus:v:54:y:2018:i:4:p:576-599.

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2018Social capital and the cost of equity. (2018). Gupta, Atul ; Shang, Chenguang ; Raman, Kartik. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:87:y:2018:i:c:p:102-117.

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2018Private benefits of control and bank loan contracts. (2018). HASAN, IFTEKHAR ; Quoc, LE ; Tsai, Wei-Che ; Lin, Chih-Yung. In: Journal of Corporate Finance. RePEc:eee:corfin:v:49:y:2018:i:c:p:324-343.

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2018Assessing the Credit Risk of Corporate Bonds Based on Factor Analysis and Logistic Regress Analysis Techniques: Evidence from New Energy Enterprises in China. (2018). Liu, Yuanxin ; Zhou, Dong ; Yuan, Jiahai. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:5:p:1457-:d:145006.

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2018Political leanings and social capital. (2018). Boudreaux, Christopher ; Banerjee, Vasabjit ; Jha, Anand. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:72:y:2018:i:c:p:95-105.

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2018Local creative culture and corporate innovation. (2018). Ucar, Erdem. In: Journal of Business Research. RePEc:eee:jbrese:v:91:y:2018:i:c:p:60-70.

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2018Money laundering and audit fees. (2018). Habib, Ahsan ; Al-Hadi, Ahmed ; Hasan, Mostafa Monzur. In: Accounting and Business Research. RePEc:taf:acctbr:v:48:y:2018:i:4:p:427-459.

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2018The peer performance ratios of hedge funds. (2018). Ardia, David ; Boudt, Kris. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:87:y:2018:i:c:p:351-368.

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2018Bankruptcy, Investment, and Financial Constraints: Evidence from the Czech Republic. (2018). Schwarz, Jiří ; Pospiil, Martin . In: Eastern European Economics. RePEc:mes:eaeuec:v:56:y:2018:i:2:p:99-121.

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2018Insider Trading and Networked Directors. (2018). Renneboog, Luc ; Goergen, Marc ; Zhao, Y. In: Discussion Paper. RePEc:tiu:tiucen:c435e408-7658-4e25-bf8e-0653dc33ced2.

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2018Economic activity and momentum profits: Further evidence. (2018). Maio, Paulo ; Philip, Dennis. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:466-482.

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2018Yes, the Composition of the Market Portfolio Matters: The Estimated Cost of Equity. (2018). Kamara, Avraham ; Young, Lance . In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:4:p:911-929.

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2018Portfolio selection with proportional transaction costs and predictability. (2018). Mei, Xiaoling ; Nogales, Francisco J. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:94:y:2018:i:c:p:131-151.

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2018Transnational Corporations and Business Networks in ASEAN: Building Partnership in the Asia– Pacific Region. (2018). Jankowiak, Anna H. In: International Business Research. RePEc:ibn:ibrjnl:v:11:y:2018:i:1:p:230-244.

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2018The Only Fund in Town? Geographic Segmentation in the US Mutual Fund Industry. (2018). Ellis, Jesse A ; Underwood, Shane . In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:3:p:715-737.

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2018Model Averaging and its Use in Economics. (2018). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:90110.

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2018Forced Retirement Risk and Portfolio Choice. (2018). Lee, Minjoon ; Nam, Tong-Yob ; Chen, Guodong. In: Carleton Economic Papers. RePEc:car:carecp:18-06.

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2018Permanent shocks, signal extraction, and portfolio selection. (2018). Nazliben, Korhan K ; Rodriguez, Juan Carlos. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:92:y:2018:i:c:p:47-68.

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2018Time-varying parameters: New test tailored to applications in finance and macroeconomics. (2018). Davidson, Russell ; Gronborg, Niels S. In: CREATES Research Papers. RePEc:aah:create:2018-22.

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2018Odd-lot trading in U.S. equities. (2018). Roseman, Brian S ; van Ness, Robert A. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:125-133.

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2018Illiquidity Premia in the Equity Options Market. (2018). Christoffersen, Peter ; Karoui, Mehdi ; Jacobs, Kris ; Goyenko, Ruslan . In: Review of Financial Studies. RePEc:oup:rfinst:v:31:y:2018:i:3:p:811-851..

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2018Attribution of hedge fund returns using a Kalman filter. (2018). Thomson, Daniel ; van Vuuren, Gary. In: Applied Economics. RePEc:taf:applec:v:50:y:2018:i:9:p:1043-1058.

