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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 | 3981 | 22 | 23 | 34 | 12 | 34 | 12 | 0 | 7 | 0.23 | 0.04 | |
1991 | 0.4 | 0.08 | 0.91 | 0.44 | 28 | 58 | 2227 | 47 | 76 | 42 | 17 | 64 | 28 | 0 | 2 | 0.07 | 0.04 | |
1992 | 0.31 | 0.09 | 0.6 | 0.35 | 27 | 85 | 3304 | 50 | 127 | 58 | 18 | 92 | 32 | 0 | 7 | 0.26 | 0.04 | |
1993 | 0.35 | 0.1 | 0.76 | 0.43 | 34 | 119 | 4537 | 87 | 218 | 55 | 19 | 119 | 51 | 8 | 9.2 | 7 | 0.21 | 0.05 |
1994 | 0.51 | 0.11 | 0.83 | 0.45 | 27 | 146 | 2243 | 117 | 339 | 61 | 31 | 131 | 59 | 0 | 4 | 0.15 | 0.06 | |
1995 | 0.93 | 0.2 | 1.96 | 1.06 | 36 | 182 | 2475 | 351 | 696 | 61 | 57 | 146 | 155 | 0 | 6 | 0.17 | 0.08 | |
1996 | 0.84 | 0.22 | 2.06 | 1.16 | 37 | 219 | 2811 | 445 | 1147 | 63 | 53 | 152 | 176 | 6 | 1.3 | 12 | 0.32 | 0.1 |
1997 | 1.15 | 0.23 | 2.09 | 1.29 | 35 | 254 | 3264 | 518 | 1678 | 73 | 84 | 161 | 208 | 5 | 1 | 14 | 0.4 | 0.1 |
1998 | 1.03 | 0.27 | 2.37 | 1.33 | 28 | 282 | 1979 | 653 | 2347 | 72 | 74 | 169 | 224 | 9 | 1.4 | 8 | 0.29 | 0.12 |
1999 | 1.44 | 0.29 | 2.63 | 1.62 | 40 | 322 | 3584 | 836 | 3195 | 63 | 91 | 163 | 264 | 5 | 0.6 | 14 | 0.35 | 0.14 |
2000 | 1.24 | 0.34 | 2.83 | 1.62 | 36 | 358 | 2862 | 982 | 4207 | 68 | 84 | 176 | 285 | 1 | 0.1 | 22 | 0.61 | 0.15 |
2001 | 1.72 | 0.36 | 3.25 | 1.7 | 38 | 396 | 3958 | 1224 | 5493 | 76 | 131 | 176 | 300 | 14 | 1.1 | 45 | 1.18 | 0.16 |
2002 | 2.16 | 0.4 | 3.34 | 2.36 | 55 | 451 | 4223 | 1465 | 6999 | 74 | 160 | 177 | 417 | 18 | 1.2 | 35 | 0.64 | 0.21 |
2003 | 2.26 | 0.41 | 3.77 | 2.45 | 38 | 489 | 2995 | 1825 | 8844 | 93 | 210 | 197 | 482 | 6 | 0.3 | 36 | 0.95 | 0.2 |
2004 | 2.42 | 0.46 | 4.33 | 2.73 | 37 | 526 | 2463 | 2235 | 11121 | 93 | 225 | 207 | 566 | 0 | 35 | 0.95 | 0.21 | |
2005 | 2.57 | 0.47 | 4.68 | 2.95 | 39 | 565 | 3613 | 2588 | 13768 | 75 | 193 | 204 | 602 | 3 | 0.1 | 84 | 2.15 | 0.22 |
2006 | 2.57 | 0.47 | 4.47 | 2.92 | 45 | 610 | 3269 | 2630 | 16492 | 76 | 195 | 207 | 605 | 3 | 0.1 | 37 | 0.82 | 0.21 |
2007 | 2.93 | 0.42 | 4.15 | 2.77 | 57 | 667 | 2883 | 2667 | 19260 | 84 | 246 | 214 | 593 | 4 | 0.1 | 35 | 0.61 | 0.19 |
2008 | 2.09 | 0.45 | 4.2 | 2.73 | 82 | 749 | 5643 | 3024 | 22403 | 102 | 213 | 216 | 589 | 7 | 0.2 | 113 | 1.38 | 0.21 |
2009 | 2.58 | 0.44 | 4.27 | 2.92 | 162 | 911 | 11102 | 3824 | 26289 | 139 | 358 | 260 | 760 | 27 | 0.7 | 263 | 1.62 | 0.21 |
2010 | 2.9 | 0.44 | 3.94 | 2.74 | 122 | 1033 | 5846 | 4009 | 30358 | 244 | 708 | 385 | 1054 | 8 | 0.2 | 104 | 0.85 | 0.18 |
2011 | 2.91 | 0.46 | 4.13 | 2.76 | 108 | 1141 | 4410 | 4672 | 35073 | 284 | 827 | 468 | 1290 | 11 | 0.2 | 159 | 1.47 | 0.21 |
2012 | 2.66 | 0.47 | 4.51 | 3.03 | 96 | 1237 | 3218 | 5547 | 40653 | 230 | 611 | 531 | 1607 | 4 | 0.1 | 69 | 0.72 | 0.19 |
2013 | 2.99 | 0.53 | 5.87 | 3.73 | 84 | 1321 | 2209 | 7714 | 48407 | 204 | 609 | 570 | 2125 | 16 | 0.2 | 66 | 0.79 | 0.22 |
2014 | 3.26 | 0.55 | 6.04 | 4 | 93 | 1414 | 2340 | 8534 | 56954 | 180 | 586 | 572 | 2287 | 13 | 0.2 | 101 | 1.09 | 0.21 |
2015 | 2.82 | 0.55 | 6.04 | 3.51 | 88 | 1502 | 1539 | 9059 | 66021 | 177 | 499 | 503 | 1766 | 7 | 0.1 | 53 | 0.6 | 0.21 |
2016 | 3.19 | 0.56 | 6.01 | 3.33 | 91 | 1593 | 1332 | 9564 | 75594 | 181 | 577 | 469 | 1564 | 29 | 0.3 | 92 | 1.01 | 0.2 |
2017 | 3.24 | 0.58 | 5.85 | 3.49 | 129 | 1722 | 864 | 10056 | 85660 | 179 | 580 | 452 | 1578 | 56 | 0.6 | 109 | 0.84 | 0.21 |
2018 | 2.84 | 0.7 | 5.6 | 3.17 | 120 | 1842 | 405 | 10308 | 95984 | 220 | 625 | 485 | 1538 | 57 | 0.6 | 91 | 0.76 | 0.28 |
2019 | 2.2 | 0.88 | 5.07 | 2.88 | 123 | 1965 | 163 | 9964 | 105948 | 249 | 549 | 521 | 1501 | 19 | 0.2 | 99 | 0.8 | 0.33 |
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 | 1994 |
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 | 1568 |
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 | 1238 |
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 | 1017 |
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 | 1010 |
6 | 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 | 867 |
7 | 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 | 841 |
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 | 777 |
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 | 744 |
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 | 637 |
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 | 629 |
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 | 590 |
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 | 584 |
14 | 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 | 546 |
15 | 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 | 533 |
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 | 521 | |
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 | 517 |
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 | 509 |
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 | 503 |
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 | 475 |
21 | 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 | 461 |
22 | 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 | 457 |
23 | 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 | 455 |
24 | 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 | 446 |
25 | 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 | 444 |
26 | 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 | 431 |
27 | 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 | 431 |
28 | 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 | 427 |
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 | 390 |
30 | 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 | 387 |
31 | 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 | 387 |
32 | 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 | 386 |
33 | 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 | 385 |
34 | 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 | 382 |
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 | 368 |
36 | 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 | 363 |
37 | 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 | 357 |
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 | 354 |
39 | 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 | 347 |
40 | 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 | 337 |
41 | 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 | 333 |
42 | 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 | 330 |
43 | 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 | 324 |
44 | 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 | 324 |
45 | 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 | 318 |
46 | 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 | 318 |
47 | 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 | 312 |
48 | 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 | 306 |
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 | 302 |
50 | 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 | 296 |
# | 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 | 502 |
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 | 374 |
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 | 247 |
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 | 239 |
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 | 179 |
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 | 164 |
7 | 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 | 143 |
8 | 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 | 142 |
9 | 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 | 135 |
10 | 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 | 127 |
11 | 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 | 127 |
12 | 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 | 125 |
13 | 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 | 123 |
14 | 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 | 121 |
15 | 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 | 116 |
16 | 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 | 109 |
17 | 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 | 108 |
18 | 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 | 100 |
19 | 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 | 97 |
20 | 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 | 95 |
21 | 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 | 93 |
22 | 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 | 92 |
23 | 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 | 87 |
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2019 | Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness. (2019). Soccorsi, Stefano ; Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/283963. Full description at Econpapers || Download paper | |
2019 | Pitfalls of central clearing in the presence of systematic risk. (2019). Pelizzon, Loriana ; Sherman, Mila Getmansky ; Kubitza, Christian. In: SAFE Working Paper Series. RePEc:zbw:safewp:235. Full description at Econpapers || Download paper | |
2019 | Redenomination-risk spillovers in the Eurozone. (2019). Borri, Nicola. In: Economics Letters. RePEc:eee:ecolet:v:174:y:2019:i:c:p:173-178. Full description at Econpapers || Download paper | |
2019 | Measuring connectedness of euro area sovereign risk. (2019). Schienle, Melanie ; Buse, Rebekka. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:25-44. Full description at Econpapers || Download paper | |
2019 | The use of credit default swaps by bond mutual funds: Liquidity provision and counterparty risk. (2019). Aragon, George O ; Qj, Jun ; Li, Lei. In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:1:p:168-185. Full description at Econpapers || Download paper | |
2019 | The leverage effect and the basket-index put spread. (2019). Bai, Jennie ; Yang, Fan ; Goldstein, Robert S. In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:1:p:186-205. Full description at Econpapers || Download paper | |
2019 | Drivers of systemic risk: Do national and European perspectives differ?. (2019). Buch, Claudia M ; Tonzer, Lena ; Krause, Thomas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:91:y:2019:i:c:p:160-176. Full description at Econpapers || Download paper | |
2019 | Systemic Risk: Conditional Distortion Risk Measures. (2019). Laeven, Roger ; Dhaene, Jan ; Zhang, Yiying. In: Papers. RePEc:arx:papers:1901.04689. Full description at Econpapers || Download paper | |
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2019 | The single supervision mechanism and contagion between bank and sovereign risk. (2019). Olmo, Begoa Torre ; Torreolmo, Begoa ; Azofra, Sergio Sanfilippo ; Sanfilippoazofra, Sergio ; Saiz, Maria Cantero. In: Journal of Regulatory Economics. RePEc:kap:regeco:v:55:y:2019:i:1:d:10.1007_s11149-018-09373-6. Full description at Econpapers || Download paper | |
2019 | Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness. (2019). Soccorsi, Stefano ; Hallin, Marc ; Barigozzi, Matteo. In: Working Papers. RePEc:lan:wpaper:257939806. Full description at Econpapers || Download paper | |
2019 | Score-driven time series models with dynamic shape : an application to the Standard & Poors 500 index. (2019). Escribano, Alvaro ; Blazsek, Szabolcs ; Ayala, Astrid ; Saez, Alvaro Escribano. In: UC3M Working papers. Economics. RePEc:cte:werepe:28133. Full description at Econpapers || Download paper | |
2019 | Systemic Risk in Vietnam Stock Market. (2019). van Vu, Thi Thuy ; Tran, Dang Kham. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:339-352. Full description at Econpapers || Download paper | |
2019 | Money laundering and bank risk: evidence from US banks. (2019). Thornton, John ; Uymaz, Yurtsev ; Altunba, Yener. In: Working Papers. RePEc:bng:wpaper:19005. Full description at Econpapers || Download paper | |
2019 | FLIGHTS TO SAFETY. (2019). Wei, Min ; Inghelbrecht, Koen ; Bekaert, Geert ; Baele, Lieven. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:19/968. Full description at Econpapers || Download paper | |
2019 | Understanding flash crash contagion and systemic risk: A microâmacro agent-based approach. (2019). Wooldridge, Michael ; Calinescu, Anisoara ; Paulin, James. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:100:y:2019:i:c:p:200-229. Full description at Econpapers || Download paper | |
2019 | Measuring network systemic risk contributions: A leave-one-out approach. (2019). Tokpavi, Sessi ; Lucotte, Yannick ; Hue, Sullivan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:100:y:2019:i:c:p:86-114. Full description at Econpapers || Download paper | |
2019 | Analysing the systemic risk of Indian banks. (2019). Ahmad, Wasim ; Bekiros, Stelios ; Uddin, Gazi Salah ; Verma, Ramprasad. In: Economics Letters. RePEc:eee:ecolet:v:176:y:2019:i:c:p:103-108. Full description at Econpapers || Download paper | |
2019 | Modeling systemic risk with Markov Switching Graphical SUR models. (2019). Guidolin, Massimo ; Billio, Monica ; Bianchi, Daniele ; Casarin, Roberto. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:58-74. Full description at Econpapers || Download paper | |
2019 | Sharp asymptotics for large portfolio losses under extreme risks. (2019). Yang, Yang ; Tang, Zhaofeng. In: European Journal of Operational Research. RePEc:eee:ejores:v:276:y:2019:i:2:p:710-722. Full description at Econpapers || Download paper | |
2019 | Conditional tail-risk in cryptocurrency markets. (2019). Borri, Nicola. In: Journal of Empirical Finance. RePEc:eee:empfin:v:50:y:2019:i:c:p:1-19. Full description at Econpapers || Download paper | |
2019 | Systemic risk and competition revisited. (2019). Silva-Buston, Consuelo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:101:y:2019:i:c:p:188-205. Full description at Econpapers || Download paper | |
2019 | Interconnectedness and systemic risk: A comparative study based on systemically important regions. (2019). Su, Fang ; Cheng, Jiang ; Fang, Lei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:54:y:2019:i:c:p:147-158. Full description at Econpapers || Download paper | |
2019 | Systemic Risk in the Chinese Stock Market Under Different Regimes: A Sector-Level Perspective. (2019). Wang, Qiao ; Huang, Qiubin ; Cheng, Xiangjuan ; Yang, Haizhen. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:665-679. Full description at Econpapers || Download paper | |
2019 | Ranking consistency of systemic risk measures: a simulation-based analysis in a banking network model. (2019). Grundke, Peter. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:52:y:2019:i:4:d:10.1007_s11156-018-0732-7. Full description at Econpapers || Download paper | |
2019 | MACROPRUDENTIAL POLICY AND BANK SYSTEMIC RISK. (2019). Vander Vennet, Rudi ; Meuleman, Elien . In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:19/971. Full description at Econpapers || Download paper | |
2019 | Systemic Risk and Collateral Adequacy. (2019). Raykov, Radoslav. In: Staff Working Papers. RePEc:bca:bocawp:19-23. Full description at Econpapers || Download paper | |
2019 | On the incidence of bank levies: theory and evidence. (2019). Kogler, Michael. In: International Tax and Public Finance. RePEc:kap:itaxpf:v:26:y:2019:i:4:d:10.1007_s10797-018-9526-z. Full description at Econpapers || Download paper | |
2019 | Tail risk under price limits. (2019). Park, Kinam ; Kee, Hyukdo ; Oh, Sekyung. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:113-123. Full description at Econpapers || Download paper | |
2019 | âToo central to failâ systemic risk measure using PageRank algorithm. (2019). Jeong, Deokjong ; Yun, Tae-Sub ; Park, Sunyoung. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:162:y:2019:i:c:p:251-272. Full description at Econpapers || Download paper | |
2019 | CoMap: Mapping Contagion in the Euro Area Banking Sector. (2019). Covi, Giovanni ; Kok, Christoffer ; Gorpe, Mehmet Ziya. In: IMF Working Papers. RePEc:imf:imfwpa:19/102. Full description at Econpapers || Download paper | |
2019 | Partial Uncertainty and Applications to Risk-Averse Valuation. (2019). Kratsios, Anastasis. In: Papers. RePEc:arx:papers:1909.13610. Full description at Econpapers || Download paper | |
2019 | International trade, foreign direct investments, and firmsâ systemic risk : Evidence from the Netherlands. (2019). Braekers, Roel ; Vancauteren, Mark ; van Cauwenberge, Annelies ; Vandemaele, Sigrid . In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:361-386. Full description at Econpapers || Download paper | |
2019 | Strategic Liquidity Mismatch and Financial Sector Stability. (2019). Silva, Andre. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-82. Full description at Econpapers || Download paper | |
2019 | Conditional excess risk measures and multivariate regular variation. (2019). Vicky, Fasen-Hartmann ; Bikramjit, Das. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:36:y:2019:i:1-4:p:1-23:n:2. Full description at Econpapers || Download paper | |
2019 | Cross-Country Assessment of Systemic Risk in the European Stock Market: Evidence from a CoVaR Analysis. (2019). Merlo, Luca ; Laporta, Alessandro G ; Petrella, Lea. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:146:y:2019:i:1:d:10.1007_s11205-018-1881-8. Full description at Econpapers || Download paper | |
2019 | Decomposing and backtesting a flexible specification for CoVaR. (2019). Paterlini, Sandra ; Caporin, Massimiliano ; Bonaccolto, Giovanni. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:108:y:2019:i:c:s0378426619302341. Full description at Econpapers || Download paper | |
2019 | Financial structure and determinants of systemic risk contribution. (2019). Zhou, Chunyang ; Qin, Xiao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x18301124. Full description at Econpapers || Download paper | |
2019 | Government Guarantees and Bank Vulnerability during a Crisis: Evidence from an Emerging Market. (2019). Acharya, Viral ; Kulkarni, Nirupama . In: NBER Working Papers. RePEc:nbr:nberwo:26564. Full description at Econpapers || Download paper | |
2019 | Interconnectedness and systemic risk network of Chinese financial institutions: A LASSO-CoVaR approach. (2019). He, Yaoyao ; Jiang, Cuixia ; Li, Mengting ; Xu, Qifa. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119312609. Full description at Econpapers || Download paper | |
2019 | Sectoral contributions to systemic risk in the Chinese stock market. (2019). Wu, Fei. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318306949. Full description at Econpapers || Download paper | |
2019 | Nonparametric inference for distortion risk measures on tail regions. (2019). Wang, Xing ; Hou, Yanxi. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:89:y:2019:i:c:p:92-110. Full description at Econpapers || Download paper | |
2019 | Chinas financial network with international spillovers: A first look. (2019). Ma, Jun ; Yu, Ziliang ; Yang, Jian. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:58:y:2019:i:c:s0927538x19301258. Full description at Econpapers || Download paper | |
2019 | Systemic Risk of the Consumer Credit Network across Financial Institutions. (2019). Jung, Hosung ; Kim, Hyun Hak. In: Working Papers. RePEc:bok:wpaper:1923. Full description at Econpapers || Download paper | |
2019 | Systemic risk in financial institutions of BRICS: measurement and identification of firm-specific determinants. (2019). Rashid, Abdul ; Zeb, Shumaila. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:4:d:10.1057_s41283-018-00048-2. Full description at Econpapers || Download paper | |
2019 | Connectedness and risk spillovers in Chinaâs stock market: A sectoral analysis. (2019). Zhang, Dayong ; Wu, Fei. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:3:s0939362518302590. Full description at Econpapers || Download paper | |
2019 | Cross-regional connectedness in the Korean housing market. (2019). Lee, Hahn Shik. In: Journal of Housing Economics. RePEc:eee:jhouse:v:46:y:2019:i:c:s1051137718300585. Full description at Econpapers || Download paper | |
2019 | Comparing Different Systemic Risk Measures for European Banking System. (2019). Di Clemente, Annalisa . In: International Business Research. RePEc:ibn:ibrjnl:v:12:y:2019:i:1:p:35-53. Full description at Econpapers || Download paper | |
2019 | Stress Testing Networks: The Case of Central Counterparties. (2019). Cecchetti, Stephen ; Schoenholtz, Kermit ; Berner, Richard. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13604. Full description at Econpapers || Download paper | |
2019 | Scaling the twin peaks: Systemic risk and dual regulation. (2019). Huan, Xing ; Conlon, Thomas. In: Economics Letters. RePEc:eee:ecolet:v:178:y:2019:i:c:p:98-101. Full description at Econpapers || Download paper | |
2019 | Hierarchical GARCH. (2019). Brownlees, Christian. In: Journal of Empirical Finance. RePEc:eee:empfin:v:51:y:2019:i:c:p:17-27. Full description at Econpapers || Download paper | |
