[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]
IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
1998 | 0.06 | 0.28 | 0.5 | 0.06 | 8 | 8 | 766 | 2 | 4 | 16 | 1 | 16 | 1 | 0 | 1 | 0.13 | 0.13 | |
1999 | 0.17 | 0.3 | 0.13 | 0.17 | 32 | 40 | 279 | 5 | 9 | 24 | 4 | 24 | 4 | 0 | 1 | 0.03 | 0.15 | |
2000 | 0.1 | 0.36 | 0.23 | 0.2 | 12 | 52 | 334 | 12 | 21 | 40 | 4 | 56 | 11 | 0 | 1 | 0.08 | 0.16 | |
2001 | 0.2 | 0.38 | 0.62 | 0.5 | 17 | 69 | 277 | 42 | 64 | 44 | 9 | 68 | 34 | 0 | 8 | 0.47 | 0.17 | |
2002 | 0.66 | 0.41 | 0.58 | 0.55 | 15 | 84 | 286 | 48 | 113 | 29 | 19 | 85 | 47 | 0 | 0 | 0.21 | ||
2003 | 0.56 | 0.44 | 0.69 | 0.7 | 26 | 110 | 315 | 73 | 189 | 32 | 18 | 84 | 59 | 0 | 1 | 0.04 | 0.22 | |
2004 | 0.39 | 0.49 | 0.9 | 0.61 | 17 | 127 | 1072 | 110 | 303 | 41 | 16 | 102 | 62 | 0 | 10 | 0.59 | 0.22 | |
2005 | 0.91 | 0.5 | 1.21 | 1 | 17 | 144 | 987 | 168 | 477 | 43 | 39 | 87 | 87 | 0 | 8 | 0.47 | 0.23 | |
2006 | 1.35 | 0.5 | 1.11 | 1.11 | 21 | 165 | 815 | 175 | 660 | 34 | 46 | 92 | 102 | 0 | 11 | 0.52 | 0.22 | |
2007 | 1.87 | 0.46 | 1.42 | 1.61 | 12 | 177 | 337 | 242 | 912 | 38 | 71 | 96 | 155 | 0 | 4 | 0.33 | 0.2 | |
2008 | 1.97 | 0.49 | 1.5 | 1.76 | 25 | 202 | 1139 | 283 | 1215 | 33 | 65 | 93 | 164 | 0 | 10 | 0.4 | 0.23 | |
2009 | 1.51 | 0.47 | 1.75 | 2.29 | 29 | 231 | 1127 | 392 | 1619 | 37 | 56 | 92 | 211 | 1 | 0.3 | 38 | 1.31 | 0.24 |
2010 | 1.61 | 0.48 | 1.54 | 1.8 | 39 | 270 | 1363 | 402 | 2034 | 54 | 87 | 104 | 187 | 3 | 0.7 | 17 | 0.44 | 0.21 |
2011 | 1.44 | 0.52 | 1.65 | 1.81 | 40 | 310 | 816 | 495 | 2546 | 68 | 98 | 126 | 228 | 0 | 37 | 0.93 | 0.24 | |
2012 | 1.33 | 0.52 | 1.89 | 1.95 | 7 | 317 | 171 | 584 | 3146 | 79 | 105 | 145 | 283 | 0 | 3 | 0.43 | 0.22 | |
2013 | 1.53 | 0.56 | 2.14 | 2.39 | 52 | 369 | 2205 | 778 | 3934 | 47 | 72 | 140 | 335 | 0 | 81 | 1.56 | 0.24 | |
2014 | 2.95 | 0.55 | 2.21 | 2.41 | 61 | 430 | 1197 | 944 | 4883 | 59 | 174 | 167 | 403 | 14 | 1.5 | 34 | 0.56 | 0.23 |
2015 | 2.26 | 0.55 | 2.18 | 2.15 | 58 | 488 | 1717 | 1058 | 5945 | 113 | 255 | 199 | 428 | 8 | 0.8 | 67 | 1.16 | 0.23 |
2016 | 2.28 | 0.53 | 2.16 | 2.57 | 79 | 567 | 948 | 1200 | 7167 | 119 | 271 | 218 | 561 | 1 | 0.1 | 19 | 0.24 | 0.21 |
2017 | 2.17 | 0.54 | 2.26 | 2.4 | 73 | 640 | 1425 | 1445 | 8613 | 137 | 297 | 257 | 616 | 11 | 0.8 | 63 | 0.86 | 0.22 |
2018 | 1.74 | 0.56 | 2.31 | 2.41 | 62 | 702 | 364 | 1619 | 10234 | 152 | 264 | 323 | 777 | 21 | 1.3 | 10 | 0.16 | 0.24 |
2019 | 1.77 | 0.58 | 2.25 | 1.95 | 33 | 735 | 407 | 1650 | 11889 | 135 | 239 | 333 | 651 | 1 | 0.1 | 18 | 0.55 | 0.23 |
2020 | 1.56 | 0.7 | 2.65 | 2.52 | 56 | 791 | 845 | 2096 | 13987 | 95 | 148 | 305 | 769 | 8 | 0.4 | 96 | 1.71 | 0.33 |
2021 | 3.66 | 0.87 | 2.74 | 2.68 | 49 | 840 | 190 | 2305 | 16292 | 89 | 326 | 303 | 811 | 2 | 0.1 | 30 | 0.61 | 0.32 |
2022 | 3.7 | 1 | 2.6 | 2.92 | 47 | 887 | 108 | 2303 | 18595 | 105 | 388 | 273 | 797 | 13 | 0.6 | 31 | 0.66 | 0.31 |
IF: | Two years Impact Factor: C2Y / D2Y |
AIF: | Average Impact Factor for all series in RePEc in year y |
CIF: | Cumulative impact factor |
IF5: | Five years 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 | 1998 | The Variance Gamma Process and Option Pricing. (1998). Madan, Dilip B ; Chang, Eric C ; Carr, Peter P. In: Review of Finance. RePEc:oup:revfin:v:2:y:1998:i:1:p:79-105.. Full description at Econpapers || Download paper | 494 |
2 | 2008 | Equity Portfolio Diversification. (2008). Goetzmann, William ; Kumar, Alok. In: Review of Finance. RePEc:oup:revfin:v:12:y:2008:i:3:p:433-463. Full description at Econpapers || Download paper | 350 |
3 | 2004 | Bankruptcy Prediction with Industry Effects. (2004). Jarrow, Robert ; Chava, Sudheer. In: Review of Finance. RePEc:oup:revfin:v:8:y:2004:i:4:p:537-569.. Full description at Econpapers || Download paper | 317 |
4 | 2010 | The Determinants of Bank Capital Structure. (2010). Heider, Florian ; Gropp, Reint. In: Review of Finance. RePEc:oup:revfin:v:14:y:2010:i:4:p:587-622. Full description at Econpapers || Download paper | 285 |
5 | 2005 | Do Investor Sophistication and Trading Experience Eliminate Behavioral Biases in Financial Markets?. (2005). Feng, Lei ; Seasholes, Mark S. In: Review of Finance. RePEc:oup:revfin:v:9:y:2005:i:3:p:305-351.. Full description at Econpapers || Download paper | 275 |
6 | 2013 | Politically Connected Boards of Directors and The Allocation of Procurement Contracts. (2013). Goldman, Eitan ; Rocholl, Jorg ; So, Jongil . In: Review of Finance. RePEc:oup:revfin:v:17:y:2013:i:5:p:1617-1648. Full description at Econpapers || Download paper | 258 |
7 | 2020 | Empirical Asset Pricing via Machine Learning. (2020). Kelly, Bryan ; Gu, Shihao ; Xiu, Dacheng. In: Review of Finance. RePEc:oup:revfin:v:33:y:2020:i:5:p:2223-2273.. Full description at Econpapers || Download paper | 247 |
8 | 2010 | Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt. (2010). Hilscher, Jens ; Nosbusch, Yves . In: Review of Finance. RePEc:oup:revfin:v:14:y:2010:i:2:p:235-262. Full description at Econpapers || Download paper | 245 |
9 | 2013 | Risk in Islamic Banking. (2013). TARAZI, Amine ; Molyneux, Philip ; Abedifar, Pejman. In: Review of Finance. RePEc:oup:revfin:v:17:y:2013:i:6:p:2035-2096. Full description at Econpapers || Download paper | 242 |
10 | 2010 | Safe Haven Currencies. (2010). S̮̦derlind, Paul ; Ranaldo, Angelo ; Soderlind, Paul . In: Review of Finance. RePEc:oup:revfin:v:14:y:2010:i:3:p:385-407. Full description at Econpapers || Download paper | 220 |
11 | The Fundamentals of Commodity Futures Returns. (2013). Rouwenhorst, K. ; Hayashi, Fumio ; Gorton, Gary B.. In: Review of Finance. RePEc:oup:revfin:v:17:y:2013:i:1:p:35-105. Full description at Econpapers || Download paper | 206 | |
12 | 2006 | The World of Cross-Listings and Cross-Listings of the World: Challenging Conventional Wisdom. (2006). Karolyi, G.. In: Review of Finance. RePEc:oup:revfin:v:10:y:2006:i:1:p:99-152. Full description at Econpapers || Download paper | 196 |
13 | 2009 | Financial Integration and Firm Performance: Evidence from Foreign Bank Entry in Emerging Markets. (2009). Ongena, Steven ; Giannetti, Mariassunta. In: Review of Finance. RePEc:oup:revfin:v:13:y:2009:i:2:p:181-223. Full description at Econpapers || Download paper | 187 |
14 | 2017 | Where the Risks Lie: A Survey on Systemic Risk. (2017). Colliard, Jean-Edouard ; Hurlin, Christophe ; Perignon, Christophe ; Benoit, Sylvain. In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:1:p:109-152.. Full description at Econpapers || Download paper | 184 |
15 | 2008 | What Caused the Bank Capital Build-up of the 1990s?. (2008). Flannery, Mark ; Rangan, Kasturi P.. In: Review of Finance. RePEc:oup:revfin:v:12:y:2008:i:2:p:391-429. Full description at Econpapers || Download paper | 184 |
16 | 2015 | Monetary Policy, Risk-Taking, and Pricing: Evidence from a Quasi-Natural Experiment. (2015). Peydro, Jose-Luis ; Ongena, Steven ; Ioannidou, Vasso. In: Review of Finance. RePEc:oup:revfin:v:19:y:2015:i:1:p:95-144.. Full description at Econpapers || Download paper | 180 |
17 | 2017 | Bank Exposures and Sovereign Stress Transmission. (2017). Simonelli, Saverio ; Pagano, Marco ; Altavilla, Carlo ; Carlo Altavilla , . In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:6:p:2103-2139.. Full description at Econpapers || Download paper | 180 |
18 | 2017 | What Are the Best Liquidity Proxies for Global Research?. (2017). Trzcinka, Charles ; Holden, Craig W. In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:4:p:1355-1401.. Full description at Econpapers || Download paper | 171 |
19 | Precautionary Hoarding of Liquidity and Interbank Markets: Evidence from the Subprime Crisis. (2013). merrouche, ouarda ; Acharya, Viral V.. In: Review of Finance. RePEc:oup:revfin:v:17:y:2013:i:1:p:107-160. Full description at Econpapers || Download paper | 170 | |
20 | 2009 | Banks, Distances and Firms Financing Constraints. (2009). Zazzaro, Alberto ; Presbitero, Andrea ; Alessandrini, Pietro. In: Review of Finance. RePEc:oup:revfin:v:13:y:2009:i:2:p:261-307. Full description at Econpapers || Download paper | 163 |
21 | 2015 | Financial Network Systemic Risk Contributions. (2015). Schienle, Melanie ; Schaumburg, Julia ; Hautsch, Nikolaus. In: Review of Finance. RePEc:oup:revfin:v:19:y:2015:i:2:p:685-738.. Full description at Econpapers || Download paper | 161 |
22 | 2015 | Exporting Sovereign Stress: Evidence from Syndicated Bank Lending during the Euro Area Sovereign Debt Crisis. (2015). Van Horen, Neeltje ; Popov, Alexander. In: Review of Finance. RePEc:oup:revfin:v:19:y:2015:i:5:p:1825-1866.. Full description at Econpapers || Download paper | 159 |
23 | 1998 | The Role of Learning in Dynamic Portfolio Decisions. (1998). Brennan, M J. In: Review of Finance. RePEc:oup:revfin:v:1:y:1998:i:3:p:295-306.. Full description at Econpapers || Download paper | 151 |
24 | 2017 | Corporate Governance and Blockchains. (2017). Yermack, David. In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:1:p:7-31.. Full description at Econpapers || Download paper | 147 |
25 | 2005 | Awareness and Stock Market Participation. (2005). Jappelli, Tullio ; Guiso, Luigi. In: Review of Finance. RePEc:oup:revfin:v:9:y:2005:i:4:p:537-567.. Full description at Econpapers || Download paper | 145 |
26 | 2000 | Does the Governed Corporation Perform Better? Governance Structures and Corporate Performance in Germany. (2000). Lehmann, Erik ; Weigand, Jurgen . In: Review of Finance. RePEc:oup:revfin:v:4:y:2000:i:2:p:157-195.. Full description at Econpapers || Download paper | 143 |
27 | 2005 | Talk and Action: What Individual Investors Say and What They Do. (2005). Dorn, Daniel ; Huberman, Gur. In: Review of Finance. RePEc:oup:revfin:v:9:y:2005:i:4:p:437-481.. Full description at Econpapers || Download paper | 136 |
28 | 2004 | Liquidity Black Holes. (2004). Shin, Hyun Song ; Morris, Stephen. In: Review of Finance. RePEc:oup:revfin:v:8:y:2004:i:1:p:1-18.. Full description at Econpapers || Download paper | 132 |
29 | 2004 | Measuring Systematic Risk in EMU Government Yield Spreads. (2004). Geyer, Alois ; Pichler, Stefan ; Kossmeier, Stephan . In: Review of Finance. RePEc:oup:revfin:v:8:y:2004:i:2:p:171-197.. Full description at Econpapers || Download paper | 129 |
30 | 2004 | Venture Capital Finance: A Security Design Approach. (2004). Suarez, Javier ; Repullo, Rafael. In: Review of Finance. RePEc:oup:revfin:v:8:y:2004:i:1:p:75-108.. Full description at Econpapers || Download paper | 129 |
31 | 2013 | The Determinants of Mutual Fund Performance: A Cross-Country Study. (2013). Ramos, Sofia ; Ferreira, Miguel ; Keswani, Aneel ; Miguel, Antonio F.. In: Review of Finance. RePEc:oup:revfin:v:17:y:2013:i:2:p:483-525. Full description at Econpapers || Download paper | 117 |
32 | 2008 | Short-Run Pain, Long-Run Gain: Financial Liberalization and Stock Market Cycles. (2008). Schmukler, Sergio ; Kaminsky, Graciela. In: Review of Finance. RePEc:oup:revfin:v:12:y:2008:i:2:p:253-292. Full description at Econpapers || Download paper | 116 |
33 | 2006 | Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle. (2006). Valente, Giorgio ; Sarno, Lucio ; Leon, Hyginus . In: Review of Finance. RePEc:oup:revfin:v:10:y:2006:i:3:p:443-482. Full description at Econpapers || Download paper | 116 |
34 | 2009 | Bank Market Power and SME Financing Constraints. (2009). Udell, Gregory ; RodrÃÆÃÂguez FernÃÆández, Francisco ; Carbo Valverde, Santiago ; Rodriguez-Fernandez, Francisco. In: Review of Finance. RePEc:oup:revfin:v:13:y:2009:i:2:p:309-340. Full description at Econpapers || Download paper | 116 |
35 | 2004 | Deposit Insurance, Moral Hazard and Market Monitoring. (2004). Gropp, Reint ; Vesala, Jukka. In: Review of Finance. RePEc:oup:revfin:v:8:y:2004:i:4:p:571-602.. Full description at Econpapers || Download paper | 116 |
36 | 2009 | Managerial Incentives and Corporate Fraud: The Sources of Incentives Matter. (2009). Johnson, Shane ; Ryan, Harley E. ; Tian, Yisong S.. In: Review of Finance. RePEc:oup:revfin:v:13:y:2009:i:1:p:115-145. Full description at Econpapers || Download paper | 114 |
37 | 2019 | Are US Industries Becoming More Concentrated?. (2019). michaely, roni ; Larkin, Yelena ; Grullon, Gustavo. In: Review of Finance. RePEc:oup:revfin:v:23:y:2019:i:4:p:697-743.. Full description at Econpapers || Download paper | 108 |
38 | 2013 | Do Banks Benefit from Internationalization? Revisiting the Market Power--Risk Nexus. (2013). Koch, Catherine ; Koetter, Michael ; Buch, Claudia. In: Review of Finance. RePEc:oup:revfin:v:17:y:2013:i:4:p:1401-1435. Full description at Econpapers || Download paper | 103 |
39 | 2005 | Financial Distress and Bank Restructuring of Small to Medium Size UK Companies. (2005). Franks, Julian ; Sussman, Oren . In: Review of Finance. RePEc:oup:revfin:v:9:y:2005:i:1:p:65-96.. Full description at Econpapers || Download paper | 102 |
40 | 2011 | Trust, Sociability, and Stock Market Participation. (2011). Pasini, Giacomo ; Georgarakos, Dimitris. In: Review of Finance. RePEc:oup:revfin:v:15:y:2011:i:4:p:693-725. Full description at Econpapers || Download paper | 101 |
41 | 2014 | The Impact of Public Guarantees on Bank Risk-Taking: Evidence from a Natural Experiment. (2014). Gropp, Reint ; Guettler, Andre ; Gruendl, Christian . In: Review of Finance. RePEc:oup:revfin:v:18:y:2014:i:2:p:457-488.. Full description at Econpapers || Download paper | 98 |
42 | 2012 | Default Risk of Advanced Economies: An Empirical Analysis of Credit Default Swaps during the Financial Crisis. (2012). Dieckmann, Stephan ; Plank, Thomas . In: Review of Finance. RePEc:oup:revfin:v:16:y:2012:i:4:p:903-934. Full description at Econpapers || Download paper | 98 |
43 | 2007 | A Dynamic Model of Optimal Capital Structure. (2007). Titman, Sheridan ; Tsyplakov, Sergey . In: Review of Finance. RePEc:oup:revfin:v:11:y:2007:i:3:p:401-451. Full description at Econpapers || Download paper | 96 |
44 | 2009 | An Experimental Test of the Impact of Overconfidence and Gender on Trading Activity. (2009). Luo, Guo Ying ; Luders, Erik ; Deaves, Richard . In: Review of Finance. RePEc:oup:revfin:v:13:y:2009:i:3:p:555-575. Full description at Econpapers || Download paper | 96 |
45 | 2015 | Convective Risk Flows in Commodity Futures Markets. (2015). Kirilenko, Andrei ; Cheng, Ing-Haw ; Xiong, Wei. In: Review of Finance. RePEc:oup:revfin:v:19:y:2015:i:5:p:1733-1781.. Full description at Econpapers || Download paper | 96 |
46 | 2006 | The Financial Accelerator: Evidence from International Housing Markets. (2006). Liu, Crocker ; Campello, Murillo ; Almeida, Heitor . In: Review of Finance. RePEc:oup:revfin:v:10:y:2006:i:3:p:321-352. Full description at Econpapers || Download paper | 95 |
47 | 2002 | Market Discipline in the Governance of U.S. Bank Holding Companies: Monitoring vs. Influencing. (2002). Bliss, Robert R ; Flannery, Mark J. In: Review of Finance. RePEc:oup:revfin:v:6:y:2002:i:3:p:361-396.. Full description at Econpapers || Download paper | 92 |
48 | 2008 | Are Economists More Likely to Hold Stocks?. (2008). Joensen, Juanna ; Christiansen, Charlotte ; Rangvid, Jesper . In: Review of Finance. RePEc:oup:revfin:v:12:y:2008:i:3:p:465-496. Full description at Econpapers || Download paper | 92 |
49 | 2005 | Allocation of Decision-making Authority. (2005). Harris, Milton ; Raviv, Artur . In: Review of Finance. RePEc:oup:revfin:v:9:y:2005:i:3:p:353-383.. Full description at Econpapers || Download paper | 90 |
50 | 2010 | Bankers on the Boards of German Firms: What They Do, What They Are Worth, and Why They Are (Still) There. (2010). Dittmann, Ingolf ; Schneider, Christoph ; Maug, Ernst. In: Review of Finance. RePEc:oup:revfin:v:14:y:2010:i:1:p:35-71. Full description at Econpapers || Download paper | 88 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2020 | Empirical Asset Pricing via Machine Learning. (2020). Kelly, Bryan ; Gu, Shihao ; Xiu, Dacheng. In: Review of Finance. RePEc:oup:revfin:v:33:y:2020:i:5:p:2223-2273.. Full description at Econpapers || Download paper | 223 |
2 | 2017 | Where the Risks Lie: A Survey on Systemic Risk. (2017). Colliard, Jean-Edouard ; Hurlin, Christophe ; Perignon, Christophe ; Benoit, Sylvain. In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:1:p:109-152.. Full description at Econpapers || Download paper | 100 |
3 | 2008 | Equity Portfolio Diversification. (2008). Goetzmann, William ; Kumar, Alok. In: Review of Finance. RePEc:oup:revfin:v:12:y:2008:i:3:p:433-463. Full description at Econpapers || Download paper | 87 |
4 | 2013 | Politically Connected Boards of Directors and The Allocation of Procurement Contracts. (2013). Goldman, Eitan ; Rocholl, Jorg ; So, Jongil . In: Review of Finance. RePEc:oup:revfin:v:17:y:2013:i:5:p:1617-1648. Full description at Econpapers || Download paper | 87 |
5 | 2017 | What Are the Best Liquidity Proxies for Global Research?. (2017). Trzcinka, Charles ; Holden, Craig W. In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:4:p:1355-1401.. Full description at Econpapers || Download paper | 84 |
6 | 2020 | Corporate Governance in China: A Survey*. (2020). Kim, Kenneth A ; Jiang, Fuxiu. In: Review of Finance. RePEc:oup:revfin:v:24:y:2020:i:4:p:733-772.. Full description at Econpapers || Download paper | 84 |