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2018US Bank Efficiency and FED Activity. (2018). Kutlu, Levent ; al Masud, Mohammad I. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00992.

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2018Does institutional quality condition the effect of bank regulations and supervision on bank stability? Evidence from emerging and developing economies. (2018). Kalyvas, Antonios ; Nguyen, Thanh Cong ; Bermpei, Theodora. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:255-275.

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2018BANK COMPETITION AND FINANCIAL STABILITY: LIQUIDITY RISK PERSPECTIVE. (2018). Kim, Jeongsim. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:36:y:2018:i:2:p:337-362.

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2018A Replication of “Bank Competition and Financial Stability: Much Ado About Nothing?” (Journal of Economic Surveys, 2016). (2018). Reed, W. ; Das, Kuntal ; Bandaranayake, Samangi. In: Working Papers in Economics. RePEc:cbt:econwp:18/18.

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2018Elective Stock and Scrip Dividends. (2018). Renneboog, Luc ; Vansteenkiste, Cara ; Ruiz, Isabel Feito. In: Discussion Paper. RePEc:tiu:tiucen:33035f92-6ee1-4eaf-9a67-5af664edcbfa.

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2018Does crackdown on corruption reduce stock price crash risk? Evidence from China. (2018). Chen, Yunsen ; Zhang, Yanan ; You, Hong ; Xie, Yuan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:51:y:2018:i:c:p:125-141.

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2018
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2018Financial Impact of Regulatory Sanctions on French Listed Companies. (2018). de Batz, Laure. In: Working Papers IES. RePEc:fau:wpaper:wp2018_10.

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2018Financial reporting fraud and other forms of misconduct: a multidisciplinary review of the literature. (2018). Amiram, Dan ; Sloan, Richard ; Karpoff, Jonathan M ; Dupont, Quentin ; Cox, James D ; Bozanic, Zahn. In: Review of Accounting Studies. RePEc:spr:reaccs:v:23:y:2018:i:2:d:10.1007_s11142-017-9435-x.

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2018What makes the bonding stick? A natural experiment testing the legal bonding hypothesis. (2018). Licht, Amir N ; Siegel, Jordan I ; Poliquin, Christopher . In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:2:p:329-356.

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2018Skill or effort? Institutional ownership and managerial efficiency. (2018). Baghdadi, Ghasan A ; Podolski, Edward J ; Bhatti, Ishaq M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:91:y:2018:i:c:p:19-33.

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2018Foreign institutional ownership and liquidity commonality around the world. (2018). Deng, Baijun ; Li, Yong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:51:y:2018:i:c:p:20-49.

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2018Negative bubbles: What happens after a crash. (2018). Goetzmann, William N ; Kim, Dasol. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:2:p:171-191.

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2018Short selling in extreme events. (2018). Geraci, Marco Valerio ; Veredas, David ; Garbaraviius, Tomas. In: Journal of Financial Stability. RePEc:eee:finsta:v:39:y:2018:i:c:p:90-103.

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2018Publication patterns and coauthorship in the Journal of Corporate Finance. (2018). Andrikopoulos, Andreas ; Trichas, Georgios. In: Journal of Corporate Finance. RePEc:eee:corfin:v:51:y:2018:i:c:p:98-108.

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2018Global leverage adjustments, uncertainty, and country institutional strength. (2018). olak, Gonul ; Oztekin, Ozde ; Gungoraydinoglu, Ali. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:35:y:2018:i:pa:p:41-56.

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2018The MAX effect: Lottery stocks with price limits and limits to arbitrage. (2018). Hung, Weifeng ; Yang, Jimmy J. In: Journal of Financial Markets. RePEc:eee:finmar:v:41:y:2018:i:c:p:77-91.

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2018When are extreme daily returns not lottery? At earnings announcements!. (2018). Nguyen, Harvey ; Truong, Cameron. In: Journal of Financial Markets. RePEc:eee:finmar:v:41:y:2018:i:c:p:92-116.

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2018Volatility-of-volatility risk. (2018). Thimme, Julian ; Shaliastovich, Ivan ; Schlag, Christian ; Huang, Darien. In: SAFE Working Paper Series. RePEc:zbw:safewp:210.

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2018“Time connectedness of fear”. (2018). Sosvilla-Rivero, Simon ; Fernandez-Rodriguez, Fernando ; Fernandez-Perez, Adrian ; Andrada-Felixa, Julian. In: IREA Working Papers. RePEc:ira:wpaper:201818.