2019 | Do different forms of government ownership matter for bank capital behavior? Evidence from China. (2019). Molyneux, Philip ; Liu, Hong ; Jiang, Chunxia. In: Journal of Financial Stability. RePEc:eee:finsta:v:40:y:2019:i:c:p:38-49. Full description at Econpapers || Download paper | |
2019 | Measuring and Allocating Systemic Risk. (2019). Brunnermeier, Markus ; Cheridito, Patrick. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:2:p:46-:d:226193. Full description at Econpapers || Download paper | |
2019 | Foreign expansion, competition and bank risk. (2019). Laffitte, Sébastien ; Faia, Ester. In: Journal of International Economics. RePEc:eee:inecon:v:118:y:2019:i:c:p:179-199. Full description at Econpapers || Download paper | |
2019 | Do Negative Interest Rates Affect Bank Risk-Taking?. (2019). Reghezza, Alessio ; Santamaria, Riccardo ; Bongiovanni, Alessio ; Williams, Jonathan. In: Working Papers. RePEc:bng:wpaper:19012. Full description at Econpapers || Download paper | |
2019 | Monitoring banking system connectedness with big data. (2019). Lopez, Jose A ; Hale, Galina. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:1:p:203-220. Full description at Econpapers || Download paper | |
2019 | Modeling Euro STOXX 50 volatility with common and market-specific components. (2019). Gallo, Giampiero M ; Cipollini, Fabrizio. In: Econometrics and Statistics. RePEc:eee:ecosta:v:11:y:2019:i:c:p:22-42. Full description at Econpapers || Download paper | |
2019 | The effect of non-traditional banking activities on systemic risk: Does bank size matter?. (2019). Kamani, Eric Fina. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:297-305. Full description at Econpapers || Download paper | |
2019 | Sovereign bond-backed securities: A VAR-for-VaR and marginal expected shortfall assessment. (2019). Dunne, Peter ; Reininger, Thomas ; Puhl, Martin ; de Sola, Maite. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:33-52. Full description at Econpapers || Download paper | |
2019 | Liquidity and tail-risk interdependencies in the euro area sovereign bond market. (2019). Clancy, Daragh ; Filiani, Pasquale ; Dunne, Peter G. In: Research Technical Papers. RePEc:cbi:wpaper:11/rt/19. Full description at Econpapers || Download paper | |
2019 | Non-performing loans in the euro area: does market power matter?. (2019). Louri, Helen ; Karadima, Maria. In: Working Papers. RePEc:bog:wpaper:271. Full description at Econpapers || Download paper | |
2019 | Factor High-Frequency-Based Volatility (HEAVY) Models. (2019). Xu, Wen ; Sheppard, Kevin. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:17:y:2019:i:1:p:33-65.. Full description at Econpapers || Download paper | |
2019 | Bad bad contagion. (2019). Londono, Juan M.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:108:y:2019:i:c:s0378426619302274. Full description at Econpapers || Download paper | |
2019 | Stress Testing Networks: The Case of Central Counterparties. (2019). Schoenholtz, Kermit ; Cecchetti, Stephen ; Berner, Richard B. In: NBER Working Papers. RePEc:nbr:nberwo:25686. Full description at Econpapers || Download paper | |
2019 | Financial systemic risk measurement based on causal network connectedness analysis. (2019). Zhang, Wei ; Xiong, Xiong ; Liu, Xi-Hua ; Gong, Xiao-Li. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:290-307. Full description at Econpapers || Download paper | |
2019 | On Identifying the Systemically Important Tunisian Banks: An Empirical Approach Based on the â³CoVaR Measures. (2019). ben Sassi, Salim ; Khiari, Wided. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:4:p:122-:d:297153. Full description at Econpapers || Download paper | |
2019 | Credit default swaps and corporate bond trading. (2019). Czech, Robert. In: Bank of England working papers. RePEc:boe:boeewp:0810. Full description at Econpapers || Download paper | |
2019 | Do banks still monitor when there is a market for credit protection?. (2019). Shan, Chenyu ; Winton, Andrew ; Tang, Dragon Yongjun. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:68:y:2019:i:2:s0165410119300369. Full description at Econpapers || Download paper | |
2019 | Are lemons sold first? Dynamic signaling in the mortgage market. (2019). Hartman-Glaser, Barney ; Gerardi, Kristopher ; Adelino, Manuel. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:1:p:1-25. Full description at Econpapers || Download paper | |
2019 | Corporate cash holdings: Stock liquidity and the repurchase motive. (2019). Wang, Zexi ; Nyborg, Kjell G. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13791. Full description at Econpapers || Download paper | |
2019 | From carry trades to trade credit: financial intermediation by non-financial corporations. (2019). Saffie, Felipe ; Hardy, Bryan. In: BIS Working Papers. RePEc:bis:biswps:773. Full description at Econpapers || Download paper | |
2019 | Capital Flows, Macroprudential Policies and Capital Controls. (2019). Saravia, Diego ; Bauducco, Sofia ; Aguirre, Alvaro . In: Central Banking, Analysis, and Economic Policies Book Series. RePEc:chb:bcchsb:v26c04pp083-110. Full description at Econpapers || Download paper | |
2019 | The role of internally financed capex in rising Chinese corporate debts. (2019). Ma, Guonan ; CHEN, Jinzhao. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2019_003. Full description at Econpapers || Download paper | |
2019 | The Rise of Domestic Capital Markets for Corporate Financing: Lessons from East Asia. (2019). Schmukler, Sergio ; Cortina, Juan J ; Abraham, Facundo. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:154. Full description at Econpapers || Download paper | |
2019 | Corporate debt, firm size and financial fragility in emerging markets. (2019). Panizza, Ugo ; Alfaro, Laura ; U G O Panizza, ; Chari, Anusha ; Asis, Gonzalo. In: Journal of International Economics. RePEc:eee:inecon:v:118:y:2019:i:c:p:1-19. Full description at Econpapers || Download paper | |
2019 | The Role of Internally Financed Capex in Rising Chinese Corporate Debts. (2019). Chen, Jinzhao ; Ma, Guonan. In: Comparative Economic Studies. RePEc:pal:compes:v:61:y:2019:i:3:d:10.1057_s41294-019-00096-x. Full description at Econpapers || Download paper | |
2019 | Capital Inflows, Equity Issuance Activity, and Corporate Investment. (2019). Schmukler, Sergio ; Calomiris, Charles ; Larrain, Mauricio. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:156. Full description at Econpapers || Download paper | |
2019 | Review of Bank of Russia Conference on âMacroprudential Policy Effectiveness: Theory and Practiceâ. (2019). Shevchuk, Ivan ; Sinyakov, Andrey ; Andreev, Mikhail ; Ivanova, Nadezhda. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:78:y:2019:i:3:p:89-121. Full description at Econpapers || Download paper | |
2019 | Global liquidity and impairment of local monetary policy. (2000). Peydro, Jose-Luis ; Gulsen, Eda ; Fendoglu, Salih ; Gulen, Eda ; Fendolu, Salih. In: Economics Working Papers. RePEc:upf:upfgen:1680. Full description at Econpapers || Download paper | |
2019 | Corporate earnings sensitivity to FX volatility and currency exposure: evidence from Peru.. (2019). Humala, Alberto. In: Working Papers. RePEc:rbp:wpaper:2019-021. Full description at Econpapers || Download paper | |
2019 | Global Liquidity and Impairment of Local Monetary Policy. (2019). Peydro, Jose-Luis ; Gulen, Eda ; Fendolu, Salih. In: Working Papers. RePEc:bge:wpaper:1131. Full description at Econpapers || Download paper | |
2019 | Credit Migration and Covered Interest Rate Parity. (2019). Liao, Gordon Y. In: International Finance Discussion Papers. RePEc:fip:fedgif:1255. Full description at Econpapers || Download paper | |
2019 | Boom-Bust Capital Flow Cycles. (2019). Kaminsky, Graciela. In: NBER Working Papers. RePEc:nbr:nberwo:25890. Full description at Econpapers || Download paper | |
2019 | Search for Yield in Large International Corporate Bonds: Investor Behavior and Firm Responses. (2019). Williams, Tomas ; Schmukler, Sergio ; Larrain, Mauricio ; Calomiris, Charles. In: NBER Working Papers. RePEc:nbr:nberwo:25979. Full description at Econpapers || Download paper | |
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2019 | International capital asset pricing model: the case of asymmetric information and short-sale. (2019). Dammak, Fredj Amine ; Bellalah, Makram . In: Annals of Operations Research. RePEc:spr:annopr:v:281:y:2019:i:1:d:10.1007_s10479-019-03133-1. Full description at Econpapers || Download paper | |
2019 | Superstitious Investors. (2019). Wachter, Jessica ; Guo, Hongye. In: NBER Working Papers. RePEc:nbr:nberwo:25603. Full description at Econpapers || Download paper | |
2019 | The short-selling skill of institutions and individuals. (2019). Giovannetti, Bruno ; Chague, Fernando ; De-Losso, Rodrigo ; Bueno, Rodrigo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:101:y:2019:i:c:p:77-91. Full description at Econpapers || Download paper | |
2019 | Perceived information, short interest, and institutional demand. (2019). Chung, Chune Young ; Wang, Kainan ; Devault, Luke. In: Journal of Empirical Finance. RePEc:eee:empfin:v:54:y:2019:i:c:p:22-38. Full description at Econpapers || Download paper | |
2019 | Financial innovation in microcap public offerings. (2019). Knyazeva, Anzhela . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:100:y:2019:i:c:p:283-305. Full description at Econpapers || Download paper | |
2019 | Elite law firms in the IPO market. (2019). Pandes, Ari J ; Moran, Pablo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:107:y:2019:i:c:6. Full description at Econpapers || Download paper | |
2019 | Partial adjustment of hybrid book-building IPOs with a pre-IPO market. (2019). Kao, Lanfeng ; Chen, Anlin. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:74:y:2019:i:c:p:292-300. Full description at Econpapers || Download paper | |
2019 | The demand effect of yield-chasing retail investors: Evidence from the Chinese enterprise bond market. (2019). Zhong, Ninghua ; John, K C ; Wang, Shujing ; Liu, Clark . In: Journal of Empirical Finance. RePEc:eee:empfin:v:50:y:2019:i:c:p:57-77. Full description at Econpapers || Download paper | |
2019 | A capital structure channel of monetary policy. (2019). Streitz, Daniel ; Steffen, Sascha ; Grosse-Rueschkamp, Benjamin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:133:y:2019:i:2:p:357-378. Full description at Econpapers || Download paper | |
2019 | Rethinking capital regulation: the case for a dividend prudential target. (2019). Muñoz, Manuel ; Muoz, Manuel. In: ESRB Working Paper Series. RePEc:srk:srkwps:201997. Full description at Econpapers || Download paper | |
2019 | Securitized markets, international capital flows, and global welfare. (2019). Toda, Alexis Akira ; Phelan, Gregory. In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:3:p:571-592. Full description at Econpapers || Download paper | |
2019 | Growing up without finance. (2019). Heimer, Rawley Z ; Cookson, Anthony J ; Brown, James R. In: Journal of Financial Economics. RePEc:eee:jfinec:v:134:y:2019:i:3:p:591-616. Full description at Econpapers || Download paper | |
2019 | Punish One, Teach A Hundred: The Sobering Effect of Punishment on the Unpunished. (2019). Weber, Michael ; Xie, Jin ; D'Acunto, Francesco. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7512. Full description at Econpapers || Download paper | |
2019 | Responsibility and Performance Relationship in the Banking Industry. (2019). Scholtens, Bert ; Gonenc, Halit. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:12:p:3329-:d:240314. Full description at Econpapers || Download paper | |
2019 | Capital misallocation and secular stagnation. (2019). Caggese, Andrea ; Perez-Orive, Ander. In: Economics Working Papers. RePEc:upf:upfgen:1637. Full description at Econpapers || Download paper | |
2019 | The Intangibles Song in Takeover Announcements: Good Tempo, Hollow Tune. (2019). Wagner, Alexander F ; Filipovic, Zoran. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13560. Full description at Econpapers || Download paper | |
2019 | Financial constraints, institutions, and foreign ownership. (2019). Berman, Nicolas ; Alquist, Ron ; Tesar, Linda L ; Mukherjee, Rahul. In: Journal of International Economics. RePEc:eee:inecon:v:118:y:2019:i:c:p:63-83. Full description at Econpapers || Download paper | |
2019 | Failure and Success in Mergers and Acquisitions. (2019). Renneboog, Luc ; Vansteenkiste, C. In: Discussion Paper. RePEc:tiu:tiucen:cb487f33-0217-412f-a1ec-d4db204b9dfb. Full description at Econpapers || Download paper | |
2019 | Failure and success in mergers and acquisitions. (2019). Renneboog, Luc ; Vansteenkiste, Cara. In: Journal of Corporate Finance. RePEc:eee:corfin:v:58:y:2019:i:c:p:650-699. Full description at Econpapers || Download paper | |
2019 | Financial constraints, institutions, and foreign ownership. (2019). Mukherjee, Rahul ; Alquist, Ron ; Tesar, Linda ; Berman, Nicolas. In: Post-Print. RePEc:hal:journl:hal-02111499. Full description at Econpapers || Download paper | |
2019 | The ColemanâShapley index: being decisive within the coalition of the interested. (2019). Huettner, Frank ; Casajus, Andre. In: Public Choice. RePEc:kap:pubcho:v:181:y:2019:i:3:d:10.1007_s11127-019-00654-y. Full description at Econpapers || Download paper | |
2019 | Can short selling activity predict the future returns of non-shortable peer firms?. (2019). Chi, Yanzhe ; Hu, Ting. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:165-185. Full description at Econpapers || Download paper | |
2019 | Managerial compensation incentives and corporate debt maturity: Evidence from FAS 123R. (2019). Hong, Jieying. In: Journal of Corporate Finance. RePEc:eee:corfin:v:56:y:2019:i:c:p:388-414. Full description at Econpapers || Download paper | |
2019 | Strategic Trading as a Response to Short Sellers. (2019). Tubaldi, Roberto ; Massa, Massimo ; Franzoni, Francesco ; Dimaggio, Marco ; di Maggio, Marco. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13812. Full description at Econpapers || Download paper | |
2019 | Short sellers and the failures of financial intermediaries. (2019). Chris, Vaike ; Lin, Chih-Yung ; Bui, Dien Giau. In: Economics Letters. RePEc:eee:ecolet:v:183:y:2019:i:c:28. Full description at Econpapers || Download paper | |
2019 | Motives for corporate philanthropy propensity: Does short selling matter?. (2019). Chan, Kam C ; Zhang, Kai ; Meng, Qingbin ; Hou, Deshuai. In: International Review of Economics & Finance. RePEc:eee:reveco:v:63:y:2019:i:c:p:24-36. Full description at Econpapers || Download paper | |
2019 | Does short-selling threat discipline managers in mergers and acquisitions decisions?. (2019). Lin, Tse-Chun ; Ma, Xiaorong ; Chang, Eric C. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:68:y:2019:i:1:s0165410118301241. Full description at Econpapers || Download paper | |
2019 | Institutional Investor Attention and Firm Disclosure. (2019). Sutherland, Andrew ; Core, John ; Abramova, Inna. In: MPRA Paper. RePEc:pra:mprapa:93665. Full description at Econpapers || Download paper | |
2019 | Independent executive directors: How distraction affects their advisory and monitoring roles. (2019). Zhao, Hong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:56:y:2019:i:c:p:199-223. Full description at Econpapers || Download paper | |
2019 | Corporate Culture and Merger Success. (2019). Fiordelisi, Franco ; Ricci, Ornella ; Stentella, Francesco Saverio. In: Working Papers. RePEc:bng:wpaper:19013. Full description at Econpapers || Download paper | |
2019 | Retail investor attention and stock price crash risk: Evidence from China. (2019). Wen, Fenghua ; Kou, Gang ; Ouyang, Guangda ; Xu, Longhao. In: International Review of Financial Analysis. RePEc:eee:finana:v:65:y:2019:i:c:s1057521919301462. Full description at Econpapers || Download paper | |
2019 | Publicly Traded Versus Privately Held Commercial Banks: Sensitivity to Growth Opportunities. (2019). Li, Lei ; Deyoung, Robert ; De Young, Robert. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:56:y:2019:i:1:d:10.1007_s10693-019-00310-y. Full description at Econpapers || Download paper | |
2019 | Do Public Firms Respond to Industry Opportunities More Than Private Firms? The Impact of Initial Firm Quality. (2019). Phillips, Gordon ; Maksimovic, Vojislav ; Yang, Liu. In: NBER Working Papers. RePEc:nbr:nberwo:25634. Full description at Econpapers || Download paper | |
2019 | Visual analytics for identifying product disruptions and effects via social media. (2019). Ramirez-Marquez, Jose Emmanuel ; Zavala, Araceli. In: International Journal of Production Economics. RePEc:eee:proeco:v:208:y:2019:i:c:p:544-559. Full description at Econpapers || Download paper | |
2019 | Does corporate social responsibility reduce the costs of high leverage? Evidence from capital structure and product market interactions. (2019). , Chuck ; Guedhami, Omrane ; el Ghoul, Sadok ; Bae, Kee-Hong ; Zheng, Ying. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:100:y:2019:i:c:p:135-150. Full description at Econpapers || Download paper | |
2019 | Collectivism and the costs of high leverage. (2019). , Chuck ; Guedhami, Omrane ; el Ghoul, Sadok ; Zheng, Ying. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:227-245. Full description at Econpapers || Download paper | |
2019 | Too good to be true? Fallacies in evaluating risk factor models. (2019). Gospodinov, Nikolay ; Robotti, Cesare ; Kan, Raymond. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:2:p:451-471. Full description at Econpapers || Download paper | |
2019 | Monetary policy communication, policy slope, and the stock market. (2019). Weber, Michael ; Neuhierl, Andreas. In: Journal of Monetary Economics. RePEc:eee:moneco:v:108:y:2019:i:c:p:140-155. Full description at Econpapers || Download paper | |
2019 | Measuring excess-predictability of asset returns and market efficiency over time. (2019). Potì, Valerio ; Poti, Valerio ; Conlon, Thomas ; Levich, Richard . In: Economics Letters. RePEc:eee:ecolet:v:175:y:2019:i:c:p:92-96. Full description at Econpapers || Download paper | |
2019 | The sidedness and informativeness of ETF trading and the market efficiency of their underlying indexes. (2019). Yin, Xiangkang ; Zhao, Jing ; Xu, Liao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:58:y:2019:i:c:s0927538x19303051. Full description at Econpapers || Download paper | |
2019 | To snipe or not to snipe, that is the question! Transitions in sniping behaviour among competing algorithmic traders. (2019). Dorsman, Andre B ; Pauwels, Eric J ; Kokabisaghi, Somayeh. In: Papers. RePEc:arx:papers:1912.04012. Full description at Econpapers || Download paper | |
2019 | Speed and trading behavior in an order-driven market. (2019). Park, Seongkyu (Gilbert) ; Ryu, Doojin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:145-164. Full description at Econpapers || Download paper | |
2019 | Algorithmic and high frequency trading in Asia-Pacific, now and the future. (2019). Kalev, Petko S ; Zhou, Hao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:186-207. Full description at Econpapers || Download paper | |
2019 | Paying for market liquidity: Competition and incentives. (2019). Pelizzon, Loriana ; Bellia, Mario ; Yuferova, Darya ; Uno, Jun ; Subrahmanyam, Marti G. In: SAFE Working Paper Series. RePEc:zbw:safewp:247. Full description at Econpapers || Download paper | |
2019 | The Design and Regulation of High Frequency Traders. (2019). Ladley, Daniel. In: Discussion Papers in Economics. RePEc:lec:leecon:19/02. Full description at Econpapers || Download paper | |
2019 | Latency in Fragmented Markets. (2019). Lee, Tomy. In: Review of Economic Dynamics. RePEc:red:issued:18-287. Full description at Econpapers || Download paper | |
2019 | Liquid Speed: On-Demand Fast Trading at Distributed Exchanges. (2019). Zoican, Marius ; Brolley, Michael. In: Papers. RePEc:arx:papers:1907.10720. Full description at Econpapers || Download paper | |
2019 | Libra: Fair Order-Matching for Electronic Financial Exchanges. (2019). Melton, Hayden ; Mavroudis, Vasilios. In: Papers. RePEc:arx:papers:1910.00321. Full description at Econpapers || Download paper | |
2019 | Do speed bumps curb low-latency trading? Evidence from a laboratory market. (2019). Zoican, Marius ; Khapko, Mariana. In: Papers. RePEc:arx:papers:1910.03068. Full description at Econpapers || Download paper | |
2019 | Make-take decisions under high-frequency trading competition. (2019). Bernales, Alejandro. In: Journal of Financial Markets. RePEc:eee:finmar:v:45:y:2019:i:c:p:1-18. Full description at Econpapers || Download paper | |
2019 | How rigged are stock markets? Evidence from microsecond timestamps. (2019). McCrary, Justin ; Bartlett, Robert P. In: Journal of Financial Markets. RePEc:eee:finmar:v:45:y:2019:i:c:p:37-60. Full description at Econpapers || Download paper | |