7 | 2017 | Corporate Governance and Blockchains. (2017). Yermack, David. In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:1:p:7-31.. Full description at Econpapers || Download paper | 79 |
8 | 1998 | The Variance Gamma Process and Option Pricing. (1998). Madan, Dilip B ; Chang, Eric C ; Carr, Peter P. In: Review of Finance. RePEc:oup:revfin:v:2:y:1998:i:1:p:79-105.. Full description at Econpapers || Download paper | 75 |
9 | 2019 | Are US Industries Becoming More Concentrated?. (2019). michaely, roni ; Larkin, Yelena ; Grullon, Gustavo. In: Review of Finance. RePEc:oup:revfin:v:23:y:2019:i:4:p:697-743.. Full description at Econpapers || Download paper | 74 |
10 | 2020 | Dissecting Characteristics Nonparametrically. (2020). Weber, Michael ; Freyberger, Joachim ; Karolyieditor, Andrew ; Neuhierl, Andreas. In: Review of Finance. RePEc:oup:revfin:v:33:y:2020:i:5:p:2326-2377.. Full description at Econpapers || Download paper | 70 |
11 | 2013 | Risk in Islamic Banking. (2013). TARAZI, Amine ; Molyneux, Philip ; Abedifar, Pejman. In: Review of Finance. RePEc:oup:revfin:v:17:y:2013:i:6:p:2035-2096. Full description at Econpapers || Download paper | 68 |
12 | 2010 | The Determinants of Bank Capital Structure. (2010). Heider, Florian ; Gropp, Reint. In: Review of Finance. RePEc:oup:revfin:v:14:y:2010:i:4:p:587-622. Full description at Econpapers || Download paper | 62 |
13 | 2017 | CEO Age and Stock Price Crash Risk. (2017). Andreou, Panayiotis C ; Petrou, Andreas P ; Louca, Christodoulos. In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:3:p:1287-1325.. Full description at Econpapers || Download paper | 61 |
14 | 2015 | Financial Network Systemic Risk Contributions. (2015). Schienle, Melanie ; Schaumburg, Julia ; Hautsch, Nikolaus. In: Review of Finance. RePEc:oup:revfin:v:19:y:2015:i:2:p:685-738.. Full description at Econpapers || Download paper | 60 |
15 | 2005 | Do Investor Sophistication and Trading Experience Eliminate Behavioral Biases in Financial Markets?. (2005). Feng, Lei ; Seasholes, Mark S. In: Review of Finance. RePEc:oup:revfin:v:9:y:2005:i:3:p:305-351.. Full description at Econpapers || Download paper | 60 |
16 | 2010 | Safe Haven Currencies. (2010). S̮̦derlind, Paul ; Ranaldo, Angelo ; Soderlind, Paul . In: Review of Finance. RePEc:oup:revfin:v:14:y:2010:i:3:p:385-407. Full description at Econpapers || Download paper | 59 |
17 | 2010 | Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt. (2010). Hilscher, Jens ; Nosbusch, Yves . In: Review of Finance. RePEc:oup:revfin:v:14:y:2010:i:2:p:235-262. Full description at Econpapers || Download paper | 57 |
18 | 2004 | Bankruptcy Prediction with Industry Effects. (2004). Jarrow, Robert ; Chava, Sudheer. In: Review of Finance. RePEc:oup:revfin:v:8:y:2004:i:4:p:537-569.. Full description at Econpapers || Download paper | 54 |
19 | 2017 | Bank Exposures and Sovereign Stress Transmission. (2017). Simonelli, Saverio ; Pagano, Marco ; Altavilla, Carlo ; Carlo Altavilla , . In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:6:p:2103-2139.. Full description at Econpapers || Download paper | 50 |
20 | 2013 | The Fundamentals of Commodity Futures Returns. (2013). Rouwenhorst, K. ; Hayashi, Fumio ; Gorton, Gary B.. In: Review of Finance. RePEc:oup:revfin:v:17:y:2013:i:1:p:35-105. Full description at Econpapers || Download paper | 49 |
21 | 2020 | Short- and Long-Horizon Behavioral Factors. (2020). Hirshleifer, David ; Daniel, Kent ; Sun, Lin. In: Review of Finance. RePEc:oup:revfin:v:33:y:2020:i:4:p:1673-1736.. Full description at Econpapers || Download paper | 49 |
22 | 2015 | Monetary Policy, Risk-Taking, and Pricing: Evidence from a Quasi-Natural Experiment. (2015). Peydro, Jose-Luis ; Ongena, Steven ; Ioannidou, Vasso. In: Review of Finance. RePEc:oup:revfin:v:19:y:2015:i:1:p:95-144.. Full description at Econpapers || Download paper | 49 |
23 | 2022 | Aggregate Confusion: The Divergence of ESG Ratings*. (2022). Rigobon, Roberto ; Kolbel, Julian F ; Berg, Florian. In: Review of Finance. RePEc:oup:revfin:v:26:y:2022:i:6:p:1315-1344.. Full description at Econpapers || Download paper | 46 |
24 | 2015 | Exporting Sovereign Stress: Evidence from Syndicated Bank Lending during the Euro Area Sovereign Debt Crisis. (2015). Van Horen, Neeltje ; Popov, Alexander. In: Review of Finance. RePEc:oup:revfin:v:19:y:2015:i:5:p:1825-1866.. Full description at Econpapers || Download paper | 44 |
25 | 2018 | The Cost of Political Connections. (2018). Kramarz, Francis ; Bertrand, Marianne ; Thesmar, David ; Schoar, Antoinette. In: Review of Finance. RePEc:oup:revfin:v:22:y:2018:i:3:p:849-876.. Full description at Econpapers || Download paper | 44 |
26 | 2013 | The Determinants of Mutual Fund Performance: A Cross-Country Study. (2013). Ramos, Sofia ; Ferreira, Miguel ; Keswani, Aneel ; Miguel, Antonio F.. In: Review of Finance. RePEc:oup:revfin:v:17:y:2013:i:2:p:483-525. Full description at Econpapers || Download paper | 38 |
27 | 2011 | Trust, Sociability, and Stock Market Participation. (2011). Pasini, Giacomo ; Georgarakos, Dimitris. In: Review of Finance. RePEc:oup:revfin:v:15:y:2011:i:4:p:693-725. Full description at Econpapers || Download paper | 33 |
28 | 2015 | Convective Risk Flows in Commodity Futures Markets. (2015). Kirilenko, Andrei ; Cheng, Ing-Haw ; Xiong, Wei. In: Review of Finance. RePEc:oup:revfin:v:19:y:2015:i:5:p:1733-1781.. Full description at Econpapers || Download paper | 33 |
29 | 2021 | An Augmented q-Factor Model with Expected Growth*. (2021). Mo, Haitao ; Hou, Kewei ; Zhang, LU ; Xue, Chen. In: Review of Finance. RePEc:oup:revfin:v:25:y:2021:i:1:p:1-41.. Full description at Econpapers || Download paper | 32 |
30 | 2019 | How Do Banks React to Catastrophic Events? Evidence from Hurricane Katrina. (2019). Noth, Felix ; Lambert, Claudia ; Schuwer, Ulrich. In: Review of Finance. RePEc:oup:revfin:v:23:y:2019:i:1:p:75-116.. Full description at Econpapers || Download paper | 31 |
31 | 2014 | Bank Regulations and Income Inequality: Empirical Evidence. (2014). Kazakis, Pantelis ; HASAN, IFTEKHAR ; Delis, Manthos. In: Review of Finance. RePEc:oup:revfin:v:18:y:2014:i:5:p:1811-1846.. Full description at Econpapers || Download paper | 30 |
32 | 2013 | Precautionary Hoarding of Liquidity and Interbank Markets: Evidence from the Subprime Crisis. (2013). merrouche, ouarda ; Acharya, Viral V.. In: Review of Finance. RePEc:oup:revfin:v:17:y:2013:i:1:p:107-160. Full description at Econpapers || Download paper | 30 |
33 | 2005 | Awareness and Stock Market Participation. (2005). Jappelli, Tullio ; Guiso, Luigi. In: Review of Finance. RePEc:oup:revfin:v:9:y:2005:i:4:p:537-567.. Full description at Econpapers || Download paper | 29 |
34 | 2020 | Some Borrowers Are More Equal than Others: Bank Funding Shocks and Credit Reallocation*. (2020). Mulier, Klaas ; de Jonghe, Olivier ; Schepens, Glenn ; Ongena, Steven ; Dewachter, Hans. In: Review of Finance. RePEc:oup:revfin:v:24:y:2020:i:1:p:1-43.. Full description at Econpapers || Download paper | 28 |
35 | 2020 | One Central Bank to Rule Them All. (2020). Wilson, Mungo ; Savor, Pavel ; Brusa, Francesca . In: Review of Finance. RePEc:oup:revfin:v:24:y:2020:i:2:p:263-304.. Full description at Econpapers || Download paper | 28 |
36 | 2020 | Anomalies and False Rejections. (2020). Goyal, Amit ; Chordia, Tarun ; Karolyieditor, Andrew ; Saretto, Alessio . In: Review of Finance. RePEc:oup:revfin:v:33:y:2020:i:5:p:2134-2179.. Full description at Econpapers || Download paper | 28 |
37 | 2013 | Do Banks Benefit from Internationalization? Revisiting the Market Power--Risk Nexus. (2013). Koch, Catherine ; Koetter, Michael ; Buch, Claudia. In: Review of Finance. RePEc:oup:revfin:v:17:y:2013:i:4:p:1401-1435. Full description at Econpapers || Download paper | 28 |
38 | 2007 | A Dynamic Model of Optimal Capital Structure. (2007). Titman, Sheridan ; Tsyplakov, Sergey . In: Review of Finance. RePEc:oup:revfin:v:11:y:2007:i:3:p:401-451. Full description at Econpapers || Download paper | 27 |
39 | 2020 | A Transaction-Cost Perspective on the Multitude of Firm Characteristics. (2020). Demiguel, Victor ; de Miguel, Victor ; Karolyieditor, Andrew ; Uppal, Raman ; Nogales, Francisco J ; Martn-Utrera, Alberto. In: Review of Finance. RePEc:oup:revfin:v:33:y:2020:i:5:p:2180-2222.. Full description at Econpapers || Download paper | 27 |
40 | 2009 | Managerial Incentives and Corporate Fraud: The Sources of Incentives Matter. (2009). Johnson, Shane ; Ryan, Harley E. ; Tian, Yisong S.. In: Review of Finance. RePEc:oup:revfin:v:13:y:2009:i:1:p:115-145. Full description at Econpapers || Download paper | 27 |
41 | 2015 | Trade Credit, Relationship-specific Investment, and Product Market Power. (2015). nanda, vikram ; Kale, Jayant R ; Dass, Nishant . In: Review of Finance. RePEc:oup:revfin:v:19:y:2015:i:5:p:1867-1923.. Full description at Econpapers || Download paper | 27 |
42 | 2015 | Systemic Risk in Europe. (2015). Jondeau, Eric ; Engle, Robert ; Rockinger, Michael. In: Review of Finance. RePEc:oup:revfin:v:19:y:2015:i:1:p:145-190.. Full description at Econpapers || Download paper | 27 |
43 | 2005 | Talk and Action: What Individual Investors Say and What They Do. (2005). Dorn, Daniel ; Huberman, Gur. In: Review of Finance. RePEc:oup:revfin:v:9:y:2005:i:4:p:437-481.. Full description at Econpapers || Download paper | 27 |
44 | 2008 | What Caused the Bank Capital Build-up of the 1990s?. (2008). Flannery, Mark ; Rangan, Kasturi P.. In: Review of Finance. RePEc:oup:revfin:v:12:y:2008:i:2:p:391-429. Full description at Econpapers || Download paper | 26 |
45 | 2009 | Bank Market Power and SME Financing Constraints. (2009). Udell, Gregory ; RodrÃÆÃÂguez FernÃÆández, Francisco ; Carbo Valverde, Santiago ; Rodriguez-Fernandez, Francisco. In: Review of Finance. RePEc:oup:revfin:v:13:y:2009:i:2:p:309-340. Full description at Econpapers || Download paper | 26 |
46 | 2015 | Stock Market Integration and the Global Financial Crisis. (2015). Lehkonen, Heikki . In: Review of Finance. RePEc:oup:revfin:v:19:y:2015:i:5:p:2039-2094.. Full description at Econpapers || Download paper | 26 |
47 | 2016 | The Role of Proxy Advisory Firms: Evidence from a Regression-Discontinuity Design. (2016). Malenko, Nadya ; Shen, Yao. In: Review of Finance. RePEc:oup:revfin:v:29:y:2016:i:12:p:3394-3427.. Full description at Econpapers || Download paper | 25 |
48 | 2020 | Global Political Uncertainty and Asset Prices. (2020). Brogaard, Jonathan ; Dai, Lili ; Zhang, Bohui. In: Review of Finance. RePEc:oup:revfin:v:33:y:2020:i:4:p:1737-1780.. Full description at Econpapers || Download paper | 25 |
49 | 2013 | Working Capital Management and Shareholders Wealth. (2013). Laplante, Mark ; Kieschnick, Robert ; Moussawi, Rabih. In: Review of Finance. RePEc:oup:revfin:v:17:y:2013:i:5:p:1827-1852. Full description at Econpapers || Download paper | 25 |
50 | 2004 | Deposit Insurance, Moral Hazard and Market Monitoring. (2004). Gropp, Reint ; Vesala, Jukka. In: Review of Finance. RePEc:oup:revfin:v:8:y:2004:i:4:p:571-602.. Full description at Econpapers || Download paper | 24 |
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2022 | Population aging and bank risk-taking. (2022). Doerr, Sebastian ; Ongena, Steven ; Kabas, Gazi. In: MPRA Paper. RePEc:pra:mprapa:112426. Full description at Econpapers || Download paper | |
2022 | Out of sight, out of mind? Global chains, export, and credit allocation in bad times. (2022). Peruzzi, Valentina ; Murro, Pierluigi ; Minetti, Raoul. In: Working Papers. RePEc:ris:msuecw:2022_002. Full description at Econpapers || Download paper | |
2022 | The real effects of credit constraints: Evidence from discouraged borrowers. (2022). Mulier, Klaas ; Ferrando, Annalisa. In: Journal of Corporate Finance. RePEc:eee:corfin:v:73:y:2022:i:c:s0929119922000141. Full description at Econpapers || Download paper | |
2022 | Non-bank lenders in the syndicated loan market. (2022). Zhou, Haonan ; Doerr, Sebastian ; Aldasoro, Iaki. In: BIS Quarterly Review. RePEc:bis:bisqtr:2206c. Full description at Econpapers || Download paper | |
2022 | Bank Sectoral Concentration and Risk: Evidence from a Worldwide Sample of Banks. (2022). Mulier, Klaas ; de Jonghe, Olivier ; Beck, Thorsten. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:54:y:2022:i:6:p:1705-1739. Full description at Econpapers || Download paper | |
2022 | âBy a silken threadâ: Regional banking integration and credit reallocation during Japans lost decade. (2022). Okubo, Toshihiro ; Hoffmann, Mathias. In: Journal of International Economics. RePEc:eee:inecon:v:137:y:2022:i:c:s0022199622000113. Full description at Econpapers || Download paper | |
2022 | Real effects of imperfect bank-firm matching. (2022). Farinha, Luisa ; Kokas, Sotirios ; Sette, Enrico ; Tsoukas, Serafeim. In: Working Papers. RePEc:ptu:wpaper:w202210. Full description at Econpapers || Download paper | |
2022 | The color of corporate loan securitization. (2022). Nguyen, Huyen ; Muller, Isabella. In: IWH Discussion Papers. RePEc:zbw:iwhdps:222022. Full description at Econpapers || Download paper | |
2022 | The determinants of aggregate fluctuations: The role of firm?borrowing channels. (2022). Ghosh Dastidar, Sayantan ; Apergis, Nicholas. In: Manchester School. RePEc:bla:manchs:v:90:y:2022:i:1:p:20-34. Full description at Econpapers || Download paper | |
2022 | Population aging and bank risk-taking. (2022). KabaÅ, Gazi ; Doerr, Sebastian ; Ongena, Steven ; Kabas, Gazi. In: BIS Working Papers. RePEc:bis:biswps:1050. Full description at Econpapers || Download paper | |
2022 | The impact of sovereign tensions on bank lending: identifying the channels at work. (2022). Sabatini, Fabiana. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1397_22. Full description at Econpapers || Download paper | |
2022 | The countercyclical capital buffer and the composition of bank lending. (2022). Auer, Raphael ; Matyunina, Alexandra ; Ongena, Steven. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:52:y:2022:i:c:s1042957322000183. Full description at Econpapers || Download paper | |
2022 | Does marriage equality promote credit access? Evidence from same-sex marriage laws. (2022). Sila, Vathunyoo ; Hagendorff, Jens ; Nguyen, Duc Duy. In: Journal of Corporate Finance. RePEc:eee:corfin:v:77:y:2022:i:c:s0929119922001584. Full description at Econpapers || Download paper | |
2022 | Bank Dependence and Bank Financing in Corporate M&A. (2022). Srinivasan, Anand ; Lu, Ruichang ; Huang, Sheng. In: Management Science. RePEc:inm:ormnsc:v:68:y:2022:i:3:p:2250-2283. Full description at Econpapers || Download paper | |
2022 | Voluntary Support and Ring-Fencing in Cross-border Banks. (2022). Zeng, Jing ; Segura, Anatoli ; Loranth, Gyongyi. In: Working Paper Series. RePEc:ecb:ecbwps:20222688. Full description at Econpapers || Download paper | |
2022 | Voluntary support and ring-fencing in cross-border banks. (2022). Zeng, Jing ; Segura, Anatoli ; Loranth, Gyoengyi. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1373_22. Full description at Econpapers || Download paper | |
2022 | Completing the European Banking Union: Capital cost consequences for credit providers and corporate borrowers. (2022). Sfrappini, Eleonora ; Krause, Thomas ; Koetter, Michael ; Tonzer, Lena. In: European Economic Review. RePEc:eee:eecrev:v:148:y:2022:i:c:s0014292122001337. Full description at Econpapers || Download paper | |
2022 | Political influence and banks: Evidence from mortgage lending. (2022). Zhang, Tim ; Chu, Yongqiang. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:52:y:2022:i:c:s1042957322000353. Full description at Econpapers || Download paper | |
2022 | Land holdings and outward foreign direct investment: Evidence from China. (2022). Zhang, Xiaoyu ; Xue, Chang ; Ni, Bei ; Ding, Haoyuan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:124:y:2022:i:c:s026156062200033x. Full description at Econpapers || Download paper | |
2022 | Tax enforcement and corporate employment: Evidence from a quasi-natural experiment in China. (2022). Zhang, Chengsi ; Liu, Yuan Yuan. In: China Economic Review. RePEc:eee:chieco:v:73:y:2022:i:c:s1043951x22000293. Full description at Econpapers || Download paper | |
2022 | The effect of downstream expansion on upstream employment: Quasi-natural experimental evidence from Chinaâs Accelerated Depreciation Policy. (2022). Ye, Yongwei ; Liu, Guanchun ; He, Feng ; Chen, Xiaoxiong. In: Research in International Business and Finance. RePEc:eee:riibaf:v:63:y:2022:i:c:s0275531922001763. Full description at Econpapers || Download paper | |
2022 | Executivesâ Blaming external factors and market reactions: Evidence from earnings conference calls. (2022). Zhou, Dexin ; Noh, Joonki. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621003095. Full description at Econpapers || Download paper | |
2022 | Detecting the leadâlag effect in stock markets: definition, patterns, and investment strategies. (2022). Liu, Chao ; Sun, Baiqing ; Wang, Tianchen. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00356-3. Full description at Econpapers || Download paper | |
2022 | Investor attention and municipal bond returns. (2022). Nguyen, Giang ; Hund, John ; Cornaggia, Kimberly. In: Journal of Financial Markets. RePEc:eee:finmar:v:60:y:2022:i:c:s1386418122000301. Full description at Econpapers || Download paper | |
