[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]
IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
1990 | 0.35 | 0.08 | 0.77 | 0.35 | 30 | 30 | 3874 | 22 | 23 | 34 | 12 | 34 | 12 | 0 | 7 | 0.23 | 0.04 | |
1991 | 0.4 | 0.08 | 0.91 | 0.44 | 28 | 58 | 2159 | 47 | 76 | 42 | 17 | 64 | 28 | 0 | 2 | 0.07 | 0.04 | |
1992 | 0.29 | 0.08 | 0.59 | 0.34 | 27 | 85 | 3210 | 49 | 126 | 58 | 17 | 92 | 31 | 0 | 7 | 0.26 | 0.04 | |
1993 | 0.35 | 0.1 | 0.76 | 0.42 | 34 | 119 | 4379 | 86 | 216 | 55 | 19 | 119 | 50 | 8 | 9.3 | 7 | 0.21 | 0.05 |
1994 | 0.51 | 0.11 | 0.81 | 0.44 | 27 | 146 | 2170 | 114 | 334 | 61 | 31 | 131 | 57 | 0 | 3 | 0.11 | 0.05 | |
1995 | 0.93 | 0.19 | 1.96 | 1.06 | 36 | 182 | 2410 | 351 | 691 | 61 | 57 | 146 | 155 | 0 | 6 | 0.17 | 0.08 | |
1996 | 0.84 | 0.22 | 2.05 | 1.16 | 37 | 219 | 2737 | 444 | 1141 | 63 | 53 | 152 | 176 | 6 | 1.4 | 12 | 0.32 | 0.1 |
1997 | 1.15 | 0.22 | 2.07 | 1.28 | 35 | 254 | 3177 | 514 | 1668 | 73 | 84 | 161 | 206 | 5 | 1 | 14 | 0.4 | 0.09 |
1998 | 1.03 | 0.26 | 2.37 | 1.33 | 28 | 282 | 1903 | 651 | 2335 | 72 | 74 | 169 | 224 | 9 | 1.4 | 8 | 0.29 | 0.12 |
1999 | 1.43 | 0.28 | 2.59 | 1.6 | 40 | 322 | 3468 | 823 | 3170 | 63 | 90 | 163 | 261 | 4 | 0.5 | 14 | 0.35 | 0.14 |
2000 | 1.22 | 0.33 | 2.82 | 1.61 | 36 | 358 | 2768 | 980 | 4180 | 68 | 83 | 176 | 284 | 1 | 0.1 | 22 | 0.61 | 0.15 |
2001 | 1.71 | 0.36 | 3.22 | 1.7 | 38 | 396 | 3781 | 1213 | 5455 | 76 | 130 | 176 | 300 | 14 | 1.2 | 44 | 1.16 | 0.15 |
2002 | 2.18 | 0.39 | 3.32 | 2.36 | 55 | 451 | 4085 | 1458 | 6953 | 74 | 161 | 177 | 418 | 17 | 1.2 | 35 | 0.64 | 0.21 |
2003 | 2.24 | 0.4 | 3.75 | 2.43 | 38 | 489 | 2892 | 1812 | 8785 | 93 | 208 | 197 | 479 | 6 | 0.3 | 35 | 0.92 | 0.2 |
2004 | 2.41 | 0.45 | 4.31 | 2.72 | 37 | 526 | 2369 | 2225 | 11052 | 93 | 224 | 207 | 564 | 0 | 35 | 0.95 | 0.2 | |
2005 | 2.56 | 0.46 | 4.68 | 2.95 | 39 | 565 | 3465 | 2585 | 13695 | 75 | 192 | 204 | 601 | 3 | 0.1 | 85 | 2.18 | 0.22 |
2006 | 2.57 | 0.46 | 4.45 | 2.9 | 45 | 610 | 3127 | 2618 | 16407 | 76 | 195 | 207 | 601 | 2 | 0.1 | 37 | 0.82 | 0.21 |
2007 | 2.9 | 0.42 | 4.11 | 2.75 | 57 | 667 | 2685 | 2640 | 19148 | 84 | 244 | 214 | 589 | 4 | 0.2 | 35 | 0.61 | 0.18 |
2008 | 2.09 | 0.44 | 4.19 | 2.73 | 82 | 749 | 5314 | 3019 | 22284 | 102 | 213 | 216 | 589 | 7 | 0.2 | 113 | 1.38 | 0.21 |
2009 | 2.57 | 0.44 | 4.24 | 2.92 | 162 | 911 | 10481 | 3806 | 26151 | 139 | 357 | 260 | 758 | 27 | 0.7 | 263 | 1.62 | 0.21 |
2010 | 2.88 | 0.43 | 3.91 | 2.72 | 122 | 1033 | 5428 | 3980 | 30190 | 244 | 702 | 385 | 1046 | 8 | 0.2 | 103 | 0.84 | 0.18 |
2011 | 2.9 | 0.46 | 4.12 | 2.75 | 108 | 1141 | 4053 | 4655 | 34888 | 284 | 825 | 468 | 1286 | 11 | 0.2 | 159 | 1.47 | 0.21 |
2012 | 2.65 | 0.47 | 4.49 | 3.01 | 96 | 1237 | 2943 | 5526 | 40447 | 230 | 610 | 531 | 1599 | 4 | 0.1 | 69 | 0.72 | 0.19 |
2013 | 2.98 | 0.53 | 5.84 | 3.71 | 84 | 1321 | 1981 | 7678 | 48164 | 204 | 608 | 570 | 2113 | 16 | 0.2 | 66 | 0.79 | 0.22 |
2014 | 3.25 | 0.55 | 6.04 | 4 | 93 | 1414 | 2052 | 8530 | 56706 | 180 | 585 | 572 | 2286 | 13 | 0.2 | 101 | 1.09 | 0.22 |
2015 | 2.81 | 0.56 | 6.02 | 3.5 | 88 | 1502 | 1281 | 9030 | 65742 | 177 | 498 | 503 | 1762 | 7 | 0.1 | 53 | 0.6 | 0.21 |
2016 | 3.17 | 0.58 | 5.98 | 3.32 | 91 | 1593 | 1047 | 9522 | 75272 | 181 | 573 | 469 | 1558 | 29 | 0.3 | 90 | 0.99 | 0.2 |
2017 | 3.22 | 0.6 | 5.85 | 3.46 | 109 | 1702 | 578 | 9942 | 85224 | 179 | 577 | 452 | 1564 | 55 | 0.6 | 104 | 0.95 | 0.22 |
2018 | 2.97 | 0.76 | 5.51 | 3.2 | 110 | 1812 | 235 | 9966 | 95204 | 200 | 594 | 465 | 1486 | 53 | 0.5 | 80 | 0.73 | 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 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2009 | Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches. (2009). Petersen, Mitchell. In: Review of Financial Studies. RePEc:oup:rfinst:v:22:y:2009:i:1:p:435-480. Full description at Econpapers || Download paper | 1863 |
2 | 1993 | A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options.. (1993). Heston, Steven L. In: Review of Financial Studies. RePEc:oup:rfinst:v:6:y:1993:i:2:p:327-43. Full description at Econpapers || Download paper | 1480 |
3 | 2009 | Market Liquidity and Funding Liquidity. (2009). Pedersen, Lasse ; Brunnermeier, Markus. In: Review of Financial Studies. RePEc:oup:rfinst:v:22:y:2009:i:6:p:2201-2238. Full description at Econpapers || Download paper | 1176 |
4 | 1988 | The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors. (1988). Shiller, Robert ; Campbell, John. In: Review of Financial Studies. RePEc:oup:rfinst:v:1:y:1988:i:3:p:195-228. Full description at Econpapers || Download paper | 972 |
5 | 1988 | Stock Market Prices do not Follow Random Walks: Evidence from a Simple Specification Test. (1988). Lo, Andrew. In: Review of Financial Studies. RePEc:oup:rfinst:v:1:y:1988:i:1:p:41-66. Full description at Econpapers || Download paper | 969 |
6 | 1988 | A Theory of Intraday Patterns: Volume and Price Variability. (1988). Admati, Anat ; Anat R. Admati, Paul Pfleiderer, . In: Review of Financial Studies. RePEc:oup:rfinst:v:1:y:1988:i:1:p:3-40. Full description at Econpapers || Download paper | 814 |
7 | 2008 | A Comprehensive Look at The Empirical Performance of Equity Premium Prediction. (2008). welch, ivo ; Goyal, Amit. In: Review of Financial Studies. RePEc:oup:rfinst:v:21:y:2008:i:4:p:1455-1508. Full description at Econpapers || Download paper | 803 |
8 | 1990 | Transmission of Volatility between Stock Markets.. (1990). Wadhwani, Sushil ; King, Mervyn A. In: Review of Financial Studies. RePEc:oup:rfinst:v:3:y:1990:i:1:p:5-33. Full description at Econpapers || Download paper | 763 |
9 | 1990 | Correlations in Price Changes and Volatility across International Stock Markets.. (1990). masulis, ronald ; Hamao, Yasushi ; Ng, Victor. In: Review of Financial Studies. RePEc:oup:rfinst:v:3:y:1990:i:2:p:281-307. Full description at Econpapers || Download paper | 730 |
10 | 1999 | Modeling Term Structures of Defaultable Bonds.. (1999). Singleton, Kenneth ; Duffie, Darrell. In: Review of Financial Studies. RePEc:oup:rfinst:v:12:y:1999:i:4:p:687-720. Full description at Econpapers || Download paper | 605 |
11 | 2002 | Testing Trade-Off and Pecking Order Predictions About Dividends and Debt. (2002). Fama, Eugene. In: Review of Financial Studies. RePEc:oup:rfinst:v:15:y:2002:i:1:p:1-33. Full description at Econpapers || Download paper | 599 |
12 | 2002 | International Asset Allocation With Regime Shifts. (2002). Bekaert, Geert ; Ang, Andrew. In: Review of Financial Studies. RePEc:oup:rfinst:v:15:y:2002:i:4:p:1137-1187. Full description at Econpapers || Download paper | 579 |
13 | 1996 | Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options.. (1996). Bates, Robert. In: Review of Financial Studies. RePEc:oup:rfinst:v:9:y:1996:i:1:p:69-107. Full description at Econpapers || Download paper | 557 |
14 | 1995 | Predictable Risk and Returns in Emerging Markets.. (1995). Harvey, Campbell. In: Review of Financial Studies. RePEc:oup:rfinst:v:8:y:1995:i:3:p:773-816. Full description at Econpapers || Download paper | 523 |
15 | 2009 | What Matters in Corporate Governance?. (2009). Cohen, Alma ; Bebchuk, Lucian ; Ferrell, Allen . In: Review of Financial Studies. RePEc:oup:rfinst:v:22:y:2009:i:2:p:783-827. Full description at Econpapers || Download paper | 511 |
16 | Asymmetric Volatility and Risk in Equity Markets.. (2000). Wu, Guojun ; Bekaert, Geert. In: Review of Financial Studies. RePEc:oup:rfinst:v:13:y:2000:i:1:p:1-42. Full description at Econpapers || Download paper | 510 | |
17 | 1992 | Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement.. (1992). Hodrick, Robert. In: Review of Financial Studies. RePEc:oup:rfinst:v:5:y:1992:i:3:p:357-86. Full description at Econpapers || Download paper | 497 |
18 | 2008 | All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors. (2008). Odean, Terrance ; Barber, Brad. In: Review of Financial Studies. RePEc:oup:rfinst:v:21:y:2008:i:2:p:785-818. Full description at Econpapers || Download paper | 481 |
19 | 2001 | Valuing American Options by Simulation: A Simple Least-Squares Approach.. (2001). Longstaff, Francis ; Schwartz, Eduardo S. In: Review of Financial Studies. RePEc:oup:rfinst:v:14:y:2001:i:1:p:113-47. Full description at Econpapers || Download paper | 460 |
20 | 1997 | Trade Credit: Theories and Evidence.. (1997). Rajan, Raghuram ; Petersen, Mitchell. In: Review of Financial Studies. RePEc:oup:rfinst:v:10:y:1997:i:3:p:661-91. Full description at Econpapers || Download paper | 459 |
21 | 1990 | Pricing Interest-Rate-Derivative Securities.. (1990). White, Alan ; Hull, John. In: Review of Financial Studies. RePEc:oup:rfinst:v:3:y:1990:i:4:p:573-92. Full description at Econpapers || Download paper | 449 |
22 | 1992 | Stock Prices and Volume.. (1992). Tauchen, George ; Rossi, Peter ; Gallant, A.. In: Review of Financial Studies. RePEc:oup:rfinst:v:5:y:1992:i:2:p:199-242. Full description at Econpapers || Download paper | 441 |
23 | 2009 | Optimal Versus Naive Diversification: How Inefficient is the 1-N Portfolio Strategy?. (2009). Uppal, Raman ; Garlappi, Lorenzo ; Demiguel, Victor ; de Miguel, Victor . In: Review of Financial Studies. RePEc:oup:rfinst:v:22:y:2009:i:5:p:1915-1953. Full description at Econpapers || Download paper | 432 |
24 | 1993 | Differences of Opinion Make a Horse Race.. (1993). Harris, Milton ; Raviv, Artur . In: Review of Financial Studies. RePEc:oup:rfinst:v:6:y:1993:i:3:p:473-506. Full description at Econpapers || Download paper | 431 |
25 | 1990 | When Are Contrarian Profits Due to Stock Market Overreaction?. (1990). Lo, Andrew ; MacKinlay, Craig A. In: Review of Financial Studies. RePEc:oup:rfinst:v:3:y:1990:i:2:p:175-205. Full description at Econpapers || Download paper | 426 |
26 | 2003 | A New Approach to Measuring Financial Contagion. (2003). Stulz, René ; Karolyi, G. ; Bae, Kee-Hong . In: Review of Financial Studies. RePEc:oup:rfinst:v:16:y:2003:i:3:p:717-763. Full description at Econpapers || Download paper | 421 |
27 | 2001 | Familiarity Breeds Investment.. (2001). Huberman, Gur. In: Review of Financial Studies. RePEc:oup:rfinst:v:14:y:2001:i:3:p:659-80. Full description at Econpapers || Download paper | 419 |
28 | 2008 | Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?. (2008). Campbell, John ; Thompson, Samuel B.. In: Review of Financial Studies. RePEc:oup:rfinst:v:21:y:2008:i:4:p:1509-1531. Full description at Econpapers || Download paper | 390 |
29 | 1997 | A Markov Model for the Term Structure of Credit Risk Spreads.. (1997). Lando, David ; Jarrow, Robert ; Turnbull, Stuart M. In: Review of Financial Studies. RePEc:oup:rfinst:v:10:y:1997:i:2:p:481-523. Full description at Econpapers || Download paper | 382 |
30 | 1992 | Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World.. (1992). Dumas, Bernard. In: Review of Financial Studies. RePEc:oup:rfinst:v:5:y:1992:i:2:p:153-80. Full description at Econpapers || Download paper | 382 |
31 | 1992 | On the Estimation of Beta-Pricing Models.. (1992). Shanken, Jay. In: Review of Financial Studies. RePEc:oup:rfinst:v:5:y:1992:i:1:p:1-33. Full description at Econpapers || Download paper | 376 |
32 | 1993 | The Risk and Predictability of International Equity Returns.. (1993). Harvey, Campbell ; Ferson, Wayne. In: Review of Financial Studies. RePEc:oup:rfinst:v:6:y:1993:i:3:p:527-66. Full description at Econpapers || Download paper | 376 |
33 | 2009 | Expected Stock Returns and Variance Risk Premia. (2009). Zhou, Hao ; Tauchen, George ; Bollerslev, Tim. In: Review of Financial Studies. RePEc:oup:rfinst:v:22:y:2009:i:11:p:4463-4492. Full description at Econpapers || Download paper | 366 |
34 | 1998 | Modeling Asymmetric Comovements of Asset Returns.. (1998). Kroner, Kenneth F ; Ng, Victor K. In: Review of Financial Studies. RePEc:oup:rfinst:v:11:y:1998:i:4:p:817-44. Full description at Econpapers || Download paper | 361 |
35 | 2001 | Learning to be Overconfident.. (2001). Odean, Terrance ; Gervais, Simon. In: Review of Financial Studies. RePEc:oup:rfinst:v:14:y:2001:i:1:p:1-27. Full description at Econpapers || Download paper | 349 |
36 | 1999 | A New Estimate of Transaction Costs.. (1999). Trzcinka, Charles ; Ogden, Joseph P ; Lesmond, David A. In: Review of Financial Studies. RePEc:oup:rfinst:v:12:y:1999:i:5:p:1113-41. Full description at Econpapers || Download paper | 340 |
37 | 1991 | Stock Price Distributions with Stochastic Volatility: An Analytic Approach.. (1991). Stein, Jeremy. In: Review of Financial Studies. RePEc:oup:rfinst:v:4:y:1991:i:4:p:727-52. Full description at Econpapers || Download paper | 338 |
38 | 2006 | Financial Constraints Risk. (2006). Wu, Guojun ; Whited, Toni. In: Review of Financial Studies. RePEc:oup:rfinst:v:19:y:2006:i:2:p:531-559. Full description at Econpapers || Download paper | 333 |
39 | 2000 | The Interaction between Product Market and Financing Strategy: The Role of Venture Capital.. (2000). Hellmann, Thomas ; Puri, Manju. In: Review of Financial Studies. RePEc:oup:rfinst:v:13:y:2000:i:4:p:959-84. Full description at Econpapers || Download paper | 324 |
40 | 2010 | New Evidence on Measuring Financial Constraints: Moving Beyond the KZ Index. (2010). Hadlock, Charles J. ; Pierce, Joshua R.. In: Review of Financial Studies. RePEc:oup:rfinst:v:23:y:2010:i:5:p:1909-1940. Full description at Econpapers || Download paper | 323 |
41 | 1999 | Conflict of Interest and the Credibility of Underwriter Analyst Recommendations.. (1999). michaely, roni ; Womack, Kent L. In: Review of Financial Studies. RePEc:oup:rfinst:v:12:y:1999:i:4:p:653-86. Full description at Econpapers || Download paper | 313 |
42 | 2005 | Consumption and Portfolio Choice over the Life Cycle. (2005). Cocco, Joao F.. In: Review of Financial Studies. RePEc:oup:rfinst:v:18:y:2005:i:2:p:491-533. Full description at Econpapers || Download paper | 311 |
43 | 2008 | Forecasting Default with the Merton Distance to Default Model. (2008). Shumway, Tyler. In: Review of Financial Studies. RePEc:oup:rfinst:v:21:y:2008:i:3:p:1339-1369. Full description at Econpapers || Download paper | 305 |
44 | 1990 | Data-Snooping Biases in Tests of Financial Asset Pricing Models.. (1990). Lo, Andrew ; MacKinlay, Craig A. In: Review of Financial Studies. RePEc:oup:rfinst:v:3:y:1990:i:3:p:431-67. Full description at Econpapers || Download paper | 305 |
45 | 1994 | Do Bulls and Bears Move across Borders? International Transmission of Stock Returns and Volatility.. (1994). Ito, Takatoshi ; Engle, Robert ; Lin, Wen-Ling . In: Review of Financial Studies. RePEc:oup:rfinst:v:7:y:1994:i:3:p:507-38. Full description at Econpapers || Download paper | 304 |
46 | 2008 | The Dog That Did Not Bark: A Defense of Return Predictability. (2008). Cochrane, John. In: Review of Financial Studies. RePEc:oup:rfinst:v:21:y:2008:i:4:p:1533-1575. Full description at Econpapers || Download paper | 302 |
47 | 1996 | Testing Continuous-Time Models of the Spot Interest Rate.. (1996). Ait-Sahalia, Yacine. In: Review of Financial Studies. RePEc:oup:rfinst:v:9:y:1996:i:2:p:385-426. Full description at Econpapers || Download paper | 298 |
48 | 2008 | The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes. (2008). Rangel, Jose ; Gonzalo, Jesus ; Engle, Robert. In: Review of Financial Studies. RePEc:oup:rfinst:v:21:y:2008:i:3:p:1187-1222. Full description at Econpapers || Download paper | 293 |
49 | 2007 | Liquidity and Expected Returns: Lessons from Emerging Markets. (2007). Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert. In: Review of Financial Studies. RePEc:oup:rfinst:v:20:y:2007:i:6:p:1783-1831. Full description at Econpapers || Download paper | 286 |
50 | 2003 | Financial Development and Financing Constraints: International Evidence from the Structural Investment Model. (2003). Love, Inessa. In: Review of Financial Studies. RePEc:oup:rfinst:v:16:y:2003:i:3:p:765-791. Full description at Econpapers || Download paper | 286 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2009 | Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches. (2009). Petersen, Mitchell. In: Review of Financial Studies. RePEc:oup:rfinst:v:22:y:2009:i:1:p:435-480. Full description at Econpapers || Download paper | 616 |
2 | 1993 | A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options.. (1993). Heston, Steven L. In: Review of Financial Studies. RePEc:oup:rfinst:v:6:y:1993:i:2:p:327-43. Full description at Econpapers || Download paper | 420 |
3 | 2009 | Market Liquidity and Funding Liquidity. (2009). Pedersen, Lasse ; Brunnermeier, Markus. In: Review of Financial Studies. RePEc:oup:rfinst:v:22:y:2009:i:6:p:2201-2238. Full description at Econpapers || Download paper | 326 |
4 | 2008 | A Comprehensive Look at The Empirical Performance of Equity Premium Prediction. (2008). welch, ivo ; Goyal, Amit. In: Review of Financial Studies. RePEc:oup:rfinst:v:21:y:2008:i:4:p:1455-1508. Full description at Econpapers || Download paper | 275 |
5 | 1988 | The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors. (1988). Shiller, Robert ; Campbell, John. In: Review of Financial Studies. RePEc:oup:rfinst:v:1:y:1988:i:3:p:195-228. Full description at Econpapers || Download paper | 204 |
6 | 2009 | Optimal Versus Naive Diversification: How Inefficient is the 1-N Portfolio Strategy?. (2009). Uppal, Raman ; Garlappi, Lorenzo ; Demiguel, Victor ; de Miguel, Victor . In: Review of Financial Studies. RePEc:oup:rfinst:v:22:y:2009:i:5:p:1915-1953. Full description at Econpapers || Download paper | 202 |
7 | 2008 | All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors. (2008). Odean, Terrance ; Barber, Brad. In: Review of Financial Studies. RePEc:oup:rfinst:v:21:y:2008:i:2:p:785-818. Full description at Econpapers || Download paper | 168 |
8 | 2002 | Testing Trade-Off and Pecking Order Predictions About Dividends and Debt. (2002). Fama, Eugene. In: Review of Financial Studies. RePEc:oup:rfinst:v:15:y:2002:i:1:p:1-33. Full description at Econpapers || Download paper | 165 |
9 | 2009 | What Matters in Corporate Governance?. (2009). Cohen, Alma ; Bebchuk, Lucian ; Ferrell, Allen . In: Review of Financial Studies. RePEc:oup:rfinst:v:22:y:2009:i:2:p:783-827. Full description at Econpapers || Download paper | 163 |
10 | 2010 | New Evidence on Measuring Financial Constraints: Moving Beyond the KZ Index. (2010). Hadlock, Charles J. ; Pierce, Joshua R.. In: Review of Financial Studies. RePEc:oup:rfinst:v:23:y:2010:i:5:p:1909-1940. Full description at Econpapers || Download paper | 159 |
11 | 2001 | Valuing American Options by Simulation: A Simple Least-Squares Approach.. (2001). Longstaff, Francis ; Schwartz, Eduardo S. In: Review of Financial Studies. RePEc:oup:rfinst:v:14:y:2001:i:1:p:113-47. Full description at Econpapers || Download paper | 152 |
12 | 2008 | Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?. (2008). Campbell, John ; Thompson, Samuel B.. In: Review of Financial Studies. RePEc:oup:rfinst:v:21:y:2008:i:4:p:1509-1531. Full description at Econpapers || Download paper | 151 |
13 | 1988 | Stock Market Prices do not Follow Random Walks: Evidence from a Simple Specification Test. (1988). Lo, Andrew. In: Review of Financial Studies. RePEc:oup:rfinst:v:1:y:1988:i:1:p:41-66. Full description at Econpapers || Download paper | 141 |
14 | 2009 | Expected Stock Returns and Variance Risk Premia. (2009). Zhou, Hao ; Tauchen, George ; Bollerslev, Tim. In: Review of Financial Studies. RePEc:oup:rfinst:v:22:y:2009:i:11:p:4463-4492. Full description at Econpapers || Download paper | 135 |
15 | 2006 | Financial Constraints Risk. (2006). Wu, Guojun ; Whited, Toni. In: Review of Financial Studies. RePEc:oup:rfinst:v:19:y:2006:i:2:p:531-559. Full description at Econpapers || Download paper | 133 |
16 | 2015 | Editors Choice Digesting Anomalies: An Investment Approach. (2015). Hou, Kewei ; Zhang, LU ; Xue, Chen. In: Review of Financial Studies. RePEc:oup:rfinst:v:28:y:2015:i:3:p:650-705.. Full description at Econpapers || Download paper | 133 |
17 | 2014 | High-Frequency Trading and Price Discovery. (2014). Brogaard, Jonathan ; Riordan, Ryan ; Hendershott, Terrence. In: Review of Financial Studies. RePEc:oup:rfinst:v:27:y:2014:i:8:p:2267-2306.. Full description at Econpapers || Download paper | 121 |
18 | 2010 | Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy. (2010). Zhou, Guofu ; Strauss, Jack ; Rapach, David E.. In: Review of Financial Studies. RePEc:oup:rfinst:v:23:y:2010:i:2:p:821-862. Full description at Econpapers || Download paper | 118 |
19 | 2017 | Measuring Systemic Risk. (2017). PHILIPPON, Thomas ; Richardson, Matthew ; Pedersen, Lasse H ; Acharya, Viral V. In: Review of Financial Studies. RePEc:oup:rfinst:v:30:y:2017:i:1:p:2-47.. Full description at Econpapers || Download paper | 112 |
20 | 1990 | Transmission of Volatility between Stock Markets.. (1990). Wadhwani, Sushil ; King, Mervyn A. In: Review of Financial Studies. RePEc:oup:rfinst:v:3:y:1990:i:1:p:5-33. Full description at Econpapers || Download paper | 111 |
21 | 2008 | Forecasting Default with the Merton Distance to Default Model. (2008). Shumway, Tyler. In: Review of Financial Studies. RePEc:oup:rfinst:v:21:y:2008:i:3:p:1339-1369. Full description at Econpapers || Download paper | 109 |
22 | 1997 | Trade Credit: Theories and Evidence.. (1997). Rajan, Raghuram ; Petersen, Mitchell. In: Review of Financial Studies. RePEc:oup:rfinst:v:10:y:1997:i:3:p:661-91. Full description at Econpapers || Download paper | 108 |
23 | 1988 | A Theory of Intraday Patterns: Volume and Price Variability. (1988). Admati, Anat ; Anat R. Admati, Paul Pfleiderer, . In: Review of Financial Studies. RePEc:oup:rfinst:v:1:y:1988:i:1:p:3-40. Full description at Econpapers || Download paper | 108 |
24 | 1996 | Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options.. (1996). Bates, Robert. In: Review of Financial Studies. RePEc:oup:rfinst:v:9:y:1996:i:1:p:69-107. Full description at Econpapers || Download paper | 101 |
25 | 2008 | The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes. (2008). Rangel, Jose ; Gonzalo, Jesus ; Engle, Robert. In: Review of Financial Studies. RePEc:oup:rfinst:v:21:y:2008:i:3:p:1187-1222. Full description at Econpapers || Download paper | 99 |
26 | 1999 | Modeling Term Structures of Defaultable Bonds.. (1999). Singleton, Kenneth ; Duffie, Darrell. In: Review of Financial Studies. RePEc:oup:rfinst:v:12:y:1999:i:4:p:687-720. Full description at Econpapers || Download paper | 99 |
27 | 1999 | A New Estimate of Transaction Costs.. (1999). Trzcinka, Charles ; Ogden, Joseph P ; Lesmond, David A. In: Review of Financial Studies. RePEc:oup:rfinst:v:12:y:1999:i:5:p:1113-41. Full description at Econpapers || Download paper | 97 |
28 | 2007 | Financial Constraints, Asset Tangibility, and Corporate Investment. (2007). Campello, Murillo. In: Review of Financial Studies. RePEc:oup:rfinst:v:20:y:2007:i:5:p:1429-1460. Full description at Econpapers || Download paper | 97 |
29 | 2002 | International Asset Allocation With Regime Shifts. (2002). Bekaert, Geert ; Ang, Andrew. In: Review of Financial Studies. RePEc:oup:rfinst:v:15:y:2002:i:4:p:1137-1187. Full description at Econpapers || Download paper | 97 |
30 | 2008 | The Dog That Did Not Bark: A Defense of Return Predictability. (2008). Cochrane, John. In: Review of Financial Studies. RePEc:oup:rfinst:v:21:y:2008:i:4:p:1533-1575. Full description at Econpapers || Download paper | 96 |
31 | 2003 | A New Approach to Measuring Financial Contagion. (2003). Stulz, René ; Karolyi, G. ; Bae, Kee-Hong . In: Review of Financial Studies. RePEc:oup:rfinst:v:16:y:2003:i:3:p:717-763. Full description at Econpapers || Download paper | 95 |
32 | 2005 | Powerful CEOs and Their Impact on Corporate Performance. (2005). Adams, Renee ; Almeida, Heitor ; Ferreira, Daniel. In: Review of Financial Studies. RePEc:oup:rfinst:v:18:y:2005:i:4:p:1403-1432. Full description at Econpapers || Download paper | 94 |
33 | 2000 | Asymmetric Volatility and Risk in Equity Markets.. (2000). Wu, Guojun ; Bekaert, Geert. In: Review of Financial Studies. RePEc:oup:rfinst:v:13:y:2000:i:1:p:1-42. Full description at Econpapers || Download paper | 93 |
34 | 1998 | Modeling Asymmetric Comovements of Asset Returns.. (1998). Kroner, Kenneth F ; Ng, Victor K. In: Review of Financial Studies. RePEc:oup:rfinst:v:11:y:1998:i:4:p:817-44. Full description at Econpapers || Download paper | 90 |
35 | 2014 | Interbank Liquidity Crunch and the Firm Credit Crunch: Evidence from the 2007--2009 Crisis. (2014). Schoar, Antoinette ; Peydro, Jose-Luis ; Da-Rocha Lopes, Samuel ; Samuel da-Rocha-Lopes, ; Iyer, Rajkamal. In: Review of Financial Studies. RePEc:oup:rfinst:v:27:y:2014:i:1:p:347-372. Full description at Econpapers || Download paper | 88 |
36 | 2009 | Macro Factors in Bond Risk Premia. (2009). Ng, Serena ; Ludvigson, Sydney. In: Review of Financial Studies. RePEc:oup:rfinst:v:22:y:2009:i:12:p:5027-5067. Full description at Econpapers || Download paper | 86 |
37 | 2011 | Bank Risk-taking, Securitization, Supervision, and Low Interest Rates: Evidence from the Euro-area and the U.S. Lending Standards. (2011). Peydro, Jose-Luis ; Maddaloni, Angela. In: Review of Financial Studies. RePEc:oup:rfinst:v:24:y:2011:i:6:p:2121-2165. Full description at Econpapers || Download paper | 86 |
38 | 2009 | Do Politically Connected Boards Affect Firm Value?. (2009). Goldman, Eitan ; Rocholl, Jorg ; So, Jongil . In: Review of Financial Studies. RePEc:oup:rfinst:v:22:y:2009:i:6:p:2331-2360. Full description at Econpapers || Download paper | 85 |
39 | 2003 | Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options. (2003). Kapadia, Nikunj ; Madan, Dilip ; Bakshi, Gurdip . In: Review of Financial Studies. RePEc:oup:rfinst:v:16:y:2003:i:1:p:101-143. Full description at Econpapers || Download paper | 83 |
40 | 2007 | Liquidity and Expected Returns: Lessons from Emerging Markets. (2007). Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert. In: Review of Financial Studies. RePEc:oup:rfinst:v:20:y:2007:i:6:p:1783-1831. Full description at Econpapers || Download paper | 79 |