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2018Relative pricing and risk premia in equity volatility markets. (2018). Van Tassel, Peter. In: Staff Reports. RePEc:fip:fednsr:867.

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2018National Culture and Corporate Rating Migrations. (2018). Dang, Huong Dieu. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:130-:d:182884.

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2018Why do banks target ROE?. (2018). santos, joao ; Pennacchi, George. In: Staff Reports. RePEc:fip:fednsr:855.

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2018Interactions between regulatory and corporate taxes: How is bank leverage affected?. (2018). Tonzer, Lena ; Schmidt, Kirsten ; Bremus, Franziska. In: IWH Discussion Papers. RePEc:zbw:iwhdps:162018.

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2018Interactions between Regulatory and Corporate Taxes: How Is Bank Leverage Affected?. (2018). Tonzer, Lena ; Schmidt, Kirsten ; Bremus, Franziska. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1757.

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2018Effective governance, financial markets, financial institutions & crises. (2018). Balachandran, Balasingham ; Williams, Barry. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:50:y:2018:i:c:p:1-15.

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2018Financial deepening and innovation: The role of political institutions. (2018). Ho, Chun-Yu ; Wu, Jun ; Shi, Hao ; Huang, Shaoqing. In: World Development. RePEc:eee:wdevel:v:109:y:2018:i:c:p:1-13.

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2018Management sub-advising in the mutual fund industry. (2018). Moreno, David ; Zambrana, Rafael ; Rodriguez, Rosa. In: Journal of Financial Economics. RePEc:eee:jfinec:v:127:y:2018:i:3:p:567-587.

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2018The impact of labor mobility restrictions on managerial actions: Evidence from the mutual fund industry. (2018). Kempf, Alexander ; Hendriock, Mario ; Cici, Gjergji. In: CFR Working Papers. RePEc:zbw:cfrwps:1801.

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2018Playing favorites: Conflicts of interest in mutual fund management. (2018). Del Guercio, Diane ; Tran, Hai ; Gen, Egemen. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:3:p:535-557.

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2018Mutual Fund Managers’ Prior Work Experience and Their Investment Skill. (2018). Chen, Rui ; Zhu, Min ; Zhang, Xueyong ; Gao, Zhennan. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:1:p:3-24.

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2018Stock Price Rewards to Climate Saints and Sinners: Evidence from the Trump Election. (2018). Ramelli, Stefano ; Ziegler, Alexandre ; Zeckhauser, Richard ; Wagner, Alexander F. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13206.

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2018Are women greener? Corporate gender diversity and environmental violations. (2018). Liu, Chelsea. In: Journal of Corporate Finance. RePEc:eee:corfin:v:52:y:2018:i:c:p:118-142.

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2018Empirical studies on the cross-section of corporate bond and stock markets. (2018). van Zundert, Jeroen . In: Other publications TiSEM. RePEc:tiu:tiutis:338205fc-a031-4e06-a636-966b7596ad1c.

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2018Market states, sentiment, and momentum in the corporate bond market. (2018). Li, Lifang ; Galvani, Valentina. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:89:y:2018:i:c:p:249-265.

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2018Asymmetric Information, Predictability and Momentum in the Corporate Bond Market. (2018). Galvani, Valentina ; Li, Lifang. In: Working Papers. RePEc:ris:albaec:2018_017.

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2018Equity market momentum: A synthesis of the literature and suggestions for future work. (2018). Subrahmanyam, Avanidhar. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:51:y:2018:i:c:p:291-296.

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2018Anomalies and market (dis)integration. (2018). Choi, Jae Won ; Kim, Yong Jun. In: Journal of Monetary Economics. RePEc:eee:moneco:v:100:y:2018:i:c:p:16-34.

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2018Systemic Effects of Bank Equity Issues: Competition, Stabilization and Contagion. (2018). Vallascas, Francesco ; Marincas, Vlad ; Dinger, Valeriya. In: IEER Working Papers. RePEc:iee:wpaper:wp111.

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2018Systemic Effects of Bank Equity Issues: Competition, Stabilization and Contagion. (2018). Vallascas, Francesco ; Marincas, Vlad ; Dinger, Valeriya. In: IEER Working Papers. RePEc:iee:wpaper:wp0111.