2022 | Costly Interpretation of Asset Prices. (2022). Yang, Liyan ; Vives, Xavier ; Mondria, Jordi. In: Management Science. RePEc:inm:ormnsc:v:68:y:2022:i:1:p:52-74. Full description at Econpapers || Download paper | |
2022 | Default risk premium and asset prices. (2022). Fusai, Gianluca ; Corvino, Raffaele. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000390. Full description at Econpapers || Download paper | |
2022 | A systemic change of measure from central clearing. (2022). Kim, Baeho ; Hwang, Injun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:9:p:1738-1754. Full description at Econpapers || Download paper | |
2022 | Efficiency of central clearing under liquidity stress. (2022). Gao, Haotian ; Caccioli, Fabio ; Bardoscia, Marco. In: Bank of England working papers. RePEc:boe:boeewp:1002. Full description at Econpapers || Download paper | |
2022 | Decentralized Payment Clearing using Blockchain and Optimal Bidding. (2021). Feinstein, Zachary ; Bichuch, Maxim ; Amini, Hamed. In: Papers. RePEc:arx:papers:2109.00446. Full description at Econpapers || Download paper | |
2022 | Central clearing and loss allocation rules. (2022). Cucic, Dominic. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pa:s1386418121000434. Full description at Econpapers || Download paper | |
2022 | Guarantee requirements by European central counterparties and international volatility spillovers. (2022). Rubio, Gonzalo ; Gonzalez-Urteaga, Ana. In: Research in International Business and Finance. RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922000174. Full description at Econpapers || Download paper | |
2022 | Central Clearing and Systemic Liquidity Risk. (2020). Paulson, Anna ; Nesmith, Travis ; King, Thomas ; Prono, Todd. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-09. Full description at Econpapers || Download paper | |
2022 | Systemic Risk in Markets with Multiple Central Counterparties. (2022). , Luitgard ; Aldasoro, Inaki. In: BIS Working Papers. RePEc:bis:biswps:1052. Full description at Econpapers || Download paper | |
2022 | Responses of Swiss bond yields and stock prices to ECB policy surprises. (2022). Nitschka, Thomas ; Hager, Diego M. In: Working Papers. RePEc:snb:snbwpa:2022-08. Full description at Econpapers || Download paper | |
2022 | Dissecting the yield curve: The international evidence. (2022). Plazzi, Alberto ; Berardi, Andrea. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002429. Full description at Econpapers || Download paper | |
2022 | The cross section of the monetary policy announcement premium. (2022). Xu, Lai ; Pan, Xuhui Nick ; Han, Leyla Jianyu ; Ai, Hengjie. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:1:p:247-276. Full description at Econpapers || Download paper | |
2022 | Does the Federal Open Market Committee cycle affect credit risk?. (2022). Zhong, Zhaodong ; Wang, Xinjie ; Li, Yubin ; Huang, Difang. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:1:p:143-167. Full description at Econpapers || Download paper | |
2022 | A global monetary policy factor in sovereign bond yields. (2022). Migiakis, Petros ; Malliaropulos, Dimitris. In: Working Papers. RePEc:bog:wpaper:301. Full description at Econpapers || Download paper | |
2022 | Hot off the press: News-implied sovereign default risk. (2022). Zwart, Sanne ; Wolski, Marcin ; Koerner, Kevin ; Dim, Chukwuma. In: EIB Working Papers. RePEc:zbw:eibwps:202206. Full description at Econpapers || Download paper | |
2022 | What moves markets?. (2022). Schmeling, Maik ; Kerssenfischer, Mark. In: Discussion Papers. RePEc:zbw:bubdps:162022. Full description at Econpapers || Download paper | |
2022 | Doubly heterogeneous monetary spillovers. (2022). Shah, Nihar. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:2:p:126-150. Full description at Econpapers || Download paper | |
2022 | Music sentiment and stock returns around the world. (2022). Edmans, Alex ; Indriawan, Ivan ; Garel, Alexandre ; Fernandez-Perez, Adrian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:2:p:234-254. Full description at Econpapers || Download paper | |
2022 | Premium for heightened uncertainty: Explaining pre-announcement market returns. (2022). Zhu, Haoxiang ; Wang, Jiang ; Pan, Jun. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:3:p:909-936. Full description at Econpapers || Download paper | |
2022 | Transmission of central bank communication to emerging economies: Evidence from the Korean stock market. (2022). Ki, Byoung ; Jang, Hyeonung. In: Emerging Markets Review. RePEc:eee:ememar:v:52:y:2022:i:c:s156601412200022x. Full description at Econpapers || Download paper | |
2022 | Global monetary and financial spillovers: Evidence from a new measure of Bundesbank policy shocks. (2022). Hurtgen, Patrick ; Taylor, Alan M ; Cloyne, James S. In: Discussion Papers. RePEc:zbw:bubdps:342022. Full description at Econpapers || Download paper | |
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2022 | Monetary policy and cross-border acquisitions. (2022). Obonyo, Tirimba. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004032. Full description at Econpapers || Download paper | |
2022 | Central bank information effects and transatlantic spillovers. (2022). JarociÅski, Marek ; Jarociski, Marek. In: Journal of International Economics. RePEc:eee:inecon:v:139:y:2022:i:c:s0022199622001155. Full description at Econpapers || Download paper | |
2022 | To What Degree and through Which Channel Do Central Banks Other Than the Federal Reserve Cause Spillovers?. (2022). Cotton, Christopher D. In: Working Papers. RePEc:fip:fedbwp:96112. Full description at Econpapers || Download paper | |
2022 | CEO option incentives and corporate share repurchases. (2022). Zhang, Weiwei ; Cook, Douglas O. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:355-376. Full description at Econpapers || Download paper | |
2022 | The ESG Reporting of EU Public CompaniesâDoes the Companyâs Capitalisation Matter?. (2022). Sajnog, Artur ; Janicka, Magorzata. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:7:p:4279-:d:786810. Full description at Econpapers || Download paper | |
2022 | Duration of executive compensation and maturity structure of corporate debt. (2022). Tang, Tian ; Huang, Minjie ; Fu, Xudong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:73:y:2022:i:c:s0929119922000311. Full description at Econpapers || Download paper | |
2022 | The Long?Term Consequences of Short?Term Incentives. (2022). Edmans, Alex ; Huang, Allen H ; Fang, Vivian W. In: Journal of Accounting Research. RePEc:bla:joares:v:60:y:2022:i:3:p:1007-1046. Full description at Econpapers || Download paper | |
2022 | Executive equity incentives and opportunistic manager behavior: new evidence from a quasi-natural experiment. (2022). Nienhaus, Martin. In: Review of Accounting Studies. RePEc:spr:reaccs:v:27:y:2022:i:4:d:10.1007_s11142-021-09633-5. Full description at Econpapers || Download paper | |
2022 | Trading Away Incentives. (2022). Colonnello, Stefano ; Curatola, Giuliano ; Xia, Shuo. In: Working Papers. RePEc:ven:wpaper:2022:16. Full description at Econpapers || Download paper | |
2022 | Bond funds and credit risk. (2022). Oh, JI ; Dasgupta, Amil ; Choi, Jaewon. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:118856. Full description at Econpapers || Download paper | |
2022 | Prior perceived losses and investment objectives after stock market crisis: a moderated-mediation model of risk tolerance and loss aversion. (2022). Islam, Mohammad Tariqul. In: SN Business & Economics. RePEc:spr:snbeco:v:2:y:2022:i:7:d:10.1007_s43546-022-00259-6. Full description at Econpapers || Download paper | |
2022 | The Credit Channel of Public Procurement. (2022). Gabriel, Ricardo Duque. In: GEE Papers. RePEc:mde:wpaper:0171. Full description at Econpapers || Download paper | |
2022 | How to release capital requirements during a pandemic? Evidence from euro area banks. (2022). Scopelliti, Alessandro ; Dacri, Costanza Rodriguez ; Reghezza, Alessio ; Couaillier, Cyril. In: Working Paper Series. RePEc:ecb:ecbwps:20222720. Full description at Econpapers || Download paper | |
2022 | Macroprudential policies and bank competition: International bank-level evidence. (2022). Gonzalez, Francisco. In: Journal of Financial Stability. RePEc:eee:finsta:v:58:y:2022:i:c:s157230892100125x. Full description at Econpapers || Download paper | |
2022 | Capital requirements, mortgage rates and house prices. (2022). Schildermans, Stef ; Damen, Sven. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:143:y:2022:i:c:s0378426622001923. Full description at Econpapers || Download paper | |
2022 | Countercyclical prudential buffers and bank risk-taking. (2022). Udell, Gregory F ; Pacelli, Joseph ; Norden, Lars ; Illueca, Manuel. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:51:y:2022:i:c:s1042957322000146. Full description at Econpapers || Download paper | |
2022 | Macroprudential policy efficiency in Russia: Assessment for the uncollateralized consumer loans. (2022). Ushakova, Yulia ; Petreneva, Ekaterina ; Penikas, Henry ; Kozlovtceva, Irina. In: Emerging Markets Review. RePEc:eee:ememar:v:52:y:2022:i:c:s1566014122000279. Full description at Econpapers || Download paper | |
2022 | Credit cycles and macroprudential policies in emerging market economies. (2022). Nedeljkovic, Milan ; Kuzman, Tanja ; Lazarevic, Jelisaveta. In: Oeconomia Copernicana. RePEc:pes:ieroec:v:13:y:2022:i:3:p:633-666. Full description at Econpapers || Download paper | |
2022 | Macroprudential regulation and financial inclusion: Any difference between developed and developing countries?. (2022). Kakinaka, Makoto ; Lin, Ching-Yang ; Raksmey, Uch. In: Research in International Business and Finance. RePEc:eee:riibaf:v:63:y:2022:i:c:s0275531922001453. Full description at Econpapers || Download paper | |
2022 | The Anatomy of the Transmission of Macroprudential Policies. (2022). McCann, Fergal ; Eisert, Tim ; Crosignani, Matteo ; Bergant, Katharina ; Acharya, Viral V. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:5:p:2533-2575. Full description at Econpapers || Download paper | |
2022 | Bank complexity, governance, and risk. (2022). Correa, Ricardo ; Goldberg, Linda S. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426620302740. Full description at Econpapers || Download paper | |
2022 | The Importance of Technology in Banking during a Crisis. (2022). Timmer, Yannick ; Pierri, Nicola. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2022-20. Full description at Econpapers || Download paper | |
2022 | The importance of technology in banking during a crisis. (2022). Timmer, Yannick ; Pierri, Nicola. In: Journal of Monetary Economics. RePEc:eee:moneco:v:128:y:2022:i:c:p:88-104. Full description at Econpapers || Download paper | |
2022 | The Fairness of Credit Scoring Models. (2022). Saurin, S'Ebastien ; Hurlin, Christophe. In: Papers. RePEc:arx:papers:2205.10200. Full description at Econpapers || Download paper | |
2022 | Unconventional monetary policy, funding expectations, and firm decisions. (2022). Popov, Alexander ; Udell, Gregory F ; Ferrando, Annalisa. In: European Economic Review. RePEc:eee:eecrev:v:149:y:2022:i:c:s001429212200157x. Full description at Econpapers || Download paper | |
2022 | Cryptocurrencies and Decentralised Finance. (2022). , Antoinetteschoar ; Makarov, Igor. In: BIS Working Papers. RePEc:bis:biswps:1061. Full description at Econpapers || Download paper | |
2022 | Global equity fund performance adjusted for equity and currency factors. (2022). Warren, Geoffrey J ; Schmidt, Camille H ; Harman, Graham ; Gallagher, David R. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1535-1565. Full description at Econpapers || Download paper | |
2022 | On the performance of cryptocurrency funds. (2022). Babiak, Mykola ; Bianchi, Daniele. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s037842662200067x. Full description at Econpapers || Download paper | |
2022 | Opening price manipulation and its value influences. (2022). Liu, Jia ; Yuan, Lin ; Wu, Chonglin. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002149. Full description at Econpapers || Download paper | |
2022 | Transgenerational Succession and R&D Investment: A Myopic Loss Aversion Perspective. (2022). Li, Xin Chun ; Bruton, Garry D ; Wang, Shuang. In: Entrepreneurship Theory and Practice. RePEc:sae:entthe:v:46:y:2022:i:1:p:193-222. Full description at Econpapers || Download paper | |
2022 | Firms innovation strategy under the shadow of corporate social responsibility disclosure: Evidence from China. (2022). Mbanyele, William. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:43:y:2022:i:2:p:339-355. Full description at Econpapers || Download paper | |
2022 | Corporate governance of controlling shareholders and labor employment decisions: Evidence from a parent board reform in China. (2022). Gao, Hao ; Yu, Minggui ; Pan, Jianping ; Fan, Rui. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999321003424. Full description at Econpapers || Download paper | |
2022 | Hierarchical political power and the value of cash holdings. (2022). Talavera, Oleksandr ; Zhang, Mao ; Yin, Shuxing ; Liu, Jia. In: Discussion Papers. RePEc:bir:birmec:22-03. Full description at Econpapers || Download paper | |
2022 | Political motives of excess leverage in state-owned firms. (2022). Talavera, Oleksandr ; Zhang, Mao ; Yin, Shuxing. In: Discussion Papers. RePEc:bir:birmec:22-04. Full description at Econpapers || Download paper | |
2022 | Effect of the Absence of Unethical Controlling Shareholders on Firm Value and the Moderating Role of Corporate Governance: Evidence from South Korea. (2022). Lee, Su-Yol. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:6:p:3607-:d:774642. Full description at Econpapers || Download paper | |
2022 | Theoretical Evidence for Green Innovation Driven by Multiple Major Shareholders: Empirical Evidence from Chinese Listed Companies. (2022). Yu, Ruichao ; Liang, Shi ; Wang, Wei ; Su, Yumin. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:8:p:4736-:d:794446. Full description at Econpapers || Download paper | |
2022 | Do social media constrain or promote company violations?. (2022). Feng, XU ; Mei, Xiaofeng ; Yu, LI ; Li, Jie. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:1:p:31-70. Full description at Econpapers || Download paper | |
2022 | Continuous cash dividends, ownership structure and firm value: Evidence from Chinese A-share market. (2022). Hu, Changsheng ; Huang, Yuncheng ; Liu, Chong ; Qi, Qin. In: PLOS ONE. RePEc:plo:pone00:0265177. Full description at Econpapers || Download paper | |
2022 | Social trust and dividend payouts: Evidence from China. (2022). Shan, Yaowen ; Lu, Meiting ; Jiao, Yan ; Liang, Quanxi ; Qin, Wei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:72:y:2022:i:c:s0927538x2200021x. Full description at Econpapers || Download paper | |
2022 | Directorsâ and officersâ liability insurance: Evidence from independent directorsâ voting. (2022). Zhu, Jigao ; Yang, Tina ; Li, Tianshi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426622000255. Full description at Econpapers || Download paper | |
2022 | Non-family shareholder governance and corporate risk-taking: Evidence from Chinese family-controlled businesses. (2022). Li, Zhuo ; Ma, Lianfu ; Du, Shanzhong. In: Journal of Business Research. RePEc:eee:jbrese:v:145:y:2022:i:c:p:156-170. Full description at Econpapers || Download paper | |
2022 | Analyst coverage and corporate social responsibility decoupling: Evidence from China. (2022). Zhang, YI. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:29:y:2022:i:3:p:620-634. Full description at Econpapers || Download paper | |
2022 | Press freedom and operational losses: The monitoring role of the media. (2022). Keresztúri, Judit Lilla ; Berlinger, Edina ; Tamasne, Zsuzsanna Vneki ; Lubloy, agnes ; Kereszturi, Judit Lilla. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443121002006. Full description at Econpapers || Download paper | |
2022 | Can a not-for-profit minority institutional shareholder impede stock price crash risk: Evidence from China. (2022). Tang, Ziling ; Gu, Qiankun ; Jin, Shuchang ; Hu, YI. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612322002148. Full description at Econpapers || Download paper | |
2022 | Local corruption and dividend policy: Evidence from China. (2022). Fan, Cunbin ; Chen, Yizi ; Dong, Bin. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000277. Full description at Econpapers || Download paper | |
2022 | Does gender promote ethical and risk-averse behavior among CEOs? An illustration through related-party transactions. (2022). Gull, Ammar Ali ; Boubaker, Sabri ; Su, Kun ; Farooq, Muhammad Umar. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000538. Full description at Econpapers || Download paper | |
2022 | Controlling shareholder pledging and corporate ESG behavior. (2022). Xiao, Lifu ; Wang, Xiaohuan ; Luo, Yan ; Huang, Wei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:61:y:2022:i:c:s0275531922000435. Full description at Econpapers || Download paper | |