41 | 2014 | Expectations of Returns and Expected Returns. (2014). Shleifer, Andrei ; Greenwood, Robin. In: Review of Financial Studies. RePEc:oup:rfinst:v:27:y:2014:i:3:p:714-746.. Full description at Econpapers || Download paper | 79 |
42 | 1990 | Correlations in Price Changes and Volatility across International Stock Markets.. (1990). masulis, ronald ; Hamao, Yasushi ; Ng, Victor. In: Review of Financial Studies. RePEc:oup:rfinst:v:3:y:1990:i:2:p:281-307. Full description at Econpapers || Download paper | 78 |
43 | 1992 | On the Estimation of Beta-Pricing Models.. (1992). Shanken, Jay. In: Review of Financial Studies. RePEc:oup:rfinst:v:5:y:1992:i:1:p:1-33. Full description at Econpapers || Download paper | 77 |
44 | 2014 | Procyclical Leverage and Value-at-Risk. (2014). Shin, Hyun Song ; Adrian, Tobias. In: Review of Financial Studies. RePEc:oup:rfinst:v:27:y:2014:i:2:p:373-403.. Full description at Econpapers || Download paper | 77 |
45 | 2009 | How Active Is Your Fund Manager? A New Measure That Predicts Performance. (2009). Petajisto, Antti ; K. J. Martijn Cremers, ; K. J. Martijn Cremers, . In: Review of Financial Studies. RePEc:oup:rfinst:v:22:y:2009:i:9:p:3329-3365. Full description at Econpapers || Download paper | 77 |
46 | 2015 | Investor Sentiment Aligned: A Powerful Predictor of Stock Returns. (2015). Zhou, Guofu ; Jiang, Fuwei ; Tu, Jun ; Huang, Dashan . In: Review of Financial Studies. RePEc:oup:rfinst:v:28:y:2015:i:3:p:791-837.. Full description at Econpapers || Download paper | 74 |
47 | 2010 | Distance and Private Information in Lending. (2010). Agarwal, Sumit. In: Review of Financial Studies. RePEc:oup:rfinst:v:23:y:2010:i:7:p:2757-2788. Full description at Econpapers || Download paper | 74 |
48 | 2016 | Dissecting Anomalies with a Five-Factor Model. (2016). Fama, Eugene F ; French, Kenneth R. In: Review of Financial Studies. RePEc:oup:rfinst:v:29:y:2016:i:1:p:69-103.. Full description at Econpapers || Download paper | 73 |
49 | 2009 | Bank Liquidity Creation. (2009). Bouwman, Christa ; Berger, Allen N. ; Christa H. S. Bouwman, . In: Review of Financial Studies. RePEc:oup:rfinst:v:22:y:2009:i:9:p:3779-3837. Full description at Econpapers || Download paper | 72 |
50 | 2009 | Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market. (2009). Beber, Alessandro ; Brandt, Michael W. ; Kavajecz, Kenneth A.. In: Review of Financial Studies. RePEc:oup:rfinst:v:22:y:2009:i:3:p:925-957. Full description at Econpapers || Download paper | 72 |
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2018 | Herding, social network and volatility. (2018). Wang, Guocheng. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:74-81. Full description at Econpapers || Download paper | |
2018 | Using Non-Invasive Brain Stimulation to Test the Role of Self-Control in Investor Behavior. (2018). Niu, Xiaofei ; Cao, Qian ; Li, Dahui. In: EconStor Preprints. RePEc:zbw:esprep:177890. Full description at Econpapers || Download paper | |
2018 | Peer effects, personal characteristics and asset allocation. (2018). Marshall, Ben ; Zhang, Annie C ; Jacobsen, Ben ; Fang, Jiali. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:90:y:2018:i:c:p:76-95. Full description at Econpapers || Download paper | |
2018 | Copy Trading. (2018). Oechssler, Jörg ; Weidenholzer, Simon ; Apesteguia, Jose. In: Working Papers. RePEc:awi:wpaper:0649. Full description at Econpapers || Download paper | |
2018 | Neighborhood effects on speculative behavior. (2018). Mitton, Todd ; Wright, Ian ; Vorkink, Keith. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:151:y:2018:i:c:p:42-61. Full description at Econpapers || Download paper | |
2018 | Copy Trading. (2018). Oechssler, Jörg ; Weidenholzer, Simon ; Apesteguia, Jose. In: Working Papers. RePEc:bge:wpaper:1048. Full description at Econpapers || Download paper | |
2018 | Impact of information spread and investment behavior on the diffusion of internet investment products. (2018). Zhao, Narisa ; Guo, Xianda ; Cheng, Xiaokang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:427-436. Full description at Econpapers || Download paper | |
2018 | About the fear of reputational loss: Social trading and the disposition effect. (2018). Pelster, Matthias ; Hofmann, Annette. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:94:y:2018:i:c:p:75-88. Full description at Econpapers || Download paper | |
2018 | Does a scopic regime erode the disposition effect? Evidence from a social trading platform. (2018). Gemayel, Roland ; Preda, Alex. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:154:y:2018:i:c:p:175-190. Full description at Econpapers || Download paper | |
2018 | Market Reaction to Stock Repurchases in Greece. (2018). Leledakis, George ; Episcopos, Athanasios ; Drousia, Angeliki. In: MPRA Paper. RePEc:pra:mprapa:85610. Full description at Econpapers || Download paper | |
2018 | What 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. Full description at Econpapers || Download paper | |
2018 | Effect of Retail Investor Attention on Chinas A-Share Market Under a Strengthening Financial Regulatory Policy. (2018). Wang, Han ; Lv, Benfu ; Peng, Geng. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:1274-1297. Full description at Econpapers || Download paper | |
2018 | Legal Harmonization, Institutional Quality, and Countries External Positions: A Sectoral Analysis. (2018). Kliatskova, Tatsiana ; Bremus, Franziska. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1768. Full description at Econpapers || Download paper | |
2018 | The Capital Markets Union: Key Challenges. (2018). Pastor, Lubos ; Allen, Franklin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12761. Full description at Econpapers || Download paper | |
2018 | The Role of Stakeholders in Corporate Governance: A View from Accounting Research. (2018). Ormazabal, Gaizka. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12775. Full description at Econpapers || Download paper | |
2018 | The Informational Effects of Tightening Oil and Gas Disclosure Rules. (2018). Jorgensen, Bjorn ; Ormazabal, Gaizka ; Duro, Miguel ; Badia, Marc . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12776. Full description at Econpapers || Download paper | |
2018 | SEC monitoring of foreign firmsâ disclosures in the presence of foreign regulators. (2018). Naughton, James P ; Zhang, Ray ; Sunder, Jayanthi ; Rogo, Rafael. In: Review of Accounting Studies. RePEc:spr:reaccs:v:23:y:2018:i:4:d:10.1007_s11142-018-9467-x. Full description at Econpapers || Download paper | |
2018 | The death of a regulator: Strict supervision, bank lending and business activity. (2018). Leuz, Christian ; Granja, Joo. In: CFS Working Paper Series. RePEc:zbw:cfswop:610. Full description at Econpapers || Download paper | |
2018 | When gambling for resurrection is too risky. (2018). Kirti, Divya. In: ESRB Working Paper Series. RePEc:srk:srkwps:201869. Full description at Econpapers || Download paper | |
2018 | Dynamic Compensation under Uncertainty Shocks and Limited Commitment. (2018). Feng, Felix. In: 2018 Meeting Papers. RePEc:red:sed018:159. Full description at Econpapers || Download paper | |
2018 | U.S. shale producers: a case of dynamic risk management?. (2018). Ferriani, Fabrizio ; Veronese, Giovanni. In: MPRA Paper. RePEc:pra:mprapa:88279. Full description at Econpapers || Download paper | |
2018 | Futures risk premia in the era of shale oil. (2018). Natoli, Filippo ; Ferriani, Fabrizio ; Zeni, Federica ; Veronese, Giovanni. In: MPRA Paper. RePEc:pra:mprapa:89097. Full description at Econpapers || Download paper | |
2018 | The Agency of CoCos: Why Contingent Convertible Bonds Arent for Everyone. (2018). Goncharenko, Roman ; Rauf, Asad ; Ongena, Steven. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13344. Full description at Econpapers || Download paper | |
2018 | ||
2018 | Corporate financing with loss aversion and disagreement. (2018). Niu, Weining ; Zeng, Qingduo. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:80-90. Full description at Econpapers || Download paper | |
2018 | Essays on corporate takeovers. (2018). Vansteenkiste, Cara. In: Other publications TiSEM. RePEc:tiu:tiutis:57ddfd7c-d14f-4ca0-b921-7bdcf01c2843. Full description at Econpapers || Download paper | |
2018 | Antitrust merger review costs and acquirer lobbying. (2018). Fidrmuc, Jana P ; Zhang, Eden Quxian ; Roosenboom, Peter. In: Journal of Corporate Finance. RePEc:eee:corfin:v:51:y:2018:i:c:p:72-97. Full description at Econpapers || Download paper | |
2018 | Does policy uncertainty affect mergers and acquisitions?. (2018). Bonaime, Alice ; Ion, Mihai ; Gulen, Huseyin . In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:3:p:531-558. Full description at Econpapers || Download paper | |
2018 | Shareholder approval thresholds in acquisitions: Evidence from tender offers. (2018). Boone, Audra ; Macias, Antonio J ; Broughman, Brian . In: Journal of Corporate Finance. RePEc:eee:corfin:v:53:y:2018:i:c:p:225-245. Full description at Econpapers || Download paper | |
2018 | Equity issuances and agency costs: The telling story of shareholder approval around the world. (2018). Holderness, Clifford G. In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:3:p:415-439. Full description at Econpapers || Download paper | |
2018 | The Effect of Minority Veto Rights on Controller Tunneling. (2018). Fried, Jesse ; Yafeh, Yishay ; Kamar, Ehud . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12697. Full description at Econpapers || Download paper | |
2018 | Are CEOs More Likely to Be First-Borns?. (2018). Siegel, Stephan ; Custodio, Claudia. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12613. Full description at Econpapers || Download paper | |
2018 | The Hidden Information Content: Evidence from the Tone of Independent Director Reports. (2018). Talavera, Oleksandr ; Ji, Jiao ; Yin, Shuxing. In: Working Papers. RePEc:swn:wpaper:2018-28. Full description at Econpapers || Download paper | |
2018 | Risk in Islamic banking and corporate governance. (2018). Safiullah, MD ; Shamsuddin, Abul. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:47:y:2018:i:c:p:129-149. Full description at Econpapers || Download paper | |
2018 | Female board directorship and firm performance: What really matters?. (2018). Bennouri, Moez ; Nekhili, Mehdi ; Nagati, Haithem ; Chtioui, Tawhid. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:267-291. Full description at Econpapers || Download paper | |
2018 | Agency problems in firms with an even number of directors: Evidence from China. (2018). He, Wen ; Luo, Jin-Hui. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:93:y:2018:i:c:p:139-150. Full description at Econpapers || Download paper | |
2018 | Under the microscope: An experimental look at board transparency and director monitoring behavior. (2018). Li, Weiwen ; Xu, Yuehua ; Lin, Shanshan ; Zhu, Hang ; Zhang, Junsheng ; Qin, Xin ; Krause, Ryan. In: Strategic Management Journal. RePEc:bla:stratm:v:39:y:2018:i:4:p:1216-1236. Full description at Econpapers || Download paper | |
2018 | Managing reputation: Evidence from biographies of corporate directors. (2018). Gow, Ian D ; Yu, Gwen ; Wahid, Aida Sijamic. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:66:y:2018:i:2:p:448-469. Full description at Econpapers || Download paper | |
2018 | Discussion of âManaging reputation: Evidence from biographies of corporate directorsâ°. (2018). Miller, Darius. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:66:y:2018:i:2:p:470-475. Full description at Econpapers || Download paper | |
2018 | Essays 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. Full description at Econpapers || Download paper | |
2018 | The effects of internal board networks: Evidence from closed-end funds. (2018). Souther, Matthew E. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:66:y:2018:i:1:p:266-290. Full description at Econpapers || Download paper | |
2018 | A Review of Chinas Institutions. (2018). Allen, Franklin ; Qian, Meijun. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13269. Full description at Econpapers || Download paper | |
2018 | The value of director reputation: Evidence from outside director appointments. (2018). Gogolin, Fabian ; Dowling, Michael ; Cummins, Mark. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:266-272. Full description at Econpapers || Download paper | |
2018 | Independent directors in Asian firms: An integrative review and future directions. (2018). Wei, Wei ; Yu, Jing ; Tang, Ryan W. In: Asia Pacific Journal of Management. RePEc:kap:asiapa:v:35:y:2018:i:3:d:10.1007_s10490-017-9553-9. Full description at Econpapers || Download paper | |
2018 | (Dis)advantages of informal loans â Theory and evidence. (2018). Kessler, Anke ; Karaivanov, Alexander. In: European Economic Review. RePEc:eee:eecrev:v:102:y:2018:i:c:p:100-128. Full description at Econpapers || Download paper | |
2018 | Understanding Informal Financing. (2018). Qian, Meijun ; Xie, Jing ; Allen, Franklin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12863. Full description at Econpapers || Download paper | |
2018 | Swing Pricing for Mutual Funds: Breaking the Feedback Loop Between Fire Sales and Fund Runs. (2018). Weber, Marko ; Glasserman, Paul ; Capponi, Agostino. In: Working Papers. RePEc:ofr:wpaper:18-04. Full description at Econpapers || Download paper | |
2018 | Foreign 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. Full description at Econpapers || Download paper | |
2018 | Cross-Sectional Variation of Intraday Liquidity, Cross-Impact, and their Effect on Portfolio Execution. (2018). Moallemi, Ciamac C ; Maglaras, Costis ; Min, Seungki. In: Papers. RePEc:arx:papers:1811.05524. Full description at Econpapers || Download paper | |
2018 | Stock liquidity and ownership structure during and after the 2008 Global Financial Crisis: Empirical evidence from an emerging market. (2018). Hai, Ly Thi ; Tran, Hoa Xuan ; Phuong, Thao Thi. In: Emerging Markets Review. RePEc:eee:ememar:v:37:y:2018:i:c:p:114-133. Full description at Econpapers || Download paper | |
2018 | Venture capital in Europe: social capital, formal institutions and mediation effects. (2018). Grilli, Luca ; Latifi, Gresa ; Mrkajic, Boris . In: Small Business Economics. RePEc:kap:sbusec:v:51:y:2018:i:2:d:10.1007_s11187-018-0007-7. Full description at Econpapers || Download paper | |
2018 | Investing in managerial honesty. (2018). Gibson, Rajna ; Wagner, Alexander F ; Tanner, Carmen ; Sohn, Matthias. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13207. Full description at Econpapers || Download paper | |
2018 | What Drives Interbank Loans? Evidence from Canada. (2018). Guérin, Pierre ; Bulusu, Narayan ; Guerin, Pierre. In: Staff Working Papers. RePEc:bca:bocawp:18-5. Full description at Econpapers || Download paper | |
2018 | Liquidity in the repo market. (2018). Fuhrer, Lucas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:84:y:2018:i:c:p:1-22. Full description at Econpapers || Download paper | |
2018 | A functional perspective on financial networks. (2018). Molinari, Massimo ; Gaffeo, Edoardo. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:13:y:2018:i:1:d:10.1007_s11403-017-0210-7. Full description at Econpapers || Download paper | |
2018 | Always look on the bright side? Central counterparties and interbank markets during the financial crisis. (2018). Affinito, Massimiliano ; Piazza, Matteo . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1181_18. Full description at Econpapers || Download paper | |
2018 | Repo market functioning: the role of capital regulation. (2018). Van Horen, Neeltje ; Kotidis, Antonis. In: Bank of England working papers. RePEc:boe:boeewp:0746. Full description at Econpapers || Download paper | |
2018 | Repo market functioning: The role of capital regulation. (2018). Van Horen, Neeltje ; Kotidis, Antonis. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13090. Full description at Econpapers || Download paper | |
2018 | The determinants of startup valuation in the venture capital context: a systematic review and avenues for future research. (2018). Kohn, Andreas. In: Management Review Quarterly. RePEc:spr:manrev:v:68:y:2018:i:1:d:10.1007_s11301-017-0131-5. Full description at Econpapers || Download paper | |
2018 | Creditor Rights, Technology Adoption, and Productivity: Plant-Level Evidence. (2018). Ersahin, Nuri. In: Working Papers. RePEc:cen:wpaper:18-20. Full description at Econpapers || Download paper | |
2018 | Venture capital and private equity financing: an overview of recent literature and an agenda for future research. (2018). Tykvova, Tereza. In: Journal of Business Economics. RePEc:spr:jbecon:v:88:y:2018:i:3:d:10.1007_s11573-017-0874-4. Full description at Econpapers || Download paper | |
2018 | Are Foreign Private Equity Buyouts Bad for Workers?. (2018). TÃÂ¥g, Joacim ; Olsson, Martin ; Tg, Joacim. In: Working Paper Series. RePEc:hhs:iuiwop:1230. Full description at Econpapers || Download paper | |
2018 | Are foreign private equity buyouts bad for workers?. (2018). Olsson, Martin ; Tg, Joacim. In: Economics Letters. RePEc:eee:ecolet:v:172:y:2018:i:c:p:1-4. Full description at Econpapers || Download paper | |
2018 | The Impact of High School Financial Education on Financial Knowledge and Choices: Evidence from a Randomized Trial in Spain. (2018). Villanueva, Ernesto ; Hospido, Laura ; Bover, Olympia. In: IZA Discussion Papers. RePEc:iza:izadps:dp11265. Full description at Econpapers || Download paper | |
2018 | Financial Education for the Disadvantaged? A Review. (2018). Entorf, Horst ; Hou, Jia. In: IZA Discussion Papers. RePEc:iza:izadps:dp11515. Full description at Econpapers || Download paper | |
2018 | Financial education for the disadvantaged? A review. (2018). Entorf, Horst ; Hou, Jia. In: SAFE Working Paper Series. RePEc:zbw:safewp:205. Full description at Econpapers || Download paper | |
2018 | Cutting Through the Fog: Financial Literacy and the Subjective Value of Financial Assets. (2018). Pandolfi, Lorenzo ; Nieddu, Marco. In: CSEF Working Papers. RePEc:sef:csefwp:497. Full description at Econpapers || Download paper | |
2018 | A Day Late and a Dollar Short : Liquidity and Household Formation among Student Borrowers. (2018). Yannelis, Constantine ; Isen, Adam ; Goodman, Sarena. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-25. Full description at Econpapers || Download paper | |
2018 | Smart tools? A randomized controlled trial on the impact of three different media tools on personal finance. (2018). Angel, Stefan. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:74:y:2018:i:c:p:104-111. Full description at Econpapers || Download paper | |
2018 | Active Learning Fosters Financial Behavior: Experimental Evidence. (2018). Menkhoff, Lukas ; Kaiser, Tim. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1743. Full description at Econpapers || Download paper | |
2018 | Financial literacy in Austria: a survey of recent research results. (2018). Fessler, Pirmin ; Cupak, Andrej ; Ulbrich, Elisabeth ; Silgoner, Maria Antoinette. In: Monetary Policy & the Economy. RePEc:onb:oenbmp:y:2018:i:q1/18:b:2. Full description at Econpapers || Download paper | |
2018 | When saving is gambling. (2018). Cookson, Anthony J. In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:1:p:24-45. Full description at Econpapers || Download paper | |
2018 | The Impact of High School Financial Education on Financial Knowledge and Choices: Evidence from a Randomized Trial in Spain. (2018). Hospido, Laura ; Bover, Olympia ; Villanueva, Ernesto. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12632. Full description at Econpapers || Download paper | |
2018 | Financial Education in Schools: A Meta-Analysis of Experimental Studies. (2018). Menkhoff, Lukas ; Kaiser, Tim. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7395. Full description at Econpapers || Download paper | |
2018 | Active Learning Improves Financial Education:. (2018). Menkhoff, Lukas ; Kaiser, Tim. In: Rationality and Competition Discussion Paper Series. RePEc:rco:dpaper:131. Full description at Econpapers || Download paper | |
2018 | Bank capital requirements and mandatory deferral of compensation. (2018). Wohlschlegel, Ansgar ; Feess, Eberhard. In: Journal of Regulatory Economics. RePEc:kap:regeco:v:53:y:2018:i:2:d:10.1007_s11149-018-9352-3. Full description at Econpapers || Download paper | |
2018 | Competitive Pay and Excessive Manager Risk-taking. (2018). Chang, Jen Wen ; Zhang, Simpson. In: Working Papers. RePEc:ofr:wpaper:18-02. Full description at Econpapers || Download paper | |
2018 | Talent discovery, layoff risk and unemployment insurance. (2018). Picariello, Luca ; Pagano, Marco. In: CFS Working Paper Series. RePEc:zbw:cfswop:603. Full description at Econpapers || Download paper | |
2018 | Career Risk and Market Discipline in Asset Management. (2018). Scognamiglio, Annalisa ; Pagano, Marco ; Ellul, Andrew. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12851. Full description at Econpapers || Download paper | |
2018 | Bonus taxes and international competition for bank managers. (2018). Gietl, Daniel ; Haufler, Andreas. In: European Economic Review. RePEc:eee:eecrev:v:110:y:2018:i:c:p:41-60. Full description at Econpapers || Download paper | |
2018 | Ignorant Experts and Financial Fragility. (2018). Asano, Koji. In: MPRA Paper. RePEc:pra:mprapa:90830. Full description at Econpapers || Download paper | |
2018 | Dynamic Connectedness in Emerging Asian Equity Markets. (2018). Sethapramote, Yuthana ; Prukumpai, Suthawan ; Manopimoke, Pym. In: PIER Discussion Papers. RePEc:pui:dpaper:82. Full description at Econpapers || Download paper | |
2018 | Economic policy uncertainty and stock market participation. (2018). Georgarakos, Dimitris ; Gabor-Toth, Eniko. In: CFS Working Paper Series. RePEc:zbw:cfswop:590. Full description at Econpapers || Download paper | |
2018 | Capacity expansion under regulatory uncertainty:A real options-based study in international container shipping. (2018). Haehl, Christian ; Spinler, Stefan. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:113:y:2018:i:c:p:75-93. Full description at Econpapers || Download paper | |
2018 | National elections and tail risk: International evidence. (2018). Li, Qingyuan ; Xu, LI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:113-128. Full description at Econpapers || Download paper | |
2018 | How does credit market distortion affect corporate investment efficiency? The role of managerial forecast. (2018). Wang, Yizhong ; Li, Yong ; Huang, Ying Sophie ; Chen, Lifang . In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:266-273. Full description at Econpapers || Download paper | |
2018 | Uncovering the impact of regulatory uncertainty on credit spreads: A study of the U.S. covered bond experience. (2018). Bhanot, Karan ; Larsson, Carl F. In: Journal of Financial Markets. RePEc:eee:finmar:v:39:y:2018:i:c:p:84-110. Full description at Econpapers || Download paper | |
2018 | The Decline in Corporate Investment. (2018). Gomes, Joao ; Ruan, Hongxun ; Gala, Vito. In: 2018 Meeting Papers. RePEc:red:sed018:269. Full description at Econpapers || Download paper | |
2018 | How to explain corporate investment heterogeneity in Chinas new normal: Structural models with state-owned property rights. (2018). Shi, Jinchuan ; Zhang, Xiaoqian. In: China Economic Review. RePEc:eee:chieco:v:50:y:2018:i:c:p:1-16. Full description at Econpapers || Download paper | |
2018 | Political economic uncertainty in a small & open economy: the case of Uruguay. (2018). Mordecki, Gabriela ; Lanzilotta, Bibiana ; Umpierrez, Victoria. In: Documentos de Trabajo (working papers). RePEc:ulr:wpaper:dt-05-18. Full description at Econpapers || Download paper | |
2018 | Macroeconomic uncertainty and the distant forward-rate slope. (2018). Connolly, Robert ; Stivers, Chris ; Dubofsky, David. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:140-161. Full description at Econpapers || Download paper | |
2018 | Do macroeconomic conditions and oil prices influence corporate risk-taking?. (2018). Gupta, Kartick ; Krishnamurti, Chandrasekhar. In: Journal of Corporate Finance. RePEc:eee:corfin:v:53:y:2018:i:c:p:65-86. Full description at Econpapers || Download paper | |
2018 | Policy uncertainty, investment, and the cost of capital. (2018). Drobetz, Wolfgang ; Janzen, Malte ; Guedhami, Omrane ; el Ghoul, Sadok. In: Journal of Financial Stability. RePEc:eee:finsta:v:39:y:2018:i:c:p:28-45. Full description at Econpapers || Download paper | |
2018 | Aggregate uncertainty and sectoral productivity growth: The role of credit constraints. (2018). Furceri, Davide ; Choi, Sangyup ; Loungani, Prakash ; Huang, YI. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:88:y:2018:i:c:p:314-330. Full description at Econpapers || Download paper | |
2018 | Policy uncertainty and investment in Spain.. (2018). Ghirelli, Corinna ; Dejuan, Daniel. In: Working Papers. RePEc:bde:wpaper:1848. Full description at Econpapers || Download paper | |
2018 | Mortgage debt and entrepreneurship. (2018). Hilber, Christian ; Bracke, Philippe ; Silva, Olmo. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:84703. Full description at Econpapers || Download paper | |
2018 | Entrepreneurship: skills and financing. (2018). Balmaceda, Felipe. In: Small Business Economics. RePEc:kap:sbusec:v:50:y:2018:i:4:d:10.1007_s11187-017-9915-1. Full description at Econpapers || Download paper | |
2018 | Is there a startup wage premium? Evidence from MIT graduates. (2018). Kim, Daniel J. In: Research Policy. RePEc:eee:respol:v:47:y:2018:i:3:p:637-649. Full description at Econpapers || Download paper | |
2018 | Mortgage debt and entrepreneurship. (2018). Hilber, Christian ; Bracke, Philippe ; Silva, Olmo. In: Journal of Urban Economics. RePEc:eee:juecon:v:103:y:2018:i:c:p:52-66. Full description at Econpapers || Download paper | |