2019 | Who Provides Liquidity, and When?. (2019). Ye, Mao ; Wang, Xin ; Li, Sida. In: NBER Working Papers. RePEc:nbr:nberwo:25972. Full description at Econpapers || Download paper | |
2019 | Forecasting the U.S. stock volatility: An aligned jump index from G7 stock markets. (2019). Zhang, Yaojie ; Wahab, M. I. M., ; Ma, Feng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:54:y:2019:i:c:p:132-146. Full description at Econpapers || Download paper | |
2019 | Characteristics are covariances: A unified model of risk and return. (2019). Su, Yinan ; Pruitt, Seth ; Kelly, Bryan T. In: Journal of Financial Economics. RePEc:eee:jfinec:v:134:y:2019:i:3:p:501-524. Full description at Econpapers || Download paper | |
2019 | Mortgage Risk Since 1990. (2019). Oliner, Stephen ; Larson, William ; Davis, Morris ; Smith, Benjamin. In: FHFA Staff Working Papers. RePEc:hfa:wpaper:19-02. Full description at Econpapers || Download paper | |
2019 | Do labor markets discipline? Evidence from RMBS bankers. (2019). Maturana, Gonzalo ; Kruger, Samuel ; Griffin, John M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:133:y:2019:i:3:p:726-750. Full description at Econpapers || Download paper | |
2019 | Technological innovation in mortgage underwriting and the growth in credit, 1985â2015. (2019). Loewenstein, Lara ; Foote, Christopher ; Willen, Paul S. In: Working Papers. RePEc:fip:fedbwp:19-11. Full description at Econpapers || Download paper | |
2019 | Cross-Sectional Patterns of Mortgage Debt during the Housing Boom: Evidence and Implications. (2019). Willen, Paul ; Loewenstein, Lara ; Foote, Christopher. In: Working Papers. RePEc:fip:fedcwq:191900. Full description at Econpapers || Download paper | |
2019 | Municipal financing costs following disasters. (2019). Kryzanowski, Lawrence ; Bourdeau-Brien, Michael. In: Global Finance Journal. RePEc:eee:glofin:v:40:y:2019:i:c:p:48-64. Full description at Econpapers || Download paper | |
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2019 | Ineficient water pricing and incentives for conservation. (2019). Emerick, Kyle ; Dar, Manzoor H ; Chakravorty, Ujjayant. In: TSE Working Papers. RePEc:tse:wpaper:122864. Full description at Econpapers || Download paper | |
2019 | Inefficient water pricing and incentives for conservation. (2019). Emerick, Kyle ; Dar, Manzoor ; Chakravorty, Ujjayant. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13572. Full description at Econpapers || Download paper | |
2019 | Inefficient water pricing and incentives for conservation. (2019). Emerick, Kyle ; Dar, Manzoor H ; Chakravorty, Ujjayant. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7560. Full description at Econpapers || Download paper | |
2019 | Climate risk management and rural poverty reduction. (2019). Fisher, Eleanor ; Rosenstock, Todd ; Hellin, Jon ; Hansen, James ; Campbell, Bruce ; van Etten, Jacob ; Lamanna, Christine ; Stirling, Clare ; Cairns, Jill. In: Agricultural Systems. RePEc:eee:agisys:v:172:y:2019:i:c:p:28-46. Full description at Econpapers || Download paper | |
2019 | Direct and indirect impact of index-based livestock insurance in Southern Ethiopia. (2019). Takahashi, Kazushi ; Ikegami, Munenobu ; Matsuda, Ayako. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:44:y:2019:i:3:d:10.1057_s41288-019-00132-y. Full description at Econpapers || Download paper | |
2019 | Loss Aversion And The Demand For Index Insurance. (2019). Wurtenberger, Daniel ; Lampe, Immanuel. In: Working Papers on Finance. RePEc:usg:sfwpfi:2019:07. Full description at Econpapers || Download paper | |
2019 | Managerial Paradox Toward Flexibility: Emergent Views Using Thematic Analysis of Literature. (2019). , Sushil ; Sushil, ; Shukla, Sanjai Kumar ; Sharma, Manoj Kumar. In: Global Journal of Flexible Systems Management. RePEc:spr:gjofsm:v:20:y:2019:i:4:d:10.1007_s40171-019-00220-x. Full description at Econpapers || Download paper | |
2019 | Gig Economy: A Dynamic Principal-Agent Model. (2019). Kerényi, Péter ; Bihary, Zsolt. In: Papers. RePEc:arx:papers:1902.10021. Full description at Econpapers || Download paper | |
2019 | Dynamic Contracting for Innovation Under Ambiguity. (2019). Bhattacharjee, Swagata. In: Working Papers. RePEc:ash:wpaper:1022. Full description at Econpapers || Download paper | |
2019 | Dynamic Contracting for Innovation Under Ambiguity. (2019). Bhattacharjee, Swagata. In: Working Papers. RePEc:ash:wpaper:15. Full description at Econpapers || Download paper | |
2019 | How Time Constraint Affects the Disposition Effect?. (2019). Niu, Xiaofei ; Li, Jianbiao. In: EconStor Preprints. RePEc:zbw:esprep:194618. Full description at Econpapers || Download paper | |
2019 | Simple eye movement metrics can predict future decision making performance: The case of financial choices. (2019). Krl, Magdalena Ewa. In: Judgment and Decision Making. RePEc:jdm:journl:v:14:y:2019:i:3:p:223-233. Full description at Econpapers || Download paper | |
2019 | Financial attention and the disposition effect. (2019). Inghelbrecht, Koen ; Dierick, Nicolas ; Stieperaere, Hannes ; Heyman, Dries. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:163:y:2019:i:c:p:190-217. Full description at Econpapers || Download paper | |
2019 | The disposition effect when deciding on behalf of others. (2019). Musshoff, Oliver ; Rau, Holger A ; Hermann, Daniel. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:74:y:2019:i:c:s0167487019300935. Full description at Econpapers || Download paper | |
2019 | Bank Runs, Portfolio Choice, and Liquidity Provision. (2019). Elamin, Mahmoud ; Ahnert, Toni. In: Staff Working Papers. RePEc:bca:bocawp:19-37. Full description at Econpapers || Download paper | |
2019 | Strategic uncertainty and the power of extrinsic signalsâ evidence from an experimental study of bank runs. (2019). Arifovic, Jasmina ; Jiang, Janet Hua. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:167:y:2019:i:c:p:1-17. Full description at Econpapers || Download paper | |
2019 | The effect of pro-environmental preferences on bond prices: Evidence from green bonds. (2019). Zerbib, Olivier David. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:98:y:2019:i:c:p:39-60. Full description at Econpapers || Download paper | |
2019 | The heterogeneous impact of liquidity on volatility in Chinese stock index futures market. (2019). Xu, Yanyan ; Qiao, Gaoxiu ; Ma, Feng ; Huang, Dengshi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:517:y:2019:i:c:p:73-85. Full description at Econpapers || Download paper | |
2019 | Leverage, debt maturity, and social capital. (2019). Shang, Chenguang ; Huang, Kershen. In: Journal of Corporate Finance. RePEc:eee:corfin:v:54:y:2019:i:c:p:26-46. Full description at Econpapers || Download paper | |
2019 | Market downturns, zero investment strategies and systematic liquidity risk. (2019). Virk, Nader Shahzad ; Butt, Hilal Anwar. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:246-253. Full description at Econpapers || Download paper | |
2019 | The effect of economic policy uncertainty on investor information asymmetry and management disclosures. (2019). Wellman, Laura ; Schoenfeld, Jordan ; Nagar, Venky. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:67:y:2019:i:1:p:36-57. Full description at Econpapers || Download paper | |
2019 | Liquidity and earnings in event studies: Does data granularity matter?. (2019). Michayluk, David ; Walsh, Kathleen ; Patel, Vinay ; Bohmann, Marc. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:54:y:2019:i:c:p:118-131. Full description at Econpapers || Download paper | |
2019 | The Night and Day of Amihudâs (2002) Liquidity Measure. (2019). Bernhardt, Dan ; Weidenmier, Marc ; Ruchti, Thomas G ; Barardehi, Yashar H. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1211. Full description at Econpapers || Download paper | |
2019 | Have capital market anomalies worldwide attenuated in the recent era of high liquidity and trading activity?. (2019). Rottmann, Horst ; Auer, Benjamin R. In: Journal of Economics and Business. RePEc:eee:jebusi:v:103:y:2019:i:c:p:61-79. Full description at Econpapers || Download paper | |
2019 | Do firms issue more equity when markets become more liquid?. (2019). van Dijk, Mathijs A ; Stulz, Rene M ; Hanselaar, Rogier M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:133:y:2019:i:1:p:64-82. Full description at Econpapers || Download paper | |
2019 | âWho pays the piper calls the tuneâ â Networks and transaction costs in commodity markets. (2019). Siklos, Pierre ; Sulewski, Christoph ; Putz, Alexander. In: CQE Working Papers. RePEc:cqe:wpaper:8819. Full description at Econpapers || Download paper | |
2019 | Can investors profit from security analyst recommendations?: New evidence on the value of consensus recommendations. (2019). Park, Ki Young. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:403-413. Full description at Econpapers || Download paper | |
2019 | The dynamics of low-frequency liquidity measures: The developed versus the emerging market. (2019). Bdowska-Sojka, Barbara. In: Journal of Financial Stability. RePEc:eee:finsta:v:42:y:2019:i:c:p:136-142. Full description at Econpapers || Download paper | |
2019 | Responsible science: Celebrating the 50-year legacy of Ball and Brown (1968) using a registration-based framework. (2019). Michayluk, David ; faff, robert ; Clout, Victoria ; Hodgson, Allan ; Aman, Hiroyuki ; Podolski, Edward ; Hillier, David ; Patel, Vinay ; Han, Jianlei ; Pan, Zheyao ; Mroczkowski, Nick ; Chang, Millicent ; Wright, Sue ; McCredie, Bronwyn ; Chapple, Larelle ; Wee, Marvin ; Loncan, Tiago ; Bradbury, Michael ; Walsh, Kathleen ; Linnenluecke, Martina ; Bohmann, Marc ; Tanewski, George ; Jona, Jonathan ; Berkman, Henk ; Smith, Tom ; Howieson, Bryan ; Beekes, Wendy ; Soderstrom, Naomi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:56:y:2019:i:c:p:129-150. Full description atLiquidity and realized range-based volatility forecasting: Evidence from China. (2019). Ma, Feng ; Huang, Dengshi ; Xu, Yanyan ; Qiao, Gaoxiu. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:1102-1113. Full description at Econpapers || Download paper | |
2019 | Asymptotic comparison of three spread estimators based on Rollâs model. (2019). Wang, Yaojun ; Li, Yunhai ; Gao, Yang ; Liu, Chao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:420-432. Full description at Econpapers || Download paper | |
2019 | Small is beautiful? How the introduction of mini futures contracts affects the regular contract. (2019). Theissen, Erik ; Greppmair, Stefan. In: CFR Working Papers. RePEc:zbw:cfrwps:1906. Full description at Econpapers || Download paper | |
2019 | How does information disclosure affect liquidity? Evidence from an emerging market. (2019). Agudelo, Diego A ; Arango, Ignacio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306259. Full description at Econpapers || Download paper | |
2019 | Information uncertainty and the pricing of liquidity. (2019). Kang, Wenjin ; Zhang, Huiping ; Li, Nan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:54:y:2019:i:c:p:77-96. Full description at Econpapers || Download paper | |
2019 | Why investors do not buy cheaper securities: Evidence from a natural experiment. (2019). Yang, Zhishu ; Wang, Baolian ; Chan, Kalok. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:101:y:2019:i:c:p:59-76. Full description at Econpapers || Download paper | |
2019 | Regional culture, top executive values, and corporate donation behaviors. (2019). Zhong, Weiguo ; Zhou, Wenli ; Zhang, Hong ; Gu, Yuandong. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:140:y:2019:i:c:p:1-13. Full description at Econpapers || Download paper | |
2019 | Passing the dividend baton: The impact of dividend policy on new CEOs initial compensation. (2019). Goergen, Marc ; Song, Wei ; Chen, Jie. In: Journal of Corporate Finance. RePEc:eee:corfin:v:56:y:2019:i:c:p:458-481. Full description at Econpapers || Download paper | |
2019 | Bank Executive Experience in a Financial Crisis. (2019). Hoag, Christopher. In: Working Papers. RePEc:tri:wpaper:1902. Full description at Econpapers || Download paper | |
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ÑеÑений // The Use of Theory and Methods of Behavioural . (2019). Ð. Розина, ; Rozina, M. In: ÐеÑÑник иÑÑледований бизнеÑа и Ñкономики // Review of Business and Economics Studies. RePEc:scn:00rbes:y:2019:i:3:p:45-82. Full description at Econpapers || Download paper | |
2019 | Do Temporary Demand Shocks have Long-Term Effects for Startups?. (2019). Meling, Tom ; Hvide, Hans K. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14131. Full description at Econpapers || Download paper | |
2019 | Married CEOs and corporate social responsibility. (2019). Mishra, Dev R ; Hegde, Shantaram P. In: Journal of Corporate Finance. RePEc:eee:corfin:v:58:y:2019:i:c:p:226-246. Full description at Econpapers || Download paper | |
2019 | Is the fox guarding the henhouse? Bankers in the Federal Reserve, bank leverage and risk-shifting. (2019). Hagendorff, Jens ; Armitage, Seth ; Lim, Ivan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:58:y:2019:i:c:p:478-504. Full description at Econpapers || Download paper | |
2019 | Do Temporary Demand Shocks have Long-Term Effects for Startups?. (2019). Meling, Tom G ; Hvide, Hans K. In: Working Papers in Economics. RePEc:hhs:bergec:2019_006. Full description at Econpapers || Download paper | |
2019 | Do Role Models Affect Risk-Taking Behavior? The Case of Minorities. (2019). Korniotis, George ; Khalaf, Sarah ; Bonaparte, Yosef. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14264. Full description at Econpapers || Download paper | |
2019 | Making sense of soft information: interpretation bias and loan quality. (2019). Campbell, Dennis ; Wittenberg-Moerman, Regina ; Loumioti, Maria. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:68:y:2019:i:2:s0165410119300357. Full description at Econpapers || Download paper | |
2019 | The effects of prior outcomes on managerial risk taking: Evidence from Italian professional soccer. (2019). Zarri, Luca ; Bucciol, Alessandro ; Hu, Alessio. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:75:y:2019:i:pb:s0167487017307328. Full description at Econpapers || Download paper | |
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2019 | A financial market model with confirmation bias. (2019). Tramontana, Fabio ; Cafferata, Alessia. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:51:y:2019:i:c:p:252-259. Full description at Econpapers || Download paper | |
2019 | Optimists and pessimists in (in)complete markets. (2019). Schlag, Christian ; Konermann, Patrick ; Branger, Nicole. In: SAFE Working Paper Series. RePEc:zbw:safewp:252. Full description at Econpapers || Download paper | |
2019 | Liquidity Risk After 20 Years. (2019). Pastor, Lubos ; Stambaugh, Robert F. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13680. Full description at Econpapers || Download paper | |
2019 | Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads. (2019). Schwarz, Krista. In: Review of Finance. RePEc:oup:revfin:v:23:y:2019:i:3:p:557-597.. Full description at Econpapers || Download paper | |
2019 | Sovereign bond return prediction with realized higher moments. (2019). Papavassiliou, Vassilios ; Kinateder, Harald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:53-73. Full description at Econpapers || Download paper | |
2019 | Liquidity Risk and Corporate Bond Yield Spread: Evidence from China. (2019). Jiang, Lunan ; Chen, Yinghui. In: CFDS Discussion Paper Series. RePEc:fds:dpaper:201909. Full description at Econpapers || Download paper | |
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2019 | Liquidity Risk After 20 Years. (2019). Stambaugh, Robert ; Pastor, Lubos. In: NBER Working Papers. RePEc:nbr:nberwo:25774. Full description at Econpapers || Download paper | |
2019 | The Limits of Lending? Banks and Technology Adoption across Russia. (2019). Bircan, ÃaÄatay ; de Haas, Ralph. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13663. Full description at Econpapers || Download paper | |
2019 | Do bank liquidity shocks hamper firmsâ innovation?. (2019). Spatareanu, Mariana ; Kabiri, Ali ; Manole, Vlad. In: International Journal of Industrial Organization. RePEc:eee:indorg:v:67:y:2019:i:c:s0167718719300426. Full description at Econpapers || Download paper | |
2019 | Institutional Trading Around M&A Announcements. (2019). Sialm, Clemens ; Lantushenko, Viktoriya ; Fich, Eliezer. In: NBER Working Papers. RePEc:nbr:nberwo:25814. Full description at Econpapers || Download paper | |
2019 | The elusive quest for high- growth firms in Africa: The (lack of) growth persistence in Senegal. (2019). LEON, Florian. In: Working Papers. RePEc:hal:wpaper:hal-02493326. Full description at Econpapers || Download paper | |
2019 | Corruption and cash holdings: Evidence from emerging market economies. (2019). Kannadhasan, M ; Singh, Bhanu Pratap. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:1-17. Full description at Econpapers || Download paper | |
2019 | Have the LVR restrictions improved the resilience of the banking system?. (2019). Lu, Bruce ; Bloor, Chris . In: Reserve Bank of New Zealand Analytical Notes series. RePEc:nzb:nzbans:2019/07. Full description at Econpapers || Download paper | |
2019 | House Price Expectations and Housing Choice. (2019). Vellekoop, Nathanaël ; Mankart, Jochen ; Ludwig, Alexander ; Wiederholt, Mirko ; Quintana, Jorge . In: 2019 Meeting Papers. RePEc:red:sed019:848. Full description at Econpapers || Download paper | |
2019 | House Price Expectations and Housing Choice. (2019). Vellekoop, Nathanaël ; Mankart, Jochen ; Quintana, Jorge ; Wiederholt, Mirko ; Ludwig, Alexander. In: Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy. RePEc:zbw:vfsc19:203516. Full description at Econpapers || Download paper | |
2019 | Expectations During the U.S. Housing Boom: Inferring Beliefs from Actions. (2019). Weber, Sebastian ; Towbin, Pascal ; Ben-David, Itzhak. In: NBER Working Papers. RePEc:nbr:nberwo:25702. Full description at Econpapers || Download paper | |
2019 | How persistent are the effects of experience sampling on investor behavior?. (2019). , Meike ; Zeisberger, Stefan ; Hens, Thorsten. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:98:y:2019:i:c:p:61-79. Full description at Econpapers || Download paper | |
2019 | Is it myopia or loss aversion? A study on investment game experiments. (2019). Iturbe-Ormaetxe, Inigo ; Tomas, Josefa ; Ponti, Giovanni. In: Economics Letters. RePEc:eee:ecolet:v:180:y:2019:i:c:p:36-40. Full description at Econpapers || Download paper | |
2019 | Institutional investor cliques and governance. (2019). Michenaud, Sebastien ; Koch, Andrew ; Crane, Alan D. In: Journal of Financial Economics. RePEc:eee:jfinec:v:133:y:2019:i:1:p:175-197. Full description at Econpapers || Download paper | |
2019 | The role of executive cash bonuses in providing individual and team incentives. (2019). Tsui, David ; Kepler, John D ; Guay, Wayne R. In: Journal of Financial Economics. RePEc:eee:jfinec:v:133:y:2019:i:2:p:441-471. Full description at Econpapers || Download paper | |
2019 | Do Short-Term Incentives Affect Long-Term Productivity?. (2019). Kronlund, Mathias ; Irani, Rustom M ; Fos, Vyacheslav ; Ersahin, Nuri ; Almeida, Heitor . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13894. Full description at Econpapers || Download paper | |
2019 | Do incentives work? Option-based compensation and corporate innovation. (2019). Goldie, Brad ; Blank, Brian ; Biggerstaff, Lee . In: Journal of Corporate Finance. RePEc:eee:corfin:v:58:y:2019:i:c:p:415-430. Full description at Econpapers || Download paper | |
2019 | How valuable are independent directors? Evidence from external distractions. (2019). masulis, ronald ; Zhang, Emma Jincheng . In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:3:p:226-256. Full description at Econpapers || Download paper | |
2019 | How do restatements affect outside directors and boards? A review of the literature. (2019). Street, Daniel A ; Hermanson, Dana R. In: Journal of Accounting Literature. RePEc:eee:joacli:v:43:y:2019:i:c:p:19-46. Full description at Econpapers || Download paper | |
2019 | Corporate pyramids, geographical distance, and investment efficiency of Chinese state-owned enterprises. (2019). Zhang, Hongfeng ; Tian, Gary Gang ; Opie, Wei . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:99:y:2019:i:c:p:95-120. Full description at Econpapers || Download paper | |
2019 | Enabling cost innovation by non-traditional organizational processes: The case of Chinese firms. (2019). Wan, Feng ; Yin, Eden ; Williamson, Peter. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:139:y:2019:i:c:p:352-361. Full description at Econpapers || Download paper | |