2022 | The winners curse in high-tech enterprise certification: Evidence from stock price crash risk. (2022). Yu, Chia-Feng ; Bai, Min ; Li, Shihe ; Lien, Donald. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001387. Full description at Econpapers || Download paper | |
2022 | The monitoring role of venture capital on controllers tunneling: Evidence from China. (2022). Lin, Nan ; Liu, Chengyi ; Chen, Sicen ; Pan, Jianping ; Zhang, Pengdong. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001545. Full description at Econpapers || Download paper | |
2022 | Beyond the blockchain announcement: Signaling credibility and market reaction. (2022). Chen, Ka-Hin ; Lai, Tze Leung ; Liu, Qingfu ; Wang, Chuanjie. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001703. Full description at Econpapers || Download paper | |
2022 | Greenwashing and credit spread: Evidence from the Chinese green bond market. (2022). Xu, Guoquan ; Lu, Nuotian ; Tong, Yan. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322001830. Full description at Econpapers || Download paper | |
2022 | Industrial policy and asset prices: Evidence from the Made in China 2025 policy. (2022). Xia, Junjie ; Megginson, William L ; Liu, Xia. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:142:y:2022:i:c:s0378426622001509. Full description at Econpapers || Download paper | |
2022 | Machine learning in the Chinese stock market. (2022). Zhou, Wenyu ; Wang, Qian ; Leippold, Markus. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:2:p:64-82. Full description at Econpapers || Download paper | |
2022 | Transportation infrastructure and bond issuance credit spread: Evidence from the Chinese high-speed rail construction. (2022). Wu, Youyi ; Lv, Dayong ; Ruan, Qingsong ; Wei, Xiaokun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:82:y:2022:i:c:p:30-47. Full description at Econpapers || Download paper | |
2022 | The value of CSR during the COVID-19 crisis: Evidence from Chinese firms. (2022). Xiang, Cheng ; Zhang, Zongyi ; Yi, Yuyang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:74:y:2022:i:c:s0927538x22000907. Full description at Econpapers || Download paper | |
2022 | Do multiple large shareholders matter in financial firms? Evidence from China. (2022). Zhang, Hao ; Ren, Yan ; Bian, Wenlong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:74:y:2022:i:c:s0927538x22001007. Full description at Econpapers || Download paper | |
2022 | Controlling shareholderâs ownership, control rights and related-party transactions â analysis of regulatory effects based on board characteristics. (2022). Wang, Huimin ; Wei, Xuerui ; Chen, Donghua. In: International Entrepreneurship and Management Journal. RePEc:spr:intemj:v:18:y:2022:i:4:d:10.1007_s11365-022-00801-w. Full description at Econpapers || Download paper | |
2022 | Can multiple blockholders restrain corporate financialization?. (2022). Cai, Xinni ; Shen, Yanyan ; Jiang, Fuxiu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:75:y:2022:i:c:s0927538x22001226. Full description at Econpapers || Download paper | |
2022 | Short selling and corporate diversification in emerging markets: Insights from controlling shareholder tunneling. (2022). Jiang, Jiaoliang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:75:y:2022:i:c:s0927538x22001342. Full description at Econpapers || Download paper | |
2022 | Should managers be incentivized with stock or options? Evidence from China. (2022). Xiang, George ; Lin, Yuen ; Jia, Jianjun ; Chen, Fang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:75:y:2022:i:c:s0927538x22001378. Full description at Econpapers || Download paper | |
2022 | Do geographically nearby major customers mitigate suppliersâ stock price crash risk?. (2022). Yuan, Rongli ; Zhang, Xueyan ; Cao, Feng. In: The British Accounting Review. RePEc:eee:bracre:v:54:y:2022:i:6:s0890838922000476. Full description at Econpapers || Download paper | |
2022 | Non-state shareholders entering of state-owned enterprises and equity mispricing: Evidence from China. (2022). Yin, Xingqiang ; Yang, Xingquan ; Li, Wencong. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s105752192200312x. Full description at Econpapers || Download paper | |
2022 | Foreign ownership and stock liquidity uncertainty. (2022). faff, robert ; Zhang, Hao ; Li, Yong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:81:y:2022:i:c:s1042443122001457. Full description at Econpapers || Download paper | |
2022 | Credit Stimulus, Executive Ownership, and Firm Leverage. (2022). Gete, Pedro ; Dahiya, Sandeep ; Chakraborti, Rajdeep. In: Management Science. RePEc:inm:ormnsc:v:68:y:2022:i:10:p:7682-7700. Full description at Econpapers || Download paper | |
2022 | Mandatory dividend policy and perk consumption: Evidence from state-owned business groups in China. (2022). Shu, Haicheng ; Liu, Lihua. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000270. Full description at Econpapers || Download paper | |
2022 | Do internal capital markets in business groups mitigate firms financial constraints?. (2022). Matta, Rafael ; Kirch, Guilherme ; Kabbach-De, Luiz Ricardo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:143:y:2022:i:c:s0378426622001698. Full description at Econpapers || Download paper | |
2022 | The international propagation of economic downturns through multinational companies: The real economy channel. (2022). Erel, Isil ; Dinc, Serdar ; Bena, Jan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:1:p:277-304. Full description at Econpapers || Download paper | |
2022 | Pandemic lending: micro and macro effects of model-based regulation. (2022). Marques-Ibaez, David ; Maddaloni, Angela ; Fusi, Giulia ; Fiordelisi, Franco. In: Working Paper Series. RePEc:ecb:ecbwps:20222760. Full description at Econpapers || Download paper | |
2022 | Pandemic lending: Micro and macro effects of model-based regulation. (2022). Ibaez, David Marques ; Maddaloni, Angela ; Fusi, Giulia ; Fiordelisi, Franco. In: SAFE Working Paper Series. RePEc:zbw:safewp:374. Full description at Econpapers || Download paper | |
2022 | Semibeta asset pricing in the Korean stock market. (2022). Chu, Pyung Kun. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004433. Full description at Econpapers || Download paper | |
2022 | Financial structure and bank relationships of Italian multinational firms. (2022). Bronzini, Raffaello ; Revelli, Davide ; Dignazio, Alessio. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:66:y:2022:i:c:s1042444x22000330. Full description at Econpapers || Download paper | |
2022 | The life of the counterparty: Shock propagation in hedge fund-prime broker credit networks. (2022). Watugala, Sumudu W ; Monin, Phillip J ; Kruttli, Mathias S. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:3:p:965-988. Full description at Econpapers || Download paper | |
2022 | Bank bond holdings and bail-in regulatory changes: evidence from euro area security registers. (2022). Altavilla, Carlo ; Scopelliti, Alessandro ; Ongena, Steven ; Fernandes, Cecilia Melo. In: Working Paper Series. RePEc:ecb:ecbwps:20222758. Full description at Econpapers || Download paper | |
2022 | Credit line pricing under heterogeneous risk beliefs. (2022). Martzoukos, Spiros H ; Koussis, Nicos . In: International Journal of Production Economics. RePEc:eee:proeco:v:243:y:2022:i:c:s0925527321003212. Full description at Econpapers || Download paper | |
2022 | May the force be with you: Investor power and company valuations. (2022). Hellmann, Thomas ; Thiele, Veikko. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119922000062. Full description at Econpapers || Download paper | |
2022 | Intersectoral and spatial spill-overs of firmsâ bankruptcy in Spain. (2022). Detotto, Claudio ; Vannini, Marco ; Juan, Pablo ; Serra, Laura. In: Letters in Spatial and Resource Sciences. RePEc:spr:lsprsc:v:15:y:2022:i:2:d:10.1007_s12076-021-00296-z. Full description at Econpapers || Download paper | |
2022 | Capturing the straw in the wind: do short sellers trade on customer information?. (2022). Zhang, XU ; Wang, Wenming ; Haw, In-Mu. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:58:y:2022:i:4:d:10.1007_s11156-021-01027-7. Full description at Econpapers || Download paper | |
2022 | Stock dividend and analyst optimistic bias in earnings forecast. (2022). Wu, Liansheng ; Wang, Hong ; Li, Wei ; Huang, Lixin . In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:643-659. Full description at Econpapers || Download paper | |
2022 | Does short?selling affect mutual fund shareholdings? Evidence from China. (2022). Wan, Die ; Liu, Xufeng. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1887-1923. Full description at Econpapers || Download paper | |
2022 | Short sale bans may improve market quality during crises: New evidence from the 2020 Covid. (2022). Zhou, Nan ; Lu, Zhikun ; Fohlin, Caroline. In: SAFE Working Paper Series. RePEc:zbw:safewp:365. Full description at Econpapers || Download paper | |
2022 | Currency Factors. (2022). Bekaert, Geert ; Aloosh, Arash. In: Management Science. RePEc:inm:ormnsc:v:68:y:2022:i:6:p:4042-4064. Full description at Econpapers || Download paper | |
2022 | Intergenerational Transfers in the New Dutch Pension Contract. (2022). Stalborch, Stephan ; Mehlkopf, Roel J ; Bilsen, Servaas. In: De Economist. RePEc:kap:decono:v:170:y:2022:i:1:d:10.1007_s10645-022-09399-4. Full description at Econpapers || Download paper | |
2022 | Understanding idiosyncratic momentum in the Chinese stock market. (2022). Lin, QI. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s104244312100175x. Full description at Econpapers || Download paper | |
2022 | Infinite Markov pooling of predictive distributions. (2022). Maheu, John ; Yang, Qiao ; Jin, Xin. In: Journal of Econometrics. RePEc:eee:econom:v:228:y:2022:i:2:p:302-321. Full description at Econpapers || Download paper | |
2022 | Media sentiment and cross-sectional stock returns in the Chinese stock market. (2022). , Wenze ; He, Feng ; Hao, Jing ; Du, Hanyu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531921002117. Full description at Econpapers || Download paper | |
2022 | Further evidence on financial information and economic activity forecasts in the United States. (2022). Li, Bin ; Shi, QI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000079. Full description at Econpapers || Download paper | |
2022 | Are Equity Option Returns Abnormal? IPCA Says No. (2022). Saretto, Alessio ; Goyal, Amit. In: Working Papers. RePEc:fip:feddwp:94684. Full description at Econpapers || Download paper | |
2022 | Factor volatility spillover and its implications on factor premia. (2022). Shi, Huai-Long ; Zhou, Wei-Xing. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001068. Full description at Econpapers || Download paper | |
2022 | Profitability, asset investment, and aggregate stock returns. (2022). Xu, Jin Karen ; Chue, Timothy K. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:143:y:2022:i:c:s0378426622001935. Full description at Econpapers || Download paper | |
2022 | Multivariate crash risk. (2022). Weigert, Florian ; Huggenberger, Markus ; Chabi-Yo, Fousseni. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:1:p:129-153. Full description at Econpapers || Download paper | |
2022 | The cross-section of investment and profitability: Implications for asset pricing. (2022). ben Zhang, Miao ; Yang, Louis ; Kilic, Mete. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:3:p:706-724. Full description at Econpapers || Download paper | |
2022 | Economic evaluation of asset pricing models under predictability. (2022). Hansen, Erwin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:68:y:2022:i:c:p:50-66. Full description at Econpapers || Download paper | |
2022 | Climate change news sensitivity and mutual fund performance. (2022). Ho, Thang. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002824. Full description at Econpapers || Download paper | |
2022 | Testing Factor Models in the Cross-Section. (2022). Prokopczuk, Marcel ; Hollstein, Fabian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:145:y:2022:i:c:s0378426622002060. Full description at Econpapers || Download paper | |
2022 | Dissecting green returns. (2022). Taylor, Lucian A ; Stambaugh, Robert F ; Pastor, Ubo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:2:p:403-424. Full description at Econpapers || Download paper | |
2022 | The world of anomalies: Smaller than we think?. (2022). Hollstein, Fabian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:129:y:2022:i:c:s0261560622001449. Full description at Econpapers || Download paper | |
2022 | Macroeconomics matter: Leading economic indicators and the cross-section of global stock returns. (2022). Bouri, Elie ; Zhou, Wenyu ; Zaremba, Adam ; Long, Huaigang. In: Journal of Financial Markets. RePEc:eee:finmar:v:61:y:2022:i:c:s1386418122000295. Full description at Econpapers || Download paper | |
2022 | Product market competition with CDS. (2022). Tang, Dragon Yongjun ; Li, Jay Y. In: Journal of Corporate Finance. RePEc:eee:corfin:v:73:y:2022:i:c:s0929119922000281. Full description at Econpapers || Download paper | |
2022 | Credit default swaps and corporate performance smoothing. (2022). Chen, Chao-Jung ; Chang, Yuanchen ; Robert, ; Wu, Wei-Shao. In: Journal of Corporate Finance. RePEc:eee:corfin:v:75:y:2022:i:c:s0929119922000815. Full description at Econpapers || Download paper | |
2022 | Hedge Effectiveness of the Credit Default Swap Indices: a Spectral Decomposition and Network Topology Analysis. (2022). Sinka, Peter ; Zeitsch, Peter J. In: Computational Economics. RePEc:kap:compec:v:60:y:2022:i:4:d:10.1007_s10614-021-10185-8. Full description at Econpapers || Download paper | |
2022 | Hedge Fund Performance: A Quantitative Survey. (2022). Novak, Jiri ; Irsova, Zuzana ; Havranek, Tomas ; Yang, Fan. In: EconStor Preprints. RePEc:zbw:esprep:260612. Full description at Econpapers || Download paper | |
2022 | How Central Bank Mandates Influence Content and Tone of Communication Over Time. (2022). Bohl, Martin T ; Siklos, Pierre L ; Kanelis, Dimitrios. In: CQE Working Papers. RePEc:cqe:wpaper:9622. Full description at Econpapers || Download paper | |
2022 | Individual investors dispersion in beliefs and stock returns. (2022). Lu, Lei ; Li, Xindan ; Ma, Junjun ; Xiong, Xiong ; Wu, Weixing. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:3:p:929-953. Full description at Econpapers || Download paper | |
2022 | Stock market entry timing and retail investors disposition effect. (2022). Liu, Jiubiao ; Hao, Jing ; Wang, Ziqiao ; Zhang, Xiaotao. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001661. Full description at Econpapers || Download paper | |
2022 | Skill, Scale, and Value Creation in the Mutual Fund Industry. (2022). Scaillet, Olivier ; Gagliardini, Patrick ; Barras, Laurent. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:601-638. Full description at Econpapers || Download paper | |
2022 | You cant always get what you want (where you want it): Cross-border effects of the US money market fund reform. (2022). Paludkiewicz, Karol ; Greppmair, Stefan ; Fricke, Daniel. In: Discussion Papers. RePEc:zbw:bubdps:032022. Full description at Econpapers || Download paper | |
2022 | Price sensitivity of the consumer-investor: Evidence from energy prices and mutual fund fees. (2022). Gupta-Mukherjee, Swasti ; Mi, Hae. In: Global Finance Journal. RePEc:eee:glofin:v:51:y:2022:i:c:s1044028321000934. Full description at Econpapers || Download paper | |
2022 | Reallocation of Mutual Fund Managers and Capital Raising Ability. (2022). Xu, Yue. In: CREATES Research Papers. RePEc:aah:create:2022-11. Full description at Econpapers || Download paper | |
2022 | Paying for beta: Leverage demand and asset management fees. (2022). Tai, Mingzhu ; Sokolinski, Stanislav ; Hitzemann, Steffen. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:1:p:105-128. Full description at Econpapers || Download paper | |
2022 | Actual rate of the management fee in mutual funds of different styles. (2022). Szymczyk, Ukasz ; Perez, Katarzyna. In: Equilibrium. Quarterly Journal of Economics and Economic Policy. RePEc:pes:ierequ:v:17:y:2022:i:4:p:969-1014. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | Gender political inclusion and inclusive finance in Africa. (2022). Tchamyou, Vanessa S ; Asongu, Simplice A ; Nchofoung, Tii N. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/063. Full description at Econpapers || Download paper | |
2022 | Gender political inclusion and inclusive finance in Africa. (2022). Tchamyou, Vanessa S ; Asongu, Simplice A ; Nchofoung, Tii N. In: Working Papers. RePEc:exs:wpaper:22/063. Full description at Econpapers || Download paper | |
2022 | Reaching out to the unbanked: The role of political ideology in financial inclusion. (2022). SHAZIA, FARHAN ; Shahriar, Abu Zafar ; de Jong, Abe. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:126:y:2022:i:c:s026156062200081x. Full description at Econpapers || Download paper | |
2022 | Short-term reversals, returns to liquidity provision and the costs of immediacy*. (2022). Suominen, Matti ; Rinne, Kalle ; Ignashkina, Anna. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426622000309. Full description at Econpapers || Download paper | |