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2018Bank Recapitalizations, Credit Supply, and the Transmission of Monetary Policy. (2018). Pool, Sebastiaan ; Mink, Mark. In: DNB Working Papers. RePEc:dnb:dnbwpp:616.

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2018Hidden effects of bank recapitalizations. (2018). Beccalli, Elena ; Lenoci, Francesca ; Frantz, Pascal. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:94:y:2018:i:c:p:297-314.

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2018Lending implications of U.S. bank stress tests: Costs or benefits?. (2018). Acharya, Viral V ; Roman, Raluca A ; Berger, Allen N. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:34:y:2018:i:c:p:58-90.

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2018Effects of government bailouts on mortgage modification. (2018). Agarwal, Sumit ; Zhang, Yunqi . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:93:y:2018:i:c:p:54-70.

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2018The Benefits and Costs of the TARP Bailouts: A Critical Assessment. (2018). Berger, Allen N. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:08:y:2018:i:02:n:s2010139218500118.

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Recent citations
Recent citations received in 2018
YearCiting document
2018Measuring Investor Sentiment. (2018). Zhou, Guofu. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:10:y:2018:p:239-259.

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2018Prudential Liquidity Regulation in Banking-A Literature Review. (2018). Mordel, Adi. In: Discussion Papers. RePEc:bca:bocadp:18-8.

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2018The information in the joint term structures of bond yields. (2018). Spencer, Peter ; Raczko, Marek ; Meldrum, Andrew. In: Bank of England working papers. RePEc:boe:boeewp:0772.

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2018Testing the systemic risk differences in banks. (2018). Jokivuolle, Esa ; Vioto, Davide ; Tunaru, Radu. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_013.

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2018Optimal Asset Allocation with Multivariate Bayesian Dynamic Linear Models. (2018). Pettenuzzo, Davide ; Fisher, Jared D ; Carvalho, Carlos. In: Working Papers. RePEc:brd:wpaper:123.

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2018A Review of Chinas Institutions. (2018). Allen, Franklin ; Qian, Meijun. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13269.

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2018Volatility Risk Pass-Through. (2018). Colacito, Riccardo ; Shaliastovich, Ivan ; Liu, Yang ; Croce, Mariano Massimiliano. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13325.

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2018
2018The first twenty years of the European Central Bank: monetary policy. (2018). Hartmann, Philipp ; Smets, Frank. In: Working Paper Series. RePEc:ecb:ecbwps:20182219.

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2018The impact of IPO approval on the price of existing stocks: Evidence from China. (2018). Li, Yuanpeng ; Tian, Shu ; Sun, Qian. In: Journal of Corporate Finance. RePEc:eee:corfin:v:50:y:2018:i:c:p:109-127.

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2018The market value of government ownership. (2018). Boubakri, Narjess ; Megginson, William L ; Guedhami, Omrane ; el Ghoul, Sadok. In: Journal of Corporate Finance. RePEc:eee:corfin:v:50:y:2018:i:c:p:44-65.

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2018Are directors more likely to relinquish their riskiest directorships after the Financial Crisis?. (2018). Ormazabal, Gaizka. In: Journal of Corporate Finance. RePEc:eee:corfin:v:53:y:2018:i:c:p:1-20.

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2018Local volatility and the recovery rate of credit default swaps. (2018). Jansen, Jeroen ; Fabozzi, Frank J ; Das, Sanjiv R. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:92:y:2018:i:c:p:1-29.

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2018Long-run wavelet-based correlation for financial time series. (2018). cotter, john ; Genay, Ramazan ; Conlon, Thomas. In: European Journal of Operational Research. RePEc:eee:ejores:v:271:y:2018:i:2:p:676-696.

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2018Simulating historical inflation-linked bond returns. (2018). Swinkels, Laurens. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:374-389.

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2018Rumor rationales: The impact of message justification on article credibility. (2018). Betton, Sandra ; Walker, Thomas ; Davis, Frederick. In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:271-287.

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2018Cyclicality of growth opportunities and the value of cash holdings. (2018). Ahrends, Meike ; Puhan, Tatjana Xenia ; Drobetz, Wolfgang. In: Journal of Financial Stability. RePEc:eee:finsta:v:37:y:2018:i:c:p:74-96.

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2018Institutional determinants of cash holdings speed of adjustment. (2018). Orlova, Svetlana V ; Sun, LI. In: Global Finance Journal. RePEc:eee:glofin:v:37:y:2018:i:c:p:123-137.