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2019 | Do Hierarchical Jumps in CEO Succession Invigorate Innovation? Evidence from Chinese Economy. (2019). Sarfraz, Muddassar ; Fareed, Zeeshan ; Meran, Syed Ghulam ; Qun, Wang. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:7:p:2017-:d:220093. Full description at Econpapers || Download paper | |
2019 | How markets will drive the transition to a low carbon economy. (2019). Smith, Tom ; Pan, Zheyao ; Han, Jianlei ; Linnenluecke, Martina K. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:42-54. Full description at Econpapers || Download paper | |
2019 | Do political connections enhance or impede corporate innovation?. (2019). Yu, Lin ; Xiao, Zuoping ; Su, Zhong-Qin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:63:y:2019:i:c:p:94-110. Full description at Econpapers || Download paper | |
2019 | Trust and R&D Investments: Evidence from OECD Countries. (2019). Ndubuisi, Gideon. In: MPRA Paper. RePEc:pra:mprapa:97043. Full description at Econpapers || Download paper | |
2019 | Corporate Pension Plan Funding Levels and Pension Assumptions. (2019). Milidonis, Andreas ; Papakyriakou, Panayiotis ; Michaelides, Alexander. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13591. Full description at Econpapers || Download paper | |
2019 | Low Interest Rates and Risk-Taking: Evidence from Individual Investment Decisions. (2019). Wang, Carmen ; Ma, Yueran ; Lian, Chen. In: Review of Financial Studies. RePEc:oup:rfinst:v:32:y:2019:i:6:p:2107-2148.. Full description at Econpapers || Download paper | |
2019 | Reach for Yield by U.S. Public Pension Funds. (2019). Zlate, Andrei ; Bohn, James ; Anadu, Kenechukwu E ; Pritsker, Matthew ; Lu, Lina. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa19-2. Full description at Econpapers || Download paper | |
2019 | Reach for Yield by U.S. Public Pension Funds. (2019). Zlate, Andrei ; Bohn, James ; Anadu, Kenechukwu E ; Pritsker, Matthew ; Lu, Lina. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-48. Full description at Econpapers || Download paper | |
2019 | Loss Aversion and Search for Yield in Emerging Markets Sovereign Debt. (2019). Sabbadini, Ricardo. In: Working Papers Series. RePEc:bcb:wpaper:500. Full description at Econpapers || Download paper | |
2019 | U.S. municipal yields and unfunded state pension liabilities. (2019). Ponds, Eduard ; Beetsma, Roel ; Leknit, Zina. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:15-32. Full description at Econpapers || Download paper | |
2019 | The Role of Financial Conditions in Portfolio Choices: The Case of Insurers. (2019). Weisbach, Michael ; Ge, Shan. In: NBER Working Papers. RePEc:nbr:nberwo:25677. Full description at Econpapers || Download paper | |
2019 | Portfolio concentration and mutual fund performance. (2019). Riley, Timothy B ; Fulkerson, Jon A. In: Journal of Empirical Finance. RePEc:eee:empfin:v:51:y:2019:i:c:p:1-16. Full description at Econpapers || Download paper | |
2019 | Preference for dividends and return comovement. (2019). Xie, Jing ; Hameed, Allaudeen . In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:1:p:103-125. Full description at Econpapers || Download paper | |
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2019 | Cross-shareholding and financing constraints of private firms: Based on the perspective of social network. (2019). Chen, Xudong ; Lan, Hongxing ; Sha, Haowei ; Peng, Zixuan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:520:y:2019:i:c:p:381-389. Full description at Econpapers || Download paper | |
2019 | Disclosure incentives when competing firms have common ownership. (2019). Shroff, Nemit ; Sani, Jalal ; Park, Jihwon ; White, Hal . In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:67:y:2019:i:2:p:387-415. Full description at Econpapers || Download paper | |
2019 | The power of sharing: Evidence from institutional investor cross-ownership and corporate innovation. (2019). Chan, Kam C ; Gao, XI ; Shen, Hanxiao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:63:y:2019:i:c:p:284-296. Full description at Econpapers || Download paper | |
2019 | The effects of financial reporting and disclosure on corporate investment: A review. (2019). Roychowdhury, Sugata ; Verdi, Rodrigo S ; Shroff, Nemit. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:68:y:2019:i:2:s0165410119300412. Full description at Econpapers || Download paper | |
2019 | An OLG model of common ownership: Effects on consumption and investments. (2019). Shy, OZ ; Stenbacka, Rune. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:62:y:2019:i:c:s0164070419301983. Full description at Econpapers || Download paper | |
2019 | Extreme inflation and time-varying consumption growth. (2019). Meinerding, Christoph ; Schlag, Christian ; Dergunov, Ilya . In: Discussion Papers. RePEc:zbw:bubdps:162019. Full description at Econpapers || Download paper | |
2019 | Endogenous asymmetric money illusion. (2019). Saporito, Yuri F ; Duarte, Diogo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:109:y:2019:i:c:s0378426619302559. Full description at Econpapers || Download paper | |
2019 | Stock vs. Bond yields and demographic fluctuations. (2019). Morin, Annaig ; Gozluklu, Arie . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:109:y:2019:i:c:s0378426619302572. Full description at Econpapers || Download paper | |
2019 | Hedge fund activism, voice, and value creation. (2019). Kanas, Angelos ; Bouras, Chris ; Karpouzis, Efstathios. In: MPRA Paper. RePEc:pra:mprapa:92576. Full description at Econpapers || Download paper | |
2019 | Blockholder Disclosure Thresholds and Hedge Fund Activism. (2019). Bernhardt, Dan ; Ordonez-Calafi, Guillem. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1203. Full description at Econpapers || Download paper | |
2019 | Corporate control activism. (2019). Levit, Doron ; Corum, Adrian Aycan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:133:y:2019:i:1:p:1-17. Full description at Econpapers || Download paper | |
2019 | The Wall Street Stampede: Exit as Governance with Interacting Blockholders. (2019). Zachariadis, Konstantinos ; Dasgupta, Amil ; Cvijanovic, Dragana. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13870. Full description at Econpapers || Download paper | |
2019 | Governance under the Gun: Spillover Effects of Hedge Fund Activism. (2019). Jotikasthira, Chotibhak ; Gredil, Oleg R ; Gantchev, Nickolay. In: Review of Finance. RePEc:oup:revfin:v:23:y:2019:i:6:p:1031-1068.. Full description at Econpapers || Download paper | |
2019 | Dancing With Activists. (2019). Jiang, Wei ; Bebchuk, Lucian ; Keusch, Thomas ; Brav, Alon. In: NBER Working Papers. RePEc:nbr:nberwo:26171. Full description at Econpapers || Download paper | |
2019 | Long-term economic consequences of hedge fund activist interventions. (2019). McClure, Charles ; Larcker, David ; Dehaan, ED. In: Review of Accounting Studies. RePEc:spr:reaccs:v:24:y:2019:i:2:d:10.1007_s11142-019-9480-8. Full description at Econpapers || Download paper | |
2019 | Determinants of leadership in online social trading: A signaling theory perspective. (2019). Li, Matthew C ; Kromidha, Endrit. In: Journal of Business Research. RePEc:eee:jbrese:v:97:y:2019:i:c:p:184-197. Full description at Econpapers || Download paper | |
2019 | Asset Issuance in Over-the-Counter Markets. (2019). Trachter, Nicholas ; Sultanum, Bruno ; Bethune, Zachary. In: Review of Economic Dynamics. RePEc:red:issued:18-175. Full description at Econpapers || Download paper | |
2019 | Bid-Ask Spreads and the Over-the-Counter Interdealer Markets: Core and Peripheral Dealers. (2019). Neklyudov, Artem. In: Review of Economic Dynamics. RePEc:red:issued:18-286. Full description at Econpapers || Download paper | |
2019 | Transparency and dealer networks: Evidence from the initiation of post-trade reporting in the mortgage backed security market. (2019). Song, Zhaogang ; Schultz, Paul. In: Journal of Financial Economics. RePEc:eee:jfinec:v:133:y:2019:i:1:p:113-133. Full description at Econpapers || Download paper | |
2019 | An Information-based Theory of Financial Intermediation. (2019). Trachter, Nicholas ; Sultanum, Bruno ; Bethune, Zachary. In: 2019 Meeting Papers. RePEc:red:sed019:403. Full description at Econpapers || Download paper | |
2019 | The anatomy of the euro area interest rate swap market. (2019). Pelizzon, Loriana ; Scheicher, Martin ; Auf, Marco Holz ; Fontana, Silvia Dalla. In: SAFE Working Paper Series. RePEc:zbw:safewp:255. Full description at Econpapers || Download paper | |
2019 | Resilience of trading networks: evidence from the sterling corporate bond market. (2019). Roberts-Sklar, Matt ; Silvestri, Laura ; Mallaburn, David. In: Bank of England working papers. RePEc:boe:boeewp:0813. Full description at Econpapers || Download paper | |
2019 | A Theory of Participation in OTC and Centralized Markets. (2019). Weill, Pierre-Olivier ; ÃÂslü, Semih ; Dugast, Jérôme. In: NBER Working Papers. RePEc:nbr:nberwo:25887. Full description at Econpapers || Download paper | |
2019 | A Theory of Participation in OTC and Centralized Markets. (2019). Weill, Pierre-Olivier ; Uslu, Semih ; Dugast, Jerome. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14258. Full description at Econpapers || Download paper | |
2019 | A flow network analysis of direct balance-sheet contagion in financial networks. (2019). Eboli, Mario. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:103:y:2019:i:c:p:205-233. Full description at Econpapers || Download paper | |
2019 | Corporate income taxes, corporate debt, and household debt. (2019). Lee, Young ; Park, Jinbaek. In: International Tax and Public Finance. RePEc:kap:itaxpf:v:26:y:2019:i:3:d:10.1007_s10797-018-9513-4. Full description at Econpapers || Download paper | |
2019 | Steuerbelastung deutscher Kapitalgesellschaften von lediglich 20 % - Fakt oder Fake News?. (2019). Maiterth, Ralf ; Huber, Hans-Peter. In: arqus Discussion Papers in Quantitative Tax Research. RePEc:zbw:arqudp:246. Full description at Econpapers || Download paper | |
2019 | Dividends and taxes: The moderating role of agency conflicts. (2019). Bøhren, ÃÂyvind ; Stacescu, Bogdan ; Bohren, Oyvind ; Berzins, Janis . In: Journal of Corporate Finance. RePEc:eee:corfin:v:58:y:2019:i:c:p:583-604. Full description at Econpapers || Download paper | |
2019 | Financing Entrepreneurship through the Tax Code: Angel Investor Tax Credits. (2019). Mezzanotti, Filippo ; Howell, Sabrina T. In: NBER Working Papers. RePEc:nbr:nberwo:26486. Full description at Econpapers || Download paper | |
2019 | Capital flows and sovereign debt markets: Evidence from index rebalancings. (2019). Williams, Tomas ; Pandolfi, Lorenzo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:2:p:384-403. Full description at Econpapers || Download paper | |
2019 | The blockchain, plums, and lemons: Information asymmetries & transparency in decentralized markets. (2019). Weinhardt, Christof ; Notheisen, Benedikt. In: Working Paper Series in Economics. RePEc:zbw:kitwps:130. Full description at Econpapers || Download paper | |
2019 | Insider trading and networked directors. (2019). Zhao, Yang ; Renneboog, Luc ; Goergen, Marc. In: Journal of Corporate Finance. RePEc:eee:corfin:v:56:y:2019:i:c:p:152-175. Full description at Econpapers || Download paper | |
2019 | An analyst by any other surname: Surname favorability and market reaction to analyst forecasts. (2019). Lim, Sonya S ; Kumar, Alok ; Jung, Jay Heon ; Yoo, Choong-Yuel . In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:67:y:2019:i:2:p:306-335. Full description at Econpapers || Download paper | |
2019 | Networking Frictions in Venture Capital, and the Gender Gap in Entrepreneurship. (2019). Nanda, Ramana ; Howell, Sabrina T. In: NBER Working Papers. RePEc:nbr:nberwo:26449. Full description at Econpapers || Download paper | |
2019 | Male pupils taught by female homeroom teachers show a higher preference for Corporate Social Responsibility in adulthood. (2019). Yamamura, Eiji ; Managi, Shunsuke ; Tsutsui, Yoshiro. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:54:y:2019:i:c:s0889158319300383. Full description at Econpapers || Download paper | |
2019 | The Gender Gap in Peer-to-Peer Lending: Evidence from the Peopleâs Republic of China. (2019). Huang, Bihong ; Chen, Xiao ; Ye, Dezhu. In: ADBI Working Papers. RePEc:ris:adbiwp:0977. Full description at Econpapers || Download paper | |
2019 | Monetary Policy and the Redistribution Channel. (2019). Auclert, Adrien. In: American Economic Review. RePEc:aea:aecrev:v:109:y:2019:i:6:p:2333-67. Full description at Econpapers || Download paper | |
2019 | Incomplete credit markets and monetary policy. (2019). Suda, Jacek ; Singh, Aarti ; Bullard, James ; Azariadis, Costas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:103:y:2019:i:c:p:83-101. Full description at Econpapers || Download paper | |
2019 | Stock Markets Assessment of Monetary Policy Transmission: The Cash Flow Effect. (2019). Lee, Sang Seok ; Gürkaynak, Refet ; Can, Gokce Karasoy ; Gurkaynak, Refet S. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14017. Full description at Econpapers || Download paper | |
2019 | ADJUSTABLE-RATE MORTGAGES, SYSTEMATIC MONETARY POLICY, AND THE ROOT CAUSE OF THE FINANCIAL CRISIS. (2019). ben Zeev, Nadav. In: Working Papers. RePEc:bgu:wpaper:1908. Full description at Econpapers || Download paper | |
2019 | When losses turn into loans: the cost of undercapitalized banks. (2019). Rebelo, Francisco ; Farinha, Luisa ; Blattner, Laura. In: Working Paper Series. RePEc:ecb:ecbwps:20192228. Full description at Econpapers || Download paper | |
2019 | Regulating a model. (2019). Yilmaz, Bilge ; Leitner, Yaron. In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:2:p:251-268. Full description at Econpapers || Download paper | |
2019 | Implementation of internal controls and the sustainability of SMEs in Harare in Zimbabwe. (2019). Tengeh, Robertson K ; Bure, Makomborero. In: Entrepreneurship and Sustainability Issues. RePEc:ssi:jouesi:v:7:y:2019:i:1:p:201-218. Full description at Econpapers || Download paper | |
2019 | Social ties between SME managers and bank employees: Financial consequences vs. SME managers perceptions. (2019). Kozowski, Ukasz ; Jackowicz, Krzysztof. In: Emerging Markets Review. RePEc:eee:ememar:v:40:y:2019:i:c:4. Full description at Econpapers || Download paper | |
2019 | The moderating role of capital on the relationship between bank liquidity creation and failure risk. (2019). Cronje, Tom ; Cheung, Adrian ; Zheng, Chen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:108:y:2019:i:c:s0378426619302262. Full description at Econpapers || Download paper | |
2019 | Communication within Banking Organizations and Small Business Lending. (2019). Lin, Chen ; Levine, Ross ; Xie, Wensi ; Peng, Qilin. In: NBER Working Papers. RePEc:nbr:nberwo:25872. Full description at Econpapers || Download paper | |
2019 | Financial constraints of firms and bank characteristics. (2019). Managi, Shunsuke ; Nozawa, Wataru. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:64:y:2019:i:c:p:302-316. Full description at Econpapers || Download paper | |
2019 | The Rise of Shadow Banking: Evidence from Capital Regulation. (2019). Peydro, Jose-Luis ; Meisenzahl, Ralf R ; Iyer, Rajkamal ; Irani, Rustom M. In: Working Papers. RePEc:bge:wpaper:1098. Full description at Econpapers || Download paper | |
2019 | Institutional investors and loan dynamics: Evidence from loan renegotiations. (2019). Wald, John K ; Nguyen, CA ; Beyhaghi, Mehdi. In: Journal of Corporate Finance. RePEc:eee:corfin:v:56:y:2019:i:c:p:482-505. Full description at Econpapers || Download paper | |
2019 | The Effects of Competition in Consumer Credit Market. (2019). Yu, Edison ; Ramcharan, Rodney ; Gissler, Stefan. In: NBER Working Papers. RePEc:nbr:nberwo:26183. Full description at Econpapers || Download paper | |
2019 | Liquidity standards and the value of an informed lender of last resort. (2019). Suarez, Javier. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:2:p:351-368. Full description at Econpapers || Download paper | |
2019 | What a difference a (birth) month makes: The relative age effect and fund manager performance. (2019). Solomon, David H ; Mullally, Kevin A ; Ma, Linlin ; Bai, John. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:1:p:200-221. Full description at Econpapers || Download paper | |
2019 | Public Debt and the Slope of the Term Structure. (2019). Nguyen, Thien. In: 2019 Meeting Papers. RePEc:red:sed019:957. Full description at Econpapers || Download paper | |
2019 | Generalized recovery. (2019). Pedersen, Lasse Heje ; Lando, David ; Jensen, Christian Skov. In: Journal of Financial Economics. RePEc:eee:jfinec:v:133:y:2019:i:1:p:154-174. Full description at Econpapers || Download paper | |
2019 | Functional Ross recovery: Theoretical results and empirical tests. (2019). Maurer, Raimond ; Dillschneider, Yannick. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:108:y:2019:i:c:s0165188919301496. Full description at Econpapers || Download paper | |
2019 | Aspects of the security use of payment card pin code analysed by the methods of multidimensional statistics. (2019). Backa, Stanislav ; Polk, Jozef ; Dobrovia, JN ; Korau, Antonn. In: Entrepreneurship and Sustainability Issues. RePEc:ssi:jouesi:v:6:y:2019:i:4:p:2017-2036. Full description at Econpapers || Download paper | |
2019 | Whatâs the value of politically connected directors?. (2019). Truong, Cameron ; Zhang, Karen. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:15:y:2019:i:3:s1815566919301031. Full description at Econpapers || Download paper | |
2019 | What drives local lending by global banks?. (2019). Avdjiev, Stefan ; Hepp, Ralf ; Aysun, Uluc. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:90:y:2019:i:c:p:54-75. Full description at Econpapers || Download paper | |
2019 | Whatever it takes: whatâs the impact of a major nonconventional monetary policy intervention?. (2019). Marques-Ibanez, David ; Cuadra, Gabriel ; Claessens, Stijn ; Alcaraz Pribaz, Carlo ; Sapriza, Horacio ; Marques-Ibaez, David. In: Working Paper Series. RePEc:ecb:ecbwps:20192249. Full description at Econpapers || Download paper | |
2019 | Centralized versus Decentralized Banking: Bank-level evidence from U.S. Call Reports. (2019). Aysun, Uluc. In: Working Papers. RePEc:cfl:wpaper:2019-03ua. Full description at Econpapers || Download paper | |
2019 | Concentration in cross-border banking. (2019). Ehlers, Torsten ; Aldasoro, Iaki. In: BIS Quarterly Review. RePEc:bis:bisqtr:1809b. Full description at Econpapers || Download paper | |
2019 | Concentration in cross-border banking. (2019). Ehlers, Torsten ; Aldasoro, Iaki. In: BIS Quarterly Review. RePEc:bis:bisqtr:1906b. Full description at Econpapers || Download paper | |
2019 | Dynamic impact of Chinas stock market on the international commodity market. (2019). An, Haizhong ; Wen, Shaobo ; Liu, Xueyong ; Huang, Shupei. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:564-571. Full description at Econpapers || Download paper | |
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2019 | Does contracting institution affect the patterns of industrial specialization in China?. (2019). Zhou, Shaojie ; Xue, Chang ; He, Qing. In: China Economic Review. RePEc:eee:chieco:v:54:y:2019:i:c:p:191-203. Full description at Econpapers || Download paper | |
2019 | Gender difference in access to local finance and firm performance: Evidence from a panel survey in Vietnam. (2019). Nguyen, Trung Thanh ; Tran, Viet T. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:63:y:2019:i:c:p:150-164. Full description at Econpapers || Download paper | |
2019 | Do co-opted boards enhance or reduce R&D productivity?. (2019). Buckley, Winston ; Glegg, Charmaine ; Harris, Oneil. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306223. Full description at Econpapers || Download paper | |
2019 | Local religious norms, corporate social responsibility, and firm value. (2019). Chen, Yangyang ; O'Sullivan, Don ; Zolotoy, Leon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:100:y:2019:i:c:p:218-233. Full description at Econpapers || Download paper | |
2019 | Adjusting the size of nations: Empirical determinants of separatism and the Soviet breakup. (2019). Suesse, Marvin. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:47:y:2019:i:1:p:50-64. Full description at Econpapers || Download paper | |
2019 | On Target? The Incidence of Sanctions Across Listed Firms in Iran. (2019). Garred, Jason ; Warrinnier, Nele ; Leanne, Stickland ; Draca, Mirko. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1217. Full description at Econpapers || Download paper | |