2022 | The value of intermediation in the stock market. (2022). Franzoni, Francesco ; Egan, Mark ; di Maggio, Marco ; Dimaggio, Marco . In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:2:p:208-233. Full description at Econpapers || Download paper | |
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2022 | The Anti-Corruption Campaign and the Inter-Generational Transmission of Working in Bureaucracy: Evidence from China. (2022). Ge, Erqi ; Chen, Shuai. In: GLO Discussion Paper Series. RePEc:zbw:glodps:1159. Full description at Econpapers || Download paper | |
2022 | Anti-corruption and CEO compensation: Evidence from a natural experiment in China. (2022). Wang, Xin ; Zhu, Ling ; Kong, Dongmin. In: Economic Modelling. RePEc:eee:ecmode:v:106:y:2022:i:c:s0264999321002868. Full description at Econpapers || Download paper | |
2022 | Implications of public corruption for local firms: Evidence from corporate debt maturity. (2022). Hassan, M. Kabir ; Kozlowski, Steven E ; Karim, Md Sydul. In: Journal of Financial Stability. RePEc:eee:finsta:v:58:y:2022:i:c:s1572308922000043. Full description at Econpapers || Download paper | |
2022 | Revealing corruption: Firm and worker level evidence from Brazil. (2022). Prem, Mounu ; Tsoutsoura, Margarita ; Ponticelli, Jacopo ; Lagaras, Spyridon ; Colonnelli, Emanuele. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:3:p:1097-1119. Full description at Econpapers || Download paper | |
2022 | The Anti-Corruption Campaign and the Inter-Generational Transmission of Working in Bureaucracy: Evidence from China. (2022). Ge, Erqi ; Chen, Shuai. In: IZA Discussion Papers. RePEc:iza:izadps:dp15569. Full description at Econpapers || Download paper | |
2022 | Local government consumption and firm performance: Evidence from the TPCs in China. (2022). Xie, Xiaoyi ; Yang, Shubo ; Yu, Jinliang ; Qi, YU. In: Journal of Asian Economics. RePEc:eee:asieco:v:80:y:2022:i:c:s1049007822000367. Full description at Econpapers || Download paper | |
2022 | Anti-corruption and poverty alleviation: Evidence from China. (2022). Xu, Gang ; Li, Xun ; Han, Linsong. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:203:y:2022:i:c:p:150-172. Full description at Econpapers || Download paper | |
2022 | Purifying political ecology: How anti-corruption campaign affects capital structure decisions?. (2022). Liu, Jiming ; Wu, Kai. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:75:y:2022:i:c:s0927538x22001408. Full description at Econpapers || Download paper | |
2022 | Is the Chinese Anticorruption Campaign Authentic? Evidence from Corporate Investigations. (2022). Shu, Tao ; Liu, Clark ; Griffin, John M. In: Management Science. RePEc:inm:ormnsc:v:68:y:2022:i:10:p:7248-7273. Full description at Econpapers || Download paper | |
2022 | Stabilizing the Financial Markets through Informed Trading. (2022). Wang, Gaowang ; Huang, Shao'An ; Guo, QI. In: MPRA Paper. RePEc:pra:mprapa:115470. Full description at Econpapers || Download paper | |
2022 | The announcement effects of a change in the Bank of Japanâs ETF purchase program: An event study. (2022). Shino, Junnosuke ; Takahashi, Koji ; Katagiri, Mitsuru. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004329. Full description at Econpapers || Download paper | |
2022 | The unintended consequence of financial statement comparability: evidence from managerial learning practices. (2022). Xie, Zhimin ; Shen, Jianghua. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:3:p:3073-3106. Full description at Econpapers || Download paper | |
2022 | Too much to learn? The (un)intended consequences of RegTech development on mergers and acquisitions. (2022). Ni, Xiaoran ; Li, Dongxu ; Gu, Ming. In: Journal of Corporate Finance. RePEc:eee:corfin:v:76:y:2022:i:c:s0929119922001195. Full description at Econpapers || Download paper | |
2022 | Time-varying risk aversion and currency excess returns. (2022). Demirer, Riza ; Yuksel, Aydin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001768. Full description at Econpapers || Download paper | |
2022 | Understanding the pricing of currency risk in global equity markets. (2022). Wu, Ying ; Karolyi, Andrew G. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:63:y:2022:i:c:s1042444x21000505. Full description at Econpapers || Download paper | |
2022 | On the exercise of American quanto options. (2022). Sbuelz, Alessandro ; de Donno, Marzia ; Battauz, Anna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000870. Full description at Econpapers || Download paper | |
2022 | Stock Market Spillovers via the Global Production Network: Transmission of U.S. Monetary Policy. (2022). di Giovanni, Julian ; Hale, Galina. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:6:p:3373-3421. Full description at Econpapers || Download paper | |
2022 | Strategic underleveraging and acquisitions. (2022). Loflund, Anders ; Felixson, Karl ; Blomkvist, Magnus ; Vyas, Hitesh. In: Journal of Corporate Finance. RePEc:eee:corfin:v:76:y:2022:i:c:s0929119922001262. Full description at Econpapers || Download paper | |
2022 | Equity issues, creditor control and market timing patterns: Evidence from leverage decreasing recapitalizations. (2022). Rapushi, Loreta ; Kisser, Michael. In: Journal of Empirical Finance. RePEc:eee:empfin:v:67:y:2022:i:c:p:196-216. Full description at Econpapers || Download paper | |
2022 | Profitability and Financial Leverage: Evidence from a Quasi-Natural Experiment. (2022). Sertsios, Giorgo ; Heath, Davidson. In: Management Science. RePEc:inm:ormnsc:v:68:y:2022:i:11:p:8386-8410. Full description at Econpapers || Download paper | |
2022 | The impact of ETF index inclusion on stock prices. (2022). Duffy, John ; Rud, Olga ; Rabanal, Jean Paul ; Friedman, Dan. In: UiS Working Papers in Economics and Finance. RePEc:hhs:stavef:2022_002. Full description at Econpapers || Download paper | |
2022 | ETFs, arbitrage activity, and stock market efficiency: Evidence from Chinese CSI 300 ETFs. (2022). Pu, Wenyan ; Xu, Liao. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:1-9. Full description at Econpapers || Download paper | |
2022 | Herding in different states and terms: evidence from the cryptocurrency market. (2022). Mahmood, Syed Riaz. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:4:d:10.1057_s41260-022-00265-1. Full description at Econpapers || Download paper | |
2022 | Response of ETF flows and long-run returns to investor sentiment. (2022). Kadiyala, Padma. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:36:y:2022:i:4:d:10.1007_s11408-022-00410-1. Full description at Econpapers || Download paper | |
2022 | Optimal timing of policy interventions in troubled banks. (2022). Pothier, David ; Mayer, Paul ; Konig, Philipp Johann. In: Discussion Papers. RePEc:zbw:bubdps:102022. Full description at Econpapers || Download paper | |
2022 | Contagious Bank Runs and Committed Liquidity Support. (2022). Ma, Kebin ; Li, Zhao. In: Management Science. RePEc:inm:ormnsc:v:68:y:2022:i:12:p:9152-9174. Full description at Econpapers || Download paper | |
2022 | Influence of public policies on the diffusion of wind and solar PV sources in Brazil and the possible effects of COVID-19. (2022). Consoni, Flavia L ; Silva, Suellen Caroline ; Rodrigues, Ana Carolina ; Costa, Evaldo. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:162:y:2022:i:c:s1364032122003550. Full description at Econpapers || Download paper | |
2022 | Are We Becoming Greener? Life-time Experiences and Responsible Investment. (2022). Bianchi, Milo ; Liu, Zhengkai ; Wang, Gang. In: TSE Working Papers. RePEc:tse:wpaper:126861. Full description at Econpapers || Download paper | |
2022 | Bubble-crash experience and investment styles of mutual fund managers. (2022). Zhu, Yanjian ; Yao, Zhongwei ; Luo, Deming. In: Journal of Corporate Finance. RePEc:eee:corfin:v:76:y:2022:i:c:s0929119922001055. Full description at Econpapers || Download paper | |
2022 | Bank capital structure and regulation: Overcoming and embracing adverse selection. (2022). Koufopoulos, Kostas ; Biswas, Sonny. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:3:p:973-992. Full description at Econpapers || Download paper | |
2022 | Price revelation from insider trading: Evidence from hacked earnings news. (2022). Martineau, Charles ; Gregoire, Vincent ; Akey, Pat. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:3:p:1162-1184. Full description at Econpapers || Download paper | |
2022 | Stress tests and capital requirement disclosures: do they impact banksâ lending and risk-taking decisions?. (2022). Marques, Aurea Ponte ; Ongena, Steven ; Konietschke, Paul. In: Working Paper Series. RePEc:ecb:ecbwps:20222679. Full description at Econpapers || Download paper | |
2022 | Income Inequality and Job Creation. (2022). Drechsel, Thomas ; Doerr, Sebastian ; Lee, Dong Gyu. In: Staff Reports. RePEc:fip:fednsr:94406. Full description at Econpapers || Download paper | |
2022 | Expectations and term premia in EFSF bond yields. (2022). Vangelista, Elisabetta ; Ricci, Lorenzo ; Carriero, Andrea. In: Working Papers. RePEc:stm:wpaper:54. Full description at Econpapers || Download paper | |
2022 | Monetary policy & anchored expectations: an endogenous gain learning model. (2022). Gáti, Laura. In: Working Paper Series. RePEc:ecb:ecbwps:20222685. Full description at Econpapers || Download paper | |
2022 | Secondary Market Transparency and Corporate Bond Issuing Costs. (2022). Martin, Spencer J ; Comerton-Forde, Carole ; Brugler, James. In: Review of Finance. RePEc:oup:revfin:v:26:y:2022:i:1:p:43-77.. Full description at Econpapers || Download paper | |
2022 | Outliers and Momentum in the Corporate Bond Market. (2022). Galvani, Valentina ; Li, Lifang. In: Working Papers. RePEc:ris:albaec:2022_003. Full description at Econpapers || Download paper | |
2022 | Time?to?completion for mergers and acquisitions in the food and agribusiness industry. (2022). Mukhopadhyay, Ramyani ; Adelaja, Adesoji O. In: Agribusiness. RePEc:wly:agribz:v:38:y:2022:i:3:p:579-607. Full description at Econpapers || Download paper | |
2022 | Do intangibles matter for corporate policies? Evidence from organization capital and corporate payout choices. (2022). Uddin, Mohammad Riaz ; Hasan, Mostafa Monzur. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:135:y:2022:i:c:s0378426621003460. Full description at Econpapers || Download paper | |
2022 | The roles of XBRL and processed XBRL in 10?K readability. (2022). Tam, Kinsun ; Siqueira, Wei Z ; Chang, Seokjoo ; Cahan, Steven F. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:1-2:p:33-68. Full description at Econpapers || Download paper | |
2022 | Testing Disagreement Models. (2022). Ljungqvist, Alexander ; Chang, Yen-Cheng ; Hsiao, Peijie ; Tseng, Kevin. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:4:p:2239-2285. Full description at Econpapers || Download paper | |
2022 | News as sources of jumps in stock returns: Evidence from 21 million news articles for 9000 companies. (2022). McCurdy, Thomas ; Zhao, Xiaofei ; Jeon, Yoontae. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:2:p:1-17. Full description at Econpapers || Download paper | |
2022 | The democratization of investment research and the informativeness of retail investor trading. (2022). Markov, Stanimir ; Jame, Russell ; Green, Clifton T ; Farrell, Michael. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:2:p:616-641. Full description at Econpapers || Download paper | |
2022 | Does time-space compression affect analyst forecast performance?. (2022). Yang, MO ; Xiong, Xiong ; Jiang, Lin ; Guo, Wenqi ; Chen, Kejing. In: Research in International Business and Finance. RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922001076. Full description at Econpapers || Download paper | |
2022 | The impact of internet penetration on venture capital investments: Evidence from a quasi-natural experiment. (2022). Yang, Shijie ; Li, Donghui. In: Journal of Corporate Finance. RePEc:eee:corfin:v:76:y:2022:i:c:s0929119922001249. Full description at Econpapers || Download paper | |
2022 | Minority shareholder activism and corporate social responsibility. (2022). Lou, Chunjie ; Yin, Bichao ; Xu, Shen. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002826. Full description at Econpapers || Download paper | |
2022 | Information disclosure and the feedback effect in capital markets. (2022). Terovitis, Spyros. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:49:y:2022:i:c:s1042957320300516. Full description at Econpapers || Download paper | |
2022 | Insiders stock pledging disclosures and credit ratings: Evidence from India. (2022). Singh, Harminder. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:75:y:2022:i:c:s0927538x2200124x. Full description at Econpapers || Download paper | |
2022 | Getting bank governance right. (2022). Martino, Edoardo. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:23:y:2022:i:3:d:10.1057_s41261-021-00163-3. Full description at Econpapers || Download paper | |
2022 | Foreign investments during financial crises: Institutional investorsâ informational skills create value when familiarity does not. (2022). Jimenez-Garces, Sonia ; Tanos, Barbara Abou. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000683. Full description at Econpapers || Download paper | |
2022 | Robust pricing under strategic trading. (2022). Shen, Rui ; Qiu, Yawen ; Ke, Shaowei ; Gong, Aibo. In: Journal of Economic Theory. RePEc:eee:jetheo:v:199:y:2022:i:c:s0022053121000181. Full description at Econpapers || Download paper | |
2022 | Government intervention through informed trading in financial markets. (2022). Wang, Xiaodan ; Qiu, Zhigang ; Huang, Shaoan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:141:y:2022:i:c:s0165188922000835. Full description at Econpapers || Download paper | |
2022 | Comments on âGovernment intervention through informed trading in financial marketsâ by Shaoâan Huang, Zhigang Qiu, Gaowang Wang and Xiaodan Wang. (2022). Kang, Junqing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:141:y:2022:i:c:s0165188922000847. Full description at Econpapers || Download paper | |
2022 | Broker colocation and the execution costs of customer and proprietary orders. (2022). Westheide, Christian ; Scharnowski, Stefan ; Sagade, Satchit. In: SAFE Working Paper Series. RePEc:zbw:safewp:366. Full description at Econpapers || Download paper | |
2022 | Algorithmic trading and investment-to-price sensitivity. (2022). Rzayev, Khaladdin ; Huseynov, Fariz ; Aliyev, Nihad. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:118844. Full description at Econpapers || Download paper | |
2022 | Validity, tightness, and forecasting power of risk premium bounds. (2022). Kazempour, Seyed Mohammad ; Crotty, Kevin ; Back, Kerry. In: Journal of Financial Economics. RePEc:eee:jfinec:v:144:y:2022:i:3:p:732-760. Full description at Econpapers || Download paper | |
2022 | Recovering the FOMC risk premium. (2022). Zhou, Guofu ; Tang, Xiaoxiao ; Liu, Hong. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:1:p:45-68. Full description at Econpapers || Download paper | |
2022 | Do I Really Want to Hear The News? Public Information Arrival and Investor Beliefs. (2022). Izhakian, Yehuda ; Cookson, Anthony J ; Ben-Rephael, Azi. In: SocArXiv. RePEc:osf:socarx:ud7yw. Full description at Econpapers || Download paper | |
2022 | Ambiguity and the Tradeoff Theory of Capital Structure. (2022). Zender, Jaime F ; Yermack, David ; Izhakian, Yehuda. In: Management Science. RePEc:inm:ormnsc:v:68:y:2022:i:6:p:4090-4111. Full description at Econpapers || Download paper | |
2022 | Concept links and return momentum. (2022). Tu, Jun ; Chen, Zilin ; Liang, Dawei ; Du, Qianqian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002806. Full description at Econpapers || Download paper | |
2022 | Investor attention, information acquisition, and value premium: A mispricing perspective. (2022). Oriani, Raffaele ; Ahmad, Fawad. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921002921. Full description at Econpapers || Download paper | |
2022 | How is the change in left-tail risk priced in China?. (2022). Zhu, Yifeng ; Wang, Hui ; Sun, Kaisi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:71:y:2022:i:c:s0927538x21002109. Full description at Econpapers || Download paper | |
2022 | Asset pricing and nominal price illusion in China. (2022). Yang, Liu. In: Palgrave Communications. RePEc:pal:palcom:v:9:y:2022:i:1:d:10.1057_s41599-022-01133-4. Full description at Econpapers || Download paper | |
2022 | The profitability effect: Insight from a dynamic perspective. (2022). Yang, Zhichen ; Yin, Libo. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000345. Full description at Econpapers || Download paper | |
2022 | Far away from home: Investorsâ underreaction to geographically dispersed information. (2022). Tu, Jun ; Liang, Dawei ; Chu, Liya ; Chen, Zilin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:136:y:2022:i:c:s0165188922000306. Full description at Econpapers || Download paper | |