2018 | Size-Dependent Policies and Efficient Firm Creation. (2018). Ando, Sakai. In: ISER Discussion Paper. RePEc:dpr:wpaper:1033. Full description at Econpapers || Download paper | |
2018 | Impact of Price Path on Disposition Bias. (2018). Jacob, Joshy ; Bansal, Avijit. In: IIMA Working Papers. RePEc:iim:iimawp:14593. Full description at Econpapers || Download paper | |
2018 | The role of regret and disappointment in the repurchase effect: Does gender matter?. (2018). Li, Jianbiao ; Niu, Xiaofei ; Cao, Qian. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:75:y:2018:i:c:p:134-140. Full description at Econpapers || Download paper | |
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2018 | Prospect theory and IPO returns in China. (2018). Wang, Zhiqiang ; Shen, Zhe ; Coakley, Jerry ; Su, Bingbai. In: Journal of Corporate Finance. RePEc:eee:corfin:v:48:y:2018:i:c:p:726-751. Full description at Econpapers || Download paper | |
2018 | Prospect theory and corporate bond returns: An empirical study. (2018). Zhong, Xiaoling ; Wang, Junbo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:47:y:2018:i:c:p:25-48. Full description at Econpapers || Download paper | |
2018 | Preferences for lottery stocks at Borsa Istanbul. (2018). Alkan, Ulas ; Guner, Biliana . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:211-223. Full description at Econpapers || Download paper | |
2018 | Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field. (2018). Kouwenberg, Roy ; Peijnenburg, Kim ; Mitchell, Olivia S ; Dimmock, Steve. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13109. Full description at Econpapers || Download paper | |
2018 | How price path characteristics shape investment behavior. (2018). Nolte, Sven ; Schneider, Judith C. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:154:y:2018:i:c:p:33-59. Full description at Econpapers || Download paper | |
2018 | The effect of price magnitude on analysts forecasts: evidence from the lab. (2018). Willinger, Marc ; Roger, Patrick ; Bousselmi, Wael. In: Working Papers. RePEc:hal:wpaper:hal-01954919. Full description at Econpapers || Download paper | |
2018 | The effect of price magnitude on analysts forecasts: evidence from the lab. (2018). Willinger, Marc ; ROGER, Patrick ; Bousselmi, Wael. In: CEE-M Working Papers. RePEc:hal:wpceem:hal-01954919. Full description at Econpapers || Download paper | |
2018 | Do multiple credit ratings affect syndicated loan spreads?. (2018). Gallo, Raffaele ; Drago, Danilo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:1-16. Full description at Econpapers || Download paper | |
2018 | Gender difference and intra-household economic power in mortgage signing order. (2018). Agarwal, Sumit ; Zhang, Jian ; Yao, Vincent W ; Rosenblatt, Eric ; Green, Richard. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:36:y:2018:i:c:p:86-100. Full description at Econpapers || Download paper | |
2018 | Local Obesity Prevalence and Corporate Policies. (2018). Agrawal, Anup ; Lim, Yuree. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:08:y:2018:i:02:n:s2010139218500076. Full description at Econpapers || Download paper | |
2018 | Trust and Delegated Investing: A Money Doctors Experiment. (2018). Weber, Martin ; Loos, Benjamin ; Germann, Maximilian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12984. Full description at Econpapers || Download paper | |
2018 | Putting the pension back in 401(k) retirement plans: Optimal versus default longevity income annuities. (2018). Mitchell, Olivia ; Maurer, Raimond ; Horneff, Vanya. In: CFS Working Paper Series. RePEc:zbw:cfswop:607. Full description at Econpapers || Download paper | |
2018 | Readability of the credit card agreements and financial charges. (2018). Cash, Alyxandra ; Tsai, Hui-Ju . In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:145-150. Full description at Econpapers || Download paper | |
2018 | Pricing 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. Full description at Econpapers || Download paper | |
2018 | Letâs talk about the Free Trade Agreement (FTA): The five ASEAN members highlighting Indonesia. (2018). Verico, Kiki ; Natanael, Yeremia. In: MPRA Paper. RePEc:pra:mprapa:87947. Full description at Econpapers || Download paper | |
2018 | Letââ¬â¢s talk about the Free Trade Agreement (FTA): The five ASEAN members highlighting Indonesia. (2018). Verico, Kiki ; Natanael, Yeremia. In: LPEM FEBUI Working Papers. RePEc:lpe:wpaper:201823. Full description at Econpapers || Download paper | |
2018 | The Incentive Channel of Capital Market Interventions. (2018). Neuhann, Daniel ; Lee, Michael . In: 2018 Meeting Papers. RePEc:red:sed018:840. Full description at Econpapers || Download paper | |
2018 | Will the Real Specification Please Stand Up? A Comment on Andrew Bird and Stephen Karolyi. (2018). Young, Alex. In: Econ Journal Watch. RePEc:ejw:journl:v:15:y:2018:i:1:p:35-48. Full description at Econpapers || Download paper | |
2018 | Passing the dividend baton: The impact of dividend policy on new CEOs initial compensation. (2018). Goergen, Marc ; Song, Wei ; Chen, Jie. In: Working Papers. RePEc:swn:wpaper:2018-18. Full description at Econpapers || Download paper | |
2018 | Institutional cross-ownership and corporate strategy: The case of mergers and acquisitions. (2018). Brooks, Chris ; Zeng, Yeqin ; Chen, Zhong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:48:y:2018:i:c:p:187-216. Full description at Econpapers || Download paper | |
2018 | Institutional investor monitoring motivation and the marginal value of cash. (2018). Ward, Charles ; Zeng, Yeqin ; Yin, Chao. In: Journal of Corporate Finance. RePEc:eee:corfin:v:48:y:2018:i:c:p:49-75. Full description at Econpapers || Download paper | |
2018 | Do Institutional Investors Drive Corporate Social Responsibility? International Evidence. (2018). Wagner, Hannes ; Roth, Lukas ; Lins, Karl V ; Dyck, Alexander. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1873. Full description at Econpapers || Download paper | |
2018 | Skill 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. Full description at Econpapers || Download paper | |
2018 | Do 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. Full description at Econpapers || Download paper | |
2018 | Motivated monitoring: The importance of the institutional investment horizon. (2018). Yin, Chao ; Tsolacos, Sotiris ; Ward, Charles. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:197-212. Full description at Econpapers || Download paper | |
2018 | Corporate social responsibility, firm value, and influential institutional ownership. (2018). Buchanan, Bonnie ; Chen, Chongyang ; Cao, Cathy Xuying . In: Journal of Corporate Finance. RePEc:eee:corfin:v:52:y:2018:i:c:p:73-95. Full description at Econpapers || Download paper | |
2018 | Timid performance fees in mutual funds. (2018). Santamaria, Teresa Corzo ; Calvo, Juan Rodriguez ; de Ibarreta, Carlos Martinez. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:1:d:10.1057_s41260-017-0061-8. Full description at Econpapers || Download paper | |
2018 | Alpha or beta in the eye of the beholder: What drives hedge fund flows?. (2018). Agarwal, Vikas ; Ren, Honglin ; Green, Clifton T. In: Journal of Financial Economics. RePEc:eee:jfinec:v:127:y:2018:i:3:p:417-434. Full description at Econpapers || Download paper | |
2018 | Hindsight effect: What are the actual cash flow timing skills of mutual fund investors?. (2018). Muoz, Fernando ; Vicente, Ruth . In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:181-193. Full description at Econpapers || Download paper | |
2018 | The Lost Capital Asset Pricing Model. (2018). Andrei, Daniel ; Wilson, Mungo ; Cujean, Julien. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12607. Full description at Econpapers || Download paper | |
2018 | The investment behavior of socially responsible individual investors. (2018). Lapanan, Nicha. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:214-226. Full description at Econpapers || Download paper | |
2018 | Risk Factor Exposure Variation and Mutual Fund Performance. (2018). Weigert, Florian ; Fischer, Sebastian ; Ammann, Manuel. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:17. Full description at Econpapers || Download paper | |
2018 | Bank lending technologies and credit availability in Europe. What can we learn from the crisis?. (2018). Peruzzi, Valentina ; Murro, Pierluigi ; Ferri, Giovanni ; Rotondi, Zeno. In: CERBE Working Papers. RePEc:lsa:wpaper:wpc17. Full description at Econpapers || Download paper | |
2018 | Hidden gems and borrowers with dirty little secrets: Investment in soft information, borrower self-selection and competition. (2018). Gropp, Reint ; Guettler, Andre . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:87:y:2018:i:c:p:26-39. Full description at Econpapers || Download paper | |
2018 | The objective function of government-controlled banks in a financial crisis. (2018). Ogura, Yoshiaki. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:89:y:2018:i:c:p:78-93. Full description at Econpapers || Download paper | |
2018 | Corporate governance, tax evasion and business cycles. (2018). KokoszczyÅski, Ryszard ; Kokoszczyski, Ryszard ; Mbaraa, Gilbert. In: Working Papers. RePEc:war:wpaper:2018-10. Full description at Econpapers || Download paper | |
2018 | Private information, institutional distance, and the failure of cross-border acquisitions: Evidence from the banking sector in Central and Eastern Europe. (2018). Bhaumik, Sumon ; Pal, Sarmistha ; Owolabi, Oluwarotimi . In: Journal of World Business. RePEc:eee:worbus:v:53:y:2018:i:4:p:504-513. Full description at Econpapers || Download paper | |
2018 | Half-full or Half-empty? Financial Institutions, CDS Use, and Corporate Credit Risk. (2018). Parolin, Eric ; Darst, Matthew R ; Caglio, Cecilia. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-47. Full description at Econpapers || Download paper | |
2018 | To Ask or Not To Ask? Collateral versus Screening in Lending Relationships. (2018). Karmakar, Sudipto ; Karapetyan, Artashes ; Degryse, Hans. In: Working Papers REM. RePEc:ise:remwps:wp0492018. Full description at Econpapers || Download paper | |
2018 | Approaching non-performing loans from a macroprudential angle. (2018). Suarez, Javier ; Sánchez Serrano, Antonio. In: Report of the Advisory Scientific Committee. RePEc:srk:srkasc:20187. Full description at Econpapers || Download paper | |
2018 | Private information and lender discretion across time and institutions. (2018). HASAN, IFTEKHAR ; Ambrocio, Gene. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_017. Full description at Econpapers || Download paper | |
2018 | Predicting unlisted SMEs default: Incorporating market information on accounting-based models for improved accuracy. (2018). Andrikopoulos, Panagiotis ; Khorasgani, Amir. In: The British Accounting Review. RePEc:eee:bracre:v:50:y:2018:i:5:p:559-573. Full description at Econpapers || Download paper | |
2018 | Does credit reporting lead to a decline in relationship lending? Evidence from information sharing technology. (2018). Sutherland, Andrew. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:66:y:2018:i:1:p:123-141. Full description at Econpapers || Download paper | |
2018 | Why bank capital matters for monetary policy. (2018). Gambacorta, Leonardo ; Shin, Hyun Song. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:35:y:2018:i:pb:p:17-29. Full description at Econpapers || Download paper | |
2018 | To Ask or Not To Ask? Collateral versus Screening in Lending Relationships. (2018). Karmakar, Sudipto ; Degryse, Hans ; Karapetyan, Artashes. In: Working Papers. RePEc:ptu:wpaper:w201819. Full description at Econpapers || Download paper | |
2018 | To Ask or Not To Ask? Bank Capital Requirements and Loan Collateralization. (2018). Karmakar, Sudipto ; Karapetyan, Artashes ; Degryse, Hans. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13331. Full description at Econpapers || Download paper | |
2018 | Hierarchy of bank loan approval and loan performance. (2018). Calcagnini, Giorgio ; Grandicelli, Gloria ; Giombini, Germana ; Cole, Rebel. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:35:y:2018:i:3:d:10.1007_s40888-018-0109-3. Full description at Econpapers || Download paper | |
2018 | Green investment strategies and bank-firm relationship: a firm-level analysis. (2018). Falcone, Pasquale Marcello. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00383. Full description at Econpapers || Download paper | |
2018 | Financial markets, banksâ cost of funding, and firmsâ decisions: Lessons from two crises. (2018). Schiantarelli, Fabio ; Brancati, Emanuele ; Balduzzi, Pierluigi. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:36:y:2018:i:c:p:1-15. Full description at Econpapers || Download paper | |
2018 | The efficiency of savings-linked relationship lending for housing finance. (2018). Kirsch, Steffen ; Burghof, Hans-Peter. In: Journal of Housing Economics. RePEc:eee:jhouse:v:42:y:2018:i:c:p:55-68. Full description at Econpapers || Download paper | |
2018 | Cross-asset holdings and the resiliency of wholesale funding. (2018). Raffestin, Louis ; Caille, Olessia. In: Working Papers. RePEc:hal:wpaper:hal-01973120. Full description at Econpapers || Download paper | |
2018 | Some 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. Full description at Econpapers || Download paper | |
2018 | Monetary policy at work: Security and credit application registers evidence. (2018). Sette, Enrico ; Peydro, Jose-Luis ; Enrico, Sette ; Polo, Andrea. In: Economics Working Papers. RePEc:upf:upfgen:1565. Full description at Econpapers || Download paper | |
2018 | Flooded through the back door: Firm-level effects of banks lending shifts. (2018). Rehbein, Oliver. In: IWH Discussion Papers. RePEc:zbw:iwhdps:42018. Full description at Econpapers || Download paper | |
2018 | Productivity growth in Italy: a tale of a slow-motion change. (2018). Sette, Enrico ; Lotti, Francesca ; Linarello, Andrea ; Giacomelli, Silvia ; D'Amuri, Francesco ; Ciapanna, Emanuela ; Damuri, Francesco ; Colonna, Fabrizio ; Amici, Monica ; Bugamelli, Matteo ; Scoccianti, Filippo ; Palumbo, Giuliana ; Manaresi, Francesco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_422_18. Full description at Econpapers || Download paper | |
2018 | Credit shocks and the European labour market. (2018). Viviano, Eliana ; Izquierdo, Mario ; Hoeberichts, Marco ; Fadejeva, Ludmila ; Jadeau, Christophe ; Peinado, Mario Izquierdo ; Bodnar, Katalin. In: Working Paper Series. RePEc:ecb:ecbwps:20182124. Full description at Econpapers || Download paper | |
2018 | Bank credit supply and firm innovation. (2018). Kraft, Kornelius ; Giebel, Marek. In: ZEW Discussion Papers. RePEc:zbw:zewdip:18011. Full description at Econpapers || Download paper | |
2018 | Credit supply and productivity growth. (2018). Pierri, Nicola ; Manaresi, Francesco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1168_18. Full description at Econpapers || Download paper | |
2018 | Credit supply and productivity growth. (2018). Pierri, Nicola ; Manaresi, Francesco. In: BIS Working Papers. RePEc:bis:biswps:711. Full description at Econpapers || Download paper | |
2018 | Financial constraints in search equilibrium: Mortensen Pissarides meet Holmstrom and Tirole. (2018). Boeri, Tito ; Moen, Espen R ; Garibaldi, Pietro. In: Labour Economics. RePEc:eee:labeco:v:50:y:2018:i:c:p:144-155. Full description at Econpapers || Download paper | |
2018 | Essays on political economy of finance and fintech. (2018). Zhu, Haikun. In: Other publications TiSEM. RePEc:tiu:tiutis:93f94423-e671-4041-bb24-8e5ab6f2192e. Full description at Econpapers || Download paper | |
2018 | The heterogeneous response of domestic sales and exports to bank credit shocks. (2018). buono, ines ; Formai, Sara. In: Journal of International Economics. RePEc:eee:inecon:v:113:y:2018:i:c:p:55-73. Full description at Econpapers || Download paper | |
2018 | Corporate debt and investment: A firm-level analysis for stressed euro area countries. (2018). Gebauer, Stefan ; Westphal, Andreas ; Setzer, Ralph. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:112-130. Full description at Econpapers || Download paper | |
2018 | Prudential Capital Controls and Risk Misallocation: Bank Lending Channel. (2018). Keller, Lorena. In: 2018 Meeting Papers. RePEc:red:sed018:129. Full description at Econpapers || Download paper | |
2018 | Real Effects of Financial Distress: The Role of Heterogeneity. (2018). Karmakar, Sudipto ; Buera, Francisco. In: Working Papers. RePEc:ptu:wpaper:w201806. Full description at Econpapers || Download paper | |
2018 | The financial structure of Italian start-ups, in good and bad times. (2018). Nigro, Valentina ; di Patti, Emilia Bonaccorsi. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_449_18. Full description at Econpapers || Download paper | |
2018 | Credit-supply shocks and firm productivity in Italy. (2018). Raissi, Mehdi ; Weber, Anke ; Doerr, Sebastian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:87:y:2018:i:c:p:155-171. Full description at Econpapers || Download paper | |
2018 | Business investment in EU countries. (2018). Maria, José ; Lozej, Matija ; Júlio, Paulo ; Giordano, Claire ; de Winter, Jasper ; Buss, Ginters ; Banbura, Marta ; Gavura, Miroslav ; Pool, Sebastian ; Papageorgiou, Dimitris ; Bursian, Dirk ; Michail, Nektarios ; Ambrocio, Gene ; Meinen, Philipp ; Albani, Maria ; Carrascal, Carmen Martinez ; Babura, Marta ; Zevi, Giordano ; Malthe-Thagaard, Sune ; Toth, Mate ; le Roux, Julien ; san Juan, Lucio ; Julio, Paulo ; Sanjuan, Lucio ; Ravnik, Rafael. In: Occasional Paper Series. RePEc:ecb:ecbops:2018215. Full description at Econpapers || Download Risk-sensitive Basel Regulations and Firms Access to Credit: Direct and Indirect Effects. (2018). Mohapatra, Sanket ; Gopalakrishnan, Balagopal ; Jacob, Joshy. In: IIMA Working Papers. RePEc:iim:iimawp:14594. Full description at Econpapers || Download paper | |
2018 | Local banks, credit supply, and house prices. (2018). Blickle, Kristian. In: Staff Reports. RePEc:fip:fednsr:874. Full description at Econpapers || Download paper | |
2018 | Foreign currency borrowing, balance sheet shocks and real outcomes. (2018). Hardy, Bryan. In: BIS Working Papers. RePEc:bis:biswps:758. Full description at Econpapers || Download paper | |
2018 | Exports and bank shocks: Evidence from matched firm-bank data. (2018). Spatareanu, Mariana ; Kabiri, Ali ; Manole, Vlad. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:47:y:2018:i:c:p:46-56. Full description at Econpapers || Download paper | |
2018 | Bank shocks and firm performance: New evidence from the sovereign debt crisis. (2018). Tsoukas, Serafeim ; Farinha, Luisa ; Spaliara, Marina-Eliza. In: Working Papers. RePEc:ptu:wpaper:w201824. Full description at Econpapers || Download paper | |
2018 | Permissible collateral and access to finance: Evidence from a quasi-natural experiment. (2018). Xu, Bing. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_003. Full description at Econpapers || Download paper | |
2018 | Debt Contract Enforcement and Conservatism: Evidence from a Natural Experiment. (2018). Aghamolla, Cyrus ; Li, Nan. In: Journal of Accounting Research. RePEc:bla:joares:v:56:y:2018:i:5:p:1383-1416. Full description at Econpapers || Download paper | |
2018 | How do mortgage refinances affect debt, default, and spending? Evidence from HARP. (2018). Fuster, Andreas ; Abel, Joshua . In: Staff Reports. RePEc:fip:fednsr:841. Full description at Econpapers || Download paper | |
2018 | A discrete modification of the BenjaminiâYekutieli procedure. (2018). Dohler, Sebastian. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:137-147. Full description at Econpapers || Download paper | |
2018 | Leverage constraints and asset prices: Insights from mutual fund risk taking. (2018). Boguth, Oliver ; Simutin, Mikhail. In: Journal of Financial Economics. RePEc:eee:jfinec:v:127:y:2018:i:2:p:325-341. Full description at Econpapers || Download paper | |
2018 | Return dispersion risk in FX and global equity markets: Does it explain currency momentum?. (2018). Grobys, Klaus ; Kolari, James ; Heinonen, Jari-Pekka . In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:264-280. Full description at Econpapers || Download paper | |
2018 | Agnostic fundamental analysis works. (2018). Bartram, Söhnke ; Grinblatt, Mark. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:1:p:125-147. Full description at Econpapers || Download paper | |
2018 | Deep Learning for Predicting Asset Returns. (2018). Feng, Guanhao ; Polson, Nicholas G ; He, Jingyu. In: Papers. RePEc:arx:papers:1804.09314. Full description at Econpapers || Download paper | |
2018 | Measurement mattersâA meta-study of the determinants of corporate capital structure. (2018). Geyer-Klingeberg, Jerome ; Hang, Markus ; Stockl, Stefan ; Rathgeber, Andreas W. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:211-225. Full description at Econpapers || Download paper | |
2018 | Forecasting stock market returns by summing the frequency-decomposed parts. (2018). Verona, Fabio ; Faria, Gonalo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:228-242. Full description at Econpapers || Download paper | |
2018 | Cash savings and capital markets. (2018). McLean, David R ; Zhao, Mengxin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:47:y:2018:i:c:p:49-64. Full description at Econpapers || Download paper | |
2018 | Pricing within and across asset classes. (2018). Dobrynskaya, Victoria . In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:10-15. Full description at Econpapers || Download paper | |
2018 | Market intraday momentum. (2018). Gao, Lei ; Zhou, Guofu ; Li, Sophia Zhengzi ; Han, Yufeng. In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:2:p:394-414. Full description at Econpapers || Download paper | |
2018 | Fishing 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. Full description at Econpapers || Download paper | |
2018 | Viewpoint: Beasts of the field? Ethics in agricultural and applied economics. (2018). Michler, Jeffrey ; Josephson, Anna. In: Food Policy. RePEc:eee:jfpoli:v:79:y:2018:i:c:p:1-11. Full description at Econpapers || Download paper | |
2018 | Betas V characteristics: Do stock characteristics enhance the investment opportunity set in U.K. stock returns?. (2018). Fletcher, Jonathan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:114-129. Full description at Econpapers || Download paper | |
2018 | Asset allocation strategies, data snooping, and the 1 / N rule. (2018). Hsu, Po-Hsuan ; Cao, Zhiguang ; Wu, Wensheng ; Han, Qiheng . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:97:y:2018:i:c:p:257-269. Full description at Econpapers || Download paper | |
2018 | European cross-border acquisitions: Long-run stock returns and firm characteristics. (2018). Jensen-Vinstrup, Mathias ; Wulff, Jesper ; Rigamonti, Damiana. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:47-48:y:2018:i::p:31-45. Full description at Econpapers || Download paper | |
2018 | Measurement matters â A meta-study of the determinants of corporate capital structure. (2018). Hang, M ; Stockl, Stefan ; Rathgeber, W ; Geyer-Klingeberg, J. In: Post-Print. RePEc:hal:journl:hal-01809956. Full description at Econpapers || Download paper | |
2018 | Measuring Investor Sentiment. (2018). Zhou, Guofu. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:10:y:2018:p:239-259. Full description at Econpapers || Download paper | |
2018 | A Review of Norges Banks Active Management of the Government Pension Fund Global. (2018). ÃÂdegaard, Bernt ; Dahlquist, Magnus. In: UiS Working Papers in Economics and Finance. RePEc:hhs:stavef:2018_001. Full description at Econpapers || Download paper | |
2018 | Generalized Information Ratio. (2018). He, Zhongzhi Lawrence. In: Papers. RePEc:arx:papers:1803.01381. Full description at Econpapers || Download paper | |
2018 | Multi-layer affective computing model based on emotional psychology. (2018). Zhou, Qingyuan. In: Electronic Commerce Research. RePEc:spr:elcore:v:18:y:2018:i:1:d:10.1007_s10660-017-9265-8. Full description at Econpapers || Download paper | |
2018 | Volatility and the buyback anomaly. (2018). Vermaelen, Theo ; Nassuphis, Nick ; DE FORTUNY, Enric JUNQUe ; Evgeniou, Theodoros . In: Journal of Corporate Finance. RePEc:eee:corfin:v:49:y:2018:i:c:p:32-53. Full description at Econpapers || Download paper | |
2018 | Investment and profitability versus value and momentum: The price of residual risk. (2018). Li, Yuming. In: Journal of Empirical Finance. RePEc:eee:empfin:v:46:y:2018:i:c:p:1-10. Full description at Econpapers || Download paper | |
2018 | An intertemporal CAPM with stochastic volatility. (2018). Campbell, John ; Turley, Robert ; Polk, Christopher ; Giglio, Stefano. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:2:p:207-233. Full description at Econpapers || Download paper | |
2018 | Choosing factors. (2018). Fama, Eugene F ; French, Kenneth R. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:2:p:234-252. Full description at Econpapers || Download paper | |
2018 | The performance of precious-metal mutual funds: Does uncertainty matter?. (2018). Reboredo, Juan ; Otero, Luis A. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:13-22. Full description at Econpapers || Download paper | |
2018 | A review of short-term event studies in operations and supply chain management. (2018). Ding, LI ; Zhou, Honggeng ; Cheng, T. C. E., . In: International Journal of Production Economics. RePEc:eee:proeco:v:200:y:2018:i:c:p:329-342. Full description at Econpapers || Download paper | |
2018 | Economic 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. Full description at Econpapers || Download paper | |