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2018Does CEO bias escalate repurchase activity?. (2018). Banerjee, Suman ; Nanda, Vikram ; Humphery-Jenner, Mark. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:93:y:2018:i:c:p:105-126.

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2018Inter-market competition and bank loan spreads: Evidence from the securities offering reform. (2018). Gustafson, Matthew T. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:94:y:2018:i:c:p:107-117.

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2018Differences in options investors’ expectations and the cross-section of stock returns. (2018). Andreou, Panayiotis C ; Tuneshev, Ruslan ; Philip, Dennis ; Kagkadis, Anastasios. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:94:y:2018:i:c:p:315-336.

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2018Competitive pressure on the rate and scope of innovation. (2018). Younge, Kenneth A ; Tong, Tony W. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:150:y:2018:i:c:p:162-181.

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2018Pricing long-lived securities in dynamic endowment economies. (2018). Tsai, Jerry ; Wachter, Jessica A. In: Journal of Economic Theory. RePEc:eee:jetheo:v:177:y:2018:i:c:p:848-878.

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2018Effective governance, financial markets, financial institutions & crises. (2018). Balachandran, Balasingham ; Williams, Barry. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:50:y:2018:i:c:p:1-15.

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2018Credit Rating and Pricing: Poles Apart. (2018). Blochlinger, Andreas. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:2:p:27-:d:148621.

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2018Fit between Organizational Culture and Innovation Strategy: Implications for Innovation Performance. (2018). Chen, Zhi ; Zhou, Liying ; Min, Min ; Liu, Chong ; Huang, Shenglan. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:10:p:3378-:d:171253.

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2018Can Political Connections Maintain the Sustainability of R&D Investment in China? There Is No Such Thing as a Free Lunch. (2018). Chen, Langzi ; Zander, Peter ; Li, Jian. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:11:p:4238-:d:183417.

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2018Do Institutional Investors Play Hide-and-Sell in the IPO Aftermarket?. (2018). Pratobevera, Giuseppe ; Nefedova, Tamara. In: Post-Print. RePEc:hal:journl:hal-02108887.

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2018Analyzing Dynamic Connectedness in Korean Housing Markets. (2018). Suh, Hyunduk ; Jung, SO. In: Inha University IBER Working Paper Series. RePEc:inh:wpaper:2018-4.

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2018Some borrowers are more equal than others: Bank funding shocks and credit reallocation. (2018). Schepens, Glenn ; Ongena, Steven ; Mulier, Klaas ; Dewachter, Hans ; De Jonghe, Olivier. In: Working Paper Research. RePEc:nbb:reswpp:201810-361.

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2018MULTIDIMENSIONAL SCALING FOR CREDIT DEFAULT SWAP (CDS): EVIDENCE FROM OECD COUNTRIES. (2018). Ceylan, Nildag Basak ; Kapusuzoglu, Ayhan. In: Scientific Bulletin - Economic Sciences. RePEc:pts:journl:y:2018:i:3:p:3-8.

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2018Risk Factor Exposure Variation and Mutual Fund Performance. (2018). Weigert, Florian ; Fischer, Sebastian ; Ammann, Manuel. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:17.

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2018Central bank-driven mispricing. (2018). Pelizzon, Loriana ; Uno, Jun ; Tomio, Davide ; Subrahmanyam, Marti G. In: SAFE Working Paper Series. RePEc:zbw:safewp:226.

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2018Much ado about nothing: A study of differential pricing and liquidity of short and long term bonds. (2018). Simon, Zorka ; Nijman, Theodore E ; Driessen, Joost. In: SAFE Working Paper Series. RePEc:zbw:safewp:238.

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2018The impact of stock options on risk-taking: Founder-CEOs and innovation. (2018). Holder, Ulrike ; Hickfang, Michael. In: Discussion Papers of the Institute for Organisational Economics. RePEc:zbw:umiodp:122018.

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2018On the ranking consistency of global systemic risk measures: empirical evidence. (2018). Grundke, Peter ; Abendschein, Michael. In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy. RePEc:zbw:vfsc18:181623.

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Recent citations received in 2017
YearCiting document
2017Media 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.

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2017Sharing 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.

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2017Board Quotas and Director-Firm Matching. (2017). Ginglinger, Edith ; Skalli, Yasmine ; Laguna, Marie-Aude ; Ferreira, Daniel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12117.