2022 | Investor attention factors and stock returns: Evidence from China. (2022). Gözgör, Giray ; Yan, Cheng ; Gozgor, Giray ; Fang, Jianchun ; Wu, Keke ; Dong, Dayong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443121002031. Full description at Econpapers || Download paper | |
2022 | Financing anomaly, mispricing and cross-sectional return predictability. (2022). Ma, Yao ; Ye, Tao ; Yang, Baochen. In: International Review of Economics & Finance. RePEc:eee:reveco:v:79:y:2022:i:c:p:579-598. Full description at Econpapers || Download paper | |
2022 | Asymmetric positive feedback trading and stock pricing in China. (2022). Wan, Die ; Liu, Xufeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000183. Full description at Econpapers || Download paper | |
2022 | Are conditional illiquidity risks priced in China? A cross-sectional test. (2022). Yin, Libo ; Lyu, Tongtong ; Su, Zhi. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000497. Full description at Econpapers || Download paper | |
2022 | Ease-of-processing heuristics and asset prices: Evidence from the exchange-traded repo market in China. (2022). Zhou, Mingshan ; McConnell, John J ; Liu, Baixiao ; Jiang, Zhiqian ; Fang, Xuyun. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pb:s1386418121000380. Full description at Econpapers || Download paper | |
2022 | Predictive information in corporate bond yields. (2022). Lin, Hai ; Zhou, Guofu ; Wu, Chunchi ; Guo, XU. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pb:s1386418121000616. Full description at Econpapers || Download paper | |
2022 | Stock return asymmetry in China. (2022). Zhu, Yifeng ; Wu, KE ; Chen, Dongxu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x2200052x. Full description at Econpapers || Download paper | |
2022 | Evaluating asset pricing models: A revised factor model for China. (2022). Rao, Xiao ; Li, Zhiyong. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002425. Full description at Econpapers || Download paper | |
2022 | Salience theory and the cross-section of stock returns: International and further evidence. (2022). Zaremba, Adam ; Cakici, Nusret. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:2:p:689-725. Full description at Econpapers || Download paper | |
2022 | Sentiment and uncertainty. (2022). Young, Trevor ; Birru, Justin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:3:p:1148-1169. Full description at Econpapers || Download paper | |
2022 | The alphas of beta and idiosyncratic volatility. (2022). Zhang, Andrew ; Yao, Tong ; Poon, Percy. In: Journal of Financial Markets. RePEc:eee:finmar:v:61:y:2022:i:c:s1386418122000131. Full description at Econpapers || Download paper | |
2022 | Postfundamentals Price Drift in Capital Markets: A Regression Regularization Perspective. (2022). Subrahmanyam, Avanidhar ; Kaplanski, Guy ; Avramov, Doron. In: Management Science. RePEc:inm:ormnsc:v:68:y:2022:i:10:p:7658-7681. Full description at Econpapers || Download paper | |
2022 | Economic policy uncertainty and analyst behaviours: Evidence from the United Kingdom. (2022). Liu, Jia ; Chen, BO ; Han, Peiwen ; Zhu, Zhaobo. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921002325. Full description at Econpapers || Download paper | |
2022 | Economic policy uncertainty and analyst behaviours: Evidence from the United Kingdom. (2022). Chen, BO ; Han, Peiwen ; Zhu, Zhaobo ; Liu, Jia. In: Post-Print. RePEc:hal:journl:hal-03628930. Full description at Econpapers || Download paper | |
2022 | The diversification benefits and policy risks of accessing Chinaâs stock market. (2022). Zhang, Chang ; Wang, Sarah Qian ; Tang, Dragon Yongjun ; Shan, Chenyu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:66:y:2022:i:c:p:155-175. Full description at Econpapers || Download paper | |
2022 | Legislative gridlock and stock return dispersion around roll-call votes. (2022). Cheng, Mengyao. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426622000036. Full description at Econpapers || Download paper | |
2022 | Disruption and stock markets: Evidence from Hong Kong. (2022). Bhambhwani, Siddharth M. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000771. Full description at Econpapers || Download paper | |
2022 | The effects of economic uncertainty, geopolitical risk and pandemic upheaval on gold prices. (2022). Chiang, Thomas C. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420721005535. Full description at Econpapers || Download paper | |
2022 | How do climate risk and clean energy spillovers, and uncertainty affect U.S. stock markets?. (2022). Viviani, Jean-Laurent ; Mefteh-Wali, Salma ; Khalfaoui, Rabeh ; Lucey, Brian M ; Abedin, Mohammad Zoynul ; ben Jabeur, Sami. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:185:y:2022:i:c:s0040162522006047. Full description at Econpapers || Download paper | |
2022 | Firm-level political risk and corporate leverage decisions. (2022). Boateng, Agyenim ; Adu-Ameyaw, Emmanuel ; Danso, Albert ; Gyimah, Daniel. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003040. Full description at Econpapers || Download paper | |
2022 | Research on stock volatility risk and investor sentiment contagion from the perspective of multi-layer dynamic network. (2022). Zhang, Wei ; Xiong, Xiong ; Liu, Jian-Min ; Gong, Xiao-Li. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s105752192200309x. Full description at Econpapers || Download paper | |
2022 | Markets price politicians: Evidence from Chinaâs municipal bond markets. (2022). Zhou, Yue ; Yao, Yang ; Wang, HE. In: Journal of Economics and Business. RePEc:eee:jebusi:v:122:y:2022:i:c:s014861952200039x. Full description at Econpapers || Download paper | |
2022 | Macro disagreement and international stock markets. (2022). Zhang, QI ; Qi, Zhen ; Li, Shi ; Huang, Wenli. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:81:y:2022:i:c:s1042443122001317. Full description at Econpapers || Download paper | |
2022 | International political uncertainty and climate risk in the stock market. (2022). Lin, Meimei ; Huang, Qiping ; Fu, Chengbo ; Gong, XU. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:81:y:2022:i:c:s104244312200155x. Full description at Econpapers || Download paper | |
2022 | Company visits and mutual fund performance: new evidence on managerial skills. (2022). Wang, Wenjun ; Li, Yanan. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:6:d:10.1057_s41260-022-00273-1. Full description at Econpapers || Download paper | |
2022 | Do shareholder views affect corporate political activities?. (2022). Lin, Ming-Tsung. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922002642. Full description at Econpapers || Download paper | |
2022 | Internal capital markets and predictability in complex ownership firms. (2022). Tu, Jun ; Sarkissian, Sergei ; Gonzalez, Angelica ; Chang, Ran . In: Journal of Corporate Finance. RePEc:eee:corfin:v:74:y:2022:i:c:s0929119922000621. Full description at Econpapers || Download paper | |
2022 | Trademark and IPO underpricing. (2022). Yuan, Tao ; Yang, Bin. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:1:p:271-296. Full description at Econpapers || Download paper | |
2022 | Staggered boards and product innovations: Evidence from Massachusetts State Bill HB 5640. (2022). HSU, Po-Hsuan ; Wang, Yanzhi ; Chen, I-Ju ; I-Ju Chen, . In: Research Policy. RePEc:eee:respol:v:51:y:2022:i:4:s0048733322000038. Full description at Econpapers || Download paper | |
2022 | How IPO firms product innovation strategy affects the likelihood of post-IPO acquisitions?. (2022). Zhao, Yunfei ; Zhang, Aoran ; Kooli, Maher. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119922000025. Full description at Econpapers || Download paper | |
2022 | Brand equity and corporate debt structure. (2022). Zhang, Yilei ; Villatoro, Natalia ; Mauer, David C. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:7-8:p:1077-1112. Full description at Econpapers || Download paper | |
2022 | Supply chain technology spillover, customer concentration, and product invention. (2022). HSU, Po-Hsuan ; Lee, Hsiaohui ; Hui, Haiping ; Tseng, Kevin. In: Journal of Economics & Management Strategy. RePEc:bla:jemstr:v:31:y:2022:i:2:p:393-417. Full description at Econpapers || Download paper | |
2022 | A Hashtag Is Worth a Thousand Words: An Empirical Investigation of Social Media Strategies in Trademarking Hashtags. (2022). Kumar, Subodha ; Qiu, Liangfei. In: Information Systems Research. RePEc:inm:orisre:v:33:y:2022:i:4:p:1403-1427. Full description at Econpapers || Download paper | |
2022 | Valuation of New Trademarks. (2022). Tseng, Kevin ; Teoh, Siew Hong ; Li, Qin ; Hsu, Po-Hsuan. In: Management Science. RePEc:inm:ormnsc:v:68:y:2022:i:1:p:257-279. Full description at Econpapers || Download paper | |
2022 | Asset Pricing Tests, Endogeneity issues and Fama-French factors. (2022). Allen, David. In: MPRA Paper. RePEc:pra:mprapa:113610. Full description at Econpapers || Download paper | |
2022 | A factor approach to the performance of ESG leaders and laggards. (2022). Fain, Mate ; Naffa, Helena. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001549. Full description at Econpapers || Download paper | |
2022 | Characteristics-driven returns in equilibrium. (2022). Coqueret, Guillaume. In: Papers. RePEc:arx:papers:2203.07865. Full description at Econpapers || Download paper | |
2022 | An accounting-based asset pricing model and a fundamental factor. (2022). Zhu, Julie ; Penman, Stephen. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:73:y:2022:i:2:s0165410121000914. Full description at Econpapers || Download paper | |
2022 | Multifactor Market Indexes. (2022). Kolari, James W ; Liu, Wei. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:4:p:155-:d:782906. Full description at Econpapers || Download paper | |
2022 | Further Tests of the ZCAPM Asset Pricing Model. (2022). Liu, Wei ; Huang, Jianhua Z ; Kolari, James W ; Liao, Huiling. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:3:p:137-:d:771364. Full description at Econpapers || Download paper | |
2022 | The competitions of time-varying and constant loadings in asset pricing models: empirical evidence and agent-based simulations. (2022). Chen, Shu-Heng ; Lin, Kun-Ben ; Huang, Jing-Bo. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:17:y:2022:i:2:d:10.1007_s11403-021-00337-2. Full description at Econpapers || Download paper | |
2022 | Chasing the ESG factor. (2022). Tarelli, Andrea ; Lioui, Abraham. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:139:y:2022:i:c:s0378426622000929. Full description at Econpapers || Download paper | |
2022 | International tests of the ZCAPM asset pricing model. (2022). Liao, Huiling ; Butt, Hilal Anwar ; Huang, Jianhua Z ; Kolari, James W. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000853. Full description at Econpapers || Download paper | |
2022 | Have risk premia vanished?. (2022). Timmermann, Allan ; Smith, Simon C. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:2:p:553-576. Full description at Econpapers || Download paper | |
2022 | Factor Investing with a Deep Multi-Factor Model. (2022). Lin, Dahua ; Dai, BO ; Wei, Zikai. In: Papers. RePEc:arx:papers:2210.12462. Full description at Econpapers || Download paper | |
2022 | Momentum and the Cross-section of Stock Volatility. (2022). Liu, Jiadong ; Kearney, Fearghal ; Fan, Minyou. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002287. Full description at Econpapers || Download paper | |
2022 | Time-variation, multiple testing, and the factor zoo. (2022). Smith, Simon C. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003441. Full description at Econpapers || Download paper | |
2022 | Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility. (2022). Guillen, Montserrat ; Vidal-Llana, Xenxo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s106294082200170x. Full description at Econpapers || Download paper | |
2022 | The level, slope, and curve factor model for stocks. (2022). Clarke, Charles. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:1:p:159-187. Full description at Econpapers || Download paper | |
2022 | Information asymmetry and the profitability of technical analysis. (2022). Lai, Hung-Neng ; Hung, Chiayu. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002983. Full description at Econpapers || Download paper | |
2022 | Reusing Natural Experiments. (2022). Werner, Ingrid M ; Samadi, Mehrdad ; Ringgenberg, Matthew ; Heath, Davidson. In: International Finance Discussion Papers. RePEc:fip:fedgif:1339. Full description at Econpapers || Download paper | |
2022 | Empirical analysis of the illiquidity premia of German real estate securities. (2022). Walther, Thomas ; Kuster-Simic, Andre ; Paul, Thomas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:36:y:2022:i:2:d:10.1007_s11408-021-00398-0. Full description at Econpapers || Download paper | |
2022 | Most claimed statistical findings in cross-sectional return predictability are likely true. (2022). Chen, Andrew Y. In: Papers. RePEc:arx:papers:2206.15365. Full description at Econpapers || Download paper | |
2022 | Luck versus Skill in the Cross Section of Mutual Fund Returns: Reexamining the Evidence. (2022). Liu, Yan ; Harvey, Campbell R. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:3:p:1921-1966. Full description at Econpapers || Download paper | |
2022 | Methodological Variation in Empirical Corporate Finance. (2022). Mitton, Todd. In: Review of Financial Studies. RePEc:oup:rfinst:v:35:y:2022:i:2:p:527-575.. Full description at Econpapers || Download paper | |
2022 | New evidence on Bayesian tests of global factor pricing models. (2022). , Keith ; Wang, Yan ; Qiao, Zhuo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:68:y:2022:i:c:p:160-172. Full description at Econpapers || Download paper | |
2022 | A toolkit for exploiting contemporaneous stock correlations. (2022). Sun, Chuanping ; Hiraki, Kazuhiro. In: Journal of Empirical Finance. RePEc:eee:empfin:v:65:y:2022:i:c:p:99-124. Full description at Econpapers || Download paper | |
2022 | Factor investing: A Bayesian hierarchical approach. (2022). He, Jingyu ; Feng, Guanhao. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:1:p:183-200. Full description at Econpapers || Download paper | |
2022 | Betting against analyst target price. (2022). Kim, Sun Yung ; Kang, Jangkoo ; Han, Chulwoo. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pb:s1386418121000562. Full description at Econpapers || Download paper | |
2022 | Markowitz meets technical analysis: Building optimal portfolios by exploiting information in trend-following signals. (2022). Torrent, Hudson S. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322002963. Full description at Econpapers || Download paper | |
2022 | Bimodal Characteristic Returns and Predictability Enhancement via Machine Learning. (2022). Han, Chulwoo. In: Management Science. RePEc:inm:ormnsc:v:68:y:2022:i:10:p:7701-7741. Full description at Econpapers || Download paper | |
2022 | Hedging with an Edge: Parametric Currency Overlay. (2022). Menichetti, Marco J ; Reichenecker, Jurij-Andrei ; Barroso, Pedro. In: Management Science. RePEc:inm:ormnsc:v:68:y:2022:i:1:p:669-689. Full description at Econpapers || Download paper | |
2022 | Bridging factor and sparse models. (2021). Medeiros, Marcelo C ; Masini, Ricardo ; Fan, Jianqing. In: Papers. RePEc:arx:papers:2102.11341. Full description at Econpapers || Download paper | |
2022 | A Flexible Predictive Density Combination for Large Financial Data Sets in Regular and Crisis Periods. (2022). van Dijk, Herman K ; Ravazzolo, Francesco ; Grassi, Stefano ; Casarin, Roberto. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20220053. Full description at Econpapers || Download paper | |
2022 | The Efficient Market Hypothesis for Bitcoin in the context of neural networks. (2022). Osterrieder, Joerg ; Kraehenbuehl, Mike. In: Papers. RePEc:arx:papers:2208.07254. Full description at Econpapers || Download paper | |
2022 | Artificial intelligence and systemic risk. (2021). Uthemann, Andreas ; MacRae, Robert ; Danielsson, Jon. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:111601. Full description at Econpapers || Download paper | |
2022 | Optimal and robust combination of forecasts via constrained optimization and shrinkage. (2022). Vrins, Frederic ; Gambetti, Paolo ; Roccazzella, Francesco. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:97-116. Full description at Econpapers || Download paper | |
2022 | Opening the black box â Quantile neural networks for loss given default prediction. (2022). Rosch, Daniel ; Nagl, Maximilian ; Kellner, Ralf. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002855. Full description at Econpapers || Download paper | |
2022 | Intertemporal defaulted bond recoveries prediction via machine learning. (2022). Fabozzi, Frank J ; Baumann, Friedrich ; Nazemi, Abdolreza. In: European Journal of Operational Research. RePEc:eee:ejores:v:297:y:2022:i:3:p:1162-1177. Full description at Econpapers || Download paper | |
2022 | A Survey of Quantum Computing for Finance. (2022). Liu, Xiao Yuan ; Googin, Cody ; Herman, Dylan ; Alexeev, Yuri ; Pistoia, Marco ; Sun, Yue ; Safro, Ilya ; Galda, Alexey. In: Papers. RePEc:arx:papers:2201.02773. Full description at Econpapers || Download paper | |