2018 | Co-existence of Trend and Value in Financial Markets: Estimating an Extended Chiarella Model. (2018). Majewski, Adam ; Bouchaud, Jean-Philippe ; Ciliberti, Stefano. In: Papers. RePEc:arx:papers:1807.11751. Full description at Econpapers || Download paper | |
2018 | An Empirical Evidence of Over Reaction Hypothesis on Karachi Stock Exchange (KSE). (2018). Chhapra, Imran ; Ahmed, Farhan ; Saad, Sanyah ; Kashif, Muhammad. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:449-465. Full description at Econpapers || Download paper | |
2018 | A six-factor asset pricing model. (2018). Shijin, Santhakumar ; Roy, Rahul. In: Post-Print. RePEc:hal:journl:hal-01878923. Full description at Econpapers || Download paper | |
2018 | The performance of marketplace lenders: Evidence from lending club payment data. (2018). Rinne, Kalle ; Kräussl, Roman ; Pollet, Joshua ; Kraussl, Zsofia. In: CFS Working Paper Series. RePEc:zbw:cfswop:598. Full description at Econpapers || Download paper | |
2018 | Institutional Capital Allocation and Equity Returns: Evidence from Thai Mutual Funds Holdings. (2018). Saengchote, Kanis ; Ratanabanchuen, Roongkiat. In: PIER Discussion Papers. RePEc:pui:dpaper:97. Full description at Econpapers || Download paper | |
2018 | Pension fund equity performance: Patience, activity or both?. (2018). Lelyveld, Iman ; Artiga Gonzalez, Tanja ; Lucivjanska, Katarina ; van Lelyveld, Iman. In: DNB Working Papers. RePEc:dnb:dnbwpp:606. Full description at Econpapers || Download paper | |
2018 | A six-factor asset pricing model. (2018). Shijin, Santhakumar ; Roy, Rahul. In: Papers. RePEc:arx:papers:1810.07790. Full description at Econpapers || Download paper | |
2018 | Multi-factor asset pricing models: Factor construction choices and the revisit of pricing factors. (2018). Skoir, Matev ; Lonarski, Igor. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:65-80. Full description at Econpapers || Download paper | |
2018 | Size matters, if you control your junk. (2018). Asness, Clifford ; Pedersen, Lasse H ; Moskowitz, Tobias J ; Israel, Ronen ; Frazzini, Andrea. In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:3:p:479-509. Full description at Econpapers || Download paper | |
2018 | Idiosyncratic volatility in the Australian equity market. (2018). Zhong, Angel. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:50:y:2018:i:c:p:105-125. Full description at Econpapers || Download paper | |
2018 | Bayesian 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. Full description at Econpapers || Download paper | |
2018 | Profitability and investmentâ⬠based factor pricing models. (2018). Elliot, Brendan ; Lee, Doowon ; Easton, Stephen ; Docherty, Paul. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:2:p:397-421. Full description at Econpapers || Download paper | |
2018 | Dissecting stock price momentum using financial statement analysis. (2018). Ahmed, Anwer S ; Safdar, Irfan. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:3-43. Full description at Econpapers || Download paper | |
2018 | The profitability effect: Insights from international equity markets. (2018). Chen, Tefeng ; Xie, Feixue ; John, K C ; Sun, Lei. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:4:p:545-580. Full description at Econpapers || Download paper | |
2018 | There are two very different accruals anomalies. (2018). Detzel, Andrew ; Strauss, Jack ; Schaberl, Philipp. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:4:p:581-609. Full description at Econpapers || Download paper | |
2018 | ESG Ratings and the Performance of Socially Responsible Mutual Funds: A Panel Study. (2018). Chatterjee, Swarnankur ; Sunder, Aman ; Ruf, Bernadette ; Das, Nandita. In: EconStor Open Access Articles. RePEc:zbw:espost:196120. Full description at Econpapers || Download paper | |
2018 | Improving portfolio diversification: Identifying the right baskets for putting your eggs. (2018). , Vipul ; Vipul, ; Sharma, Prateek. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:39:y:2018:i:6:p:698-711. Full description at Econpapers || Download paper | |
2018 | Risks and Returns of Cryptocurrency. (2018). Tsyvinski, Aleh ; Liu, Yukun. In: NBER Working Papers. RePEc:nbr:nberwo:24877. Full description at Econpapers || Download paper | |
2018 | An Intertemporal CAPM with stochastic volatility. (2018). Campbell, John ; Turley, Robert ; Polk, Christopher ; Giglio, Stefano. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:69634. Full description at Econpapers || Download paper | |
2018 | Determinants and consequences of information processing delay: Evidence from the Thomson Reuters Institutional Brokersâ Estimate System. (2018). Akbas, Ferhat ; WEISBROD, ERIC ; Subasi, Musa ; Markov, Stanimir. In: Journal of Financial Economics. RePEc:eee:jfinec:v:127:y:2018:i:2:p:366-388. Full description at Econpapers || Download paper | |
2018 | Factors and Sectors in Asset Allocation: Stronger Together?. (2018). Szafarz, Ariane ; Briere, Marie. In: Working Papers CEB. RePEc:sol:wpaper:2013/269054. Full description at Econpapers || Download paper | |
2018 | Paper profits or real money? Trading costs and stock market anomalies in country ETFs. (2018). Zaremba, Adam ; Andreu, Laura. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:181-192. Full description at Econpapers || Download paper | |
2018 | Comparison of the multicriteria decision-making methods for equity portfolio selection: The U.S. evidence. (2018). Pätäri, Eero ; Yeomans, Julian S ; Luukka, Pasi ; Karell, Ville ; Patari, Eero. In: European Journal of Operational Research. RePEc:eee:ejores:v:265:y:2018:i:2:p:655-672. Full description at Econpapers || Download paper | |
2018 | Factor risk premiums and invested capital: calculations with stochastic discount factors. (2018). Ang, Andrew ; Shores, Sara ; Hogan, Ked. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:3:d:10.1057_s41260-017-0069-0. Full description at Econpapers || Download paper | |
2018 | Monthly cyclicality in retail Investorsâ liquidity and lottery-type stocks at the turn of the month. (2018). Meng, Yun ; Pantzalis, Christos. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:176-191. Full description at Econpapers || Download paper | |
2018 | Enhancement of value investing strategies based on financial statement variables: the German evidence. (2018). Pätäri, Eero ; Samuli, J V ; Hulkkonen, Janne ; Leivo, Timo H ; Patari, Eero J. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:51:y:2018:i:3:d:10.1007_s11156-017-0689-y. Full description at Econpapers || Download paper | |
2018 | Time-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. Full description at Econpapers || Download paper | |
2018 | A multi-objective approach to the cash management problem. (2018). Salas-Molina, Francisco ; Rodriguez-Aguilar, Juan A ; Pla-Santamaria, David. In: Annals of Operations Research. RePEc:spr:annopr:v:267:y:2018:i:1:d:10.1007_s10479-016-2359-1. Full description at Econpapers || Download paper | |
2018 | Are Lemons Sold First? Dynamic Signaling in the Mortgage Market. (2018). Gerardi, Kristopher ; Hartman-Glaser, Barney ; Adelino, Manuel. In: NBER Working Papers. RePEc:nbr:nberwo:24180. Full description at Econpapers || Download paper | |
2018 | A comprehensive view on risk reporting: Evidence from supervisory data. (2018). Abbassi, Puriya ; Schmidt, Michael. In: Discussion Papers. RePEc:zbw:bubdps:082018. Full description at Econpapers || Download paper | |
2018 | Managerial 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. Full description at Econpapers || Download paper | |
2018 | Vague lies and lax standards of proof: On the law and economics of advice. (2018). Troya Martinez, Marta ; Drugov, Mikhail ; Troya-Martinez, Marta. In: Working Papers. RePEc:cfr:cefirw:w0246. Full description at Econpapers || Download paper | |
2018 | An Equilibrium Model of Housing and Mortgage Markets with State-Contingent Lending Contracts. (2018). Tchistyi, Alexei. In: 2018 Meeting Papers. RePEc:red:sed018:244. Full description at Econpapers || Download paper | |
2018 | Too Much Skin-in-the-Game? The Effect of Mortgage Market Concentration on Credit and House Prices. (2018). Gupta, Deeksha. In: 2018 Meeting Papers. RePEc:red:sed018:512. Full description at Econpapers || Download paper | |
2018 | The effect of mortgage securitization on foreclosure and modification. (2018). Kruger, Samuel. In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:3:p:586-607. Full description at Econpapers || Download paper | |
2018 | Mortgage Market Design: Lessons from the Great Recession. (2018). Piskorski, Tomasz ; Seru, Amit. In: Brookings Papers on Economic Activity. RePEc:bin:bpeajo:v:49:y:2019:i:2018-01:p:429-513. Full description at Econpapers || Download paper | |
2018 | A comprehensive view on risk reporting: Evidence from supervisory data. (2018). Abbassi, Puriya ; Schmidt, Michael. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:36:y:2018:i:c:p:74-85. Full description at Econpapers || Download paper | |
2018 | Unintended Consequences of Risk Based Pricing: Racial Differences in Mortgage Costs. (2018). Daniels, Kenneth ; Smith, Brent C. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:54:y:2018:i:3:d:10.1007_s10693-017-0274-5. Full description at Econpapers || Download paper | |
2018 | Vague lies and lax standards of proof: On the law and economics of advice. (2018). Drugov, Mikhail ; Troya-Martinez, Marta. In: Working Papers. RePEc:abo:neswpt:w0246. Full description at Econpapers || Download paper | |
2018 | Mortgage Market Design: Lessons from the Great Recession. (2018). Seru, Amit ; Piskorski, Tomasz. In: Brookings Papers on Economic Activity. RePEc:bin:bpeajo:v:49:y:2018:i:2018-01:p:429-513. Full description at Econpapers || Download paper | |
2018 | Contracting to compete for flows. (2018). Donaldson, Jason Roderick ; Piacentino, Giorgia. In: Journal of Economic Theory. RePEc:eee:jetheo:v:173:y:2018:i:c:p:289-319. Full description at Econpapers || Download paper | |
2018 | Performance-based payment scheme to hedge against credit rating inflation. (2018). Charoontham, Kittiphod ; Amornpetchkul, Thunyarat. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:471-479. Full description at Econpapers || Download paper | |
2018 | Cyclicality 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. Full description at Econpapers || Download paper | |
2018 | Inefficiencies and externalities from opportunistic acquirers. (2018). Li, DI ; Wang, Wenyu ; Taylor, Lucian A. In: Journal of Financial Economics. RePEc:eee:jfinec:v:130:y:2018:i:2:p:265-290. Full description at Econpapers || Download paper | |
2018 | A weekly sentiment index and the cross-section of stock returns. (2018). Xu, Hai-Chuan ; Zhou, Wei-Xing. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:135-139. Full description at Econpapers || Download paper | |
2018 | Asymmetric attention and volatility asymmetry. (2018). Dzieliski, Micha ; Talpsepp, Tnn ; Rieger, Marc Oliver. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:59-67. Full description at Econpapers || Download paper | |
2018 | Journalist disagreement. (2018). Hillert, Alexander ; Muller, Sebastian ; Jacobs, Heiko. In: Journal of Financial Markets. RePEc:eee:finmar:v:41:y:2018:i:c:p:57-76. Full description at Econpapers || Download paper | |
2018 | Harmony in Diversity: Can the One Belt One Road Initiative Promote Chinaâs Outward Foreign Direct Investment?. (2018). Zhu, Yu ; Peng, Fei ; Kang, Lili ; Pan, AN. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:9:p:3264-:d:169449. Full description at Econpapers || Download paper | |
2018 | Mandatory Worker Representation on the Board and Its Effect on Shareholder Wealth. (2018). Petry, Stefan. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:1:p:25-54. Full description at Econpapers || Download paper | |
2018 | CAPM, components of beta and the cross section of expected returns. (2018). Cenesizoglu, Tolga ; Reeves, Jonathan J. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:223-246. Full description at Econpapers || Download paper | |
2018 | Who Improves or Worsens Liquidity in the Korean Treasury Bond Market?. (2018). Lee, Jieun. In: Working Papers. RePEc:bok:wpaper:1803. Full description at Econpapers || Download paper | |
2018 | Liquidity tail risk and credit default swap spreads. (2018). Irresberger, Felix ; Gabrysch, Sandra. In: European Journal of Operational Research. RePEc:eee:ejores:v:269:y:2018:i:3:p:1137-1153. Full description at Econpapers || Download paper | |
2018 | Benchmarking liquidity proxies: The case of EU sovereign bonds. (2018). Monokroussos, George ; Langedijk, Sven ; Papanagiotou, Evangelia . In: International Review of Economics & Finance. RePEc:eee:reveco:v:56:y:2018:i:c:p:321-329. Full description at Econpapers || Download paper | |
2018 | The Impact of Government Debt Supply on Bond Market Liquidity: An Empirical Analysis of the Canadian Market. (2018). Jin, Jianjian ; Thompson, Jacob ; Gao, Jeffrey. In: Staff Working Papers. RePEc:bca:bocawp:18-35. Full description at Econpapers || Download paper | |
2018 | Equity trading costs have fallen less than commonly thought. Evidence using alternative trading cost estimators. (2018). ÃÂdegaard, Bernt ; Klova, Valeriia. In: UiS Working Papers in Economics and Finance. RePEc:hhs:stavef:2018_004. Full description at Econpapers || Download paper | |
2018 | Lighting up the dark: Liquidity in the German corporate bond market. (2018). Schneider, Michael ; Pelizzon, Loriana ; Gündüz, Yalin ; Subrahmanyam, Marti G ; Ottonello, Giorgio ; Gunduz, Yalin. In: SAFE Working Paper Series. RePEc:zbw:safewp:230. Full description at Econpapers || Download paper | |
2018 | Have Capital Market Anomalies Worldwide Attenuated in the Recent Era of High Liquidity and Trading Activity?. (2018). Rottmann, Horst ; Auer, Benjamin R. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7204. Full description at Econpapers || Download paper | |
2018 | Do liquidity proxies measure liquidity accurately in ETFs?. (2018). Marshall, Ben ; Visaltanachoti, Nuttawat ; Nguyen, Nhut H. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:94-111. Full description at Econpapers || Download paper | |
2018 | Bidâask spread estimator from high and low daily prices: Practical implementation for corporate bonds. (2018). Nieto, Belen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:36-57. Full description at Econpapers || Download paper | |
2018 | Have capital market anomalies worldwide attenuated in the recent era of high liquidity and trading activity?. (2018). Rottmann, Horst ; Auer, Benjamin R. In: Weidener Diskussionspapiere. RePEc:zbw:hawdps:64. Full description at Econpapers || Download paper | |
2018 | An updated review of (sub-)optimal diversification models. (2018). Bock, Johannes. In: Papers. RePEc:arx:papers:1811.08255. Full description at Econpapers || Download paper | |
2018 | Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions. (2018). Quaedvlieg, Rogier ; Patton, Andrew J ; Bollerslev, Tim. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:1:p:71-91. Full description at Econpapers || Download paper | |
2018 | Fragile New Economy: The Rise of Intangible Capital and Financial Instability. (2018). Li, YE. In: 2018 Meeting Papers. RePEc:red:sed018:1189. Full description at Econpapers || Download paper | |
2018 | Do Firms Mitigate or Magnify Capital Misallocation? Evidence from Plant-Level Data. (2018). Vincent, Nicolas ; Kehrig, Matthias. In: 2018 Meeting Papers. RePEc:red:sed018:233. Full description at Econpapers || Download paper | |
2018 | Creditor rights and innovation: Evidence from patent collateral. (2018). Mann, William. In: Journal of Financial Economics. RePEc:eee:jfinec:v:130:y:2018:i:1:p:25-47. Full description at Econpapers || Download paper | |
2018 | Financing Insurance. (2018). Viswanathan, S ; Rampini, Adriano A. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12855. Full description at Econpapers || Download paper | |
2018 | Performance-vesting provisions in executive compensation. (2018). Bettis, Carr J ; Kalpathy, Swaminathan ; Coles, Jeffrey L ; Bizjak, John. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:66:y:2018:i:1:p:194-221. Full description at Econpapers || Download paper | |
2018 | Not all clawbacks are the same: Consequences of strong versus weak clawback provisions. (2018). , Michael ; Yurtoglu, Burcin B ; Gan, Ying. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:66:y:2018:i:1:p:291-317. Full description at Econpapers || Download paper | |
2018 | Mortgage supply and the US housing boom: The role of the Community Reinvestment Act. (2016). Saadi, Vahid . In: SAFE Working Paper Series. RePEc:zbw:safewp:155. Full description at Econpapers || Download paper | |
2018 | Credit Supply Shocks and Household Leverage: Evidence from the US Banking Deregulation. (2018). Montagnoli, Alberto ; Brown, Sarah ; Gray, Daniel. In: Working Papers. RePEc:shf:wpaper:2018009. Full description at Econpapers || Download paper | |
2018 | Lending standards and output growth. (2018). Kirti, Divya. In: ESRB Working Paper Series. RePEc:srk:srkwps:201879. Full description at Econpapers || Download paper | |
2018 | Lending standards and output growth. (2018). Kirti, Divya. In: 2018 Meeting Papers. RePEc:red:sed018:203. Full description at Econpapers || Download paper | |
2018 | Evidence and Actions on Mortgage Market Disparities: Research, Fair lending Enforcement and Consumer Protection. (2018). Ross, Stephen ; Courchane, Marsha. In: Working papers. RePEc:uct:uconnp:2018-14. Full description at Econpapers || Download paper | |
2018 | Evidence and Actions on Mortgage Market Disparities: Research, Fair Lending Enforcement and Consumer Protection. (2018). Ross, Stephen ; Courchane, Marsha J. In: Working Papers. RePEc:hka:wpaper:2018-052. Full description at Econpapers || Download paper | |
2018 | Can Technology Undermine Macroprudential Regulation? Evidence from Peer-to-Peer Credit in China. (2018). Manconi, Alberto ; Zhu, Haikun ; Braggion, Fabio. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12668. Full description at Econpapers || Download paper | |
2018 | Perception of House Price Risk and Homeownership. (2018). Adelino, Manuel ; Severino, Felipe ; Schoar, Antoinette S. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13195. Full description at Econpapers || Download paper | |
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2018 | Bank response to higher capital requirements: Evidence from a quasi-natural experiment. (2016). Wix, Carlo ; Ongena, Steven ; Gropp, Reint ; Mosk, Thomas. In: SAFE Working Paper Series. RePEc:zbw:safewp:156. Full description at Econpapers || Download paper | |
2018 | Financing as a supply chain: The capital structure of banks and borrowers. (2018). Gornall, Will ; Strebulaev, Ilya A. In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:3:p:510-530. Full description at Econpapers || Download paper | |
2018 | Effective 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. Full description at Econpapers || Download paper | |
2018 | The pricing of FX forward contracts: Micro evidence from banks dollar hedging. (2018). Bräuning, Falk ; Abbassi, Puriya ; Brauning, Falk. In: Discussion Papers. RePEc:zbw:bubdps:422018. Full description at Econpapers || Download paper | |
2018 | How do Capital Requirements Affect Loan Rates? Evidence from High Volatility Commercial Real Estate. (2018). Kurtzman, Robert J ; Glancy, David P. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-79. Full description at Econpapers || Download paper | |
2018 | Banking and shadow banking. (2018). Huang, JI. In: Journal of Economic Theory. RePEc:eee:jetheo:v:178:y:2018:i:c:p:124-152. Full description at Econpapers || Download paper | |
2018 | Beyond Common Equity - The Influence of Secondary Capital on Bank Insolvency Risk. (2018). Molyneux, Philip ; cotter, john ; Conlon, Thomas. In: Working Papers. RePEc:ucd:wpaper:201806. Full description at Econpapers || Download paper | |
2018 | Diversification and Systemic Bank Runs. (2018). Liu, Xue Wen. In: 2018 Meeting Papers. RePEc:red:sed018:739. Full description at Econpapers || Download paper | |
2018 | BANK PANICS AND FIRE SALES, INSOLVENCY AND ILLIQUIDITY. (2018). Hurd, T R. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:21:y:2018:i:06:n:s0219024918500401. Full description at Econpapers || Download paper | |
2018 | Discretionary Loan-Loss Provision Behavior in the US Banking Industry. (2018). Tran, Dung ; Hassan, M. Kabir ; Houston, Reza. In: NFI Working Papers. RePEc:nfi:nfiwps:2018-wp-01. Full description at Econpapers || Download paper | |
2018 | How Post-crisis Regulation Has Affected Bank CEO Compensation. (2018). Oliviero, Tommaso ; Gambacorta, Leonardo ; CERASI, VITTORIA ; Deininger, Sebastian M. In: CSEF Working Papers. RePEc:sef:csefwp:493. Full description at Econpapers || Download paper | |
2018 | Ownership Structure and Bank Risk: The Effects of Crisis, Market Discipline and Regulatory Pressure. (2018). Tran, Dung ; Hassan, M. Kabir ; Houston, Reza. In: NFI Working Papers. RePEc:nfi:nfiwps:2018-wp-03. Full description at Econpapers || Download paper | |
2018 | Competition or manipulation? An empirical evidence of determinants of the earnings persistence of the U.S. banks. (2018). Hung, Chi-Hsiou ; Tu, Hong ; Liu, Frank Hong ; Jiang, Yuxiang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:442-454. Full description at Econpapers || Download paper | |
2018 | Activity Strategies, Information Asymmetry, and Bank Opacity. (2018). Tran, Dung ; Hassan, M. Kabir ; Houston, Reza. In: NFI Working Papers. RePEc:nfi:nfiwps:2018-wp-04. Full description at Econpapers || Download paper | |
2018 | Competition and bank stability. (2018). Goetz, Martin R. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:35:y:2018:i:pa:p:57-69. Full description at Econpapers || Download paper | |
2018 | Banks funding structure and earnings quality. (2018). Jin, Justin Yiqiang ; Liu, YI ; Kanagaretnam, Kiridaran. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:163-178. Full description at Econpapers || Download paper | |
2018 | How does banking market power affect bank opacity? Evidence from analysts forecasts. (2018). Fosu, Samuel ; Murinde, Victor ; Ntim, Collins G ; Agyei-Boapeah, Henry ; Danso, Albert. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:38-52. Full description at Econpapers || Download paper | |
2018 | Bank opacity and financial crises. (2018). Jungherr, Joachim. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:97:y:2018:i:c:p:157-176. Full description at Econpapers || Download paper | |
2018 | Institutional trading and Abel Noser data. (2018). Hu, Gang ; Xie, Jing ; Wang, Yi Alex ; Jo, Koren M. In: Journal of Corporate Finance. RePEc:eee:corfin:v:52:y:2018:i:c:p:143-167. Full description at Econpapers || Download paper | |
2018 | The equity risk premium and the low frequency of the term spread. (2018). Verona, Fabio ; Faria, Gonalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_007. Full description at Econpapers || Download paper | |
2018 | Exploring the dynamic relationships between cryptocurrencies and other financial assets. (2018). Corbet, Shaen ; Yarovaya, Larisa ; Lucey, Brian ; Larkin, Charles ; Meegan, Andrew. In: Economics Letters. RePEc:eee:ecolet:v:165:y:2018:i:c:p:28-34. Full description at Econpapers || Download paper | |
2018 | Do co-jumps impact correlations in currency markets?. (2018). Vacha, Lukas ; BarunÃÂk, Jozef ; Barunik, Jozef. In: Journal of Financial Markets. RePEc:eee:finmar:v:37:y:2018:i:c:p:97-119. Full description at Econpapers || Download paper | |
2018 | Tail Risks, Asset prices, and Investment Horizons. (2018). BarunÃÂk, Jozef ; Nevrla, Matvej. In: Papers. RePEc:arx:papers:1806.06148. Full description at Econpapers || Download paper | |
2018 | âScaling Down Downside Risk with Inter-Quantile Semivariancesâ. (2018). Uribe, Jorge. In: IREA Working Papers. RePEc:ira:wpaper:201826. Full description at Econpapers || Download paper | |
2018 | Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices. (2018). Ferrer, Roman ; Jareo, Francisco ; Lopez, Raquel ; Hussain, Syed Jawad. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:1-20. Full description at Econpapers || Download paper | |
2018 | Time-Frequency Response Analysis of Monetary Policy Transmission. (2018). Vacha, Lukas ; Hanus, Lubos. In: Working Papers IES. RePEc:fau:wpaper:wp2018_30. Full description at Econpapers || Download paper | |
2018 | Forecasting Stock Returns: A Predictor-Constrained Approach. (2018). Wang, Yudong ; Pettenuzzo, Davide ; Pan, Zhiyuan. In: Working Papers. RePEc:brd:wpaper:116r. Full description at Econpapers || Download paper | |
2018 | Predictable biases in macroeconomic forecasts and their impact across asset classes. (2018). Stork, Philip ; Kräussl, Roman ; Kraussl, Roman ; Felix, Luiz . In: CFS Working Paper Series. RePEc:zbw:cfswop:596. Full description at Econpapers || Download paper | |
2018 | Analyzing the structural transformation of commodity markets: financialization revisited. (2018). Natoli, Filippo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_419_18. Full description at Econpapers || Download paper | |
2018 | Misinvoicing in mineral trade: what do we really know?. (2018). Ostensson, Olle . In: Mineral Economics. RePEc:spr:minecn:v:31:y:2018:i:1:d:10.1007_s13563-018-0141-3. Full description at Econpapers || Download paper | |
2018 | Predicting risk premia in short-term interest rates and exchange rates. (2018). Kostka, Thomas ; Gräb, Johannes ; Grab, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20182131. Full description at Econpapers || Download paper | |
2018 | Solvency Risk Premia and the Carry Trades. (2018). Orlov, Vitaly. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:02. Full description at Econpapers || Download paper | |
2018 | From carry trades to curvy trades. (2018). Kostka, Thomas ; Gräb, Johannes ; Grab, Johannes ; Dreher, Ferdinand. In: Working Paper Series. RePEc:ecb:ecbwps:20182149. Full description at Econpapers || Download paper | |