2019 | On Target? The Incidence of Sanctions Across Listed Firms in Iran. (2019). Garred, Jason ; Warrinnier, Nele ; Mirko, Jason Garred. In: LICOS Discussion Papers. RePEc:lic:licosd:41319. Full description at Econpapers || Download paper | |
2019 | Political Effects of the Internet and Social Media. (2019). Zhuravskaya, Ekaterina ; Petrova, Maria ; Enikolopov, Ruben. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13996. Full description at Econpapers || Download paper | |
2019 | Partisan Selective Engagement: Evidence from Facebook. (2019). Garz, Marcel ; Stone, Daniel F ; Sorensen, Jil . In: CESifo Working Paper Series. RePEc:ces:ceswps:_7975. Full description at Econpapers || Download paper | |
2019 | Do corporate governance and disclosure tone drive voluntary disclosure of related-party transactions in China?. (2019). Shan, Yuan George. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:34:y:2019:i:c:p:30-48. Full description at Econpapers || Download paper | |
2019 | CFO cultural background and stock price crash risk. (2019). Zhang, Zhifang ; Fu, XI. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:74-93. Full description at Econpapers || Download paper | |
2019 | Remittances and credit in developed and developing countries: A dynamic panel analysis. (2019). LEON, Florian ; Fromentin, Vincent. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:310-320. Full description at Econpapers || Download paper | |
2019 | Stunted firms: The long-term impacts of colonial taxation. (2019). Natividad, Gabriel. In: Journal of Financial Economics. RePEc:eee:jfinec:v:134:y:2019:i:3:p:525-548. Full description at Econpapers || Download paper | |
2019 | Accounting for racial wealth disparities in the United States. (2019). Thompson, Jeffrey ; Suarez, Gustavo. In: Working Papers. RePEc:fip:fedbwp:19-13. Full description at Econpapers || Download paper | |
2019 | Consumer-Lending Discrimination in the FinTech Era. (2019). Wallace, Nancy ; Stanton, Richard ; Morse, Adair ; Bartlett, Robert. In: NBER Working Papers. RePEc:nbr:nberwo:25943. Full description at Econpapers || Download paper | |
2019 | Financial distress, short sale constraints, and mispricing. (2019). Na, Haejung ; Lee, Inro ; Kim, Dongcheol. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:94-111. Full description at Econpapers || Download paper | |
2019 | In search of distress risk in Chinas stock market. (2019). Gao, LI ; Wang, Qian ; He, Wei. In: Global Finance Journal. RePEc:eee:glofin:v:42:y:2019:i:c:s1044028317302028. Full description at Econpapers || Download paper | |
2019 | Labor and Capital Dynamics under Financing Frictions. (2019). Whited, Toni ; Page, Beau T ; Michaels, Ryan. In: Review of Finance. RePEc:oup:revfin:v:23:y:2019:i:2:p:279-323.. Full description at Econpapers || Download paper | |
2019 | Should Long-Term Investors Time Volatility?. (2019). Muir, Tyler ; Moreira, Alan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:3:p:507-527. Full description at Econpapers || Download paper | |
2019 | The Minority investor protection and corporate governance practices. (2019). Sall, Mahmoudou Bocar ; Aderomou, Babarinde Rene. In: Journal of Academic Finance. RePEc:jaf:journl:v:10:y:2019:i:2:n:344. Full description at Econpapers || Download paper | |
2019 | A dynamic NelsonâSiegel model with forward-looking macroeconomic factors for the yield curve in the US. (2019). Fernandes, Marcelo ; Vieira, Fausto. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:106:y:2019:i:c:4. Full description at Econpapers || Download paper | |
2019 | Notes on the yield curve. (2019). Martin, Ian ; Ross, Stephen A ; Ian, . In: Journal of Financial Economics. RePEc:eee:jfinec:v:134:y:2019:i:3:p:689-702. Full description at Econpapers || Download paper | |
2019 | Predicting LongâTerm Financial Returns: VAR versus DSGE ModelâA Horse Race. (2019). Jondeau, Eric ; Rockinger, Michael. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:51:y:2019:i:8:p:2239-2291. Full description at Econpapers || Download paper | |
2019 | It only takes a few moments to hedge options. (2019). Santucci de Magistris, Paolo ; Sloth, David ; Barletta, Andrea. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:100:y:2019:i:c:p:251-269. Full description at Econpapers || Download paper | |
2019 | Time-Varying Risk Aversion and the Predictability of Bond Premia. (2019). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Epni, Ouzhan. In: Working Papers. RePEc:pre:wpaper:201906. Full description at Econpapers || Download paper | |
2019 | Oil Price Uncertainty and Movements in the US Government Bond Risk Premia. (2019). Wohar, Mark ; Wang, Shixuan ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201919. Full description at Econpapers || Download paper | |
2019 | Variants of Consumption-Wealth Ratios and Predictability of U.S. Government Bond Risk Premia: Old is still Gold. (2019). GUPTA, RANGAN ; Wohar, Mark E ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:201912. Full description at Econpapers || Download paper | |
2019 | Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data. (2019). Savona, Roberto ; Balduzzi, Pierluigi ; Alessi, Lucia. In: Working Papers. RePEc:jrs:wpaper:201903. Full description at Econpapers || Download paper | |
2019 | Forecasting Local Currency Bond Risk Premia of Emerging Markets: The Role of Cross-Country Macro-Financial Linkages. (2019). GUPTA, RANGAN ; Yilmaz, Hasan M ; Guney, Ethem I ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:201957. Full description at Econpapers || Download paper | |
2019 | Gold, Platinum and the Predictability of Bond Risk Premia. (2019). GUPTA, RANGAN ; Demirer, Riza ; Wohar, Mark E ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201967. Full description at Econpapers || Download paper | |
2019 | Data revisions to German national accounts: Are initial releases good nowcasts?. (2019). Wolf, Elias ; Strohsal, Till. In: Discussion Papers. RePEc:zbw:fubsbe:201911. Full description at Econpapers || Download paper | |
2019 | Cognitive Skills and Economic Preferences in the Fund Industry. (2019). Holzmeister, Felix ; Holmen, Martin ; Razen, Michael ; Kirchler, Michael ; Farago, Adam. In: Working Papers. RePEc:inn:wpaper:2019-16. Full description at Econpapers || Download paper | |
2019 | Cognitive Skills and Economic Preferences in the Fund Industry. (2019). Holmen, Martin ; Razen, Michael ; Kirchler, Michael ; Holzmeister, Felix ; Farago, Adam. In: OSF Preprints. RePEc:osf:osfxxx:964ba. Full description at Econpapers || Download paper | |
2019 | The asymmetric performance of industry concentrated funds. (2019). Trifon, Papapanagiotou ; Eirini, Lazaridou ; Dimitrios, Kousenidis. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:20:y:2019:i:c:s1703494919300635. Full description at Econpapers || Download paper | |
2019 | Pricing discrete barrier options under jump-diffusion model with liquidity risk. (2019). Li, Zhe ; Zhang, Yue ; Liu, Yong-Jun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:347-368. Full description at Econpapers || Download paper | |
2019 | Price discrimination against retail Investors: Evidence from mini options. (2019). Zhong, Zhaodong ; Zhao, Chen ; Li, Yubin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:50-64. Full description at Econpapers || Download paper | |
2019 | An analytical approximation approach for pricing European options in a two-price economy. (2019). Yi, Zhigao ; Zhang, Yue ; Li, Zhe. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306065. Full description at Econpapers || Download paper | |
2019 | Jumps in option prices and their determinants: Real-time evidence from the E-mini S&P 500 options market. (2019). Skiadopoulos, George ; Neumann, Michael ; Konstantinidi, Eirini ; Kapetanios, George. In: Journal of Financial Markets. RePEc:eee:finmar:v:46:y:2019:i:c:s1386418118300168. Full description at Econpapers || Download paper | |
2019 | The effects of Brexit on credit spreads: Evidence from UK and Eurozone corporate bond markets. (2019). Korus, Arthur ; Kadiric, Samir. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:16:y:2019:i:1:d:10.1007_s10368-018-00424-z. Full description at Econpapers || Download paper | |
2019 | The Risks of Safe Assets. (2019). Schmid, Lukas ; Yaron, Amir ; Liu, Yang. In: 2019 Meeting Papers. RePEc:red:sed019:1418. Full description at Econpapers || Download paper | |
2019 | The effects of asset liquidity on dynamic bankruptcy decisions. (2019). Shibata, Takashi ; Nishihara, Michi. In: Discussion Papers in Economics and Business. RePEc:osk:wpaper:1912. Full description at Econpapers || Download paper | |
2019 | Bond Funds and Credit Risk. (2019). Dasgupta, Amil ; Choi, Jaewon ; Jimmy, Ji Yeol. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14134. Full description at Econpapers || Download paper | |
2019 | Time-varying ambiguity, credit spreads, and the levered equity premium. (2019). Shi, Zhan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:134:y:2019:i:3:p:617-646. Full description at Econpapers || Download paper | |
2019 | Liquidation, fire sales, and acquirersâ private information. (2019). Shibata, Takashi ; Nishihara, Michi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:108:y:2019:i:c:s0165188919301666. Full description at Econpapers || Download paper | |
2019 | Credit Cycles, Expectations, and Corporate Investment. (2019). Rossi, Stefano ; Ion, Mihai ; Gulen, Huseyin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13679. Full description at Econpapers || Download paper | |
2019 | Integration Among US Banks. (2019). Cotter, John ; Anand, Abhinav. In: Working Papers. RePEc:ucd:wpaper:201913. Full description at Econpapers || Download paper | |
2019 | Bank culture. (2019). Thakor, Anjan V ; Song, Fenghua . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:39:y:2019:i:c:p:59-79. Full description at Econpapers || Download paper | |
2019 | How foreclosure delays impact mortgage defaults and mortgage modifications. (2019). Kim, Jiseob. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:59:y:2019:i:c:p:18-37. Full description at Econpapers || Download paper | |
2019 | The rise in student loan defaults. (2019). Mueller, Holger M ; Yannelis, Constantine. In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:1:p:1-19. Full description at Econpapers || Download paper | |
2019 | Financial segmentation and collateralized debt in infinite-horizon economies. (2019). Torres-Martinez, Juan Pablo ; Sepulveda, Fabian ; Iraola, Miguel A. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:80:y:2019:i:c:p:56-69. Full description at Econpapers || Download paper | |
2019 | Measuring the Covariance Risk of Consumer Debt Portfolios. (2019). Madeira, Carlos. In: 2019 Meeting Papers. RePEc:red:sed019:240. Full description at Econpapers || Download paper | |
2019 | Three triggers? Negative equity, income shocks and institutions as determinants of mortgage default. (2019). Lyons, Ronan ; Linn, Andrew. In: Bank of England working papers. RePEc:boe:boeewp:0812. Full description at Econpapers || Download paper | |
2019 | Measuring the covariance risk of consumer debt portfolios. (2019). Madeira, Carlos. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:104:y:2019:i:c:p:21-38. Full description at Econpapers || Download paper | |
2019 | The impact of interest rate ceilings on householdsâ credit access: Evidence from a 2013 Chilean legislation. (2019). Madeira, Carlos. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:166-179. Full description at Econpapers || Download paper | |
2019 | Crises in the Housing Market: Causes, Consequences, and Policy Lessons. (2019). Hedlund, Aaron ; Garriga, Carlos. In: Working Papers. RePEc:fip:fedlwp:2019-033. Full description at Econpapers || Download paper | |
2019 | Does Price Regulation Affect Competition? Evidence from Credit Card Solicitations. (2019). Li, Geng ; Ronen, Joshua ; Dou, Yiwei. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-18. Full description at Econpapers || Download paper | |
2019 | Minimum payments and debt paydown in consumer credit cards. (2019). Wang, Jialan ; Keys, Benjamin J. In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:3:p:528-548. Full description at Econpapers || Download paper | |
2019 | Are tax havens good? Implications of the crackdown on secrecy. (2019). Xu, Fangying ; Weichenrieder, Alfons J. In: Journal of Economics. RePEc:kap:jeczfn:v:127:y:2019:i:2:d:10.1007_s00712-018-0636-y. Full description at Econpapers || Download paper | |
2019 | Escape from the USA: Government debt-to-GDP ratio, country tax competitiveness, and US-OECD cross-border M&As. (2019). Qiu, Buhui ; Gan, Ying. In: Journal of International Business Studies. RePEc:pal:jintbs:v:50:y:2019:i:7:d:10.1057_s41267-019-00216-w. Full description at Econpapers || Download paper | |
2019 | Increasing tax transparency: investor reactions to the country-by-country reporting requirement for EU financial institutions. (2019). Ludwig, Christopher ; Dutt, Verena ; Voget, Johannes ; Vay, Heiko ; Nicolay, Katharina. In: International Tax and Public Finance. RePEc:kap:itaxpf:v:26:y:2019:i:6:d:10.1007_s10797-019-09575-4. Full description at Econpapers || Download paper | |
2019 | Corporate investments in tax havens: evidence from India. (2019). Cordeiro, James J ; Sahasranamam, Sreevas ; Mukundhan, K V. In: Asian Business & Management. RePEc:pal:abaman:v:18:y:2019:i:5:d:10.1057_s41291-019-00086-y. Full description at Econpapers || Download paper | |
2019 | Firm boundaries and financing with opportunistic stakeholder behaviour. (2019). Appelbaum, Elie ; Banerji, Sanjay ; Aney, Madhav S. In: Journal of Corporate Finance. RePEc:eee:corfin:v:56:y:2019:i:c:p:437-457. Full description at Econpapers || Download paper | |
2019 | Risk Sharing within the Firm: A Primer. (2019). Pagano, Marco. In: CSEF Working Papers. RePEc:sef:csefwp:553. Full description at Econpapers || Download paper | |
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2019 | Foreign Ownership, Agency Costs, and Long-Term Firm Growth: Evidence from Korea. (2019). Park, Kunsu ; Choi, Young Mok. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:6:p:1599-:d:214414. Full description at Econpapers || Download paper | |
2019 | Evaluation of the Competitiveness of Chinaâs Commercial Banks Based on the G-CAMELS Evaluation System. (2019). Chen, Huiying ; Xie, Fangming ; Liu, Chuanzhe ; Guan, Fangyuan. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:6:p:1791-:d:216913. Full description at Econpapers || Download paper | |
2019 | Ingredients of Sustainable CEO Behaviour: Theory and Practice. (2019). Cristofaro, Matteo ; Abatecola, Gianpaolo. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:7:p:1950-:d:219184. Full description at Econpapers || Download paper | |
2019 | CSR-Contingent Executive Compensation Incentive and Earnings Management. (2019). Thibodeau, Caleb ; Li, Zhichuan. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:12:p:3421-:d:241802. Full description at Econpapers || Download paper | |
2019 | Sustainable Performance Measurements for PublicâPrivate Partnership Projects: Empirical Evidence from China. (2019). Wang, Hongdi ; Liang, Yanhong . In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:13:p:3653-:d:245210. Full description at Econpapers || Download paper | |
2019 | Foreign Monitoring and Predictability of Future Cash Flow. (2019). Kim, Eunsoo ; Lee, Jaehong. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:18:p:4832-:d:264067. Full description at Econpapers || Download paper | |
2019 | Combined heating and cooling networks with waste heat recovery based on energy hub concept. (2019). Gosselin, Louis ; Ahmadisedigh, Hossein . In: Applied Energy. RePEc:eee:appene:v:253:y:2019:i:c:59. Full description at Econpapers || Download paper | |
2019 | Do the Quota Applications for Women on Boards Improve Financial Performance. (2019). Sakal, Onder ; Boz, Lknur Tatan ; Meydan, Cebrail ; Yildiz, Sebahattin . In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:21:p:5901-:d:279665. Full description at Econpapers || Download paper | |
2019 | Corporate Governance Structure, Financial Capability, and the R&D Intensity in Chinese Sports Sector: Evidence from Listed Sports Companies. (2019). Zhang, Junyi ; Pifer, David N ; Chen, Gang. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:23:p:6810-:d:292732. Full description at Econpapers || Download paper | |
2019 | Why does research in finance have so little impact?. (2019). Walker, James ; Schopohl, Lisa ; Fenton, Evelyn ; Brooks, Chris. In: CRITICAL PERSPECTIVES ON ACCOUNTING. RePEc:eee:crpeac:v:58:y:2019:i:c:p:24-52. Full description at Econpapers || Download paper | |
2019 | Does CEO compensation reflect managerial ability or managerial power? Evidence from the compensation of powerful CEOs. (2019). Wan, Kam-Ming ; Song, Wei-Ling. In: Journal of Corporate Finance. RePEc:eee:corfin:v:56:y:2019:i:c:p:1-14. Full description at Econpapers || Download paper | |
2019 | The power of shareholder votes: Evidence from uncontested director elections. (2019). Prabhala, Nagpurnanand R ; Dahiya, Sandeep ; Aggarwal, Reena. In: Journal of Financial Economics. RePEc:eee:jfinec:v:133:y:2019:i:1:p:134-153. Full description at Econpapers || Download paper | |
2019 | Board executive committees, board decisions, and firm value. (2019). Vlittis, Adamos ; Vafeas, Nikos. In: Journal of Corporate Finance. RePEc:eee:corfin:v:58:y:2019:i:c:p:43-63. Full description at Econpapers || Download paper | |
2019 | Deadlock on the Board. (2019). Malenko, Nadya ; Piacentino, Giorgia ; Donaldson, Jason Roderick. In: NBER Working Papers. RePEc:nbr:nberwo:26155. Full description at Econpapers || Download paper | |
2019 | Venture Capital Contracts. (2019). Ewens, Michael ; Korteweg, Arthur ; Gorbenko, Alexander S. In: NBER Working Papers. RePEc:nbr:nberwo:26115. Full description at Econpapers || Download paper | |
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2019 | Friends for the benefits: The effects of political ties on sovereign borrowing conditions. (2019). HASAN, IFTEKHAR ; Ambrocio, Gene. In: Research Discussion Papers. RePEc:bof:bofrdp:2019_013. Full description at Econpapers || Download paper | |
2019 | Sovereigns going bust: Estimating the cost of default. (2019). Zimmermann, Kaspar ; Kuvshinov, Dmitry. In: European Economic Review. RePEc:eee:eecrev:v:119:y:2019:i:c:p:1-21. Full description at Econpapers || Download paper | |
2019 | Winners and losers from Sovereign debt inflows: evidence from the stock market. (2019). Broner, Fernando ; Williams, Tomas ; Pandolfi, Lorenzo ; Martin, Alberto. In: Economics Working Papers. RePEc:upf:upfgen:1693. Full description at Econpapers || Download paper | |
2019 | Common risk factors in the cross-section of corporate bond returns. (2019). Wen, Quan ; Bali, Turan G ; Bai, Jennie. In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:3:p:619-642. Full description at Econpapers || Download paper | |
2019 | The Unintended Consequences of Employer Credit Check Bans for Labor Markets. (2019). Tasci, Murat ; Cortes, Kristle ; Glover, Andrew. In: Working Papers. RePEc:fip:fedcwq:190500. Full description at Econpapers || Download paper | |
2019 | Do upgrades matter? Evidence from trading volume. (2019). Siegel, Andrew F ; Koski, Jennifer L ; Brogaard, Jonathan. In: Journal of Financial Markets. RePEc:eee:finmar:v:43:y:2019:i:c:p:54-77. Full description at Econpapers || Download paper | |
2019 | Institutional Investors, the Dollar, and U.S. Credit Conditions. (2019). Schmidt-Eisenlohr, Tim ; Niepmann, Friederike. In: International Finance Discussion Papers. RePEc:fip:fedgif:1246. Full description at Econpapers || Download paper | |
2019 | Do financial crises cleanse the banking industry? Evidence from US commercial bank exits. (2019). Vallascas, Francesco ; Keasey, Kevin ; Spokeviciute, Laima. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:99:y:2019:i:c:p:222-236. Full description at Econpapers || Download paper | |
2019 | Heterogeneous effects of credit constraints on SMEsâ employment: Evidence from the European sovereign debt crisis. (2019). Tojerow, Ilan ; Rycx, Francois ; Cornille, David. In: Journal of Financial Stability. RePEc:eee:finsta:v:41:y:2019:i:c:p:1-13. Full description at Econpapers || Download paper | |
2019 | The Real Effects of Credit Supply: Review, Synthesis, and Future Directions. (2019). Mariathasan, Mike ; Okatan, Nejat G ; Mulier, Klaas ; Guler, Ozan. In: MPRA Paper. RePEc:pra:mprapa:96542. Full description at Econpapers || Download paper | |
2019 | Identifying credit supply shocks with bank-firm data: Methods and applications. (2019). Mulier, Klaas ; De Jonghe, Olivier ; Jakovljevi, Sanja ; Degryse, Hans ; Schepens, Glenn. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:40:y:2019:i:c:s1042957319300154. Full description at Econpapers || Download paper | |