2022 | Anomalies and the Expected Market Return. (2022). Rapach, David E ; Li, Yan ; Dong, XI ; Zhou, Guofu. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:639-681. Full description at Econpapers || Download paper | |
2022 | Graph-based multi-factor asset pricing model. (2022). Lee, Jaewook ; Son, Bumho. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001136. Full description at Econpapers || Download paper | |
2022 | Riding the FinTech innovation wave: FinTech, patents and bank performance. (2022). Lee, Chi-Chuan ; Chen, Shi ; Yu, Chin-Hsien ; Li, Xinghao ; Zhao, Jinsong. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002035. Full description at Econpapers || Download paper | |
2022 | Characteristic-sorted portfolios and macroeconomic risksâAn orthogonal decomposition. (2022). Conlon, Thomas ; Bessler, Wolfgang ; Adcock, Christopher . In: Journal of Empirical Finance. RePEc:eee:empfin:v:65:y:2022:i:c:p:24-50. Full description at Econpapers || Download paper | |
2022 | Modelling systemic risk using neural network quantile regression. (2022). Keilbar, Georg ; Wang, Weining. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:1:d:10.1007_s00181-021-02035-1. Full description at Econpapers || Download paper | |
2022 | Real estate price estimation in French cities using geocoding and machine learning. (2022). Nyawa, Serge ; Tchuente, Dieudonne. In: Annals of Operations Research. RePEc:spr:annopr:v:308:y:2022:i:1:d:10.1007_s10479-021-03932-5. Full description at Econpapers || Download paper | |
2022 | Learning Probability Distributions in Macroeconomics and Finance. (2022). Hanus, Lubos ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2204.06848. Full description at Econpapers || Download paper | |
2022 | Time?varying neural network for stock return prediction. (2022). , Richard ; Azizi, Lamiae ; Steven, . In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:29:y:2022:i:1:p:3-18. Full description at Econpapers || Download paper | |
2022 | New Online Investor Sentiment and Asset Returns. (2022). Chen, Pixiong ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202216. Full description at Econpapers || Download paper | |
2022 | Quantifying the Role of Interest Rates, the Dollar and Covid in Oil Prices. (2022). Kohlscheen, Emanuel. In: Papers. RePEc:arx:papers:2208.14254. Full description at Econpapers || Download paper | |
2022 | Efficient Market Hypothesis Test with Stock Tweets and Natural Language Processing Models. (2022). Nagahara, Hajime ; Nakashima, Yuta ; Chu, Chenhui ; Mao, Bolin. In: KIER Working Papers. RePEc:kyo:wpaper:1082. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | The Impact of Macroeconomic Sustainability on Exchange Rate: Hybrid Machine-Learning Approach. (2022). Türsoy, Turgut ; Ozdeer, Huseyin ; Eren, Huseyin Lker. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:9:p:5357-:d:805227. Full description at Econpapers || Download paper | |
2022 | On the use of random forest for two-sample testing. (2022). Naf, Jeffrey ; Michel, Loris ; Hediger, Simon. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:170:y:2022:i:c:s0167947322000159. Full description at Econpapers || Download paper | |
2022 | Estimation of growth in fund models. (2022). Ruf, Johannes ; Koo, Hyeng Keun ; Kardaras, Constantinos. In: Papers. RePEc:arx:papers:2208.02573. Full description at Econpapers || Download paper | |
2022 | A penalized two-pass regression to predict stock returns with time-varying risk premia. (2022). Scaillet, Olivier ; Guerrier, St'Ephane ; Bakalli, Gaetan. In: Papers. RePEc:arx:papers:2208.00972. Full description at Econpapers || Download paper | |
2022 | Deep Learning Statistical Arbitrage. (2021). Pelger, Markus ; Guijarro-Ordonez, Jorge ; Zanotti, Greg. In: Papers. RePEc:arx:papers:2106.04028. Full description at Econpapers || Download paper | |
2022 | A Review on Machine Learning for Asset Management. (2022). Baixauli-Soler, Juan Samuel ; Garcia-Garcia, Alberto ; Mirete-Ferrer, Pedro M ; Prats, Maria A. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:4:p:84-:d:793303. Full description at Econpapers || Download paper | |
2022 | Model-Free Reinforcement Learning for Asset Allocation. (2022). Mbaka, Timothy ; Kamashazi, Peruth ; Ajiboye, Eniola ; Oshingbesan, Adebayo. In: Papers. RePEc:arx:papers:2209.10458. Full description at Econpapers || Download paper | |
2022 | Regulatory technology (Reg-Tech) in financial stability supervision: Taxonomy, key methods, applications and future directions. (2022). Ergu, Daji ; Qian, Qian ; Li, Tie ; Chen, Jia ; Ran, Qin ; Chao, Xiangrui. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000035. Full description at Econpapers || Download paper | |
2022 | On modeling IPO failure risk. (2022). Hasan, Iftekhar ; Fu, Mengchuan ; Colak, Gonul. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000360. Full description at Econpapers || Download paper | |
2022 | A Neural Network Approach to the Environmental Kuznets Curve. (2022). Bennedsen, Mikkel ; Jensen, Sebastian ; Hillebrand, Eric. In: CREATES Research Papers. RePEc:aah:create:2022-09. Full description at Econpapers || Download paper | |
2022 | A picture is worth a thousand words: Measuring investor sentiment by combining machine learning and photos from news. (2022). Pukthuanthong, Kuntara ; Obaid, Khaled. In: Journal of Financial Economics. RePEc:eee:jfinec:v:144:y:2022:i:1:p:273-297. Full description at Econpapers || Download paper | |
2022 | False Safe Haven Assets: Evidence From the Target Volatility Strategy Based on Recurrent Neural Network. (2022). BÄdowska-Sójka, Barbara ; Perez, Katarzyna ; Grobelny, Przemysaw ; Bdowska-Sojka, Barbara ; Kaczmarek, Tomasz. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531921002312. Full description at Econpapers || Download paper | |
2022 | Using Machine Learning Approach to Evaluate the Excessive Financialization Risks of Trading Enterprises. (2022). Wu, Zhennan. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:4:d:10.1007_s10614-020-10090-6. Full description at Econpapers || Download paper | |
2022 | ESG score prediction through random forest algorithm. (2022). Levantesi, Susanna ; Decclesia, Rita ; Damato, Valeria. In: Computational Management Science. RePEc:spr:comgts:v:19:y:2022:i:2:d:10.1007_s10287-021-00419-3. Full description at Econpapers || Download paper | |
2022 | Uncertainty index and stock volatility prediction: evidence from international markets. (2022). Xu, Weijun ; Zhang, Weiguo ; Gong, Xue ; Li, Zhe. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00361-6. Full description at Econpapers || Download paper | |
2022 | Stock market prediction with deep learning: The case of China. (2022). Wang, Chuanjie ; Tse, Yiuman ; Tao, Zhenyi ; Liu, Qingfu. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321002762. Full description at Econpapers || Download paper | |
2022 | Cryptocurrency network factors and gold. (2022). Sakemoto, Ryuta ; Nakagawa, Kei. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321003779. Full description at Econpapers || Download paper | |
2022 | Do AI-powered mutual funds perform better?. (2022). Ren, Jinjuan ; Chen, Rui. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005547. Full description at Econpapers || Download paper | |
2022 | Detecting market pattern changes: A machine learning approach. (2022). Kakinaka, Makoto ; Lin, Ching-Yang ; Mustafa, Andy Ali. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005572. Full description at Econpapers || Download paper | |
2022 | Smart money in Chinas A-share market: Evidence from big data. (2022). Zhang, Yifan ; Teka, Hanen ; Liu, Zhenya ; Chen, Zhenhua. In: Research in International Business and Finance. RePEc:eee:riibaf:v:61:y:2022:i:c:s0275531922000514. Full description at Econpapers || Download paper | |
2022 | Examining the sources of excess return predictability: Stochastic volatility or market inefficiency?. (2022). Lansing, Kevin ; Ma, Jun ; Leroy, Stephen F. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:197:y:2022:i:c:p:50-72. Full description at Econpapers || Download paper | |
2022 | Measuring the model risk-adjusted performance of machine learning algorithms in credit default prediction. (2022). Carbo, Jose Manuel ; Robisco, Andres Alonso. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00366-1. Full description at Econpapers || Download paper | |
2022 | Modeling dynamic volatility under uncertain environment with fuzziness and randomness. (2022). Zhou, Yan ; Sun, Baiqing ; Hui, Xianfei. In: Papers. RePEc:arx:papers:2204.12657. Full description at Econpapers || Download paper | |
2022 | Predicting Future Earnings Changes Using Machine Learning and Detailed Financial Data. (2022). Dou, Yiwei ; Ha, Yang ; Chen, XI ; Lev, Baruch. In: Journal of Accounting Research. RePEc:bla:joares:v:60:y:2022:i:2:p:467-515. Full description at Econpapers || Download paper | |
2022 | Credit Rating Prediction Through Supply Chains: A Machine Learning Approach. (2022). Zhou, Sean X ; Zhang, Zhaocheng ; Wu, Jing. In: Production and Operations Management. RePEc:bla:popmgt:v:31:y:2022:i:4:p:1613-1629. Full description at Econpapers || Download paper | |
2022 | Quantifying the role of interest rates, the Dollar and Covid in oil prices. (2022). Kohlscheen, Emanuel. In: BIS Working Papers. RePEc:bis:biswps:1040. Full description at Econpapers || Download paper | |
2022 | On LASSO for predictive regression. (2022). Shi, Zhentao ; Gao, Zhan ; Lee, Ji Hyung. In: Journal of Econometrics. RePEc:eee:econom:v:229:y:2022:i:2:p:322-349. Full description at Econpapers || Download paper | |
2022 | Real-time Bayesian learning and bond return predictability. (2022). Li, Junye ; Fulop, Andras ; Wan, Runqing. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:1:p:114-130. Full description at Econpapers || Download paper | |
2022 | Machine learning portfolios with equal risk contributions: Evidence from the Brazilian market. (2022). Rubesam, Alexandre. In: Emerging Markets Review. RePEc:eee:ememar:v:51:y:2022:i:pb:s1566014122000085. Full description at Econpapers || Download paper | |
2022 | Stock return prediction: Stacking a variety of models. (2022). Cheng, Tingting ; Bo, Albert. In: Journal of Empirical Finance. RePEc:eee:empfin:v:67:y:2022:i:c:p:288-317. Full description at Econpapers || Download paper | |
2022 | Boosting agnostic fundamental analysis: Using machine learning to identify mispricing in European stock markets. (2022). Hanauer, Matthias X ; Kononova, Marina ; Rapp, Marc Steffen. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322001465. Full description at Econpapers || Download paper | |
2022 | Spread position as a leading economic indicator. (2022). Park, Yang-Ho. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pa:s1386418121000586. Full description at Econpapers || Download paper | |
2022 | Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, MichaÅ ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph | |
2022 | Artificial intelligence and systemic risk. (2022). Uthemann, Andreas ; MacRae, Robert ; Danielsson, Jon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:140:y:2022:i:c:s0378426621002466. Full description at Econpapers || Download paper | |
2022 | Forecasting crude oil market returns: Enhanced moving average technical indicators. (2022). Zhang, Yaojie ; Wang, Yudong ; Liu, LI ; Wen, Danyan. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000216. Full description at Econpapers || Download paper | |
2022 | Out-of-sample forecasting of cryptocurrency returns: A comprehensive comparison of predictors and algorithms. (2022). Tian, George Zhe ; Yae, James. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:598:y:2022:i:c:s0378437122002928. Full description at Econpapers || Download paper | |
2022 | A large-dimensional test for cross-sectional anomalies:Efficient sorting revisited. (2022). Zhao, Zhao ; de Nard, Gianluca. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:654-676. Full description at Econpapers || Download paper | |
2022 | Probability distribution forecasting of carbon allowance prices: A hybrid model considering multiple influencing factors. (2022). Liu, Huiling ; Xue, Minggao ; Lei, Heng. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003395. Full description at Econpapers || Download paper | |
2022 | Oil futures volatility predictability: New evidence based on machine learning models11All the authors contribute to the paper equally.. (2022). Zhang, Zehui ; Xu, Jin ; Ma, Feng ; Lu, Xinjie. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002538. Full description at Econpapers || Download paper | |
2022 | The Impact of Financial Enterprisesâ Excessive Financialization Risk Assessment for Risk Control based on Data Mining and Machine Learning. (2022). Song, Yuegang ; Wu, Ruibing. In: Computational Economics. RePEc:kap:compec:v:60:y:2022:i:4:d:10.1007_s10614-021-10135-4. Full description at Econpapers || Download paper | |
2022 | Machine learning to establish proxies for investor attention: evidence of improved stock-return prediction. (2022). Goodell, John W ; Chu, Gang ; Shen, Dehua ; Zhang, Yongjie. In: Annals of Operations Research. RePEc:spr:annopr:v:318:y:2022:i:1:d:10.1007_s10479-022-04892-0. Full description at Econpapers || Download paper | |
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2022 | On LASSO for High Dimensional Predictive Regression. (2022). Shi, Zhentao ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2212.07052. Full description at Econpapers || Download paper | |
2022 | A Bibliometric Analysis of Machine Learning Econometrics in Asset Pricing. (2022). Mukhopadhyay, Supratik ; Zapata, Hector O. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:11:p:535-:d:975470. Full description at Econpapers || Download paper | |
2022 | Machine learning methods in finance: Recent applications and prospects. (2022). Wiegratz, Kevin ; Hoang, Daniel. In: Working Paper Series in Economics. RePEc:zbw:kitwps:158. Full description at Econpapers || Download paper | |
2022 | Application and performance of data mining techniques in stock market: A review. (2022). Dharni, Khushdeep ; Kaur, Jasleen. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:29:y:2022:i:4:p:219-241. Full description at Econpapers || Download paper | |
2022 | From zero to hero: Realized partial (co)variances. (2022). Quaedvlieg, Rogier ; Patton, Andrew J ; Medeiros, Marcelo C ; Bollerslev, Tim. In: Journal of Econometrics. RePEc:eee:econom:v:231:y:2022:i:2:p:348-360. Full description at Econpapers || Download paper | |
2022 | Forecasting the real prices of crude oil: A robust weighted least squares approach. (2022). Hao, Xianfeng ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:116:y:2022:i:c:s0140988322005345. Full description at Econpapers || Download paper | |
2022 | Analyzing diversification benefits of cryptocurrencies through backfill simulation. (2022). Ho, Jang. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s154461232200438x. Full description at Econpapers || Download paper | |
2022 | Six-factor asset pricing and portfolio investment via deep learning: Evidence from Chinese stock market. (2022). Liu, Hao ; Xia, Shenghao ; Yao, Haixiang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:76:y:2022:i:c:s0927538x22001810. Full description at Econpapers || Download paper | |
2022 | Fintech business and firm access to bank loans. (2022). Ma, Chen ; Li, Bin ; Liu, Qian ; Xu, Lei. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:4:p:4381-4421. Full description at Econpapers || Download paper | |
2022 | Neural forecasting of the Italian sovereign bond market with economic news. (2022). Tiozzo Pezzoli, Luca ; Tosetti, Elisa ; Consoli, Sergio. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:185:y:2022:i:s2:p:s197-s224. Full description at Econpapers || Download paper | |
2022 | Supervised portfolios. (2022). Raffinot, Thomas ; Coqueret, Guillaume ; Chevalier, Guillaume. In: Post-Print. RePEc:hal:journl:hal-04144588. Full description at Econpapers || Download paper | |
2022 | Scaled PCA: A New Approach to Dimension Reduction. (2022). Zhou, Guofu ; Tong, Guoshi ; Li, Kunpeng ; Jiang, Fuwei ; Huang, Dashan. In: Management Science. RePEc:inm:ormnsc:v:68:y:2022:i:3:p:1678-1695. Full description at Econpapers || Download paper | |
2022 | Projected estimation for large-dimensional matrix factor models. (2022). Zhang, Xinsheng ; Kong, Xinbing ; He, Yong ; Yu, Long. In: Journal of Econometrics. RePEc:eee:econom:v:229:y:2022:i:1:p:201-217. Full description at Econpapers || Download paper | |
2022 | Deep Partial Least Squares for Empirical Asset Pricing. (2022). Goicoechea, Kemen ; Polson, Nicholas G ; Dixon, Matthew F. In: Papers. RePEc:arx:papers:2206.10014. Full description at Econpapers || Download paper | |
2022 | The Prior Adaptive Group Lasso and the Factor Zoo. (2022). Bertelsen, Kristoffer Pons. In: CREATES Research Papers. RePEc:aah:create:2022-05. Full description at Econpapers || Download paper | |
2022 | Unique bidder-target relatedness and synergies creation in mergers and acquisitions. (2022). Wei, Fengrong ; Shu, Tao ; Lu, Zhongjin ; Liu, Tingting. In: Journal of Corporate Finance. RePEc:eee:corfin:v:73:y:2022:i:c:s0929119922000396. Full description at Econpapers || Download paper | |