2018 | Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95. Full description at Econpapers || Download paper | |
2018 | Global macro risks in currency excess returns. (2018). Berg, Kimberly ; Mark, Nelson C. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:300-315. Full description at Econpapers || Download paper | |
2018 | Linking Net Foreign Portfolio Debt and Equity to Exchange Rate Movements. (2018). Gardberg, Malin. In: Working Paper Series. RePEc:hhs:iuiwop:1246. Full description at Econpapers || Download paper | |
2018 | Volatility Risk Pass-Through. (2018). Colacito, Riccardo ; Shaliastovich, Ivan ; Liu, Yang ; Croce, Mariano Massimiliano. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13325. Full description at Econpapers || Download paper | |
2018 | Measures of global uncertainty and carry-trade excess returns. (2018). Berg, Kimberly ; Mark, Nelson C. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:88:y:2018:i:c:p:212-227. Full description at Econpapers || Download paper | |
2018 | Heterogeneous Information Content of Global FX Trading. (2018). Somogyi, Fabricius ; Ranaldo, Angelo. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:20. Full description at Econpapers || Download paper | |
2018 | Saving for a rainy day: Evidence from the 2000 dot-com crash and the 2008 credit crisis. (2018). Chen, Hsuan-Chi ; Lu, Chien-Lin ; Chou, Robin K. In: Journal of Corporate Finance. RePEc:eee:corfin:v:48:y:2018:i:c:p:680-699. Full description at Econpapers || Download paper | |
2018 | The (Self-) Funding of Intangibles. (2018). Döttling, Robin ; Perotti, Enrico C ; Ladika, Tomislav ; Dottling, Robin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12618. Full description at Econpapers || Download paper | |
2018 | Unionization, Cash, and Leverage. (2018). Schmalz, Martin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12595. Full description at Econpapers || Download paper | |
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2018 | An SPDE Model for Systemic Risk with Endogenous Contagion. (2018). Sojmark, Andreas ; Hambly, Ben. In: Papers. RePEc:arx:papers:1801.10088. Full description at Econpapers || Download paper | |
2018 | Monetary policy and long-run systemic risk-taking. (2018). LEVIEUGE, Gregory ; Popescu, Alexandra ; Colletaz, Gilbert. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:86:y:2018:i:c:p:165-184. Full description at Econpapers || Download paper | |
2018 | Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach. (2018). Gnabo, Jean-Yves ; Dossougoin, Cyrille ; Debarsy, Nicolas ; Ertur, Cem. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:87:y:2018:i:c:p:21-45. Full description at Econpapers || Download paper | |
2018 | Systemic risk and bank size. (2018). Varotto, Simone ; Zhao, Lei. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:82:y:2018:i:c:p:45-70. Full description at Econpapers || Download paper | |
2018 | Measuring Dynamic Connectedness with Large Bayesian VAR Models. (2018). Yilmaz, Kamil ; Korobilis, Dimitris. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:20937. Full description at Econpapers || Download paper | |
2018 | How much does book value data tell us about systemic risk and its interactions with the macroeconomy? A Luxembourg empirical evaluation. (2018). Jin, Xisong. In: BCL working papers. RePEc:bcl:bclwop:bclwp118. Full description at Econpapers || Download paper | |
2018 | Systemic risk in Europe: deciphering leading measures, common patterns and real effects. (2018). Stolbov, Mikhail ; Shchepeleva, Maria. In: Annals of Finance. RePEc:kap:annfin:v:14:y:2018:i:1:d:10.1007_s10436-017-0310-3. Full description at Econpapers || Download paper | |
2018 | Modeling Systemic Risk: Time-Varying Tail Dependence When Forecasting Marginal Expected Shortfall. (2018). Eckernkemper, Tobias. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:16:y:2018:i:1:p:63-117.. Full description at Econpapers || Download paper | |
2018 | Local currency systemic risk. (2018). Borri, Nicola. In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:111-123. Full description at Econpapers || Download paper | |
2018 | Measuring systemic risk across financial market infrastructures. (2018). Li, Fu Chun ; Perez-Saiz, Hector. In: Journal of Financial Stability. RePEc:eee:finsta:v:34:y:2018:i:c:p:1-11. Full description at Econpapers || Download paper | |
2018 | Syndication, interconnectedness, and systemic risk. (2018). Cai, Jian ; Steffen, Sascha ; Saunders, Anthony ; Eidam, Frederik. In: Journal of Financial Stability. RePEc:eee:finsta:v:34:y:2018:i:c:p:105-120. Full description at Econpapers || Download paper | |
2018 | Diversification and Systemic Risk: A Financial Network Perspective. (2018). Frey, Rudiger ; Hledik, Juraj. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:54-:d:146414. Full description at Econpapers || Download paper | |
2018 | Specification tests for non-Gaussian maximum likelihood estimators. (2018). Sentana, Enrique ; Fiorentini, Gabriele. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2018_05. Full description at Econpapers || Download paper | |
2018 | Specification tests for non-Gaussian maximum likelihood estimators. (2018). Sentana, Enrique ; Fiorentini, Gabriele. In: Working Paper series. RePEc:rim:rimwps:18-22. Full description at Econpapers || Download paper | |
2018 | Understanding Flash Crash Contagion and Systemic Risk: A Micro-Macro Agent-Based Approach. (2018). Wooldridge, Michael ; Calinescu, Anisoara ; Paulin, James. In: Papers. RePEc:arx:papers:1805.08454. Full description at Econpapers || Download paper | |
2018 | Financial bridges and network communities. (2018). Yenerdag, Erdem ; Costola, Michele ; Casarin, Roberto. In: SAFE Working Paper Series. RePEc:zbw:safewp:208. Full description at Econpapers || Download paper | |
2018 | Testing the systemic risk differences in banks. (2018). Jokivuolle, Esa ; Vioto, Davide ; Tunaru, Radu. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_013. Full description at Econpapers || Download paper | |
2018 | Insurers as asset managers and systemic risk. (2018). Wagner, Wolf ; Lundblad, Christiant ; Kartasheva, Anastasia ; Jotikasthira, Chotibhak ; Ellul, Andrew. In: ESRB Working Paper Series. RePEc:srk:srkwps:201875. Full description at Econpapers || Download paper | |
2018 | Financial contagion and capital asset pricing in Africa: The impact of the 2007â09 and Euro-Zone crises on natural resources sector Beta in African emerging markets. (2018). Tony-Okeke, Uchenna ; Rodgers, Timothy ; Niklewski, Jacek ; Ahmadu-Bello, Jaliyyah. In: Research in International Business and Finance. RePEc:eee:riibaf:v:45:y:2018:i:c:p:54-61. Full description at Econpapers || Download paper | |
2018 | Bank CEO materialism: Risk controls, culture and tail risk. (2018). Bushman, Robert M ; Smith, Abbie ; Dey, Aiyesha ; Davidson, Robert H. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:65:y:2018:i:1:p:191-220. Full description at Econpapers || Download paper | |
2018 | Interconnectedness and systemic risk of Chinas financial institutions. (2018). Wang, Gang-Jin ; Stanley, Eugene H ; Xie, Chi ; Lin, Min ; Jiang, Zhi-Qiang. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:1-18. Full description at Econpapers || Download paper | |
2018 | Systemic risk network of Chinese financial institutions. (2018). Fang, Libing ; Yu, Honghai ; Li, Huijing ; Sun, Boyang. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:190-206. Full description at Econpapers || Download paper | |
2018 | Downside and upside risk spillovers from China to Asian stock markets: A CoVaR-copula approach. (2018). Jin, Xiaoye. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:202-212. Full description at Econpapers || Download paper | |
2018 | Better safe than sorry? CEO inside debt and risk-taking in bank acquisitions. (2018). Srivastav, Abhishek ; King, Tim ; Hagendorff, Jens ; Armitage, Seth. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:208-224. Full description at Econpapers || Download paper | |
2018 | Bank Holdings and Systemic Risk. (2018). Harris, Jeffrey ; Mankad, Shawn ; Brunetti, Celso. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-63. Full description at Econpapers || Download paper | |
2018 | Modeling Systemic Risk with Markov Switching Graphical SUR Models. (2018). Guidolin, Massimo ; Billio, Monica ; Bianchi, Daniele ; Casarin, Roberto. In: Working Papers. RePEc:igi:igierp:626. Full description at Econpapers || Download paper | |
2018 | On 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. Full description at Econpapers || Download paper | |
2018 | Specification Tests for Non-Gaussian Maximum Likelihood Estimators. (2018). Sentana, Enrique ; Fiorentini, Gabriele. In: Working Papers. RePEc:cmf:wpaper:wp2018_1804. Full description at Econpapers || Download paper | |
2018 | Econometric Modeling of Risk Measures: A Selective Review of the Recent Literature. (2018). Fang, Ying ; Cai, Zongwu ; Tian, Dingshi. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:201807. Full description at Econpapers || Download paper | |
2018 | Monetary Policy and Long-Run Systemic Risk-Taking. (2018). Popescu, Alexandra ; Levieuge, Gregory ; Colletaz, Gilbert. In: Working papers. RePEc:bfr:banfra:694. Full description at Econpapers || Download paper | |
2018 | Measuring Network Systemic Risk Contributions: A Leave-one-out Approach. (2018). Tokpavi, Sessi ; Hue, Sullivan. In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2608. Full description at Econpapers || Download paper | |
2018 | A Survey of Systemic Risk Indicators. (2018). Rogantini Picco, Anna ; Di Cesare, Antonio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_458_18. Full description at Econpapers || Download paper | |
2018 | Did the Basel process of capital regulation enhance the resiliency of European Banks?. (2018). Gehrig, Thomas ; Iannino, Maria Chiara . In: Research Discussion Papers. RePEc:bof:bofrdp:2018_016. Full description at Econpapers || Download paper | |
2018 | The dark side of stress tests: Negative effects of information disclosure. (2018). Goncharenko, Roman ; Pinto, Roberto ; Hledik, Juraj. In: Journal of Financial Stability. RePEc:eee:finsta:v:37:y:2018:i:c:p:49-59. Full description at Econpapers || Download paper | |
2018 | Bank capital, institutional environment and systemic stability. (2018). Mare, Davide Salvatore ; Demirguc-Kunt, Asli ; Demirgu-Kunt, Asli ; Anginer, Deniz. In: Journal of Financial Stability. RePEc:eee:finsta:v:37:y:2018:i:c:p:97-106. Full description at Econpapers || Download paper | |
2018 | Why do some banks contribute more to global systemic risk?. (2018). Bostandzic, Denefa . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:35:y:2018:i:pa:p:17-40. Full description at Econpapers || Download paper | |
2018 | A return spillover network perspective analysis of Chinese financial institutionsâ systemic importance. (2018). Huang, Wei-qiang ; Wang, Dan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:405-421. Full description at Econpapers || Download paper | |
2018 | Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying Vector Autoregressions. (2018). Geraci, Marco Valerio ; Gnabo, Jean-Yves. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:53:y:2018:i:03:p:1371-1390_00. Full description at Econpapers || Download paper | |
2018 | Asymmetric Connectedness of Fears in the U.S. Financial Sector. (2018). BarunÃÂk, Jozef ; Tunaru, Radu ; Bevilacqua, Mattia. In: Papers. RePEc:arx:papers:1810.12022. Full description at Econpapers || Download paper | |
2018 | Multibank Holding Companies and Bank Stability. (2018). Silva Buston, Consuelo ; Raykov, Radoslav ; Silva-Buston, Consuelo. In: Staff Working Papers. RePEc:bca:bocawp:18-51. Full description at Econpapers || Download paper | |
2018 | Systemic Financial Risk Indicators and Securitised Assets: an Agent-Based Framework. (2018). Teglio, Andrea ; Cincotti, Silvano ; Raberto, Marco ; Lauretta, Eliana ; Mazzocchetti, Andrea. In: MPRA Paper. RePEc:pra:mprapa:89779. Full description at Econpapers || Download paper | |
2018 | Insurers as Asset Managers and Systemic Risk. (2018). Chotibhak, Jotikasthira ; Wagner, Wolf ; Lundblad, Christian ; Kartasheva, Anastasia ; Ellul, Andrew. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12849. Full description at Econpapers || Download paper | |
2018 | Specification tests for non-Gaussian maximum likelihood estimators. (2018). Sentana, Enrique ; Fiorentini, Gabriele. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12934. Full description at Econpapers || Download paper | |
2018 | Measuring systemic risk of the banking industry in China: A DCC-MIDAS-t approach. (2018). Xu, Qifa ; Yuan, Jing ; Jiang, Cuixia ; Chen, LU. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:51:y:2018:i:c:p:13-31. Full description at Econpapers || Download paper | |
2018 | The pitfalls of central clearing in the presence of systematic risk. (2018). Pelizzon, Loriana ; Getmansky, Mila ; Kubitza, Christian. In: ICIR Working Paper Series. RePEc:zbw:icirwp:3118. Full description at Econpapers || Download paper | |
2018 | Dynamic and directional network connectedness of crude oil and currencies: Evidence from implied volatility. (2018). Singh, Vipul Kumar ; Kumar, Pawan ; Nishant, Shreyank. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:48-63. Full description at Econpapers || Download paper | |
2018 | Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more?. (2018). Wang, Gang-Jin ; Jiang, Zhi-Qiang ; Zhao, Longfeng ; Xie, Chi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:57:y:2018:i:c:p:205-230. Full description at Econpapers || Download paper | |
2018 | Measuring bank downside systemic risk in Taiwan. (2018). Su, Ender ; Wong, Kai Wen. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:172-193. Full description at Econpapers || Download paper | |
2018 | Analysis of the SRISK measure and its application to the Canadian banking and insurance industries. (2018). Coleman, Thomas F ; Rubtsov, Alexey ; Laplante, Alex. In: Annals of Finance. RePEc:kap:annfin:v:14:y:2018:i:4:d:10.1007_s10436-018-0326-3. Full description at Econpapers || Download paper | |
2018 | Marketâ⬠based estimates of implicit government guarantees in European financial institutions. (2018). Zhao, Lei. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:1:p:79-112. Full description at Econpapers || Download paper | |
2018 | Bank Regulation and Financial Stability. (2018). Bui, Christina. In: PhD Thesis. RePEc:uts:finphd:5-2018. Full description at Econpapers || Download paper | |
2018 | Macroprudential Stress Tests: A Reduced-Form Approach to Quantifying Systemic Risk Losses. (2018). Segoviano, Miguel A ; Li, Qiaoluan H ; Espinoza, Raphael A ; Alla, Zineddine. In: IMF Working Papers. RePEc:imf:imfwpa:18/49. Full description at Econpapers || Download paper | |
2018 | The Changing Network of Financial Market Linkages: The Asian Experience. (2018). Dungey, Mardi ; Volkov, Vladimir ; Sayeed, Mohammad Abu ; Kangogo, Moses ; Chowdhury, Biplob. In: ADB Economics Working Paper Series. RePEc:ris:adbewp:0558. Full description at Econpapers || Download paper | |
2018 | How does risk flow in the credit default swap market?. (2018). Derrico, Marco ; Scheicher, Martin ; Peltonen, Tuomas ; Battiston, Stefano. In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:53-74. Full description at Econpapers || Download paper | |
2018 | CDS market structure and risk flows: the Dutch case. (2018). Lelyveld, Iman ; Kroon, Sinziana ; van Lelyveld, Iman ; Petrescu, Sinziana Kroon ; de Sousa, Rene ; Levels, Anouk. In: DNB Working Papers. RePEc:dnb:dnbwpp:592. Full description at Econpapers || Download paper | |
2018 | Mitigating counterparty risk. (2018). Gündüz, Yalin ; Gunduz, Yalin. In: Discussion Papers. RePEc:zbw:bubdps:352018. Full description at Econpapers || Download paper | |
2018 | How do firms respond to empty creditor holdout in distressed exchanges?. (2018). Narayanan, Rajesh ; Uzmanoglu, Cihan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:94:y:2018:i:c:p:251-266. Full description at Econpapers || Download paper | |
2018 | Corporate debt maturity profiles. (2018). Choi, Jae Won ; Zechner, Josef ; Hackbarth, Dirk. In: Journal of Financial Economics. RePEc:eee:jfinec:v:130:y:2018:i:3:p:484-502. Full description at Econpapers || Download paper | |
2018 | Credit Insurance, Distress Resolution Costs, and Bond Spreads. (2018). Narayanan, Rajesh ; Uzmanoglu, Cihan. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:4:p:931-951. Full description at Econpapers || Download paper | |
2018 | Credit expansion and credit misallocation. (2018). BLECK, ALEXANDER ; Liu, Xue Wen. In: Journal of Monetary Economics. RePEc:eee:moneco:v:94:y:2018:i:c:p:27-40. Full description at Econpapers || Download paper | |
2018 | Sectoral Labor Reallocation and Return Predictability. (2018). Sharifkhani, Ali ; Kan, Raymond ; Eiling, Esther . In: Working Papers. RePEc:hka:wpaper:2018-006. Full description at Econpapers || Download paper | |
2018 | Economic Policy Uncertainty in Turkey. (2018). Jirasavetakul, La-Bhus ; Spilimbergo, Antonio. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13352. Full description at Econpapers || Download paper | |
2018 | Firms credit risk and the onshore transmission of the global financial cycle. (2018). Serena Garralda, Jose Maria ; Moreno, Ramon. In: BIS Working Papers. RePEc:bis:biswps:712. Full description at Econpapers || Download paper | |
2018 | Global Stock Return Comovements: Trends and Determinants. (2018). Inaba, Kei-Ichiro. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e07. Full description at Econpapers || Download paper | |
2018 | Capital Inflows, Equity Issuance Activity, and Corporate Investment. (2018). Schmukler, Sergio ; Larrain, Mauricio ; Calomiris, Charles. In: NBER Working Papers. RePEc:nbr:nberwo:24433. Full description at Econpapers || Download paper | |
2018 | Corporate foreign bond issuance and interfirm loans in China. (2018). Panizza, Ugo ; Portes, Richard ; Huang, YI. In: IHEID Working Papers. RePEc:gii:giihei:heidwp06-2018. Full description at Econpapers || Download paper | |
2018 | Global liquidity and exchange market pressure in emerging market economies. (2018). Pramor, Marcus ; Hossfeld, Oliver. In: Discussion Papers. RePEc:zbw:bubdps:052018. Full description at Econpapers || Download paper | |
2018 | FX hedging and creditor rights. (2018). Mohanty, MS ; Sundaresan, Suresh. In: BIS Papers chapters. RePEc:bis:bisbpc:96-04. Full description at Econpapers || Download paper | |
2018 | Currency depreciation and emerging market corporate distress. (2018). Shin, Hyun Song ; Bruno, Valentina. In: BIS Working Papers. RePEc:bis:biswps:753. Full description at Econpapers || Download paper | |
2018 | Currency depreciation and emerging market corporate distress. (2018). Bruno, Valentina G ; Shin, Hyun Song. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13298. Full description at Econpapers || Download paper | |
2018 | Aggregation of heterogenous beliefs, asset pricing, and risk sharing in complete financial markets. (2018). Grandmont, Jean-Michel ; Lemaire, Isabelle ; Calvet, Laurent-Emmanuel . In: Research in Economics. RePEc:eee:reecon:v:72:y:2018:i:1:p:117-146. Full description at Econpapers || Download paper | |
2018 | The non-persistent relationship between foreign equity flows and emerging stock market returns across quantiles. (2018). Yan, Cheng ; Wang, Xichen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:38-54. Full description at Econpapers || Download paper | |
2018 | The short-selling skill of institutions and individuals: a market-wide and out-of-sample analysis. (2018). Giovannetti, Bruno ; Chague, Fernando ; De-Losso, Rodrigo ; Bueno, Rodrigo. In: Textos para discussão. RePEc:fgv:eesptd:469. Full description at Econpapers || Download paper | |
2018 | Stock market liquidity and trading activity: Is China different?. (2018). Marshall, Ben ; Anderson, Hamish D. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:32-51. Full description at Econpapers || Download paper | |
2018 | How does short selling affect liquidity in financial markets?. (2018). Blau, Benjamin M ; Whitby, Ryan J. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:244-250. Full description at Econpapers || Download paper | |
2018 | Investor attention and performance of IPO firms: Evidence from online searches. (2018). Shen, Dehua ; Xiong, Xiong ; Zhao, Ruwei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:508:y:2018:i:c:p:342-348. Full description at Econpapers || Download paper | |
2018 | How does national culture influence IPO underpricing?. (2018). Chourou, Lamia ; Zhu, Hui ; Saadi, Samir. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:51:y:2018:i:c:p:318-341. Full description at Econpapers || Download paper | |
2018 | Financial crime âhot spotsâ â empirical evidence from the foreign exchange market. (2018). el Mouaaouy, Florian. In: The European Journal of Finance. RePEc:taf:eurjfi:v:24:y:2018:i:7-8:p:565-583. Full description at Econpapers || Download paper | |
2018 | A foreign currency effect in the syndicated loan market of emerging economies. (2018). Gong, Di ; Wu, Weixing ; Jiang, Tao. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:52:y:2018:i:c:p:211-226. Full description at Econpapers || Download paper | |
2018 | Foreign currency lending. (2018). Sarno, Lucio ; Politsidis, Panagiotis ; Delis, Manthos. In: MPRA Paper. RePEc:pra:mprapa:88197. Full description at Econpapers || Download paper | |
2018 | Financial Intermediation, Capital Accumulation and Crisis Recovery. (2018). Scheffel, Martin ; Gersbach, Hans ; Rochet, Jean-Charles. In: TSE Working Papers. RePEc:tse:wpaper:32399. Full description at Econpapers || Download paper | |
2018 | Financial Intermediation, Capital Accumulation and Crisis Recovery. (2018). Scheffel, Martin ; Gersbach, Hans ; Rochet, Jean-Charles. In: IDEI Working Papers. RePEc:ide:wpaper:32398. Full description at Econpapers || Download paper | |
2018 | Corporate Income Taxation, Leverage at Entry, and the Growth of Entrepreneurial Companies. (2018). Sembenelli, Alessandro ; Di Giacomo, Marina ; Da Rin, Marco. In: Discussion Paper. RePEc:tiu:tiucen:4a62ae1b-5817-4a73-8635-e918008fe9d1. Full description at Econpapers || Download paper | |
2018 | The Value of Offshore Secrets: Evidence from the Panama Papers. (2018). Wagner, Hannes ; Zeume, Stefan ; Odonovan, James. In: Working Papers. RePEc:igi:igierp:634. Full description at Econpapers || Download paper | |
2018 | U.S. worldwide taxation and domestic mergers and acquisitions. (2018). Harris, Jeremiah ; O'Brien, William . In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:66:y:2018:i:2:p:419-438. Full description at Econpapers || Download paper | |
2018 | Financial Constraints, Institutions, and Foreign Ownership. (2018). Mukherjee, Rahul ; Alquist, Ron ; Tesar, Linda L ; Berman, Nicolas. In: Working Papers. RePEc:mie:wpaper:660. Full description at Econpapers || Download paper | |
2018 | Financial Constraints, Institutions, and Foreign Ownership. (2018). Tesar, Linda ; Mukherjee, Rahul ; Berman, Nicolas ; Alquist, Ron. In: NBER Working Papers. RePEc:nbr:nberwo:24241. Full description at Econpapers || Download paper | |
2018 | Does culture affect the performance of private equity buyouts?. (2018). Hammer, Benjamin ; Schwetzler, Bernhard ; Hinrichs, Heiko. In: Journal of Business Economics. RePEc:spr:jbecon:v:88:y:2018:i:3:d:10.1007_s11573-017-0886-0. Full description at Econpapers || Download paper | |
2018 | Financial constraints, institutions, and foreign ownership. (2018). Mukherjee, Rahul ; Alquist, Ron ; Tesar, Linda ; Berman, Nicolas. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12646. Full description at Econpapers || Download paper | |
2018 | Financial Constraints, Institutions, and Foreign Ownership. (2018). Mukherjee, Rahul ; Alquist, Ron ; Tesar, Linda ; Berman, Nicolas. In: Working Papers. RePEc:hal:wpaper:halshs-01945577. Full description at Econpapers || Download paper | |
2018 | The bright side of labor protection in emerging markets: The case of firm transparency. (2018). Ni, Xiaoran ; Zhu, Weikang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:50:y:2018:i:c:p:126-143. Full description at Econpapers || Download paper | |
2018 | The impacts of asymmetric information and short sales on the illiquidity risk premium in the stock option market. (2018). Lin, Zih-Ying ; Wang, Yaw-Huei ; Chang, Chuang-Chang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:94:y:2018:i:c:p:152-165. Full description at Econpapers || Download paper | |
2018 | Does improved information improve incentives?. (2018). Chaigneau, Pierre ; Gottlieb, Daniel ; Edmans, Alex. In: Journal of Financial Economics. RePEc:eee:jfinec:v:130:y:2018:i:2:p:291-307. Full description at Econpapers || Download paper | |
2018 | Are 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. Full description at Econpapers || Download paper | |
2018 | Asset sales and subsequent acquisitions. (2018). Nguyen, Giang ; Vu, LE. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:87-97. Full description at Econpapers || Download paper | |
2018 | A New Keynesian Q Theory and the Link Between Inflation and the Stock Market. (2018). Lopez, Pierlauro. In: Review of Economic Dynamics. RePEc:red:issued:16-134. Full description at Econpapers || Download paper | |
2018 | Examining the Sources of Excess Return Predictability: Stochastic Volatility or Market Inefficiency?. (2018). LeRoy, Stephen ; Lansing, Kevin ; Ma, Jun. In: Working Paper Series. RePEc:fip:fedfwp:2018-14. Full description at Econpapers || Download paper | |