2019 | Economics with Market Liquidity Risk. (2019). Pedersen, Lasse Heje ; Acharya, Viral V. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000083. Full description at Econpapers || Download paper | |
2019 | High-frequency trading and price informativeness. (2019). Westheide, Christian ; Schmickler, Simon ; Gider, Jasmin. In: SAFE Working Paper Series. RePEc:zbw:safewp:248. Full description at Econpapers || Download paper | |
2019 | Does Index Arbitrage Distort the Market Reaction to Shocks?. (2019). Anatolyev, Stanislav ; Selezneva, Veronika. In: CERGE-EI Working Papers. RePEc:cer:papers:wp651. Full description at Econpapers || Download paper | |
2019 | Fast and slow informed trading. (2019). Rou, Ioanid . In: Journal of Financial Markets. RePEc:eee:finmar:v:43:y:2019:i:c:p:1-30. Full description at Econpapers || Download paper | |
2019 | Competition among high-frequency traders, and market quality. (2019). Breckenfelder, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20192290. Full description at Econpapers || Download paper | |
2019 | Informed contrarian trades and stock returns. (2019). Chang, Sanders ; Wang, Albert F. In: Journal of Financial Markets. RePEc:eee:finmar:v:42:y:2019:i:c:p:75-93. Full description at Econpapers || Download paper | |
2019 | An analytical measure of market underreaction to earnings news. (2019). Yang, Sean ; Lim, Steve C ; Kim, Oliver ; Chung, Kee H. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:612-624. Full description at Econpapers || Download paper | |
2019 | Investor Structure and Stock Price Crash Risk in a Continuous Double Auction Market: An Agent-Based Perspective. (2019). Zhang, Wei ; Shen, Dehua ; Xiong, Xiong ; Zhao, Ruwei. In: International Journal of Information Technology & Decision Making (IJITDM). RePEc:wsi:ijitdm:v:18:y:2019:i:02:n:s0219622019500081. Full description at Econpapers || Download paper | |
2019 | Good disclosure, bad disclosure. (2019). Goldstein, Itay ; Yang, Liyan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:1:p:118-138. Full description at Econpapers || Download paper | |
2019 | Shock Propagation Through Cross-Learning in Opaque Networks. (2019). Schneemeier, Jan. In: 2019 Meeting Papers. RePEc:red:sed019:329. Full description at Econpapers || Download paper | |
2019 | Transparency of Real Estate Markets: Conceptual and Empirical Evidence. (2019). Ionascu, Elena ; Anghel, Ion ; Mironiuc, Marilena. In: The Audit Financiar journal. RePEc:aud:audfin:v:17:y:2019:i:154:p:306. Full description at Econpapers || Download paper | |
2019 | Shaping Corporate Actions Through Targeted Transparency Regulation: A Framework and Review of Extant Evidence. (2019). Sellhorn, Thorsten ; Hombach, Katharina. In: Schmalenbach Business Review. RePEc:spr:schmbr:v:71:y:2019:i:2:d:10.1007_s41464-018-0065-z. Full description at Econpapers || Download paper | |
2019 | The role of financial reporting in resolving uncertainty about corporate investment opportunities. (2019). Ferracuti, Elia ; Stubben, Stephen R. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:68:y:2019:i:2:s0165410119300436. Full description at Econpapers || Download paper | |
2019 | The Term Structure of Equity Risk Premia. (2019). Yaron, Amir ; Song, Dongho ; Bansal, Ravi ; Miller, Shane. In: NBER Working Papers. RePEc:nbr:nberwo:25690. Full description at Econpapers || Download paper | |
2019 | In search of the optimal number of fund subgroups. (2019). Cheng, Tingting ; Yan, Cheng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:50:y:2019:i:c:p:78-92. Full description at Econpapers || Download paper | |
2019 | Do Analysts Fully Reflect Information in Patents about Future Earnings?. (2019). Hur, Wonchang ; Lee, Jaehong ; Goh, Jaimin ; Ju, Yunchang. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:10:p:2869-:d:232780. Full description at Econpapers || Download paper | |
2019 | Technological links and predictable returns. (2019). Lee, Charles ; Charles, ; Zhang, Ran ; Wang, Rongfei ; Sun, Stephen Teng. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:3:p:76-96. Full description at Econpapers || Download paper | |
2019 | The Limits of p-Hacking : A Thought Experiment. (2019). Chen, Andrew Y. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-16. Full description at Econpapers || Download paper | |
2019 | Is Factor Investing Sustainable after Price Impact Costs? The Capacity of Factor Investing in Korea. (2019). Park, Yuen Jung ; Kim, Jungmu. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:17:p:4797-:d:263518. Full description at Econpapers || Download paper | |
2019 | The Low-Minus-High Portfolio and the Factor Zoo. (2019). Fournier, Mathieu ; Cujean, Julien ; Andrei, Daniel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14153. Full description at Econpapers || Download paper | |
2019 | The Effect of Systematic Default Risk on Credit Risk Premiums. (2019). Kim, Jungmu. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:21:p:6039-:d:281911. Full description at Econpapers || Download paper | |
2019 | Is that factor just lucky? Australian evidence. (2019). Huang, Ronghong ; Gaunt, Clive ; Cannavan, Damien ; Hoang, Khoa. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x1930304x. Full description at Econpapers || Download paper | |
2019 | Long-Term Discount Rates Do Not Vary Across Firms. (2019). Keloharju, Matti ; Nyberg, Peter ; Linnainmaa, Juhani T. In: NBER Working Papers. RePEc:nbr:nberwo:25579. Full description at Econpapers || Download paper | |
2019 | Forecast ranked tailored equity portfolios. (2019). Buncic, Daniel ; Stern, Cord. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119301325. Full description at Econpapers || Download paper | |
2019 | Robust Estimation of Risk-Neutral Moments. (2019). Feser, Alexander ; Ammann, Manuel. In: Working Papers on Finance. RePEc:usg:sfwpfi:2019:02. Full description at Econpapers || Download paper | |
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2019 | The language of rules: textual complexity in banking reforms. (2019). Walczak, Eryk ; Patel, Rajan ; Garbarino, Nicola ; Brookes, James ; Amadxarif, Zahid. In: Bank of England working papers. RePEc:boe:boeewp:0834. Full description at Econpapers || Download paper | |
2019 | The practice of and motivation for equity recycling: Evidence from the Asia-Pacific region. (2019). Nam, Yoonsoo ; Fairhurst, Douglas . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x19301295. Full description at Econpapers || Download paper | |
2019 | Efficient working capital management, financial constraints and firm value: A text-based analysis. (2019). Pal, Ananda Mohan ; Mishra, Sagarika ; Dhole, Sandip. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:58:y:2019:i:c:s0927538x19302902. Full description at Econpapers || Download paper | |
2019 | Comments on: What drives aggregate investment? Evidence from German survey data.. (2019). Caggese, Andrea. In: Economics Working Papers. RePEc:upf:upfgen:1718. Full description at Econpapers || Download paper | |
2019 | Risk of Bitcoin Market: Volatility, Jumps, and Forecasts. (2019). Kuo, Weiyu ; Hardle, Wolfgang Karl ; Hu, Junjie. In: Papers. RePEc:arx:papers:1912.05228. Full description at Econpapers || Download paper | |
2019 | Modeling intraday volatility of European bond markets: A data filtering application. (2019). Dufour, Alfonso ; Zhang, Hanyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:131-146. Full description at Econpapers || Download paper | |
2019 | Residual Switching Network for Portfolio Optimization. (2019). Wang, Jifei. In: Papers. RePEc:arx:papers:1910.07564. Full description at Econpapers || Download paper | |
2019 | Essays on Price Discovery and Volatility Dynamics in Emerging Market Currencies. (2019). Xiao, Ran. In: PhD Thesis. RePEc:uts:finphd:5-2019. Full description at Econpapers || Download paper | |
2019 | A novel cluster HAR-type model for forecasting realized volatility. (2019). Li, Zhenxiong ; Izzeldin, Marwan ; Yao, Xingzhi. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1318-1331. Full description at Econpapers || Download paper | |
2019 | Predictability and the cross section of expected returns: evidence from the European stock market. (2019). Otto, Tizian ; Jasperneite, Christian ; Haller, Rebekka ; Drobetz, Wolfgang. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:7:d:10.1057_s41260-019-00138-0. Full description at Econpapers || Download paper | |
2019 | Reliable real-time output gap estimates based on a modified Hamilton filter. (2019). Wolters, Maik ; Quast, Josefine. In: IMFS Working Paper Series. RePEc:zbw:imfswp:133. Full description at Econpapers || Download paper | |
2019 | Uncertainty Shocks and Financial Crisis Indicators. (2019). Roth, Markus ; Hristov, Nikolay. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7839. Full description at Econpapers || Download paper | |
2019 | Uncertainty shocks and financial crisis indicators. (2019). Roth, Markus ; Hristov, Nikolay. In: Discussion Papers. RePEc:zbw:bubdps:362019. Full description at Econpapers || Download paper | |
2019 | Reliable Real-time Output Gap Estimates Based on a Modified Hamilton Filter. (2019). Wolters, Maik ; Quast, Josefine. In: Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy. RePEc:zbw:vfsc19:203535. Full description at Econpapers || Download paper | |
2019 | Towards a financial cycle for the U.S., 1973â2014. (2019). Jacobs, Jan ; An, J ; Bezemer, Dirk J ; Rozite, Kristiana . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818305643. Full description at Econpapers || Download paper | |
2019 | Local Crowding Out in China. (2017). Pagano, Marco ; Panizza, UG ; Huang, YI ; Santos, Tano. In: CSEF Working Papers. RePEc:sef:csefwp:450. Full description at Econpapers || Download paper | |
2019 | Local Crowding Out in China. (2019). Panizza, Ugo ; Pagano, Marco ; U G O Panizza, ; Huang, YI. In: EIEF Working Papers Series. RePEc:eie:wpaper:1707. Full description at Econpapers || Download paper | |
2019 | The financial transmission of housing booms: evidence from Spain. (2019). Schmitz, Tom ; Moral-Benito, Enrique ; Martin, Alberto. In: Economics Working Papers. RePEc:upf:upfgen:1613. Full description at Econpapers || Download paper | |
2019 | Local Capital Scarcity and Small Firm Growth: Evidence from Real Estate Booms in China. (2019). Hau, Harald ; Ouyang, Difei. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7928. Full description at Econpapers || Download paper | |
2019 | The financial transmission of housing bubbles: evidence from Spain. (2019). Schmitz, Tom ; Moral-Benito, Enrique ; Martin, Alberto. In: Working Paper Series. RePEc:ecb:ecbwps:20192245. Full description at Econpapers || Download paper | |
2019 | Unintended consequences of unemployment insurance benefits: the role of banks. (2019). KabaÅ, Gazi ; arslan, yavuz ; Degerli, Ahmet. In: BIS Working Papers. RePEc:bis:biswps:795. Full description at Econpapers || Download paper | |
2019 | Policy externalities and banking integration. (2019). Smolyansky, Michael. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:3:p:118-139. Full description at Econpapers || Download paper | |
2019 | Redistributive Growth. (2019). Perotti, Enrico C ; Dottling, Robin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13984. Full description at Econpapers || Download paper | |
2019 | Local crowding out in China. (2019). Panizza, Ugo ; Pagano, Marco ; Huang, YI. In: CFS Working Paper Series. RePEc:zbw:cfswop:632. Full description at Econpapers || Download paper | |
2019 | Propagation of House Price Shocks through the Banking System. (2019). Paixao, Nuno. In: 2019 Meeting Papers. RePEc:red:sed019:1237. Full description at Econpapers || Download paper | |
2019 | Capital flows, real estate, and local cycles: Evidence from German cities, banks, and firms. (2019). Ma, Chang ; Rebucci, Alessandro ; Te, Daniel Marcel ; Bednarek, Peter . In: Discussion Papers. RePEc:zbw:bubdps:452019. Full description at Econpapers || Download paper | |
2019 | Capital Flows, Real Estate, and Local Cycles: Evidence from German Cities, Banks, and Firms. (2019). Te, Daniel Marcel ; Rebucci, Alessandro ; Ma, Chang ; Bednarek, Peter . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14187. Full description at Econpapers || Download paper | |
2019 | Economic Consequences of Housing Speculation. (2019). Xiong, Wei ; Sockin, Michael ; Gao, Zhenyu. In: NBER Working Papers. RePEc:nbr:nberwo:26457. Full description at Econpapers || Download paper | |
2019 | An endogenous structural credit risk model incorporating with moral hazard and rollover risk. (2019). Hua, Wei ; Niu, Huawei. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:47-59. Full description at Econpapers || Download paper | |
2019 | Explaining CDS prices with Mertonâs model before and after the Lehman default. (2019). Marra, Miriam ; Gemmill, Gordon . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:93-109. Full description at Econpapers || Download paper | |
2019 | Coase Lecture â The InvertedâU Relationship Between Credit Access and Productivity Growth. (2019). Lecat, Remy ; Cette, Gilbert ; Bergeaud, Antonin ; Maghin, Helene ; Aghion, Philippe. In: Economica. RePEc:bla:econom:v:86:y:2019:i:341:p:1-31. Full description at Econpapers || Download paper | |
2019 | How to measure lending policy stance of commercial banks?. (2019). Wróbel, Ewa ; Wrobel, Ewa . In: NBP Working Papers. RePEc:nbp:nbpmis:317. Full description at Econpapers || Download paper | |
2019 | Dynamic corporate liquidity. (2019). Steri, Roberto ; Schmid, Lukas ; Nikolov, Boris. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:1:p:76-102. Full description at Econpapers || Download paper | |
2019 | What drives interbank loans? Evidence from Canada. (2019). Guérin, Pierre ; Bulusu, Narayan ; Guerin, Pierre. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:427-444. Full description at Econpapers || Download paper | |
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2019 | Optimal capital structure and bankruptcy choice: Dynamic bargaining versus liquidation. (2019). Grenadier, Steven R ; Antill, Samuel. In: Journal of Financial Economics. RePEc:eee:jfinec:v:133:y:2019:i:1:p:198-224. Full description at Econpapers || Download paper | |
2019 | Trade Networks and Firm Value: Evidence from the US-China Trade War. (2019). Tang, Heiwai ; Liu, Sibo ; Lin, Chen ; Huang, YI. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14173. Full description at Econpapers || Download paper | |
2019 | Inefficient mergers. (2019). Lyandres, Evgeny ; Larkin, Yelena. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:108:y:2019:i:c:s0378426619302237. Full description at Econpapers || Download paper | |
2019 | Money Market Funds and Unconventional Monetary Policy. (2019). Dunne, Peter ; Sorbo, Jacopo ; Bua, Giovanna. In: Research Technical Papers. RePEc:cbi:wpaper:7/rt/19. Full description at Econpapers || Download paper | |
2019 | Non-monetary news in central bank communication. (2019). Schrimpf, Andreas ; Cieslak, Anna. In: Journal of International Economics. RePEc:eee:inecon:v:118:y:2019:i:c:p:293-315. Full description at Econpapers || Download paper | |
2019 | Monetary Policy and Exchange Rate Returns: Time-Varying Risk Regimes. (2019). Calomiris, Charles ; Mamaysky, Harry. In: NBER Working Papers. RePEc:nbr:nberwo:25714. Full description at Econpapers || Download paper | |
2019 | Beauties of the emperor: An investigation of a Chinese government bailout. (2019). Li, Xiaoming ; Chi, Yeguang. In: Journal of Financial Markets. RePEc:eee:finmar:v:44:y:2019:i:c:p:42-70. Full description at Econpapers || Download paper | |
2019 | Quantitative Estimation and Spatiotemporal Characteristic Analysis of Price Deviation in Chinas Housing Market. (2019). Song, Yan ; Zhao, Linyi ; Zhang, Yingjie ; Qin, Zhenyang ; Zhou, Xiaoping. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:24:p:7232-:d:298719. Full description at Econpapers || Download paper | |
2019 | Till death (or divorce) do us part: Early-life family disruption and fund manager behavior. (2019). Schurmann, Henrik ; Rau, Raghavendra P ; Limbach, Peter ; Betzer, Andre. In: CFR Working Papers. RePEc:zbw:cfrwps:1901. Full description at Econpapers || Download paper | |
2019 | #MeToo meets the mutual fund industry: Productivity effects of sexual harassment. (2019). Kempf, Alexander ; Jaspersen, Stefan ; Hendriock, Mario ; Cici, Gjergji. In: CFR Working Papers. RePEc:zbw:cfrwps:1903. Full description at Econpapers || Download paper | |
2019 | The Bond Lending Channel of Monetary Policy. (2019). Rodnyanky, Alexander ; Geisecke, Oliver ; Darmouni, Olivier. In: MPRA Paper. RePEc:pra:mprapa:95141. Full description at Econpapers || Download paper | |
2019 | Business Cycles and Currency Returns. (2019). Sarno, Lucio ; Riddiough, Steven ; Colacito, Ric. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14015. Full description at Econpapers || Download paper | |
2019 | Business Cycles and Currency Returns. (2019). Sarno, Lucio ; Riddiough, Steven J ; Colacito, Riccardo. In: NBER Working Papers. RePEc:nbr:nberwo:26299. Full description at Econpapers || Download paper | |
2019 | Risk-Free Interest Rates. (2019). van Binsbergen, Jules H ; Grotteria, Marco ; Diamond, William . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13899. Full description at Econpapers || Download paper | |
2019 | The decline in idiosyncratic values of US Treasury securities. (2019). Zhou, Lei ; Wu, Yanbin ; Livingston, Miles. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:107:y:2019:i:c:8. Full description at Econpapers || Download paper | |
2019 | Risk-Free Interest Rates. (2019). van Binsbergen, Jules ; Grotteria, Marco ; Diamond, William. In: NBER Working Papers. RePEc:nbr:nberwo:26138. Full description at Econpapers || Download paper | |
2019 | The Impact of State-Level R&D Tax Credits on the Quantity and Quality of Entrepreneurship. (2019). Stern, Scott ; Guzman, Jorge ; Fazio, Catherine. In: NBER Working Papers. RePEc:nbr:nberwo:26099. Full description at Econpapers || Download paper | |
2019 | Peer Networks and Entrepreneurship: A Pan-African RCT. (2019). Ubfal, Diego ; Pin, Paolo ; Fornaciari, Tommaso ; Hovy, Dirk ; Rubera, Gaia ; Brummitt, Charles ; Benedetti-Fasil, Cristiana ; Vega-Redondo, Fernando. In: IZA Discussion Papers. RePEc:iza:izadps:dp12848. Full description at Econpapers || Download paper | |
2019 | Inverted fee structures, tick size, and market quality. (2019). Zhong, Zhuo ; Gregoire, Vincent ; Comerton-Forde, Carole. In: Journal of Financial Economics. RePEc:eee:jfinec:v:134:y:2019:i:1:p:141-164. Full description at Econpapers || Download paper | |
2019 | Tick size, price grids and market performance: Stable matches as a model of market dynamics and equilibrium. (2019). Plott, Charles ; Zhao, Hao ; Seo, Han ; Roll, Richard. In: Games and Economic Behavior. RePEc:eee:gamebe:v:118:y:2019:i:c:p:7-28. Full description at Econpapers || Download paper | |
2019 | The design of a sovereign debt restructuring mechanism for the euro area: Choices and trade-offs. (2019). Heinemann, Friedrich ; DESTAIS, Christophe ; Eidam, Frederik. In: EconPol Policy Reports. RePEc:ces:econpr:_11. Full description at Econpapers || Download paper | |
2019 | The design of a sovereign debt restructuring mechanism for the euro area: Choices and trade-offs. (2019). Heinemann, Friedrich ; DESTAIS, Christophe ; Eidam, Frederik. In: CEPII Policy Brief. RePEc:cii:cepipb:2019-25. Full description at Econpapers || Download paper | |
2019 | Credit supply and human capital: evidence from bank pension liabilities. (2019). Celerier, Claire ; Bilan, Andrada ; Barbosa, Luciana. In: Working Paper Series. RePEc:ecb:ecbwps:20192271. Full description at Econpapers || Download paper | |
2019 | Is there a zero lower bound? The effects of negative policy rates on banks and firms. (2019). Giannetti, Mariassunta ; Burlon, Lorenzo ; Altavilla, Carlo ; Holton, Sarah . In: Working Paper Series. RePEc:ecb:ecbwps:20192289. Full description at Econpapers || Download paper | |
2019 | The pricing of green bonds: are financial institutions special?. (2019). Rancan, Michela ; Fatica, Serena ; Panzica, Roberto. In: Working Papers. RePEc:jrs:wpaper:201907. Full description at Econpapers || Download paper | |
2019 | Monetary policy and bank lending in developing countries: Loan applications, rates, and real effects. (2019). Presbitero, Andrea ; Peydro, Jose-Luis ; Minoiu, Camelia ; Alinda, Ronnie K ; Abuka, Charles. In: Journal of Development Economics. RePEc:eee:deveco:v:139:y:2019:i:c:p:185-202. Full description at Econpapers || Download paper | |
2019 | Regulating the doom loop. (2019). Langfield, Sam ; Alogoskoufis, Spyros. In: Working Paper Series. RePEc:ecb:ecbwps:20192313. Full description at Econpapers || Download paper | |