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2017A 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.

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2017Share 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.

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2017What 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.

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2017Stock market listing and the use of trade credit: Evidence from public and private firms. (2017). Dang, Viet ; Abdulla, Yomna ; Khurshed, Arif. In: Journal of Corporate Finance. RePEc:eee:corfin:v:46:y:2017:i:c:p:391-410.

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2017Evaluating the size of the bootstrap method for fund performance evaluation. (2017). Cheng, Tingting ; Yan, Cheng. In: Economics Letters. RePEc:eee:ecolet:v:156:y:2017:i:c:p:36-41.

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2017Tail-risk hedging, dividend chasing, and investment constraints: The use of exchange-traded notes by mutual funds. (2017). Rakowski, David ; Stark, Jeffrey R ; Shirley, Sara E. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:91-107.

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2017Permanent 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.

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2017Social capital and bank stability. (2017). Kanagaretnam, Kiridaran ; Lobo, Gerald J ; Mathieu, Robert ; Jin, Justin Yiqiang. In: Journal of Financial Stability. RePEc:eee:finsta:v:32:y:2017:i:c:p:99-114.

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2017Social 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.

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2017Scoring rules for subjective probability distributions. (2017). Ulm, Eric ; Harrison, Glenn ; Swarthout, Todd J ; Martinez-Correa, Jimmy . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:134:y:2017:i:c:p:430-448.

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2017Political 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.

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2017Are foreign investors locusts? The long-term effects of foreign institutional ownership. (2017). Ferreira, Miguel ; Bena, Jan ; Pires, Pedro ; Matos, Pedro. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:1:p:122-146.

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2017Advising shareholders in takeovers. (2017). Levit, Doron. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:3:p:614-634.

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2017Realized (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.

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2017Signaling Probabilities in Ambiguity: on the impact of vague news. (2017). Vinogradov, Dmitri ; Makhlouf, Yousef. In: Working Papers. RePEc:gla:glaewp:2017_12.

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2017Divesting Fossil Fuels. (2017). Trinks, Arjan ; Scholtens, Bert ; Mulder, Machiel ; Dam, Lammertjan. In: Research Report. RePEc:gro:rugsom:17001-eef.

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2017How to Estimate Beta?. (2017). Prokopczuk, Marcel ; Simen, Chardin Wese ; Hollstein, Fabian. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-617.

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2017Ira M. Millstein: The activist director—lessons from the boardroom and the future of the corporation. (2017). Meyerinck, Felix . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:31:y:2017:i:3:d:10.1007_s11408-017-0294-z.

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2017Divesting Fossil Fuels: The Implications for Investment Portfolios. (2017). Trinks, Arjan ; Scholtens, Bert ; Mulder, Machiel ; Dam, Lammertjan. In: MPRA Paper. RePEc:pra:mprapa:76383.

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2017Model Averaging and its Use in Economics. (2017). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:81568.

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2017A Life-Cycle Model with Unemployment Traps. (2017). Nicodano, Giovanna ; Bagliano, Fabio ; Fugazza, Carolina. In: Working papers. RePEc:tur:wpapnw:041.

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2017Pricing sin stocks: Ethical preference vs. risk aversion. (2017). Gioffré, Alessandro ; Colonnello, Stefano ; Gioffre, Alessandro ; Curatola, Giuliano. In: IWH Discussion Papers. RePEc:zbw:iwhdps:202017.

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Recent citations received in 2016
YearCiting document
2016A Macrofinance View of U.S. Sovereign CDS Premiums. (2016). Chernov, Mikhail ; Schneider, Andres ; Schmid, Lukas. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11576.

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2016Economic Performance, Wealth Distribution and Credit Restrictions with Continuous Investment. (2016). Huerta, Diego ; Fischer, Ronald. In: Documentos de Trabajo. RePEc:edj:ceauch:326.

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2016Toward resolving the debate surrounding slippery slope versus licensing behavior: The importance of individual differences in accounting ethical decision making. (2016). Reckers, Philip ; Samuelson, Melissa. In: Advances in accounting. RePEc:eee:advacc:v:34:y:2016:i:c:p:1-16.

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2016Top management team expertise and corporate real earnings management activities. (2016). Li, Chihua ; Chen, Tsung-Kang ; Tseng, Yijie . In: Advances in accounting. RePEc:eee:advacc:v:34:y:2016:i:c:p:117-132.