2018 | Speed Segmentation on Exchanges: Competition for Slow Flow. (2018). Walton, Adrian ; Mueller, Michael ; Devani, Baiju ; Andrews, Emad ; Anderson, Lisa. In: Staff Working Papers. RePEc:bca:bocawp:18-3. Full description at Econpapers || Download paper | |
2018 | Is Trading Fast Dangerous?. (2018). Moinas, Sophie ; Foucault, Thierry. In: TSE Working Papers. RePEc:tse:wpaper:32372. Full description at Econpapers || Download paper | |
2018 | Limits to Arbitrage in Markets with Stochastic Settlement Latency. (2018). Hautsch, Nikolaus ; Voigt, Stefan ; Scheuch, Christoph. In: Papers. RePEc:arx:papers:1812.00595. Full description at Econpapers || Download paper | |
2018 | Limits to arbitrage in markets with stochastic settlement latency. (2018). Hautsch, Nikolaus ; Voigt, Stefan ; Scheuch, Christoph. In: CFS Working Paper Series. RePEc:zbw:cfswop:616. Full description at Econpapers || Download paper | |
2018 | Order Flow Segmentation, Liquidity and Price Discovery: The Role of Latency Delays. (2018). Cimon, David ; Brolley, Michael. In: Staff Working Papers. RePEc:bca:bocawp:18-16. Full description at Econpapers || Download paper | |
2018 | Publication Bias and the Cross-Section of Stock Returns. (2018). Zimmermann, Thomas ; Chen, Andrew Y. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-33. Full description at Econpapers || Download paper | |
2018 | Role of Verification in Peer-to-Peer Lending. (2018). Xu, Haofeng ; Talavera, Oleksandr. In: Working Papers. RePEc:swn:wpaper:2018-25. Full description at Econpapers || Download paper | |
2018 | Finance, Talent Allocation, and Growth. (2018). Frsard, Laurent ; D'Acunto, Francesco. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6883. Full description at Econpapers || Download paper | |
2018 | Enhancing adaptive capacity through climate-smart insurance: Theory and evidence from India. (2018). Kramer, Berber ; Ceballos, F. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:275926. Full description at Econpapers || Download paper | |
2018 | Experimental Evidence of Risk Attitude of Farmers from Risk-Preference Elicitation in India. (2018). Veettil, P C ; Patil, V. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277331. Full description at Econpapers || Download paper | |
2018 | Risk and investment: Evidence from rural Viet Nam. (2018). Tarp, Finn ; Newman, Carol. In: WIDER Working Paper Series. RePEc:unu:wpaper:wp2018-122. Full description at Econpapers || Download paper | |
2018 | The Microfinance Disappointment: An Explanation based on Risk Aversion. (2018). Zoabi, Hosny ; Moav, Omer ; Neeman, Zvika ; Khazanov, Alexey. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12659. Full description at Econpapers || Download paper | |
2018 | Repayment Flexibility and Risk Taking: Experimental Evidence from Credit Contracts. (2018). Madestam, Andreas ; Gulesci, Selim ; Battaglia, Marianna. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13329. Full description at Econpapers || Download paper | |
2018 | Managing renewable energy production risk. (2018). Hain, Martin ; Fichtner, Wolf ; Uhrig-Homburg, Marliese ; Schermeyer, Hans. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:97:y:2018:i:c:p:1-19. Full description at Econpapers || Download paper | |
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2018 | The opposite disposition effect: Evidence from the Korean stock index futures market. (2018). Eom, Yunsung. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:261-265. Full description at Econpapers || Download paper | |
2018 | Probability weighting, stop-loss and the disposition effect. (2018). Henderson, Vicky ; Lex, A ; Alex, ; Hobson, David . In: Journal of Economic Theory. RePEc:eee:jetheo:v:178:y:2018:i:c:p:360-397. Full description at Econpapers || Download paper | |
2018 | Information contagion and systemic risk. (2018). Ahnert, Toni ; Georg, Co-Pierre . In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:159-171. Full description at Econpapers || Download paper | |
2018 | Optimal Forbearance of Bank Resolution. (2018). Schilling, Linda. In: Working Papers. RePEc:bfi:wpaper:2018-15. Full description at Econpapers || Download paper | |
2018 | Managerial ability, information quality, and the design and pricing of corporate debt. (2018). Petkevich, Alex ; Prevost, Andrew. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:51:y:2018:i:4:d:10.1007_s11156-017-0696-z. Full description at Econpapers || Download paper | |
2018 | Finance and Business Cycles: The Credit-Driven Household Demand Channel. (2018). Sufi, Amir ; Mian, Atif. In: NBER Working Papers. RePEc:nbr:nberwo:24322. Full description at Econpapers || Download paper | |
2018 | Technological Change and Financial Innovation in Banking: Some Implications for Fintech. (2018). White, Lawrence ; Wall, Larry ; Frame, W. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2018-11. Full description at Econpapers || Download paper | |
2018 | Technological Change and Financial Innovation in Banking: Some Implications for FinTech. (2018). Wall, Larry ; Frame, W ; White, Lawrence J. In: Working Papers. RePEc:ste:nystbu:18-28. Full description at Econpapers || Download paper | |
2018 | Blockchain, fractional ownership, and the future of creative work. (2018). Kräussl, Roman ; Kraussl, Roman ; Whitaker, Amy. In: CFS Working Paper Series. RePEc:zbw:cfswop:594. Full description at Econpapers || Download paper | |
2018 | Is gender in the eye of the beholder? Identifying cultural attitudes with art auction prices. (2018). Navone, Marco ; Kräussl, Roman ; Adams, Renee ; Verwijmeren, Patrick ; Kraussl, Roman. In: CFS Working Paper Series. RePEc:zbw:cfswop:595. Full description at Econpapers || Download paper | |
2018 | My Kingdom for a Horse (or a Classic Car). (2018). Renneboog, Luc ; Laurs, DK. In: Discussion Paper. RePEc:tiu:tiucen:8f244bbd-b78b-491b-9021-df093fb5a7e2. Full description at Econpapers || Download paper | |
2018 | Unobservable country bond premia and fragmentation. (2018). De Santis, Roberto A. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:82:y:2018:i:c:p:1-25. Full description at Econpapers || Download paper | |
2018 | Multiple credit ratings and market heterogeneity. (2018). Tran, Vu ; ap Gwilym, Owain ; Alsakka, Rasha. In: Working Papers. RePEc:swn:wpaper:2018-26. Full description at Econpapers || Download paper | |
2018 | The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions. (2018). ap Gwilym, Owain ; Alsakka, Rasha ; Abad, Pilar. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:85:y:2018:i:c:p:40-57. Full description at Econpapers || Download paper | |
2018 | Measuring Financial Fragmentation in the Euro Area Corporate Bond Market. (2018). Mojon, Benoit ; Horny, Guillaume ; Manganelli, Simone. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:74-:d:178985. Full description at Econpapers || Download paper | |
2018 | Does Illiquidity Matter? An Errors-in-Variables Perspective/¿Es importante la iliquidez? Un análisis desde el enfoque de errores en variables. (2018). Racicot, François-ÃÂric ; Rentz, William F. In: Estudios de EconomÃa Aplicada. RePEc:lrk:eeaart:36_1_17. Full description at Econpapers || Download paper | |
2018 | Drivers 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. Full description at Econpapers || Download paper | |
2018 | Financial market illiquidity shocks and macroeconomic dynamics: Evidence from the UK. (2018). Ellington, Michael. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:89:y:2018:i:c:p:225-236. Full description at Econpapers || Download paper | |
2018 | Bid- and ask-side liquidity in the NYSE limit order book. (2018). Cenesizoglu, Tolga ; Grass, Gunnar . In: Journal of Financial Markets. RePEc:eee:finmar:v:38:y:2018:i:c:p:14-38. Full description at Econpapers || Download paper | |
2018 | Market volatility, liquidity shocks, and stock returns: Worldwide evidence. (2018). Marshall, Ben ; Anderson, Hamish D. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:49:y:2018:i:c:p:164-199. Full description at Econpapers || Download paper | |
2018 | Foreign equity flows: Boon or bane to the liquidity of Malaysian stock market?. (2018). Lim, Kian-Ping ; Goh, Kim-Leng ; Liew, Ping-Xin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:161-181. Full description at Econpapers || Download paper | |
2018 | Micro(structure) before macro? The predictive power of aggregate illiquidity for stock returns and economic activity. (2018). Chen, Yong ; Paye, Bradley S ; Eaton, Gregory W. In: Journal of Financial Economics. RePEc:eee:jfinec:v:130:y:2018:i:1:p:48-73. Full description at Econpapers || Download paper | |
2018 | New bid-ask spread estimators from daily high and low prices. (2018). Li, Zhiyong ; Adegbite, Emmanuel ; Lambe, Brendan . In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:69-86. Full description at Econpapers || Download paper | |
2018 | The coherence of liquidity measures. The evidence from the emerging market. (2018). Bdowska-Sojka, Barbara. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:118-123. Full description at Econpapers || Download paper | |
2018 | Information theoretic approach to high dimensional multiplicative models: Stochastic discount factor and treatment effect. (2018). Otsu, Taisuke ; Qiu, Chen . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:595. Full description at Econpapers || Download paper | |
2018 | Portfolio optimization based on stochastic dominance and empirical likelihood. (2018). Post, Thierry ; Arvanitis, Stelios ; Karabati, Seluk. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:1:p:167-186. Full description at Econpapers || Download paper | |
2018 | CEO general managerial skills and corporate social responsibility. (2018). Song, Wei ; Liu, Xicheng ; Chen, Jie. In: Working Papers. RePEc:swn:wpaper:2018-16. Full description at Econpapers || Download paper | |
2018 | Are CEOs born leaders? Lessons from traits of a million individuals. (2018). Adams, Renee ; Knupfer, Samuli ; Keloharju, Matti . In: Journal of Financial Economics. RePEc:eee:jfinec:v:130:y:2018:i:2:p:392-408. Full description at Econpapers || Download paper | |
2018 | Corporate litigation and debt. (2018). Arena, Matteo P. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:87:y:2018:i:c:p:202-215. Full description at Econpapers || Download paper | |
2018 | Firm-Level Financial Resources and Environmental Spills. (2018). Deryugina, Tatyana ; Cohn, Jonathan. In: NBER Working Papers. RePEc:nbr:nberwo:24516. Full description at Econpapers || Download paper | |
2018 | Empirical 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. Full description at Econpapers || Download paper | |
2018 | Debt market illiquidity and correlated default risk. (2018). Javadi, Siamak ; Mollagholamali, Mohsen. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:266-273. Full description at Econpapers || Download paper | |
2018 | Anomalies 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. Full description at Econpapers || Download paper | |
2018 | Over-the-Counter Market Frictions and Yield Spread Changes. (2018). Friewald, Nils ; Nagler, Florian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13345. Full description at Econpapers || Download paper | |
2018 | Characteristics Are Covariances: A Unified Model of Risk and Return. (2018). Pruitt, Seth ; Su, Yinan ; Kelly, Bryan. In: NBER Working Papers. RePEc:nbr:nberwo:24540. Full description at Econpapers || Download paper | |
2018 | Size-related premiums. (2018). de Oliveira Souza, Thiago. In: Discussion Papers of Business and Economics. RePEc:hhs:sdueko:2018_003. Full description at Econpapers || Download paper | |
2018 | Cash flow duration and the term structure of equity returns. (2018). Weber, Michael. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:3:p:486-503. Full description at Econpapers || Download paper | |
2018 | An Equilibrium Model of Term Structures of Bonds and Equities. (2018). Takamizawa, Hideyuki. In: Working Paper Series. RePEc:hit:hcfrwp:g-1-19. Full description at Econpapers || Download paper | |
2018 | A General Equilibrium Appraisal of Capital Shortfall. (2018). Sahuc, Jean-Guillaume ; Jondeau, Eric ; J-G. Sahuc, . In: Working papers. RePEc:bfr:banfra:668. Full description at Econpapers || Download paper | |
2018 | Systemic risk in the US: Interconnectedness as a circuit breaker. (2018). Dungey, Mardi ; Veredas, David ; Luciani, Matteo. In: Economic Modelling. RePEc:eee:ecmode:v:71:y:2018:i:c:p:305-315. Full description at Econpapers || Download paper | |
2018 | Modeling Euro STOXX 50 Volatility with Common and Marketâspecific Components. (2018). Gallo, Giampiero ; Cipollini, Fabrizio. In: Working Paper series. RePEc:rim:rimwps:18-26. Full description at Econpapers || Download paper | |
2018 | Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market-Based Stress Tests. (2018). van Oordt, Maarten. In: Staff Working Papers. RePEc:bca:bocawp:18-54. Full description at Econpapers || Download paper | |
2018 | Measurement of Systemic Risk in a Common European Union Risk-Based Deposit Insurance System: Formal Necessity or Value-Adding Process?. (2018). Barkauskaite, Aida ; Witkowska, Justyna ; Lakstutiene, Ausrine. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:137-:d:187763. Full description at Econpapers || Download paper | |
2018 | Cross-Border Bank Flows and Monetary Policy. (2018). Zlate, Andrei ; Correa, Ricardo ; Sapriza, Horacio ; Paligorova, Teodora. In: International Finance Discussion Papers. RePEc:fip:fedgif:1241. Full description at Econpapers || Download paper | |
2018 | Does Economic Policy Uncertainty Lead Systemic Risk? A Comparative Analysis of Selected European Countries. (2018). Karminsky, Alexandr ; Shchepeleva, Maria ; Stolbov, Mikhail. In: Comparative Economic Studies. RePEc:pal:compes:v:60:y:2018:i:3:d:10.1057_s41294-018-0065-5. Full description at Econpapers || Download paper | |
2018 | Systemic Risk and the Great Depression. (2018). Vossmeyer, Angela ; Mitchener, Kris James ; Das, Sanjiv R. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7425. Full description at Econpapers || Download paper | |
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2018 | EVALUATING THE ACCURACY OF TAIL RISK FORECASTS FOR SYSTEMIC RISK MEASUREMENT. (2018). Cavaliere, Giuseppe ; Brownlees, Christian ; Monti, Alice. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:02:n:s2010495218500094. Full description at Econpapers || Download paper | |
2018 | The 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. Full description at Econpapers || Download paper | |
2018 | Market reactions to stock rating and target price changes in analyst reports: Evidence from Japan. (2018). Takeda, Fumiko ; Ishigami, Shohei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:52:y:2018:i:c:p:134-151. Full description at Econpapers || Download paper | |
2018 | Risks in Chinaâs financial system. (2018). Xiong, Wei ; Song, Zheng. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_001. Full description at Econpapers || Download paper | |
2018 | The dynamic cross-correlations between foreign news, local news and stock returns. (2018). Shen, Dehua ; Zhang, Zuochao ; Li, YI. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:861-872. Full description at Econpapers || Download paper | |
2018 | Housing consumption and macroprudential policies in Europe: An ex ante evaluation. (2018). Mavropoulos, Antonios ; Xiong, Qizhou. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172018. Full description at Econpapers || Download paper | |
2018 | Risk-Adjusted Linearizations of Dynamic Equilibrium Models. (2018). Lopez, Pierlauro ; Vazquez-Grande, Francisco ; Lopez-Salido, David. In: Working papers. RePEc:bfr:banfra:702. Full description at Econpapers || Download paper | |
2018 | Equilibrium variance risk premium in a cost-free production economy. (2018). Ruan, Xinfeng ; Zhang, Jin E. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:96:y:2018:i:c:p:42-60. Full description at Econpapers || Download paper | |
2018 | Are the Fama French factors treated as risk? Evidence from CEO compensation. (2018). Bertomeu, Jeremy ; Liuwatts, Michelle ; Cheynel, Edwige. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:5:p:728-774. Full description at Econpapers || Download paper | |
2018 | Firmsâ performance following the initial resignation of independent directors: evidence from Taiwan. (2018). Huang, Hsu-Huei ; Chan, Chin-Yin. In: Asia Pacific Business Review. RePEc:taf:apbizr:v:24:y:2018:i:5:p:714-729. Full description at Econpapers || Download paper | |
2018 | Are 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. Full description at Econpapers || Download paper | |
2018 | How has takeover competition changed over time?. (2018). Liu, Tingting ; Mulherin, Harold J. In: Journal of Corporate Finance. RePEc:eee:corfin:v:49:y:2018:i:c:p:104-119. Full description at Econpapers || Download paper | |
2018 | Firm age, corporate governance, and capital structure choices. (2018). Kieschnick, Robert ; Moussawi, Rabih. In: Journal of Corporate Finance. RePEc:eee:corfin:v:48:y:2018:i:c:p:597-614. Full description at Econpapers || Download paper | |
2018 | Institutional investors corporate site visits and corporate innovation. (2018). Jiang, Xuanyu ; Yuan, Qingbo. In: Journal of Corporate Finance. RePEc:eee:corfin:v:48:y:2018:i:c:p:148-168. Full description at Econpapers || Download paper | |
2018 | Labor law and innovation revisited. (2018). Francis, Bill B ; Zhang, Zhengyi ; Wang, Bin ; Kim, Incheol. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:94:y:2018:i:c:p:1-15. Full description at Econpapers || Download paper | |
2018 | Regulation and pension fund risk-taking. (2018). Boon, L N ; Rigot, S ; Briere, M. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:84:y:2018:i:c:p:23-41. Full description at Econpapers || Download paper | |
2018 | Actuarial accounting for a notional defined contribution scheme combining retirement and longterm care benefits. (2018). VIDAL-MELIA, CARLOS ; Perez-Salamero, Juan Manuel ; Ventura-Marco, Manuel. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1816. Full description at Econpapers || Download paper | |
2018 | The Impact of Pensions and Insurance on Global Yield Curves. (2018). Vissing-Jorgensen, Annette ; Greenwood, Robin. In: Harvard Business School Working Papers. RePEc:hbs:wpaper:18-109. Full description at Econpapers || Download paper | |
2018 | Social Insurance Accounting for a Notional Defined Contribution Scheme Combining Retirement and Long-Term Care Benefits. (2018). VIDAL-MELIA, CARLOS ; Perez-Salamero, Juan Manuel ; Ventura-Marco, Manuel. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:8:p:2832-:d:162929. Full description at Econpapers || Download paper | |
2018 | Pension Funds Interconnections and Herd Behavior. (2018). Broeders, Dirk ; Bonneti, Matteo ; Bauer, Rob. In: DNB Working Papers. RePEc:dnb:dnbwpp:612. Full description at Econpapers || Download paper | |
2018 | Absolving beta of volatilityâs effects. (2018). Yuan, Yu ; Stambaugh, Robert F ; Liu, Jianan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:1:p:1-15. Full description at Econpapers || Download paper | |
2018 | Index tracking model, downside risk and non-parametric kernel estimation. (2018). Huang, Jinbo ; Yao, Haixiang ; Li, Yong. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:92:y:2018:i:c:p:103-128. Full description at Econpapers || Download paper | |
2018 | The structure of information release and the factor structure of returns. (2018). Gilbert, Thomas ; Kamara, Avraham ; Hrdlicka, Christopher. In: Journal of Financial Economics. RePEc:eee:jfinec:v:127:y:2018:i:3:p:546-566. Full description at Econpapers || Download paper | |
2018 | Common Ownership and Market Entry: Evidence from Pharmaceutical Industry. (2018). Seldeslachts, Jo ; Banal-Estanol, Albert ; Newham, Melissa. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1738. Full description at Econpapers || Download paper | |
2018 | Common Ownership and Market Entry: Evidence from the Pharmaceutical Industry. (2018). Seldeslachts, Jo ; Banal-Estanol, Albert ; Newham, Melissa ; Banal-Estaol, Albert. In: Working Papers. RePEc:bge:wpaper:1042. Full description at Econpapers || Download paper | |
2018 | Common Ownership and Market Entry: Evidence from the Pharmaceutical Industry. (2018). Seldeslachts, Jo ; Banal-Estanol, Albert ; Newham, M. In: Working Papers. RePEc:cty:dpaper:18/03. Full description at Econpapers || Download paper | |
2018 | Common holdings and strategic manager compensation: The case of an asymmetric triopoly. (2018). Stadler, Manfred ; Neus, Werner. In: University of Tuebingen Working Papers in Economics and Finance. RePEc:zbw:tuewef:109. Full description at Econpapers || Download paper | |
2018 | Ambiguity, Nominal Bond Yields and Real Bond Yields. (2018). Zhao, Guihai. In: Staff Working Papers. RePEc:bca:bocawp:18-24. Full description at Econpapers || Download paper | |
2018 | Inflation, Debt, and Default. (2018). Perri, Fabrizio ; Kondo, Illenin ; Hur, Sewon. In: Working Papers (Old Series). RePEc:fip:fedcwp:1812. Full description at Econpapers || Download paper | |
2018 | Macroeconomics determinants of the correlation between stocks and bonds. (2018). Pericoli, Marcello. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1198_18. Full description at Econpapers || Download paper | |
2018 | Real Interest Rates, Inflation, and Default. (2018). Hur, Sewon ; Perri, Fabrizio ; Kondo, Illenin . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13388. Full description at Econpapers || Download paper | |
2018 | Downside risks and the cross-section of asset returns. (2018). Farago, Adam ; Tedongap, Romeo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:1:p:69-86. Full description at Econpapers || Download paper | |
2018 | Fluctuating attention and financial contagion. (2018). Hasler, Michael ; ORNTHANALAI, CHAYAWAT . In: Journal of Monetary Economics. RePEc:eee:moneco:v:99:y:2018:i:c:p:106-123. Full description at Econpapers || Download paper | |
2018 | Stock Repurchases and Corporate Control: Evidence from Japan. (2018). Ryo, Ogawa ; Hideaki, Miyajima ; Mayer, Colin ; Franks, Julian. In: Discussion papers. RePEc:eti:dpaper:18074. Full description at Econpapers || Download paper | |
2018 | How 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. Full description at Econpapers || Download paper | |
2018 | Evaluation of Managerial Ability in the Japanese Setting. (2018). Kochiyama, Takuma ; Ishida, Souhei ; Chang, Hsihui. In: The Japanese Accounting Review. RePEc:kob:tjrevi:dec2018:v:8:p:1-22. Full description at Econpapers || Download paper | |
2018 | Twitter versus Traditional News Media: Evidence for the Sovereign Bond Markets. (2018). Panagiotidis, Theodore ; Milas, Costas ; Dergiades, Theologos. In: Working Paper series. RePEc:rim:rimwps:18-42. Full description at Econpapers || Download paper | |
2018 | Total attention: The effect of macroeconomic news on market reaction to earnings news. (2018). Chen, Linda H ; Zhu, Kevin X ; Jiang, George J. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:97:y:2018:i:c:p:142-156. Full description at Econpapers || Download paper | |
2018 | Persistency 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. Full description at Econpapers || Download paper | |
2018 | Quantitative easing auctions of Treasury bonds. (2018). Song, Zhaogang ; Zhu, Haoxiang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:1:p:103-124. Full description at Econpapers || Download paper | |
2018 | Voluntary disclosure in bilateral transactions. (2018). OPP, CHRISTIAN ; Zhang, Xingtan ; Glode, Vincent. In: Journal of Economic Theory. RePEc:eee:jetheo:v:175:y:2018:i:c:p:652-688. Full description at Econpapers || Download paper | |
2018 | CMBS market efficiency: The crisis and the recovery. (2018). Jarrow, Robert ; Christopoulos, Andreas D. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:159-186. Full description at Econpapers || Download paper | |
2018 | Municipal Bond Markets. (2018). Cestau, Dario ; Schurhoff, Norman ; Li, Dan ; Hollifield, Burton. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13301. Full description at Econpapers || Download paper | |
2018 | Liquidity Crises in the Mortgage Market. (2018). Laufer, Steven ; Wallace, Nancy ; Stanton, Richard ; Pence, Karen M ; Kim, You Suk. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-16. Full description at Econpapers || Download paper | |
2018 | Resaleable debt and systemic risk. (2018). Donaldson, Jason Roderick ; Micheler, Eva. In: Journal of Financial Economics. RePEc:eee:jfinec:v:127:y:2018:i:3:p:485-504. Full description at Econpapers || Download paper | |
2018 | Spreading of an infectious disease between different locations. (2018). Pin, Paolo ; Razzolini, Tiziano ; Muscillo, Alessio. In: Papers. RePEc:arx:papers:1812.07827. Full description at Econpapers || Download paper | |
2018 | Costs of debt, tax benefits and a new measure of non-debt tax shields: examining debt conservatism in Spanish listed firms. (2018). Clemente-Almendros, Jose A ; Sogorb-Mira, Francisco . In: Revista de Contabilidad - Spanish Accounting Review. RePEc:eee:spacre:v:21:y:2018:i:2:p:162-175. Full description at Econpapers || Download paper | |
2018 | Taxation and agency conflicts between firm owners and managers: a review. (2018). Bauer, Thomas ; Krenn, Peter ; Kourouxous, Thomas. In: Business Research. RePEc:spr:busres:v:11:y:2018:i:1:d:10.1007_s40685-017-0054-y. Full description at Econpapers || Download paper | |
2018 | Bank dividends, agency costs and shareholder and creditor rights. (2018). Strobel, Frank ; Lepetit, L ; Wardhana, L ; Meslier, C. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:93-111. Full description at Econpapers || Download paper | |
2018 | Does 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. Full description at Econpapers || Download paper | |
2018 | Economics of Voluntary Information Sharing. (2018). Sutherland, Andrew ; Sturgess, Jason ; Liberti, Jose. In: Working Papers. RePEc:qmw:qmwecw:869. Full description at Econpapers || Download paper | |