2019 | The Real Effects of Credit Supply Disruptions: The Case of 2011 Embezzlement Scandal in Iran. (2019). Rastad, Mahdi ; Ebrahimnejad, Ali ; Ebrahimi, Sajad. In: Working Papers. RePEc:erg:wpaper:1316. Full description at Econpapers || Download paper | |
2019 | Shock Transmission through Cross-Border Bank Lending: Credit and Real Effects. (2019). Minoiu, Camelia ; Kapan, Tumer ; Hale, Galina. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-52. Full description at Econpapers || Download paper | |
2019 | The pricing of green bonds: are financial institutions special?. (2019). Rancan, Michela ; Fatica, Serena ; Panzica, Roberto. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:157. Full description at Econpapers || Download paper | |
2019 | Rules versus Discretion in Bank Resolution. (2019). White, Lucy ; Walther, Ansgar. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14048. Full description at Econpapers || Download paper | |
2019 | Is There a Zero Lower Bound? The Effects of Negative Policy Rates on Banks and Firms. (2019). Giannetti, Mariassunta ; Burlon, Lorenzo ; Altavilla, Carlo ; Holton, Sarah ; Carlo Altavilla , . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14050. Full description at Econpapers || Download paper | |
2019 | What firms dont like about bank loans: New evidence from survey data. (2019). Segol, Matthieu ; Maurin, Laurent ; Kolev, Atanas . In: EIB Working Papers. RePEc:zbw:eibwps:201907. Full description at Econpapers || Download paper | |
2019 | Credit Supply: Are there negative spillovers from banksâ proprietary trading? (RM/19/005-revised-). (2019). Kleimeier, Stefanie ; Kurz, Michael. In: Research Memorandum. RePEc:unm:umagsb:2019026. Full description at Econpapers || Download paper | |
2019 | Avoiding the Fall into the Loop: Isolating the Transmission of Bank-to-Sovereign Distress in the Euro Area and its Drivers. (2019). Eichler, Stefan ; Bohm, Hannes. In: Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy. RePEc:zbw:vfsc19:203515. Full description at Econpapers || Download paper | |
2019 | Credit Supply: Are there negative spillovers from banks proprietary trading?. (2019). Kleimeier, Stefanie ; Kurz, Michael. In: DNB Working Papers. RePEc:dnb:dnbwpp:657. Full description at Econpapers || Download paper | |
2019 | Firms or banks weakness? Access to finance since the European sovereign debt crisis. (2019). Faccia, Donata ; Corbisiero, Giuseppe. In: Research Technical Papers. RePEc:cbi:wpaper:12/rt/19. Full description at Econpapers || Download paper | |
2019 | Capital regulations and the management of credit commitments during crisis times. (2019). Valderrama, Maria Teresa ; Pelzl, Paul. In: DNB Working Papers. RePEc:dnb:dnbwpp:661. Full description at Econpapers || Download paper | |
2019 | Sovereign exposures in the Portuguese banking system: determinants and dynamics. (2019). Pina, Alvaro ; Mateus, Ana Rita ; Campos, Maria Manuel. In: Working Papers. RePEc:ptu:wpaper:w201916. Full description at Econpapers || Download paper | |
2019 | A tale of two decades: the ECBâs monetary policy at 20. (2019). Rostagno, Massimo ; Altavilla, Carlo ; Yiangou, Jonathan ; Guilhem, Arthur Saint ; Motto, Roberto ; Lemke, Wolfgang ; Carboni, Giacomo. In: Working Paper Series. RePEc:ecb:ecbwps:20192346. Full description at Econpapers || Download paper | |
2019 | Sovereign stress and heterogeneous monetary transmission to bank lending in the euro area. (2019). Grandi, Pietro. In: European Economic Review. RePEc:eee:eecrev:v:119:y:2019:i:c:p:251-273. Full description at Econpapers || Download paper | |
2019 | Bank shocks and firm performance: New evidence from the sovereign debt crisis. (2019). Tsoukas, Serafeim ; Spaliara, Marina-Eliza ; Farinha, Luisa. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:40:y:2019:i:c:s1042957319300208. Full description at Econpapers || Download paper | |
2019 | Conflicting Priorities: A Theory of Covenants and Collateral. (2019). Gromb, Denis ; Piacentino, Giorgia ; Donaldson, Jason. In: 2019 Meeting Papers. RePEc:red:sed019:157. Full description at Econpapers || Download paper | |
2019 | High-Speed Internet, Financial Technology and Banking in Africa. (2019). Limodio, Nicola ; D'Andrea, Angelo. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19124. Full description at Econpapers || Download paper | |
2019 | Business Liquidity, Consumer Liquidity, and Monetary Policy. (2019). He, Chao ; Zhang, Min. In: 2019 Meeting Papers. RePEc:red:sed019:869. Full description at Econpapers || Download paper | |
2019 | Dynamics of cash holdings, learning about profitability, and access to the market. (2019). Villeneuve, Stephane ; Decamps, Jean-Paul. In: TSE Working Papers. RePEc:tse:wpaper:123685. Full description at Econpapers || Download paper | |
2019 | Predictability concentrates in bad times. And so does disagreement. (2019). de Oliveira, Thiago. In: Discussion Papers of Business and Economics. RePEc:hhs:sdueko:2019_008. Full description at Econpapers || Download paper | |
2019 | Aggregate investor sentiment and stock return synchronicity. (2019). Mian, Mujtaba G ; Gul, Ferdinand A ; Chue, Timothy K. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:108:y:2019:i:c:s0378426619302031. Full description at Econpapers || Download paper | |
2019 | THE ASYMMETRIC RESPONSE OF CONSUMPTION TO INCOME CHANGES AND THE EFFECT OF LIQUID WEALTH. (2019). Schoors, Koen ; Vandermarliere, Benjamin ; van den Heuvel, Milan. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:19/958. Full description at Econpapers || Download paper | |
2019 | Job displacement insurance and (the lack of) consumption-smoothing. (2019). Gerard, Francois ; Naritomi, Joana. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7625. Full description at Econpapers || Download paper | |
2019 | Job Displacement Insurance and (the Lack of) Consumption-Smoothing. (2019). Naritomi, Joana ; Gerard, Francois. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13676. Full description at Econpapers || Download paper | |
2019 | Evaluating an old-age voluntary saving scheme under incomplete rationality. (2019). Rutkowski, Artur. In: GRAPE Working Papers. RePEc:fme:wpaper:34. Full description at Econpapers || Download paper | |
2019 | Job Displacement Insurance and (the Lack of) Consumption-Smoothing. (2019). Gerard, Francois ; Naritomi, Joana. In: NBER Working Papers. RePEc:nbr:nberwo:25749. Full description at Econpapers || Download paper | |
2019 | Misfortune and Mistake: The Financial Conditions and Decision-making Ability of High-cost Loan Borrowers. (2019). Silverman, Dan ; Carvalho, Leandro ; Olafsson, Arna. In: NBER Working Papers. RePEc:nbr:nberwo:26328. Full description at Econpapers || Download paper | |
2019 | As long as the bank gains: expanding the retail distribution activity. (2019). Liberati, Danilo ; Vercelli, Francesco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_510_19. Full description at Econpapers || Download paper | |
2019 | The collateral channel under imperfect debt enforcement. (2019). Beutler, Toni ; Grobety, Mathieu. In: European Economic Review. RePEc:eee:eecrev:v:111:y:2019:i:c:p:336-359. Full description at Econpapers || Download paper | |
2019 | Credit Crunches, Asset Prices and Technological Change. (2019). Murro, Pierluigi ; Minetti, Raoul ; Araujo, Luis ; Cao, Qingqing. In: Review of Economic Dynamics. RePEc:red:issued:18-267. Full description at Econpapers || Download paper | |
2019 | Permissible collateral and access to finance: Evidence from a quasi-natural experiment. (2019). Xu, Bing. In: China Economic Review. RePEc:eee:chieco:v:54:y:2019:i:c:p:237-255. Full description at Econpapers || Download paper | |
2019 | Economic policy uncertainty, tax quotas and corporate tax burden: Evidence from China. (2019). He, Minyuan ; Fang, Hongsheng ; Dang, Dandan. In: China Economic Review. RePEc:eee:chieco:v:56:y:2019:i:c:6. Full description at Econpapers || Download paper | |
2019 | A tale of two volatilities: Sectoral uncertainty, growth, and asset prices. (2019). Segal, Gill . In: Journal of Financial Economics. RePEc:eee:jfinec:v:134:y:2019:i:1:p:110-140. Full description at Econpapers || Download paper | |
2019 | Risk disclosure in annual reports and corporate investment efficiency. (2019). Xiao, Min ; He, Jie ; Li, Yanqiong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:63:y:2019:i:c:p:138-151. Full description at Econpapers || Download paper | |
2019 | Policy Uncertainty and FDI Flows: The Role of Institutional Quality and Financial Development. (2019). Furceri, Davide ; Choi, Sangyup ; Yoon, Chansik. In: Working papers. RePEc:yon:wpaper:2019rwp-144. Full description at Econpapers || Download paper | |
2019 | Does Costly Reversibility Matter for U.S. Public Firms?. (2019). Zhang, Lu ; Xue, Chen ; Rica, E ; Bai, Hang. In: NBER Working Papers. RePEc:nbr:nberwo:26372. Full description at Econpapers || Download paper | |
2019 | The Dynamic Effect of Uncertainty on Corporate Investment through Internal and External Financing. (2019). Nakashima, Kiyotaka ; Kani, Masayo ; Inoue, Hitoshi. In: MPRA Paper. RePEc:pra:mprapa:98533. Full description at Econpapers || Download paper | |
2019 | Financial ratios and stock returns reappraised through a topological data analysis lens. (2019). Rudkin, Simon ; Qiu, Wanling ; Dlotko, Pawel. In: Papers. RePEc:arx:papers:1911.10297. Full description at Econpapers || Download paper | |
2019 | Estimating The Anomaly Base Rate. (2019). Weber, Michael ; Neuhierl, Andreas ; Chinco, Alexander M. In: NBER Working Papers. RePEc:nbr:nberwo:26493. Full description at Econpapers || Download paper | |
2019 | Social Status and Risk-Taking in Investment Decisions. (2019). Weitzel, Utz ; Rosenkranz, Stephanie ; Kirchler, Michael ; Lindner, Florian. In: Working Papers. RePEc:inn:wpaper:2019-07. Full description at Econpapers || Download paper | |
2019 | Social Status and Risk-Taking in Investment Decisions. (2019). Weitzel, Utz ; Rosenkranz, Stephanie ; Kirchler, Michael ; Lindner, Florian. In: Discussion Paper Series of the Max Planck Institute for Research on Collective Goods. RePEc:mpg:wpaper:2019_07. Full description at Econpapers || Download paper | |
2019 | Bubbles and Financial Professionals. (2019). Weitzel, Utz ; Rose, Julia ; Huber, Christoph ; Lindner, Florian ; Kirchler, Michael. In: Discussion Paper Series of the Max Planck Institute for Research on Collective Goods. RePEc:mpg:wpaper:2018_09. Full description at Econpapers || Download paper | |
2019 | The causal effect of religious and environmental identity on green preferences: A combined priming and stated choice experiment. (2019). Ziegler, Andreas ; Groh, Elke D ; Engler, Daniel. In: Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy. RePEc:zbw:vfsc19:203610. Full description at Econpapers || Download paper | |
2019 | Incentives and culture in risk compliance. (2019). Ho, Kenny Chi ; Zhang, LE ; Sheedy, Elizabeth. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:107:y:2019:i:c:11. Full description at Econpapers || Download paper | |
2019 | The Federal Reserveâs Current Framework for Monetary Policy: A Review and Assessment. (2019). Wright, Jonathan ; Stock, James ; Eberly, Janice. In: NBER Working Papers. RePEc:nbr:nberwo:26002. Full description at Econpapers || Download paper | |
2019 | The effect of the Fed zero-lower bound announcementon bank profitability and diversification. (2019). Andrea, Alex Sclip. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0079. Full description at Econpapers || Download paper | |
2019 | Bank margins and profits in a world of negative rates. (2019). Reghezza, Alessio ; Molyneux, Philip ; Xie, RU. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:107:y:2019:i:c:2. Full description at Econpapers || Download paper | |
2019 | Unconventional monetary policy and the credit channel in the euro area. (2019). Salachas, Evangelos ; Evgenidis, Anastasios. In: Economics Letters. RePEc:eee:ecolet:v:185:y:2019:i:c:s0165176519303465. Full description at Econpapers || Download paper | |
2019 | Expansionary Yet Different: Credit Supply and Real Effects of Negative Interest Rate Policy. (2019). Sette, Enrico ; Presbitero, Andrea ; Polo, Andrea ; Peydro, Jose-Luis ; Minoiu, Camelia ; Bottero, Margherita. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14233. Full description at Econpapers || Download paper | |
2019 | Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress. (2019). He, Zhiguo ; Song, Zhaogang ; Khorrami, Paymon. In: NBER Working Papers. RePEc:nbr:nberwo:26494. Full description at Econpapers || Download paper | |
2019 | Corporate internationalization, subsidiary locations, and the cost of equity capital. (2019). Naranjo, Andy ; Mihov, Atanas. In: Journal of International Business Studies. RePEc:pal:jintbs:v:50:y:2019:i:9:d:10.1057_s41267-018-00207-3. Full description at Econpapers || Download paper | |
2019 | Comparing Forecasts of Extremely Large Conditional Covariance Matrices. (2019). Ruiz, Esther ; Moura, Guilherme. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:29291. Full description at Econpapers || Download paper | |
2019 | Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices. (2019). MORANA, CLAUDIO. In: Econometrics and Statistics. RePEc:eee:ecosta:v:12:y:2019:i:c:p:42-65. Full description at Econpapers || Download paper | |
2019 | High Dimensional Latent Panel Quantile Regression with an Application to Asset Pricing. (2019). Chen, Mingli ; Madrid, Oscar Hernan ; Belloni, Alexandre. In: Papers. RePEc:arx:papers:1912.02151. Full description at Econpapers || Download paper | |
2019 | High Dimensional Latent Panel Quantile Regression with an Application to Asset Pricing. (2019). Chen, Mingli ; Wang, Zixuan ; Madrid, Oscar Hernan ; Belloni, Alexandre. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1230. Full description at Econpapers || Download paper | |
2019 | Option prices and implied volatility in the crude oil market. (2019). Lorentzen, Sindre ; Soini, Vesa. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:515-539. Full description at Econpapers || Download paper | |
2019 | Seasonality in cryptocurrencies. (2019). Kaiser, Lars. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318304513. Full description at Econpapers || Download paper | |
2019 | Commonality in liquidity among Middle East and North Africa emerging stock markets: Does it really matter?. (2019). Ftiti, Zied ; Hadhri, Sinda. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:3:s0939362518302358. Full description at Econpapers || Download paper | |
2019 | Asset pricing with extreme liquidity risk. (2019). Wu, Ying. In: Journal of Empirical Finance. RePEc:eee:empfin:v:54:y:2019:i:c:p:143-165. Full description at Econpapers || Download paper | |
2019 | Attention and Biases: Evidence from Tax-Inattentive Investors. (2019). Giovannetti, Bruno ; Chague, Fernando ; De-Losso, Rodrigo ; Bueno, Rodrigo ; Fernando, Rodrigo De-Losso ; Birru, Justin. In: Working Papers, Department of Economics. RePEc:spa:wpaper:2019wpecon48. Full description at Econpapers || Download paper | |
2019 | Asset Prices and Unemployment Fluctuations. (2019). Pastorino, Elena ; Midrigan, Virgiliu ; Lopez, Pierlauro ; Kehoe, Patrick. In: NBER Working Papers. RePEc:nbr:nberwo:26580. Full description at Econpapers || Download paper | |
2019 | Reap what you sow: Agricultural technology, urbanization and structural change. (2019). Vasilakis, Chrysovalantis ; McGowan, Danny. In: Research Policy. RePEc:eee:respol:v:48:y:2019:i:9:12. Full description at Econpapers || Download paper | |
2019 | Gauge transformations in the dual space, and pricing and estimation in the long run in affine jump-diffusion models. (2019). Levendorskiui, Sergei ; Boyarchenko, Svetlana. In: Papers. RePEc:arx:papers:1912.06948. Full description at Econpapers || Download paper | |
2019 | Predicting the volatility of the iShares China Large-Cap ETF: What is the role of the SSE 50 ETF?. (2019). Jin, Xuejun ; Luo, Xingguo ; Zhu, Fangfei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x19301040. Full description at Econpapers || Download paper | |
2019 | News Co-Occurrences, Stock Return Correlations, and Portfolio Construction Implications. (2019). Hong, Marshall ; Zhou, Yilu ; Tang, YI. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:45-:d:215182. Full description at Econpapers || Download paper | |
2019 | Private information in currency markets. (2019). Nishiotis, George ; Milidonis, Andreas ; Michaelides, Alexander. In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:3:p:643-665. Full description at Econpapers || Download paper | |
2019 | Production and dissemination of corporate information in social media: A review. (2019). Luo, Yan ; Li, Yutao ; Lei, Lijun. In: Journal of Accounting Literature. RePEc:eee:joacli:v:42:y:2019:i:c:p:29-43. Full description at Econpapers || Download paper | |
2019 | Public attention to environmental issues and stock market returns. (2019). Ziegler, Andreas ; Peillex, Jonathan ; Guesmi, Khaled ; el Ouadghiri, Imane. In: MAGKS Papers on Economics. RePEc:mar:magkse:201922. Full description at Econpapers || Download paper | |
2019 | Sentiment Risk Premia in the Cross-Section of Global Equity and Currency Returns. (2019). Guidolin, Massimo ; Füss, Roland ; Koeppel, Christian ; Fuess, Roland. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19116. Full description at Econpapers || Download paper | |
2019 | A new attention proxy and order imbalance: Evidence from China. (2019). Li, Youwei ; Xiong, Xiong ; Gao, YA ; Vigne, Samuel A ; Feng, XU. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:411-417. Full description at Econpapers || Download paper | |
2019 | Sentiment Risk Premia In The Cross-Section of Global Equity and Currency Returns. (2019). Guidolin, Massimo ; Füss, Roland ; Koeppel, Christian ; Fuss, Roland ; ROLAND FÜSS, . In: Working Papers on Finance. RePEc:usg:sfwpfi:2019:13. Full description at Econpapers || Download paper |
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2019 | Liquid Speed: On-Demand Fast Trading at Distributed Exchanges. (2019). Zoican, Marius ; Brolley, Michael. In: Papers. RePEc:arx:papers:1907.10720. Full description at Econpapers || Download paper | |
2019 | Robo-advising: Learning Investors Risk Preferences via Portfolio Choices. (2019). Stern, Matt ; Lacedelli, Octavio Ruiz ; Capponi, Agostino ; Alsabah, Humoud . In: Papers. RePEc:arx:papers:1911.02067. Full description at Econpapers || Download paper | |
2019 | A Mean Field Games Model for Cryptocurrency Mining. (2019). Sircar, Ronnie ; Reppen, Max A ; Li, Zongxi. In: Papers. RePEc:arx:papers:1912.01952. Full description at Econpapers || Download paper | |
2019 | Investigating the Investment Behaviors in Cryptocurrency. (2019). Irannezhad, Elnaz ; O'Brien, Timothy Ian ; Li, Ding. In: Papers. RePEc:arx:papers:1912.03311. Full description at Econpapers || Download paper | |
2019 | High-Speed Internet, Financial Technology and Banking in Africa. (2019). Limodio, Nicola ; D'Andrea, Angelo. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19124. Full description at Econpapers || Download paper | |
2019 | Bank Runs, Portfolio Choice, and Liquidity Provision. (2019). Elamin, Mahmoud ; Ahnert, Toni. In: Staff Working Papers. RePEc:bca:bocawp:19-37. Full description at Econpapers || Download paper | |
2019 | What do almost 20 years of micro data and two crises say about the relationship between central bank and interbank market liquidity? Evidence from Italy. (2019). Affinito, Massimiliano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1238_19. Full description at Econpapers || Download paper | |
2019 | Negative Monetary Policy Rates and Systemic Banksâ Risk-Taking: Evidence from the Euro Area Securities Register. (2019). Peydro, Jose-Luis ; Bubeck, Johannes ; Maddaloni, Angela. In: Working Papers. RePEc:bge:wpaper:1128. Full description at Econpapers || Download paper | |
2019 | Unconventional monetary policy tools: a cross-country analysis. (2019). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:63. Full description at Econpapers || Download paper | |
2019 | Beyond the doomsday economics of proof-of-work in cryptocurrencies. (2019). Auer, Raphael. In: BIS Working Papers. RePEc:bis:biswps:765. Full description at Econpapers || Download paper | |
2019 | What do almost 20 years of micro data and two crises say about the relationship between central bank and interbank market liquidity? Evidence from Italy. (2019). Affinito, Massimiliano. In: BIS Working Papers. RePEc:bis:biswps:821. Full description at Econpapers || Download paper | |
2019 | How do machine learning and non-traditional data affect credit scoring? New evidence from a Chinese fintech firm. (2019). Wang, Jingyi ; Qiu, Han ; Huang, Yiping ; Gambacorta, Leonardo. In: BIS Working Papers. RePEc:bis:biswps:834. Full description at Econpapers || Download paper | |