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2016CEO gender, corporate risk-taking, and the efficiency of capital allocation. (2016). Mura, Roberto ; Faccio, Mara ; Marchica, Maria-Teresa . In: Journal of Corporate Finance. RePEc:eee:corfin:v:39:y:2016:i:c:p:193-209.

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2016Policy risk, corporate political strategies, and the cost of debt. (2016). Bradley, Daniel ; Yuan, Xiaojing ; Pantzalis, Christos. In: Journal of Corporate Finance. RePEc:eee:corfin:v:40:y:2016:i:c:p:254-275.

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2016Causal effect of analyst following on corporate social responsibility. (2016). Adhikari, Binay K. In: Journal of Corporate Finance. RePEc:eee:corfin:v:41:y:2016:i:c:p:201-216.

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2016Incentives, 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.

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2016Contagion in the worlds stock exchanges seen as a set of coupled oscillators. (2016). Rotundo, Giulia ; Bellenzier, Lucia ; Andersen, Jorgen Vitting. In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:224-236.

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2016Uncovered interest parity: The long and the short of it. (2016). Lothian, James. In: Journal of Empirical Finance. RePEc:eee:empfin:v:36:y:2016:i:c:p:1-7.

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2016Return predictability in the corporate bond market along the supply chain. (2016). Zhang, Weina ; Chen, Long. In: Journal of Financial Markets. RePEc:eee:finmar:v:29:y:2016:i:c:p:66-86.

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2016Me, myself and I: The role of CEO narcissism in internationalization decisions. (2016). Oesterle, Michael-Jorg ; Elosge, Lukas . In: International Business Review. RePEc:eee:iburev:v:25:y:2016:i:5:p:1114-1123.

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2016Idiosyncratic risk, costly arbitrage, and the cross-section of stock returns. (2016). Han, Bing ; Cao, Jie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:73:y:2016:i:c:p:1-15.

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2016Credit derivatives as a commitment device: Evidence from the cost of corporate debt. (2016). , . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:73:y:2016:i:c:p:67-83.

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2016Analyst coverage and corporate tax aggressiveness. (2016). Wu, Qiang ; Zhao, Yijiang ; Allen, Arthur ; Francis, Bill B. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:73:y:2016:i:c:p:84-98.

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2016How costly is corporate bankruptcy for the CEO?. (2016). Thorburn, Karin ; Eckbo, B. ; Wang, Wei. In: Journal of Financial Economics. RePEc:eee:jfinec:v:121:y:2016:i:1:p:210-229.

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2016Gambling preference and individual equity option returns. (2016). Kim, Da-Hea ; Byun, Suk-Joon . In: Journal of Financial Economics. RePEc:eee:jfinec:v:122:y:2016:i:1:p:155-174.

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2016Golden hellos: Signing bonuses for new top executives. (2016). Yang, Jun ; Xu, Jin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:122:y:2016:i:1:p:175-195.

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2016Financial constraints and negative spillovers in business groups: Evidence from Korea. (2016). Kwon, Yonghyun ; Lee, Bong-Soo ; Han, Seung Hun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:39:y:2016:i:c:p:84-100.

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2016Does Unemployment Insurance Change the Selection into Entrepreneurship?. (2016). Schoar, Antoinette ; Hombert, Johan ; Thesmar, David ; Sraer, David . In: NBER Chapters. RePEc:nbr:nberch:13500.

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2016Why do investors buy sovereign default insurance?. (2016). Augustin, Patrick ; Subrahmanyam, Marti G ; Sokolovski, Valeri . In: CFS Working Paper Series. RePEc:zbw:cfswop:540.

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Recent citations received in 2015
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2015In short supply: Short-sellers and stock returns. (2015). Lee, Charles ; Nichols, D C ; Beneish, M D. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:60:y:2015:i:2:p:33-57.

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

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

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

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2015Regional Economic Activity and Stock Returns. (2015). Smajlbegovic, Esad. In: 2015 Papers. RePEc:jmp:jm2015:psm196.

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2015Is Price Support for Overvalued Equity a Motive for Increasing Share Repurchases?. (2015). Swanson, Edward P ; Liu, Harrison. In: Working Papers. RePEc:tsa:wpaper:0171acc.

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

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2015Regional Economic Activity and Stock Returns. (2015). Smajlbegovic, Esad. In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:112854.

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