2018 | Economics of Voluntary Information Sharing. (2018). Sutherland, Andrew ; Sturgess, Jason ; Liberti, Jose. In: MPRA Paper. RePEc:pra:mprapa:93673. Full description at Econpapers || Download paper | |
2018 | Going With the Flows: New Borrowing, Debt Service and the Transmission of Credit Booms. (2018). Korinek, Anton ; Juselius, John ; Drehmann, Mathias. In: NBER Working Papers. RePEc:nbr:nberwo:24549. Full description at Econpapers || Download paper | |
2018 | Going with the flows : New borrowing, debt service and the transmission of credit booms. (2018). Korinek, Anton ; Juselius, John ; Drehmann, Mathias. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_010. Full description at Econpapers || Download paper | |
2018 | Strategic estimation of asset fair values. (2018). Nikolova, Stanislava (Stas) ; Jagolinzer, Alan D ; Hanley, Kathleen W. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:66:y:2018:i:1:p:25-45. Full description at Econpapers || Download paper | |
2018 | Stress Tests and Small Business Lending. (2018). Cortes, Kristle ; Strahan, Philip E ; Loutskina, Elena ; Li, Lei ; Demyanyk, Yuliya. In: NBER Working Papers. RePEc:nbr:nberwo:24365. Full description at Econpapers || Download paper | |
2018 | Does Bank Efficiency Influence the Cost of Credit?. (2018). Weill, Laurent ; Shamshur, Anastasiya. In: Working Papers of LaRGE Research Center. RePEc:lar:wpaper:2018-06. Full description at Econpapers || Download paper | |
2018 | SMEs near-death experiences. Do local banks extend a helping hand?. (2018). Iwanicz-Drozdowska, Magorzata ; Kozowski, Ukasz ; Jackowicz, Krzysztof. In: Emerging Markets Review. RePEc:eee:ememar:v:37:y:2018:i:c:p:47-65. Full description at Econpapers || Download paper | |
2018 | May the force be with you: Exit barriers, governance shocks, and profitability sclerosis in banking. (2018). Koetter, Michael ; Fritz, Benedikt ; Noth, Felix ; Muller, Carola. In: Discussion Papers. RePEc:zbw:bubdps:492018. Full description at Econpapers || Download paper | |
2018 | The Rise of Shadow Banking : Evidence from Capital Regulation. (2018). Peydro, Jose-Luis ; Meisenzahl, Ralf R ; Iyer, Rajkamal ; Irani, Rustom M. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-39. Full description at Econpapers || Download paper | |
2018 | The rise of shadow banking: evidence from capital regulation. (2018). Peydro, Jose-Luis ; Meisenzahl, Ralf R ; Iyer, Rajkamal ; Irani, Rustom M. In: Economics Working Papers. RePEc:upf:upfgen:1652. Full description at Econpapers || Download paper | |
2018 | Bank lending behavior in emerging markets. (2018). Vo, Xuan Vinh. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:129-134. Full description at Econpapers || Download paper | |
2018 | Banksâ maturity transformation: risk, reward, and policy. (2018). Bologna, Pierluigi. In: ESRB Working Paper Series. RePEc:srk:srkwps:201863. Full description at Econpapers || Download paper | |
2018 | Organization capital, labor market flexibility, and stock returns around the world. (2018). Leung, Woon Sau ; Wood, Geoffrey ; Chen, Jie ; Mazouz, Khelifa. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:89:y:2018:i:c:p:150-168. Full description at Econpapers || Download paper | |
2018 | Money held for moving stars: Talent competition and corporate cash holdings. (2018). He, Zhaozhao. In: Journal of Corporate Finance. RePEc:eee:corfin:v:51:y:2018:i:c:p:210-234. Full description at Econpapers || Download paper | |
2018 | Mutual fund herding and stock price crashes. (2018). Deng, Xin ; Qiao, Zheng ; Hung, Shengmin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:94:y:2018:i:c:p:166-184. Full description at Econpapers || Download paper | |
2018 | Board Capital Diversity and Firm Value: Evidence from Latin-America. (2018). Pombo, Carlos ; Pinto-Gutierrez, Cristian ; Villamil-Diaz, Jairo. In: Documentos CEDE. RePEc:col:000089:016972. Full description at Econpapers || Download paper | |
2018 | Do institutional blockholders influence corporate investment? Evidence from emerging markets. (2018). Alvarez, Roberto ; Pombo, Carlos ; Jara, Mauricio. In: Journal of Corporate Finance. RePEc:eee:corfin:v:53:y:2018:i:c:p:38-64. Full description at Econpapers || Download paper | |
2018 | Short 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. Full description at Econpapers || Download paper | |
2018 | Unobserved Performance of Hedge Funds. (2018). Weigert, Florian ; Ruenzi, Stefan ; Agarwal, Vikas. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:25. Full description at Econpapers || Download paper | |
2018 | An empirical examination of the diversification benefits of U.K. international equity closed-end funds. (2018). Fletcher, Jonathan. In: International Review of Financial Analysis. RePEc:eee:finana:v:55:y:2018:i:c:p:23-34. Full description at Econpapers || Download paper | |
2018 | Signaling or marketing? The role of discount control mechanisms in closed-end funds. (2018). Stefanova, Denitsa ; Kräussl, Roman ; Pollet, Joshua ; Kraussl, Roman. In: CFS Working Paper Series. RePEc:zbw:cfswop:597. Full description at Econpapers || Download paper | |
2018 | Politics and liquidity. (2018). Visaltanachoti, Nuttawat ; Nguyen, Harvey ; Marshall, Ben. In: Journal of Financial Markets. RePEc:eee:finmar:v:38:y:2018:i:c:p:1-13. Full description at Econpapers || Download paper | |
2018 | The âDonaldâ and the market: Is there a cointegration?. (2018). Angelini, Eliana ; Leone, Maria ; Ortolano, Alessandra ; Foglia, Matteo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:45:y:2018:i:c:p:30-37. Full description at Econpapers || Download paper | |
2018 | Stock 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. Full description at Econpapers || Download paper | |
2018 | A representative agent model based on risk-neutral prices. (2018). Park, Hyungbin. In: Papers. RePEc:arx:papers:1801.09315. Full description at Econpapers || Download paper | |
2018 | The pricing kernel puzzle: survey and outlook. (2018). Cuesdeanu, Horatio ; Jackwerth, Jens Carsten. In: Annals of Finance. RePEc:kap:annfin:v:14:y:2018:i:3:d:10.1007_s10436-017-0317-9. Full description at Econpapers || Download paper | |
2018 | Contagion through common borrowers. (2018). Biswas, Swarnava S ; Gomez, Fabiana. In: Journal of Financial Stability. RePEc:eee:finsta:v:39:y:2018:i:c:p:125-132. Full description at Econpapers || Download paper | |
2018 | Performance of foreign banks in developing countries: Evidence from sub-Saharan African banking markets. (2018). Pelletier, Adeline . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:292-311. Full description at Econpapers || Download paper | |
2018 | Bank value and geographic diversification: regional vs global. (2018). Efthyvoulou, Georgios ; Yildirim, Canan. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:225-245. Full description at Econpapers || Download paper | |
2018 | Financial stress in lender countries and capital outflows from emerging market economies. (2018). SHIM, ILHYOCK ; Shin, Kwanho. In: BIS Working Papers. RePEc:bis:biswps:745. Full description at Econpapers || Download paper | |
2018 | What drives local lending by global banks?. (2018). Hepp, Ralf ; Avdjiev, Stefan ; Aysun, Uluc. In: BIS Working Papers. RePEc:bis:biswps:746. Full description at Econpapers || Download paper | |
2018 | Exploiting uncertainty with market timing in corporate bond markets. (2018). Bekti, Demir ; Regele, Tobias . In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:2:d:10.1057_s41260-017-0063-6. Full description at Econpapers || Download paper | |
2018 | Does lending relationship help or alleviate the transmission of liquidity shocks? Evidence from a liquidity crunch in China. (2018). Lu, Liping ; He, Qing ; Tri, VI ; Bai, Yiyi. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_013. Full description at Econpapers || Download paper | |
2018 | Estimating an SME investment gap and the contribution of financing frictions. (2018). Slaymaker, Rachel ; O'Toole, Conor ; Lawless, Martina ; Otoole, Conor. In: Papers. RePEc:esr:wpaper:wp589. Full description at Econpapers || Download paper | |
2018 | Capital allocation, credit access, and firm growth in Viet Nam. (2018). O'Toole, Conor ; Newman, Carol ; Christina, Kinghan . In: WIDER Working Paper Series. RePEc:unu:wpaper:wp2018-67. Full description at Econpapers || Download paper | |
2018 | Liquidity risk and maturity management over the credit cycle. (2018). santos, joao ; Mian, Atif. In: Journal of Financial Economics. RePEc:eee:jfinec:v:127:y:2018:i:2:p:264-284. Full description at Econpapers || Download paper | |
2018 | The sovereign money initiative in Switzerland: an economic assessment. (2018). Bacchetta, Philippe. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:154:y:2018:i:1:d:10.1186_s41937-017-0010-y. Full description at Econpapers || Download paper | |
2018 | The impact of dividend-protected CEO equity incentives on firm value and risk. (2018). Karpaviius, Sigitas ; Yu, Fan. In: Economic Modelling. RePEc:eee:ecmode:v:71:y:2018:i:c:p:16-24. Full description at Econpapers || Download paper | |
2018 | Venture capital and underpricing: capacity constraints and early sales. (2018). Pinheiro, Roberto. In: Annals of Finance. RePEc:kap:annfin:v:14:y:2018:i:1:d:10.1007_s10436-017-0311-2. Full description at Econpapers || Download paper | |
2018 | Effectiveness and (in)efficiencies of compensation regulation: Evidence from the EU banker bonus cap. (2018). Koetter, Michael ; Colonnello, Stefano ; Wagner, Konstantin. In: IWH Discussion Papers. RePEc:zbw:iwhdps:72018. Full description at Econpapers || Download paper | |
2018 | The real effects of judicial enforcement. (2018). Pezone, Vincenzo. In: SAFE Working Paper Series. RePEc:zbw:safewp:192. Full description at Econpapers || Download paper | |
2018 | Territorial tax system reform and multinationals foreign cash holdings: New evidence from Japan. (2018). Xing, Jing. In: Journal of Corporate Finance. RePEc:eee:corfin:v:49:y:2018:i:c:p:252-282. Full description at Econpapers || Download paper | |
2018 | Excess cash, trading continuity, and liquidity risk. (2018). Huang, Winifred ; Mazouz, Khelifa. In: Journal of Corporate Finance. RePEc:eee:corfin:v:48:y:2018:i:c:p:275-291. Full description at Econpapers || Download paper | |
2018 | Developing Novel Drugs. (2018). Papanikolaou, Dimitris ; Li, Danielle ; Krieger, Joshua L. In: NBER Working Papers. RePEc:nbr:nberwo:24595. Full description at Econpapers || Download paper | |
2018 | Sample separation and the sensitivity of investment to cash flow: Is the monotonicity condition empirically satisfied?. (2018). Leonida, Leone ; Iona, Alfonsina. In: Working Papers. RePEc:qmw:qmwecw:862. Full description at Econpapers || Download paper | |
2018 | Global cash flow sensitivities. (2018). Doring, Simon ; Meier, Iwan ; Janzen, Malte ; Drobetz, Wolfgang. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:16-22. Full description at Econpapers || Download paper | |
2018 | Are Agency Problems a Determinant of Green Bond Issuance?. (2018). Glavas, Dejan ; Bancel, Franck. In: MPRA Paper. RePEc:pra:mprapa:88377. Full description at Econpapers || Download paper | |
2018 | THE TFP CHANNEL OF CREDIT SUPPLY SHOCKS. (2018). ben Zeev, Nadav. In: Working Papers. RePEc:bgu:wpaper:1802. Full description at Econpapers || Download paper | |
2018 | A Firm-Level Reappraisal of Real Exchange Rate Undervaluation in China s Agricultural Exports and Growth. (2018). Mao, R. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:276987. Full description at Econpapers || Download paper | |
2018 | Analyst 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. Full description at Econpapers || Download paper | |
2018 | Identifying Financial Constraints from Production Data. (2018). Verschelde, Marijn ; Mulier, Klaas ; De Rock, Bram ; Cherchye, Laurens ; Ferrando, Annalisa. In: Working Papers ECARES. RePEc:eca:wpaper:2013/277994. Full description at Econpapers || Download paper | |
2018 | Financial distress, refinancing, and debt structure. (2018). Dudley, Evan ; Yin, Qie Ellie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:94:y:2018:i:c:p:185-207. Full description at Econpapers || Download paper | |
2018 | Are financial constraints of corporate activist investors perceived negatively?. (2018). Kube, Nicolas ; Ingenohl, Leopold. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:32:y:2018:i:4:d:10.1007_s11408-018-0321-8. Full description at Econpapers || Download paper | |
2018 | Optimistic Disclosure Tone and Conservative Debt Policy. (2018). Ataullah, Ali ; Xu, Bin ; Vivian, Andrew. In: Abacus. RePEc:bla:abacus:v:54:y:2018:i:4:p:445-484. Full description at Econpapers || Download paper | |
2018 | Firm Heterogeneity and the Dynamics of Credit Rationing in Japan. (2018). Mizobata, Hirokazu. In: KIER Working Papers. RePEc:kyo:wpaper:1000. Full description at Econpapers || Download paper | |
2018 | Common ownership and market entry: Evidence from the pharmaceutical industry. (2018). Seldeslachts, Jo ; Banal-Estanol, Albert ; Banal-Estaol, Albert ; Newham, Melisa. In: Economics Working Papers. RePEc:upf:upfgen:1612. Full description at Econpapers || Download paper | |
2018 | Selecting Directors Using Machine Learning. (2018). Weisbach, Michael ; Tan, Chenhao ; Stern, Lea H ; Erel, Isil. In: NBER Working Papers. RePEc:nbr:nberwo:24435. Full description at Econpapers || Download paper | |
2018 | Labor force participation, interest rate shocks, and unemployment dynamics in emerging economies. (2018). Shapiro, Alan Finkelstein. In: Journal of Development Economics. RePEc:eee:deveco:v:133:y:2018:i:c:p:346-374. Full description at Econpapers || Download paper |
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2018 | Mutual Fund Selection for Realistically Short Samples. (2018). Christiansen, Charlotte ; Nielsen, Ole L ; Gronborg, Niels S. In: CREATES Research Papers. RePEc:aah:create:2018-36. Full description at Econpapers || Download paper | |
2018 | Expropriations, Property Confiscations and New Offshore Entities: Evidence from the Panama Papers. (2018). Strittmatter, Anthony ; Raschky, Paul ; Hodler, Roland ; Bayer, Ralph-C ; Ralph-C. Bayer, . In: School of Economics Working Papers. RePEc:adl:wpaper:2018-15. Full description at Econpapers || Download paper | |
2018 | Expropriations, Property Confiscations and New Offshore Entities: Evidence from the Panama Papers. (2018). Strittmatter, Anthony ; Raschky, Paul ; Hodler, Roland ; Bayer, Ralph-C. In: Papers. RePEc:arx:papers:1810.09876. Full description at Econpapers || Download paper | |
2018 | Predicting Distresses using Deep Learning of Text Segments in Annual Reports. (2018). Molgaard, Pia ; Hansen, Christian ; Matin, Rastin. In: Papers. RePEc:arx:papers:1811.05270. Full description at Econpapers || Download paper | |
2018 | Bank lending standards over the cycle: the role of firmsâ productivity and credit risk. (2018). Vegas, Raquel ; Moral-Benito, Enrique ; Jimenez, Gabriel. In: Working Papers. RePEc:bde:wpaper:1811. Full description at Econpapers || Download paper | |
2018 | The financial transmission of housing bubbles: evidence from Spain. (2018). Schmitz, Tom ; Moral-Benito, Enrique ; Martin, Alberto. In: Working Papers. RePEc:bde:wpaper:1823. Full description at Econpapers || Download paper | |
2018 | Credit allocation along the business cycle: evidence from the latest boom bust credit cycle in Spain. (2018). Jiménez-Magán, Noelia ; Blanco, Roberto ; Jimenez, Noelia. In: Working Papers. RePEc:bde:wpaper:1826. Full description at Econpapers || Download paper | |
2018 | The Financial Transmission of Housing Booms: Evidence from Spain. (2018). Schmitz, Tom ; Moral-Benito, Enrique ; Martin, Alberto. In: Working Papers. RePEc:bge:wpaper:1044. Full description at Econpapers || Download paper | |
2018 | Non-monetary news in central bank communication. (2018). Schrimpf, Andreas ; Cieslak, Anna. In: BIS Working Papers. RePEc:bis:biswps:761. Full description at Econpapers || Download paper | |
2018 | Dragon CEOs and Firm Value. (2018). Chen, Tao. In: Australian Economic Review. RePEc:bla:ausecr:v:51:y:2018:i:3:p:382-395. Full description at Econpapers || Download paper | |
2018 | Distress Anomaly and Shareholder Risk: International Evidence. (2018). Eisdorfer, Assaf ; Zhdanov, Alexei ; Goyal, Amit. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:3:p:553-581. Full description at Econpapers || Download paper | |
2018 | Coups, Regime Transition, and the Dynamics of Press Freedom. (2018). Gutmann, Jerg ; Freytag, Andreas ; Bjørnskov, Christian ; Bjornskov, Christian . In: CESifo Working Paper Series. RePEc:ces:ceswps:_7198. Full description at Econpapers || Download paper | |
2018 | Global Investors, the Dollar, and U.S. Credit Conditions. (2018). Schmidt-Eisenlohr, Tim ; Niepmann, Friederike. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7288. Full description at Econpapers || Download paper | |
2018 | Expropriations, Property Confiscations and New Offshore Entities: Evidence from the Panama Papers. (2018). Strittmatter, Anthony ; Raschky, Paul ; Hodler, Roland ; Bayer, Ralph-C ; Ralph-C. Bayer, . In: CESifo Working Paper Series. RePEc:ces:ceswps:_7328. Full description at Econpapers || Download paper | |
2018 | Determining the Extent of Statistical Discrimination: Evidence from a field experiment in India. (2018). Zenou, Yves ; Wang, Liang ; Pakrashi, Debayan ; Islam, Asadul. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12955. Full description at Econpapers || Download paper | |
2018 | Bank Lending in the Knowledge Economy. (2018). Minoiu, Camelia ; Dell'ariccia, Giovanni ; Lev, Ratnovski ; Kadyrzhanova, Dalida ; Dellariccia, Giovanni. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12994. Full description at Econpapers || Download paper | |
2018 | The Financial Transmission of Housing Bubbles: Evidence from Spain. (2018). Schmitz, Tom ; Moral-Benito, Enrique ; Martin, Alberto. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12999. Full description at Econpapers || Download paper | |
2018 | Can Government Intervention Make Firms More Investment-Ready? A Randomized Experiment in the Western Balkans. (2018). McKenzie, David ; Dautovic, Ernest ; Cusolito, Ana Paula. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13098. Full description at Econpapers || Download paper | |
2018 | Global Investors, the Dollar, and U.S. Credit Conditions. (2018). Schmidt-Eisenlohr, Tim ; Niepmann, Friederike. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13237. Full description at Econpapers || Download paper | |
2018 | Real Time Monitoring of Asset Markets: Bubbles and Crises. (2018). Shi, Shuping ; Phillips, Peter ; PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2152. Full description at Econpapers || Download paper | |
2018 | How is a firmâs credit risk affected by sovereign risk?. (2018). Breckenfelder, Johannes. In: Research Bulletin. RePEc:ecb:ecbrbu:2018:0053:. Full description at Econpapers || Download paper | |
2018 | Lending standards and macroeconomic dynamics. (2018). Gete, Pedro. In: Working Paper Series. RePEc:ecb:ecbwps:20182207. Full description at Econpapers || Download paper | |
2018 | The first twenty years of the European Central Bank: monetary policy. (2018). Hartmann, Philipp ; Smets, Frank. In: Working Paper Series. RePEc:ecb:ecbwps:20182219. Full description at Econpapers || Download paper | |
2018 | Switching to bonds when loans are scarce: Evidence from four U.S. crises. (2018). Goel, Manisha ; Zemel, Michelle. In: Journal of Corporate Finance. RePEc:eee:corfin:v:52:y:2018:i:c:p:1-27. Full description at Econpapers || Download paper | |
2018 | CFO social capital and private debt. (2018). Fogel, Kathy ; McCumber, William R ; Jandik, Tomas. In: Journal of Corporate Finance. RePEc:eee:corfin:v:52:y:2018:i:c:p:28-52. Full description at Econpapers || Download paper | |
2018 | Limited attention and M&A announcements. (2018). Reyes, Tomas. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:201-222. Full description at Econpapers || Download paper | |
2018 | Bank to sovereign risk spillovers across borders: Evidence from the ECBâs Comprehensive Assessment. (2018). Schwaab, Bernd ; Breckenfelder, Johannes. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:247-262. Full description at Econpapers || Download paper | |
2018 | Time-varying skills (versus luck) in U.S. active mutual funds and hedge funds. (2018). Cai, Biqing ; Yan, Cheng ; Cheng, Tingting. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:81-106. Full description at Econpapers || Download paper | |
2018 | Does credit reporting lead to a decline in relationship lending? Evidence from information sharing technology. (2018). Sutherland, Andrew. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:66:y:2018:i:1:p:123-141. Full description at Econpapers || Download paper | |
2018 | Size management by European private firms to minimize proprietary costs of disclosure. (2018). Bernard, Darren ; Kaya, Devrimi ; Burgstahler, David. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:66:y:2018:i:1:p:94-122. Full description at Econpapers || Download paper | |
2018 | Time-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. Full description at Econpapers || Download paper | |
2018 | Unobservable systematic risk, economic activity and stock market. (2018). De Santis, Roberto A. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:97:y:2018:i:c:p:51-69. Full description at Econpapers || Download paper | |
2018 | The effect of fast trading on price discovery and efficiency: Evidence from a betting exchange. (2018). Bizzozero, Paolo ; Franck, Egon ; Flepp, Raphael. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:156:y:2018:i:c:p:126-143. Full description at Econpapers || Download paper | |
2018 | The time cost of information in financial markets. (2018). Kendall, Chad. In: Journal of Economic Theory. RePEc:eee:jetheo:v:176:y:2018:i:c:p:118-157. Full description at Econpapers || Download paper | |
2018 | Data abundance and asset price informativeness. (2018). Dugast, Jerome ; Foucault, Thierry. In: Journal of Financial Economics. RePEc:eee:jfinec:v:130:y:2018:i:2:p:367-391. Full description at Econpapers || Download paper | |
2018 | Fintech, regulatory arbitrage, and the rise of shadow banks. (2018). Buchak, Greg ; Seru, Amit ; Piskorski, Tomasz ; Matvos, Gregor. In: Journal of Financial Economics. RePEc:eee:jfinec:v:130:y:2018:i:3:p:453-483. Full description at Econpapers || Download paper | |
2018 | Technology, the nature of information, and fintech marketplace lending. (2018). Wang, J. Christina. In: Current Policy Perspectives. RePEc:fip:fedbcq:2018_003. Full description at Econpapers || Download paper | |
2018 | Examining the Sources of Excess Return Predictability: Stochastic Volatility or Market Inefficiency?. (2018). LeRoy, Stephen ; Lansing, Kevin ; Ma, Jun. In: Working Paper Series. RePEc:fip:fedfwp:2018-14. Full description at Econpapers || Download paper | |
2018 | Policy Externalities and Banking Integration. (2018). Smolyansky, Michael. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2016-08. Full description at Econpapers || Download paper | |
2018 | Employment Effects of Unconventional Monetary Policy : Evidence from QE. (2018). Luck, Stephan ; Zimmermann, Thomas. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-71. Full description at Econpapers || Download paper | |
2018 | Home Country Interest Rates and International Investment in U.S. Bonds. (2018). Claessens, Stijn ; Wroblewski, Caleb ; Tabova, Alexandra M ; Ammer, John. In: International Finance Discussion Papers. RePEc:fip:fedgif:1231. Full description at Econpapers || Download paper | |
2018 | First to Read the News: New Analytics and Algorithmic Trading. (2018). Massa, Massimo ; Keim, Donald B ; von Beschwitz, Bastian. In: International Finance Discussion Papers. RePEc:fip:fedgif:1233. Full description at Econpapers || Download paper | |
2018 | Bank-intermediated arbitrage. (2018). Van Tassel, Peter ; Shachar, Or ; Eisenbach, Thomas ; Boyarchenko, Nina ; Gupta, Pooja. In: Staff Reports. RePEc:fip:fednsr:858. Full description at Econpapers || Download paper | |
2018 | Coups, Regime Transition, and the Dynamics of Press Freedom. (2018). Gutmann, Jerg ; Freytag, Andreas ; Bjørnskov, Christian ; Bjornskov, Christian . In: Working Paper Series. RePEc:hhs:iuiwop:1225. Full description at Econpapers || Download paper | |
2018 | The Financial Transmission of Housing Bubbles: Evidence from Spain. (2018). Schmitz, Tom ; Moral-Benito, Enrique ; Martin, Alberto. In: Working Papers. RePEc:igi:igierp:625. Full description at Econpapers || Download paper | |
2018 | The Value of Offshore Secrets: Evidence from the Panama Papers. (2018). Wagner, Hannes ; Zeume, Stefan ; Odonovan, James. In: Working Papers. RePEc:igi:igierp:634. Full description at Econpapers || Download paper | |
2018 | Does financial market volatility influence the real economy?. (2018). de Backer, B. In: Economic Review. RePEc:nbb:ecrart:y:2018:m:december:i:iv:p:107-124. Full description at Econpapers || Download paper | |
2018 | Promotions and the Peter Principle. (2018). Benson, Alan ; Li, Danielle ; Shue, Kelly. In: NBER Working Papers. RePEc:nbr:nberwo:24343. Full description at Econpapers || Download paper | |
2018 | Financial Development, Growth, and Crisis: Is There a Trade-Off?. (2018). Ranciere, Romain ; Ouazad, Amine ; Loayza, Norman. In: NBER Working Papers. RePEc:nbr:nberwo:24474. Full description at Econpapers || Download paper | |
2018 | Evidence-Based Policymaking: Promise, Challenges and Opportunities for Accounting and Financial Markets Research. (2018). Leuz, Christian. In: NBER Working Papers. RePEc:nbr:nberwo:24535. Full description at Econpapers || Download paper |
More than 50 citations. List broken...