2019 | FinTech, BigTech, and the Future of Banks. (2019). Stulz, Rene M. In: Journal of Applied Corporate Finance. RePEc:bla:jacrfn:v:31:y:2019:i:4:p:86-97. Full description at Econpapers || Download paper | |
2019 | What does peer-to-peer lending evidence say about the risk-taking channel of monetary policy?. (2019). Wang, Chu ; Li, Xiang ; Huang, Yiping. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2019_016. Full description at Econpapers || Download paper | |
2019 | What Does Peer-To-Peer Lending Evidence Say about the Risk-Taking Channel of Monetary Policy?. (2019). Wang, Chu ; Li, Xiang ; Huang, Yiping. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7792. Full description at Econpapers || Download paper | |
2019 | Synergizing Ventures. (2019). Greenwood, Jeremy ; Dinlersoz, Emin ; Penciakova, Veronika ; Akcigit, Ufuk. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7860. Full description at Econpapers || Download paper | |
2019 | Reasons for the Demise of Interest: Savings Glut and Secular Stagnation or Central Bank Policy?. (2019). Schnabl, Gunther ; Mayer, Thomas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7954. Full description at Econpapers || Download paper | |
2019 | Do Fundamentals Drive Cryptocurrency Prices?. (2019). Korniotis, George ; Delikouras, Stefanos ; Bhambhwani, Siddharth. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13724. Full description at Econpapers || Download paper | |
2019 | Synergizing Ventures. (2019). Penciakova, Veronika ; Greenwood, Jeremy ; Dinlersoz, Emin ; Akcigit, Ufuk. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13932. Full description at Econpapers || Download paper | |
2019 | Bond Funds and Credit Risk. (2019). Dasgupta, Amil ; Choi, Jaewon ; Jimmy, Ji Yeol. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14134. Full description at Econpapers || Download paper | |
2019 | Expansionary Yet Different: Credit Supply and Real Effects of Negative Interest Rate Policy. (2019). Sette, Enrico ; Presbitero, Andrea ; Polo, Andrea ; Peydro, Jose-Luis ; Minoiu, Camelia ; Bottero, Margherita. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14233. Full description at Econpapers || Download paper | |
2019 | How do machine learning and non-traditional data affect credit scoring? New evidence from a Chinese fintech firm. (2019). Wang, Jingyi ; Qiu, Han ; Huang, Yiping ; Gambacorta, Leonardo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14259. Full description at Econpapers || Download paper | |
2019 | Synergizing Ventures. (2019). Greenwood, Jeremy ; Dinlersoz, Emin ; Akcigit, Ufuk ; Penciakova, Veronika. In: Economie d'Avant Garde Research Reports. RePEc:eag:rereps:30. Full description at Econpapers || Download paper | |
2019 | A tale of two decades: the ECBâs monetary policy at 20. (2019). Rostagno, Massimo ; Altavilla, Carlo ; Yiangou, Jonathan ; Guilhem, Arthur Saint ; Motto, Roberto ; Lemke, Wolfgang ; Carboni, Giacomo. In: Working Paper Series. RePEc:ecb:ecbwps:20192346. Full description at Econpapers || Download paper | |
2019 | Does the deposits channel work under a low interest rate environment?. (2019). Sa, Ana ; Jorge, Jose. In: Economics Letters. RePEc:eee:ecolet:v:185:y:2019:i:c:s0165176519303702. Full description at Econpapers || Download paper | |
2019 | Sovereign stress and heterogeneous monetary transmission to bank lending in the euro area. (2019). Grandi, Pietro. In: European Economic Review. RePEc:eee:eecrev:v:119:y:2019:i:c:p:251-273. Full description at Econpapers || Download paper | |
2019 | Asset pricing model uncertainty. (2019). Borup, Daniel. In: Journal of Empirical Finance. RePEc:eee:empfin:v:54:y:2019:i:c:p:166-189. Full description at Econpapers || Download paper | |
2019 | Financial constraints, stock liquidity, and stock returns. (2019). Li, Xiafei ; Luo, DI. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119301878. Full description at Econpapers || Download paper | |
2019 | The effects of financial reporting and disclosure on corporate investment: A review. (2019). Roychowdhury, Sugata ; Verdi, Rodrigo S ; Shroff, Nemit. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:68:y:2019:i:2:s0165410119300412. Full description at Econpapers || Download paper | |
2019 | The role of financial reporting in resolving uncertainty about corporate investment opportunities. (2019). Ferracuti, Elia ; Stubben, Stephen R. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:68:y:2019:i:2:s0165410119300436. Full description at Econpapers || Download paper | |
2019 | What drives interbank loans? Evidence from Canada. (2019). Guérin, Pierre ; Bulusu, Narayan ; Guerin, Pierre. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:427-444. Full description at Econpapers || Download paper | |
2019 | Do real estate agents have information advantages in housing markets?. (2019). Song, Changcheng ; Sing, Tien Foo ; He, Jia ; Agarwal, Sumit. In: Journal of Financial Economics. RePEc:eee:jfinec:v:134:y:2019:i:3:p:715-735. Full description at Econpapers || Download paper | |
2019 | Bank shocks and firm performance: New evidence from the sovereign debt crisis. (2019). Tsoukas, Serafeim ; Spaliara, Marina-Eliza ; Farinha, Luisa. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:40:y:2019:i:c:s1042957319300208. Full description at Econpapers || Download paper | |
2019 | An empirical investigation of volatility dynamics in the cryptocurrency market. (2019). Katsiampa, Paraskevi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:322-335. Full description at Econpapers || Download paper | |
2019 | Simultaneous decisions under risk: An experimental investigation. (2019). Das, Tanmoy ; Banerjee, Priyodorshi. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:82:y:2019:i:c:s2214804318305007. Full description at Econpapers || Download paper | |
2019 | The death and rebirth of bikesharing in Seattle: Implications for policy and system design. (2019). MacKenzie, Don ; Peters, Luke . In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:130:y:2019:i:c:p:208-226. Full description at Econpapers || Download paper | |
2019 | FinTech and the future of financial services: What are the research gaps?. (2019). , Alistairmilne ; Milne, Alistair ; Kavuri, Anil Savio. In: CAMA Working Papers. RePEc:een:camaaa:2019-18. Full description at Econpapers || Download paper | |
2019 | How Does Information Transmission Influence the Value Creation Capability of a Digital Ecosystem? An Empirical Study of the Crypto-Digital Ecosystem Ethereum. (2019). Huang, HE. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:19:p:5345-:d:271388. Full description at Econpapers || Download paper | |
2019 | FinTech and Sustainable Development: Evidence from China Based on P2P Data. (2019). Cheng, Xiang ; Huang, Zhi ; Deng, Xiang. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:22:p:6434-:d:287551. Full description at Econpapers || Download paper | |
2019 | The other side of the Coin: Risks of the Libra Blockchain. (2019). Guegan, Dominique ; Abraham, Louis. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-02325808. Full description at Econpapers || Download paper | |
2019 | The other side of the Coin: Risks of the Libra Blockchain. (2019). Guegan, Dominique ; Abraham, Louis. In: Post-Print. RePEc:hal:journl:halshs-02325808. Full description at Econpapers || Download paper | |
2019 | Dynamic Cross-Correlations between Participantsâ Attentions to P2P Lending and Offline Loan in the Private Lending Market. (2019). Zhang, Wei ; Zhao, Yingxiu ; Kong, Xiangyu. In: Complexity. RePEc:hin:complx:1635793. Full description at Econpapers || Download paper | |
2019 | Decentralising the Patent System. (2019). Higham, Kyle ; de Rassenfosse, Gaetan. In: Working Papers. RePEc:iip:wpaper:6. Full description at Econpapers || Download paper | |
2019 | Prolonged Low Interest Rates and Banking Stability. (2019). Sudo, Nao ; Munakata, KO ; Aoki, Kosuke. In: IMES Discussion Paper Series. RePEc:ime:imedps:19-e-21. Full description at Econpapers || Download paper | |
2019 | Delegated Decision-Making in Finance. (2019). Wengström, Erik ; Holmen, Martin ; Stefan, Matthias ; Kirchler, Michael ; Holzmeister, Felix ; Wengstrom, Erik. In: Working Papers. RePEc:inn:wpaper:2019-21. Full description at Econpapers || Download paper | |
2019 | Cognitive ability and risk aversion: A systematic review and meta analysis. (2019). Lilleholt, Lau. In: Judgment and Decision Making. RePEc:jdm:journl:v:14:y:2019:i:3:p:234-279. Full description at Econpapers || Download paper | |
2019 | Cryptocurrency or usury? Crime and alternative money laundering techniques. (2019). masciandaro, donato ; Barone, Raffaella. In: European Journal of Law and Economics. RePEc:kap:ejlwec:v:47:y:2019:i:2:d:10.1007_s10657-019-09609-6. Full description at Econpapers || Download paper | |
2019 | Understanding Macro and Asset Price Dynamics During the Climate Transition. (2019). Hitzemann, Steffen ; Gruning, Patrick ; Donadelli, Michael. In: Bank of Lithuania Discussion Paper Series. RePEc:lie:dpaper:18. Full description at Econpapers || Download paper | |
2019 | The other side of the Coin: Risks of the Libra Blockchain. (2019). Guegan, Dominique ; Abraham, Louis. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:19015. Full description at Econpapers || Download paper | |
2019 | Reflexivity in Credit Markets. (2019). Jin, Lawrence ; Hanson, Samuel ; Greenwood, Robin. In: NBER Working Papers. RePEc:nbr:nberwo:25747. 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 | |
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2018 | Stock markets, banks and economic growth in the UK, 1850ââ¬â1913. (2018). Jansson, Walter. In: Financial History Review. RePEc:cup:fihrev:v:25:y:2018:i:03:p:263-296_00. 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 | |
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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 | |
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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 | |
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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 |
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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 | |
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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 | |
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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 | |
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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 | Did the Basel Process of Capital Regulation Enhance the Resiliency of European Banks?. (2017). Gehrig, Thomas ; Iannino, Maria Chiara . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11920. Full description at Econpapers || Download paper | |
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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 | |
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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 | |
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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 | |
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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 |
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2016 | Long-Run Risk Is the Worst-Case Scenario. (2016). Dew-Becker, Ian ; Bidder, Rhys. In: American Economic Review. RePEc:aea:aecrev:v:106:y:2016:i:9:p:2494-2527. Full description at Econpapers || Download paper | |
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 | |
2016 | Creditor Rights and Entrepreneurship: Evidence from Fraudulent Transfer Law*. (2016). Irani, Rustom M ; Waldock, Katherine ; Ersahin, Nuri . In: Working Papers. RePEc:cen:wpaper:16-31. Full description at Econpapers || Download paper | |
2016 | Cash Flow Duration and the Term Structure of Equity Returns. (2016). Weber, Michael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6043. Full description at Econpapers || Download paper | |
2016 | 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 | |
2016 | Ripple Effects of Noise on Corporate Investment. (2016). Foucault, Thierry ; Dessaint, Olivier ; Matray, Adrien ; Fresard, Laurent. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11081. Full description at Econpapers || Download paper | |
2016 | Blockholders: A Survey of Theory and Evidence. (2016). Edmans, Alex ; Holderness, Clifford . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11442. Full description at Econpapers || Download paper | |
2016 | Culture vs. Bias: Can Social Trust Mitigate the Disposition Effect?. (2016). Zhang, Hong ; LI, JENNIFER ; Massa, Massimo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11474. Full description at Econpapers || Download paper | |
2016 | Investment-less Growth: An Empirical Investigation. (2016). PHILIPPON, Thomas ; Gutierrez, German. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11673. Full description at Econpapers || Download paper | |
2016 | Interbank loans, collateral and modern monetary policy. (2016). Wolski, Marcin ; van de Leur, Michiel. In: Working Paper Series. RePEc:ecb:ecbwps:20161959. Full description at Econpapers || Download paper | |
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 | |
2016 | Multinationals and cash holdings. (2016). Fernandes, Nuno ; Gonenc, Halit . In: Journal of Corporate Finance. RePEc:eee:corfin:v:39:y:2016:i:c:p:139-154. Full description at Econpapers || Download paper | |
2016 | Board hierarchy, independent directors, and firm value: Evidence from China. (2016). Zhu, Jigao ; Chan, Kam C ; Wu, Jennifer ; Ye, Kangtao. In: Journal of Corporate Finance. RePEc:eee:corfin:v:41:y:2016:i:c:p:262-279. Full description at Econpapers || Download paper | |
2016 | Trade credit provision and national culture. (2016). el Ghoul, Sadok ; Zheng, Xiaolan . In: Journal of Corporate Finance. RePEc:eee:corfin:v:41:y:2016:i:c:p:475-501. Full description at Econpapers || Download paper | |
2016 | Overinvestment, inflation uncertainty, and managerial overconfidence: Firm level analysis of Chinese corporations. (2016). Wang, Yizhong ; Huang, Ying Sophie ; Chen, Lifang . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:38:y:2016:i:c:p:54-69. Full description at Econpapers || Download paper | |
2016 | Investor attention and market microstructure. (2016). Ruan, Xinfeng ; Zhang, Jin E. In: Economics Letters. RePEc:eee:ecolet:v:149:y:2016:i:c:p:125-130. Full description at Econpapers || Download paper | |
2016 | Does frequency matter for intraday technical trading?. (2016). Frömmel, Michael ; Frommel, Michael ; Lampaert, Kevin . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:177-183. Full description at Econpapers || Download paper | |
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 | |
2016 | Technical trading: Is it still beating the foreign exchange market?. (2016). Taylor, Mark ; HSU, Po-Hsuan ; Wang, Zigan. In: Journal of International Economics. RePEc:eee:inecon:v:102:y:2016:i:c:p:188-208. Full description at Econpapers || Download paper | |
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 | |
2016 | Characteristics-based portfolio choice with leverage constraints. (2016). Ammann, Manuel ; Schade, Jan-Philip ; Coqueret, Guillaume. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:70:y:2016:i:c:p:23-37. Full description at Econpapers || Download paper | |
2016 | Qualified residential mortgages and default risk. (2016). White, Joshua ; Floros, Ioannis . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:70:y:2016:i:c:p:86-104. Full description at Econpapers || Download paper | |
2016 | Entrepreneurial exit intentions and the business-family interface. (2016). Hsu, Dan K ; Coffey, Betty S ; Anderson, Stella E ; Wiklund, Johan. In: Journal of Business Venturing. RePEc:eee:jbvent:v:31:y:2016:i:6:p:613-627. Full description at Econpapers || Download paper | |
2016 | Executive gender, competitive pressures, and corporate performance. (2016). Amore, Mario Daniele ; Garofalo, Orsola . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:131:y:2016:i:pa:p:308-327. Full description at Econpapers || Download paper | |
2016 | Investment and the weighted average cost of capital. (2016). Frank, Murray ; Shen, Tao. In: Journal of Financial Economics. RePEc:eee:jfinec:v:119:y:2016:i:2:p:300-315. Full description at Econpapers || Download paper | |
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 | |
2016 | Clouded judgment: The role of sentiment in credit origination. (2016). Cortes, Kristle ; Sosyura, Denis ; Duchin, Ran . In: Journal of Financial Economics. RePEc:eee:jfinec:v:121:y:2016:i:2:p:392-413. Full description at Econpapers || Download paper | |
2016 | Taxes and leverage at multinational corporations. (2016). Faulkender, Michael ; Smith, Jason M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:122:y:2016:i:1:p:1-20. Full description at Econpapers || Download paper | |
2016 | Double bank runs and liquidity risk management. (2016). Sette, Enrico ; Peydro, Jose-Luis ; Ippolito, Filippo ; Polo, Andrea . In: Journal of Financial Economics. RePEc:eee:jfinec:v:122:y:2016:i:1:p:135-154. Full description at Econpapers || Download paper | |
2016 | Sovereign credit risk, liquidity, and European Central Bank intervention: Deus ex machina?. (2016). Pelizzon, Loriana ; Uno, Jun ; Tomio, Davide ; Subrahmanyam, Marti G. In: Journal of Financial Economics. RePEc:eee:jfinec:v:122:y:2016:i:1:p:86-115. Full description at Econpapers || Download paper | |
2016 | Market maturity and mispricing. (2016). Jacobs, Heiko. In: Journal of Financial Economics. RePEc:eee:jfinec:v:122:y:2016:i:2:p:270-287. Full description at Econpapers || Download paper | |
2016 | A trend factor: Any economic gains from using information over investment horizons?. (2016). Han, Yufeng ; Zhu, Yingzi ; Zhou, Guofu. In: Journal of Financial Economics. RePEc:eee:jfinec:v:122:y:2016:i:2:p:352-375. Full description at Econpapers || Download paper | |
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 | |
2016 | The impact and the spillover effect of a sovereign rating announcement on the euro area CDS market. (2016). Gallo, Raffaele ; Drago, Danilo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:67:y:2016:i:c:p:264-286. Full description at Econpapers || Download paper | |
2016 | Japanese repo and call markets before, during, and emerging from the financial crisis. (2016). Kato, Naoya ; Fukunaga, Ichiro. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:39:y:2016:i:c:p:17-34. Full description at Econpapers || Download paper | |
2016 | Inside bank premiums as liquidity insurance. (2016). Ogura, Yoshiaki ; Nemoto, Tadanobu ; Watanabe, Wako . In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:42:y:2016:i:c:p:61-76. Full description at Econpapers || Download paper | |
2016 | Incomplete Information in Macroeconomics. (2016). , ; Lian, C. In: Handbook of Macroeconomics. RePEc:eee:macchp:v2-1065. Full description at Econpapers || Download paper | |
2016 | Credit constraints, firms׳ precautionary investment, and the business cycle. (2016). Perez-Orive, Ander . In: Journal of Monetary Economics. RePEc:eee:moneco:v:78:y:2016:i:c:p:112-131. Full description at Econpapers || Download paper | |
2016 | Does wage rigidity make firms riskier? Evidence from long-horizon return predictability. (2016). Lin, Xiaoji ; Favilukis, Jack. In: Journal of Monetary Economics. RePEc:eee:moneco:v:78:y:2016:i:c:p:80-95. Full description at Econpapers || Download paper | |
2016 | Do academic investment insights benefit society?. (2016). Lai, Wan-Ni . In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:172-176. Full description at Econpapers || Download paper | |
2016 | Smart buyers. (2016). Burkart, Mike ; Lee, Samuel. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:69537. Full description at Econpapers || Download paper | |
2016 | The macroeconomic shock with the highest price of risk. (2016). Pintor, Gabor. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:86225. Full description at Econpapers || Download paper | |
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 | |
2016 | Cross-sectional patterns of mortgage debt during the housing boom: evidence and implications. (2016). Loewenstein, Lara ; Foote, Christopher ; Willen, Paul S. In: Working Papers. RePEc:fip:fedbwp:16-12. Full description at Econpapers || Download paper | |
2016 | Show me the money: the monetary policy risk premium. (2016). Ozdagli, Ali ; Velikov, Mihail . In: Working Papers. RePEc:fip:fedbwp:16-27. Full description at Econpapers || Download paper | |
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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