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2017 | New Evidence on the Aftermath of Financial Crises in Advanced Countries. (2017). Romer, David. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:10:p:3072-3118. Full description at Econpapers || Download paper | |
2017 | Corporate Debt Maturity in Developing Countries: Sources of Long- and Short-Termism. (2017). Schmukler, Sergio ; Didier, Tatiana ; Cortina, Juan J. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:142. Full description at Econpapers || Download paper | |
2017 | Information Contagion and Systemic Risk. (2017). Ahnert, Toni ; Georg, Co-Pierre. In: Staff Working Papers. RePEc:bca:bocawp:17-29. Full description at Econpapers || Download paper | |
2017 | Risks and challenges of complex financial isntruments: an analysis of SSM banks. (2017). Schifino, Antonio ; Sabatini, Emiliano ; Raponi, Jacopo ; Perez, Tommaso ; Mosca, Roberto ; Lodi, Lanfranco ; Diprizio, Giovanni ; Conciarelli, Alessandro ; Ciavoliello, Luca Giulio ; Potente, Francesco ; Roca, Rosario. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_417_17. 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 | Banksâ maturity transformation: risk, reward, and policy. (2017). Bologna, Pierluigi. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1159_17. Full description at Econpapers || Download paper | |
2017 | FX swaps and forwards: missing global debt?. (2017). McGuire, Patrick ; McCauley, Robert ; BORIO, Claudio. In: BIS Quarterly Review. RePEc:bis:bisqtr:1709e. 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 | Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676. Full description at Econpapers || Download paper | |
2017 | How Useful Is Basel IIIs Liquidity Coverage Ratio? Evidence From US Bank Holding Companies. (2017). Du, Brian. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:5:p:902-919. Full description at Econpapers || Download paper | |
2017 | Personal Bankruptcy Law and Entrepreneurship. (2017). Seamans, Robert ; Penas, Maria Fabiana ; Cerqueiro, Geraldo . In: Working Papers. RePEc:cen:wpaper:17-42r. Full description at Econpapers || Download paper | |
2017 | How does information disclosure affect liquidity? Evidence from an Emerging Market. (2017). Arango, Ignacio ; Agudelo, Diego A. In: Documentos de Trabajo CIEF. RePEc:col:000122:016944. Full description at Econpapers || Download paper | |
2017 | How does information disclosure affect liquidity?Evidence from an Emerging Market. (2017). Agudelo, Diego ; Arango, Ignacio. In: Documentos de Trabajo CIEF. RePEc:col:000122:016990. Full description at Econpapers || Download paper | |
2017 | Backtesting European Stress Tests. (2017). PHILIPPON, Thomas ; Camara, Boubacar ; Pessarossi, Pierre. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11805. Full description at Econpapers || Download paper | |
2017 | Bank Capital Redux: Solvency, Liquidity, and Crisis. (2017). Jorda, Oscar ; Taylor, Alan M ; Schularick, Moritz ; Richter, Bjorn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11934. Full description at Econpapers || Download paper | |
2017 | Belief Dispersion in the Stock Market. (2017). Basak, Suleyman ; Atmaz, Adem. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12056. Full description at Econpapers || Download paper | |
2017 | To bribe or not to bribe? Corruption uncertainty and corporate practices. (2017). Hanousek, Jan ; Tresl, Jiri ; Shamshur, Anastasiya. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12094. Full description at Econpapers || Download paper | |
2017 | Sources of Liquidity and Liquidity Shortages. (2017). Wagner, Wolf ; Kahn, Charles. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12116. Full description at Econpapers || Download paper | |
2017 | Corporate Debt Maturity Profiles. (2017). Zechner, Josef ; Hackbarth, Dirk ; Choi, Jaewon. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12289. 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 | 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 | Inflexibility and Stock Returns. (2017). Hackbarth, Dirk ; Johnson, Tim ; Gu, Lifeng. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12441. 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 | 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 | Pension funds illiquid assets allocation under liquidity and capital constraints. (2017). Broeders, Dirk ; Werker, Bas ; Jansen, Kristy . In: DNB Working Papers. RePEc:dnb:dnbwpp:555. 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: Occasional Paper Series. RePEc:ecb:ecbops:2017202. Full description at Econpapers || Download paper | |
2017 | Bank business models at negative interest rates. (2017). Schwaab, Bernd. In: Research Bulletin. RePEc:ecb:ecbrbu:2017:0040:1. 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 | 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 | 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 | Direct and indirect risk-taking incentives of inside debt. (2017). Colonnello, Stefano ; Hoang, Ngoc Giang ; Curatola, Giuliano. In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:428-466. 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 | R&D investments and credit lines. (2017). Guney, Yilmaz ; Karpuz, Ahmet ; Ozkan, Neslihan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:46:y:2017:i:c:p:261-283. Full description at Econpapers || Download paper | |
2017 | Independent director reputation incentives and stock price informativeness. (2017). Sila, Vathunyoo ; Hagendorff, Jens ; Gonzalez, Angelica . In: Journal of Corporate Finance. RePEc:eee:corfin:v:47:y:2017:i:c:p:219-235. 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 | Do negative interest rates make banks less safe?. (2017). Schwaab, Bernd ; Nucera, Federico ; Lucas, Andre ; Schaumburg, Julia . In: Economics Letters. RePEc:eee:ecolet:v:159:y:2017:i:c:p:112-115. Full description at Econpapers || Download paper | |
2017 | Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows. (2017). Le Fol, Gaelle ; darolles, serge ; Mero, Gulten. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:367-383. Full description at Econpapers || Download paper | |
2017 | On the incentive effects of job rotation. (2017). Hakenes, Hendrik ; Katolnik, Svetlana . In: European Economic Review. RePEc:eee:eecrev:v:98:y:2017:i:c:p:424-441. Full description at Econpapers || Download paper | |
2017 | Systemic risk and cross-sectional hedge fund returns. (2017). Hwang, In Chang ; Kim, Tong Suk ; In, Francis ; Xu, Simon. In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:109-130. 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 | Systemic risk with endogenous loss given default. (2017). Ijtsma, Pieter ; Spierdijk, Laura. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:145-157. Full description at Econpapers || Download paper | |
2017 | Profitability of insider trading in Europe: A performance evaluation approach. (2017). Korczak, Adriana ; Gebka, Bartosz ; Traczykowski, Jdrzej ; Gbka, Bartosz . In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:66-90. Full description at Econpapers || Download paper | |
2017 | Assessing contagion risk from energy and non-energy commodity markets. (2017). Algieri, Bernardina ; Leccadito, Arturo. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:312-322. Full description at Econpapers || Download paper | |
2017 | Wealth transfer, signaling and leverage in M&A. (2017). Murray, Benjamin ; Wright, Danika ; Svec, Jiri. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:203-212. 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 | Stress tests and asset quality reviews of banks: A policy announcement tool. (2017). Venegoni, Andrea ; Lazzari, Valter ; Vena, Luigi. In: Journal of Financial Stability. RePEc:eee:finsta:v:32:y:2017:i:c:p:86-98. 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 | The value of bank capital buffers in maintaining financial system resilience. (2017). Wu, Eliza ; Scheule, Harald ; Bui, Christina. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:23-40. Full description at Econpapers || Download paper | |
2017 | Heterogeneous market structure and systemic risk: Evidence from dual banking systems. (2017). Giudici, Paolo ; Hashem, Shatha Qamhieh ; Abedifar, Pejman. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:96-119. Full description at Econpapers || Download paper | |
2017 | Uncertainty, systemic shocks and the global banking sector: Has the crisis modified their relationship?. (2017). Uribe, Jorge ; Chuliá, Helena ; Guillen, Montserrat ; Chulia, Helena. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:52-68. Full description at Econpapers || Download paper |
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2016 | What Types of Policy Uncertainties Matter for Business?. (2016). MORIKAWA, MASAYUKI. In: Pacific Economic Review. RePEc:bla:pacecr:v:21:y:2016:i:5:p:527-540. Full description at Econpapers || Download paper | |
2016 | Income Insurance and the Equilibrium Term-Structure of Equity. (2016). Marfè, Roberto. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:459. Full description at Econpapers || Download paper | |
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2016 | Real Regulatory Capital Management and Dividend Payout: Evidence from Available-for-Sale Securities. (2016). Magnan, Michel ; Ipino, Elisabetta ; Parbonetti, Antonio ; Fabrizi, Michele. In: CIRANO Working Papers. RePEc:cir:cirwor:2016s-57. Full description at Econpapers || Download paper | |
2016 | Managerial efficiency and failure of U.S. commercial banks during the 2007-2009 financial crisis: was this time different?. (2016). RESTREPO-TOBON, DIEGO ; Alvarez-Franco, Pilar B. In: REVISTA ECOS DE ECONOMÃA. RePEc:col:000442:015646. Full description at Econpapers || Download paper | |
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2016 | Organizational and epistemic change: The growth of the art investment field. (2016). Coslor, Erica ; Spaenjers, Christophe. In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:55:y:2016:i:c:p:48-62. Full description at Econpapers || Download paper | |
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2016 | Securitization and lending standards: Evidence from the European wholesale loan market. (2016). Ongena, Steven ; Marques-Ibanez, David ; Kara, Alper. In: Journal of Financial Stability. RePEc:eee:finsta:v:26:y:2016:i:c:p:107-127. Full description at Econpapers || Download paper | |
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2016 | Further evidence on the strategic timing of earnings news: Joint analysis of weekdays and times of day. (2016). michaely, roni ; Vedrashko, Alexander ; Rubin, Amir . In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:62:y:2016:i:1:p:24-45. Full description at Econpapers || Download paper | |
2016 | The economic consequences of extending the use of fair value accounting in regulatory capital calculations. (2016). Chircop, Justin ; Novotny-Farkas, Zoltan. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:62:y:2016:i:2:p:183-203. Full description at Econpapers || Download paper | |
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2016 | Accruals, cash flows, and operating profitability in the cross section of stock returns. (2016). Ball, Ray ; Nikolaev, Valeri ; Linnainmaa, Juhani T ; Gerakos, Joseph. In: Journal of Financial Economics. RePEc:eee:jfinec:v:121:y:2016:i:1:p:28-45. Full description at Econpapers || Download paper | |
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2016 | The impact of unconventional monetary policy on firm financing constraints: Evidence from the maturity extension program. (2016). Yu, Edison ; Foley-Fisher, Nathan ; Ramcharan, Rodney. In: Journal of Financial Economics. RePEc:eee:jfinec:v:122:y:2016:i:2:p:409-429. Full description at Econpapers || Download paper | |
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2016 | THE IMPACT OF ECONOMIC POLICY UNCERTAINTY ON THE VEHICLE MILES TRAVELED (VMT) IN THE U.S.. (2016). Gözgör, Giray ; Demir, Ender. In: Eurasian Journal of Business and Management. RePEc:ejn:ejbmjr:v:4:y:2016:i:3:p:39-48. Full description at Econpapers || Download paper | |
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2016 | Intergenerational Linkages in Household Credit. (2016). Kudlyak, Marianna ; Ghent, Andra. In: Working Paper Series. RePEc:fip:fedfwp:2016-31. Full description at Econpapers || Download paper | |
2016 | Monetary Incentives and Mortgage Renegotiation Outcomes. (2016). Neelakantan, Urvi ; Lazaryan, Nika. In: Economic Quarterly. RePEc:fip:fedreq:00044. Full description at Econpapers || Download paper | |
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2015 | Wall Street Occupations. (2015). Bond, Philip ; Axelson, Ulf . In: Journal of Finance. RePEc:bla:jfinan:v:70:y:2015:i:5:p:1949-1996. Full description at Econpapers || Download paper | |
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2015 | The Returns to Hedge Fund Activism: An International Study. (2015). Wagner, Hannes ; Becht, Marco ; Franks, Julian R ; Grant, Jeremy . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10507. Full description at Econpapers || Download paper | |
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2015 | From Financial to Real Economic Crisis: Evidence from Individual Firm-Bank Relationships in Germany. (2015). Fossen, Frank ; Dwenger, Nadja ; Simmler, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1510. Full description at Econpapers || Download paper | |
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2015 | The idiosyncratic volatility anomaly: Corporate investment or investor mispricing?. (2015). Rodriguez, Rosa ; Malagon, Juliana ; Moreno, David. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:60:y:2015:i:c:p:224-238. Full description at Econpapers || Download paper | |
2015 | Stock liquidity and managerial short-termism. (2015). Chen, Yangyang ; Rhee, Ghon S ; Veeraraghavan, Madhu ; Zolotoy, Leon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:60:y:2015:i:c:p:44-59. Full description at Econpapers || Download paper | |
2015 | Financialization in commodity markets: A passing trend or the new normal?. (2015). Adams, Zeno ; Gluck, Thorsten . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:60:y:2015:i:c:p:93-111. Full description at Econpapers || Download paper | |
2015 | A semiparametric conditional capital asset pricing model. (2015). Ren, Yu ; CAI, ZONGWU ; Yang, Bingduo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:c:p:117-126. Full description at Econpapers || Download paper | |
2015 | The impact of conventional and unconventional monetary policy on investor sentiment. (2015). Lutz, Chandler . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:c:p:89-105. Full description at Econpapers || Download paper | |
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2015 | Tail risk premia and return predictability. (2015). Bollerslev, Tim ; Xu, Lai ; Todorov, Viktor. In: Journal of Financial Economics. RePEc:eee:jfinec:v:118:y:2015:i:1:p:113-134. Full description at Econpapers || Download paper | |
2015 | Employee rights and acquisitions. (2015). Knyazeva, Anzhela ; John, Kose. In: Journal of Financial Economics. RePEc:eee:jfinec:v:118:y:2015:i:1:p:49-69. Full description at Econpapers || Download paper | |
2015 | Competition of the informed: Does the presence of short sellers affect insider selling?. (2015). Massa, Massimo ; Zhang, Hong ; Xu, Weibiao ; Qian, Wenlan . In: Journal of Financial Economics. RePEc:eee:jfinec:v:118:y:2015:i:2:p:268-288. Full description at Econpapers || Download paper | |
2015 | Smart money, dumb money, and capital market anomalies. (2015). Subrahmanyam, Avanidhar ; Sorescu, Sorin ; Armstrong, Will J ; Akbas, Ferhat. In: Journal of Financial Economics. RePEc:eee:jfinec:v:118:y:2015:i:2:p:355-382. Full description at Econpapers || Download paper | |
2015 | As certain as debt and taxes: Estimating the tax sensitivity of leverage from state tax changes. (2015). Ljungqvist, Alexander ; Heider, Florian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:118:y:2015:i:3:p:684-712. Full description at Econpapers || Download paper | |
2015 | Corporate governance, firm value and risk: Past, present, and future. (2015). faff, robert ; Balachandran, Balasingham. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:35:y:2015:i:pa:p:1-12. Full description at Econpapers || Download paper | |
2015 | The rescue of Fannie Mae and Freddie Mac. (2015). Vickery, James ; Tracy, Joseph ; Fuster, Andreas ; Frame, W. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2015-02. Full description at Econpapers || Download paper | |
2015 | Multivariate return decomposition: theory and implications. (2015). Gospodinov, Nikolay ; Anatolyev, Stanislav. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2015-07. Full description at Econpapers || Download paper | |
2015 | How House Price Dynamics and Credit Constraints affect the Equity Extraction of Senior Homeowners. (2015). Schmeiser, Maximilian ; Haurin, Donald ; Dodini, Samuel ; Moulton, Stephanie. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2015-70. Full description at Econpapers || Download paper | |
2015 | Demand Shock, Liquidity Management, and Firm Growth during the Financial Crisis. (2015). Maksimovic, Vojislav ; Yook, Youngsuk ; Tham, Mandy. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2015-96. Full description at Econpapers || Download paper | |
2015 | Shareholder activism in banking. (2015). Roman, Raluca. In: Research Working Paper. RePEc:fip:fedkrw:rwp15-09. Full description at Econpapers || Download paper | |
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2015 | Monetary Policy Transmission in China: A DSGE Model with Parallel Shadow Banking and Interest Rate Control. (2015). Funke, Michael ; Mihaylovski, Petar ; Zhu, Haibin . In: Working Papers. RePEc:hkm:wpaper:122015. Full description at Econpapers || Download paper | |
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2015 | Does Access to External Finance Affect Development of Small and Medium Enterprises and Economic Growth?. (2015). Poderys, Dominykas . In: European Journal of Business Science and Technology. RePEc:men:journl:v:1:y:2015:i:1:p:43-53. Full description at Econpapers || Download paper | |
2015 | Which Alpha?. (2015). Shanken, Jay ; Barillas, Francisco. In: NBER Working Papers. RePEc:nbr:nberwo:21698. Full description at Econpapers || Download paper | |
2015 | Sharing Risk with the Government: How Taxes Affect Corporate Risk Taking. (2015). Zhang, Liandong ; Ljungqvist, Alexander ; Zuo, Luo. In: NBER Working Papers. RePEc:nbr:nberwo:21834. Full description at Econpapers || Download paper | |
2015 | Halbert White Jr. Memorial JFEC Lecture: Pitfalls and Possibilities in Predictive Regressionâ . (2015). Phillips, Peter ; Peter C. B. Phillips, . In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:13:y:2015:i:3:p:521-555.. Full description at Econpapers || Download paper | |
2015 | Predictive quantile regression with persistent covariates: IVX-QR approach. (2015). Lee, Ji Hyung. In: MPRA Paper. RePEc:pra:mprapa:65150. Full description at Econpapers || Download paper | |
2015 | Trading in Fragmented Markets. (2015). Baldauf, Markus ; Mollner, Joshua . In: Discussion Papers. RePEc:sip:dpaper:15-018. Full description at Econpapers || Download paper | |
2015 | Inferring the predictability induced by a persistent regressor in a predictive threshold model. (2015). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: Discussion Paper Series In Economics And Econometrics. RePEc:stn:sotoec:1518. Full description at Econpapers || Download paper | |
2015 | A simple approach for diagnosing instabilities in predictive regressions. (2015). Pitarakis, Jean-Yves. In: Discussion Paper Series In Economics And Econometrics. RePEc:stn:sotoec:1519. Full description at Econpapers || Download paper | |
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2015 | The Economic Drivers of Differences in House Price Inflation Rates across MSAs. (2015). Zietz, Joachim ; Füss, Roland ; Fuess, Roland. In: Working Papers on Finance. RePEc:usg:sfwpfi:2015:26. Full description at Econpapers || Download paper | |
2015 | Market Sentiment and Paradigm Shifts. (2015). Li, Kai ; He, Xuezhong ; Tu, Jun ; Chu, Liya . In: Research Paper Series. RePEc:uts:rpaper:356. Full description at Econpapers || Download paper | |
2015 | Corporate tax in an international environment â Problems and possible remedies. (2015). Kari, Seppo. In: Nordic Tax Journal. RePEc:vrs:notajo:v:2015:y:2015:i:1:p:1-16:n:1. Full description at Econpapers || Download paper |
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