2022 | A New Test of Risk Factor Relevance. (2022). Sussman, Abigail B ; Hartzmark, Samuel M ; Chinco, Alex. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:4:p:2183-2238. Full description at Econpapers || Download paper | |
2022 | On the benefits of active stock selection strategies for diversified investors. (2022). Auer, Benjamin R ; Stadtmuller, Immo ; Schuhmacher, Frank. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:85:y:2022:i:c:p:342-354. Full description at Econpapers || Download paper | |
2022 | Eigenvalue tests for the number of latent factors in short panels. (2022). Scaillet, Olivier ; Gagliardini, Patrick ; Fortin, Alain-Philippe. In: Papers. RePEc:arx:papers:2210.16042. Full description at Econpapers || Download paper | |
2022 | Does IFRS information on tax loss carryforwards and negative performance improve predictions of earnings and cash flows?. (2022). Noth, Felix ; Eichfelder, Sebastian ; Dreher, Sandra. In: arqus Discussion Papers in Quantitative Tax Research. RePEc:zbw:arqudp:276. Full description at Econpapers || Download paper | |
2022 | Causal analysis of central bank holdings of corporate bonds under interference. (2022). Silvestrini, Andrea ; Mercatanti, Andrea ; Li, Fan ; Makinen, Taneli. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001195. Full description at Econpapers || Download paper | |
2022 | Coworking spaces: An overview and research agenda. (2022). Howell, Travis. In: Research Policy. RePEc:eee:respol:v:51:y:2022:i:2:s0048733321002390. Full description at Econpapers || Download paper | |
2022 | The right touch of pitch assertiveness: Examining entrepreneurs gender and project category fit in crowdfunding. (2022). Devers, Cynthia E ; Webb, Justin W ; McSweeney, Kevin T. In: Journal of Business Venturing. RePEc:eee:jbvent:v:37:y:2022:i:4:s0883902622000350. Full description at Econpapers || Download paper | |
2022 | Regional social capital and moral hazard in crowdfunding. (2022). Pursiainen, Vesa ; Lin, Tse-Chun. In: Journal of Business Venturing. RePEc:eee:jbvent:v:37:y:2022:i:4:s0883902622000362. Full description at Econpapers || Download paper | |
2022 | Got ink, get paid? Exploring the impact of tattoo visibility on crowdfunding performance. (2022). Wolfe, Marcus T ; Short, Jeremy C ; Kincaid, Paula A. In: Journal of Business Venturing Insights. RePEc:eee:jobuve:v:17:y:2022:i:c:s2352673422000154. Full description at Econpapers || Download paper | |
2022 | Is there a gender gap in equity-based crowdfunding?. (2022). Wang, Dandan ; Prokop, Jorg. In: Small Business Economics. RePEc:kap:sbusec:v:59:y:2022:i:3:d:10.1007_s11187-021-00574-6. Full description at Econpapers || Download paper | |
2022 | No matter what the name, weâre all the same? Examining ethnic online discrimination in ridesharing marketplaces. (2022). Abramova, Olga. In: Electronic Markets. RePEc:spr:elmark:v:32:y:2022:i:3:d:10.1007_s12525-021-00505-z. Full description at Econpapers || Download paper | |
2022 | Crowdfunding to overcome the immigrant entrepreneursâ liability of outsidership: the role of internal social capital. (2022). Useche, Diego ; Buttice, Vincenzo. In: Small Business Economics. RePEc:kap:sbusec:v:59:y:2022:i:4:d:10.1007_s11187-021-00591-5. Full description at Econpapers || Download paper | |
2022 | The effect of gender fit on crowdfunding success. (2022). Wu, Sibin ; Sui, Sui ; Li, Yuanqing. In: Journal of Business Venturing Insights. RePEc:eee:jobuve:v:18:y:2022:i:c:s2352673422000312. Full description at Econpapers || Download paper | |
2022 | Cash holdings and real asset liquidity. (2022). Usman, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002526. Full description at Econpapers || Download paper | |
2022 | Does winning a venture competition encourage entrepreneurial exploration? Evidence from China. (2022). Zhao, Zhiqi ; Wang, Wangshuai ; Li, Guangwei ; Hong, Suting. In: China Economic Review. RePEc:eee:chieco:v:76:y:2022:i:c:s1043951x22001341. Full description at Econpapers || Download paper | |
2022 | Flourish or Perish? The Impact of Technological Acquisitions on Contributions to Open-Source Software. (2022). Xue, Ling ; Jin, Fujie ; Chen, Wei. In: Information Systems Research. RePEc:inm:orisre:v:33:y:2022:i:3:p:867-886. Full description at Econpapers || Download paper | |
2022 | The Nexus Between Research and Development, Protection of Intellectual Property Rights and Financial Development. A European Perspectiv. (2022). Calin, Adrian Cantemir ; Lupu, Iulia ; Hurduzeu, Gheorghe. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:24:y:2022:i:special16:p:970. Full description at Econpapers || Download paper | |
2022 | Investor learning and mutual fund flows. (2022). Yan, Hong ; Wei, Kelsey D ; Huang, Jennifer. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:3:p:739-765. Full description at Econpapers || Download paper | |
2022 | Kidnapped mutual funds: Irrational preference of naive investors and fund incentive distortion. (2022). Huang, Junkai ; Guo, Songlin ; Chang, Xiaochen. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002356. Full description at Econpapers || Download paper | |
2022 | Belief Disagreement and Portfolio Choice. (2022). Parker, Jonathan ; Simester, Duncan ; Schoar, Antoinette ; Meeuwis, Maarten. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:6:p:3191-3247. Full description at Econpapers || Download paper |
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2022 | Data and methods to evaluate climate-related and environmental risks in Italy. (2022). Piermattei, Stefano ; Liberati, Danilo ; Lavecchia, Luciano ; Guberti, Valeria ; Giustini, Andrea ; Felettigh, Alberto ; di Virgilio, Stefano ; Cappariello, Rita ; Cantatore, Paolo ; Appodia, Jacopo ; Specchia, Katia ; Schimperna, Federico ; Meucci, Giorgio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_732_22. Full description at Econpapers || Download paper | |
2022 | Issuing bonds during the Covid-19 pandemic: is there an ESG premium?. (2022). Ferriani, Fabrizio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1392_22. Full description at Econpapers || Download paper | |
2022 | Information governance in sustainable finance. (2022). Packer, Frank ; Aramonte, Sirio. In: BIS Papers. RePEc:bis:bisbps:132. Full description at Econpapers || Download paper | |
2022 | The Effects of Subsidized Flood Insurance on Real Estate Markets. (2022). Lee, Jonathan ; Guin, Benjamin ; Garbarino, Nicola. In: Bank of England working papers. RePEc:boe:boeewp:0995. Full description at Econpapers || Download paper | |
2022 | Pricing and value creation in private equity-backed buy-and-build strategies. (2022). Schwetzler, Bernhard ; Schweizer, Denis ; Marcotty-Dehm, Nikolaus ; Hammer, Benjamin. In: Journal of Corporate Finance. RePEc:eee:corfin:v:77:y:2022:i:c:s0929119922001286. Full description at Econpapers || Download paper | |
2022 | Benchmarking of pay components in CEO compensation design. (2022). Lauterbach, Beni ; Yosef, Revital ; Grinstein, Yaniv. In: Journal of Corporate Finance. RePEc:eee:corfin:v:77:y:2022:i:c:s0929119922001511. Full description at Econpapers || Download paper | |
2022 | Two sides of the same coin: Green Taxonomy alignment versus transition risk in financial portfolios. (2022). Battiston, Stefano ; Alessi, Lucia. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922002708. Full description at Econpapers || Download paper | |
2022 | Term premium dynamics in an emerging market: Risk, liquidity, and behavioral factors. (2022). Soykok, Emre ; Karahan, Cenk C. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003052. Full description at Econpapers || Download paper | |
2022 | Missing momentum in China: Considering individual investor preference. (2022). Wu, JI ; Cheng, Feiyang ; Qin, Yuanyuan ; Yao, Shouyu ; Goodell, John W. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003348. Full description at Econpapers || Download paper | |
2022 | Corporate executivesâ incentives and ESG performance. (2022). Kim, Woo Jin ; Kang, Hyoung-Goo ; Jang, Ga-Young. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003932. Full description at Econpapers || Download paper | |
2022 | Inflation and portfolio selection. (2022). Frömmel, Michael ; Frommel, Michael ; Maiti, Moinak ; Vukovic, Darko B. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s154461232200407x. Full description at Econpapers || Download paper | |
2022 | Understand what you measure: Where climate transition risk metrics converge and why they diverge. (2022). Monnin, Pierre ; Senni, Chiara Colesanti ; Bingler, Julia Anna. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004561. Full description at Econpapers || Download paper | |
2022 | External investor protection and internal corporate governance: Substitutes or complements for motivating foreign portfolio investment?. (2022). Goodell, John W ; Lin, Ming-Tsung ; Leng, Jingsi ; Fu, Tong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:81:y:2022:i:c:s1042443122001585. Full description at Econpapers || Download paper | |
2022 | When central bank research meets Google search: A sentiment index of global financial stress. (2022). Stolbov, Mikhail ; Karminsky, Alexander ; Shchepeleva, Maria. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:81:y:2022:i:c:s1042443122001640. Full description at Econpapers || Download paper | |
2022 | The role of corporate social responsibility (CSR) information in supply-chain contracting: Evidence from the expansion of CSR rating coverage. (2022). Lehmann, Nico ; Hitz, Jorg-Markus ; Fiechter, Peter ; Darendeli, Alper. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:74:y:2022:i:2:s0165410122000489. Full description at Econpapers || Download paper | |
2022 | Dissecting green returns. (2022). Taylor, Lucian A ; Stambaugh, Robert F ; Pastor, Ubo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:2:p:403-424. Full description at Econpapers || Download paper | |
2022 | Overallocation and secondary market outcomes in corporate bond offerings. (2022). Venkataraman, Kumar ; Maxwell, William ; Jacobsen, Stacey ; Bessembinder, Hendrik. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:2:p:444-474. Full description at Econpapers || Download paper | |
2022 | A Systematic Review: How Does Organisational Learning Enable ESG Performance (from 2001 to 2021)?. (2022). Xia, Jingwen. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:24:p:16962-:d:1006943. Full description at Econpapers || Download paper | |
2022 | Understanding U.S. Inflation During the COVID Era. (2022). Ball, Laurence M ; Leigh, Daniel ; Mishra, Prachi. In: NBER Working Papers. RePEc:nbr:nberwo:30613. Full description at Econpapers || Download paper | |
2022 | The Coming Rise in Residential Inflation*. (2022). Summers, Lawrence H ; Bolhuis, Marijn A. In: Review of Finance. RePEc:oup:revfin:v:26:y:2022:i:5:p:1051-1072.. Full description at Econpapers || Download paper | |
2022 | Comparing Past and Present Inflation*. (2022). Summers, Lawrence H ; Bolhuis, Marijn A. In: Review of Finance. RePEc:oup:revfin:v:26:y:2022:i:5:p:1073-1100.. Full description at Econpapers || Download paper | |
2022 | A Sustainable Capital Asset Pricing Model (S-CAPM): Evidence from Environmental Integration and Sin Stock Exclusion*. (2022). Zerbib, Olivier David. In: Review of Finance. RePEc:oup:revfin:v:26:y:2022:i:6:p:1345-1388.. Full description at Econpapers || Download paper | |
2022 | Do Responsible Investors Invest Responsibly?*. (2022). Steffen, Tom ; Matos, Pedro ; Krueger, Philipp ; Glossner, Simon ; Brandon, Rajna Gibson. In: Review of Finance. RePEc:oup:revfin:v:26:y:2022:i:6:p:1389-1432.. Full description at Econpapers || Download paper | |
2022 | Responsible Hedge Funds*. (2022). Teo, Melvyn ; Sun, Lin ; Liang, Hao. In: Review of Finance. RePEc:oup:revfin:v:26:y:2022:i:6:p:1585-1633.. Full description at Econpapers || Download paper | |
2022 | Price and Payoff Autocorrelations in the Consumption-Based Asset Pricing Model. (2022). Olkhov, Victor. In: MPRA Paper. RePEc:pra:mprapa:112255. Full description at Econpapers || Download paper | |
2022 | The Market-Based Asset Price Probability. (2022). Olkhov, Victor. In: MPRA Paper. RePEc:pra:mprapa:113096. Full description at Econpapers || Download paper | |
2022 | The Market-Based Asset Price Probability. (2022). Olkhov, Victor. In: MPRA Paper. RePEc:pra:mprapa:115382. Full description at Econpapers || Download paper | |
2022 | The Economic Value of Eliminating Diseases. (2022). Renneboog, Luc ; Kvarner, Jens ; Karpati, Daniel ; Crego, Julio. In: Discussion Paper. RePEc:tiu:tiucen:8b51764f-3ccd-4bb8-9da1-47a5ae26f01e. Full description at Econpapers || Download paper | |
2022 | The Economic Value of Eliminating Diseases. (2022). Renneboog, Luc ; Kvarner, Jens ; Karpati, Daniel ; Crego, Julio. In: Other publications TiSEM. RePEc:tiu:tiutis:8b51764f-3ccd-4bb8-9da1-47a5ae26f01e. Full description at Econpapers || Download paper | |
2022 | The Eurosystems asset purchase programmes, securities lending and Bund specialness. (2022). Schlepper, Kathi ; Speck, Christian ; Baltzer, Markus. In: Discussion Papers. RePEc:zbw:bubdps:392022. Full description at Econpapers || Download paper |
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2021 | Spillovers of Senior Mutual Fund Managersâ Capital Raising Ability. (2021). Xu, Yue. In: CREATES Research Papers. RePEc:aah:create:2022-03. Full description at Econpapers || Download paper | |
2021 | Risky Financial Collateral, Firm Heterogeneity, and the Impact of Eligibility Requirements. (2021). Wicknig, Florian ; Kaldorf, Matthias. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:123. Full description at Econpapers || Download paper | |
2021 | Machine Learning and Factor-Based Portfolio Optimization. (2021). Kynigakis, Iason ; Cotter, John ; Conlon, Thomas. In: Papers. RePEc:arx:papers:2107.13866. Full description at Econpapers || Download paper | |
2021 | Income inequality, financial intermediation, and small firms. (2021). Drechsel, Thomas ; Doerr, Sebastian ; Lee, Dong Gyu. In: BIS Working Papers. RePEc:bis:biswps:944. Full description at Econpapers || Download paper | |
2021 | Non-bank financial intermediaries and financial stability. (2021). Schrimpf, Andreas ; Shin, Hyun Song ; Aramonte, Sirio. In: BIS Working Papers. RePEc:bis:biswps:972. Full description at Econpapers || Download paper | |
2021 | The expected investment growth premium. (2021). Yu, Jianfeng ; Wang, Huijun ; Li, Jun. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:4:p:905-933. Full description at Econpapers || Download paper | |
2021 | Move a Little Closer? Information Sharing and the Spatial Clustering of Bank Branches. (2021). Ongena, Steven ; De Haas, Ralph ; Straetmans, Stefan ; Qi, Shusen. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15829. Full description at Econpapers || Download paper | |
2021 | The round number heuristic and entrepreneur crowdfunding performance. (2021). Pursiainen, Vesa ; Lin, Tse-Chun. In: Journal of Corporate Finance. RePEc:eee:corfin:v:68:y:2021:i:c:s0929119921000146. Full description at Econpapers || Download paper | |
2021 | Do analystsâ forecast properties deter suboptimal labor investment decisions? Evidence from Regulation Fair Disclosure. (2021). Yusoff, Iliyas ; Yawson, Alfred ; Sualihu, Mohammed Aminu. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001164. Full description at Econpapers || Download paper | |
2021 | Salient anchor and analyst recommendation downgrade. (2021). Lin, Chen. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001553. Full description at Econpapers || Download paper | |
2021 | Does Modern Information Technology Attenuate Managerial Information Hoarding? Evidence from the EDGAR Implementation. (2021). Yin, David ; Wang, YE ; Ni, Xiaoran. In: Journal of Corporate Finance. RePEc:eee:corfin:v:71:y:2021:i:c:s0929119921002224. Full description at Econpapers || Download paper | |
2021 | Are the profitability and investment factors valid ICAPM risk factors? Pre-1963 evidence. (2021). Lin, XI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000851. Full description at Econpapers || Download paper | |
2021 | A machine learning based asset pricing factor model comparison on anomaly portfolios. (2021). Taylor, Stephen ; Fang, Ming. In: Economics Letters. RePEc:eee:ecolet:v:204:y:2021:i:c:s0165176521001968. Full description at Econpapers || Download paper | |
2021 | Unconventional monetary policy and corporate bond issuance. (2021). Zaghini, Andrea ; de Santis, Roberto A. In: European Economic Review. RePEc:eee:eecrev:v:135:y:2021:i:c:s0014292121000805. Full description at Econpapers || Download paper | |
2021 | Endogeneity in the mutual fund flowâperformance relationship: An instrumental variables solution. (2021). Rakowski, David ; Yamani, Ehab. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:247-271. Full description at Econpapers || Download paper | |
2021 | When central banks buy corporate bonds: Target selection and impact of the European Corporate Sector Purchase Program. (2021). Lugo, Stefano ; Galema, Rients. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000413. Full description at Econpapers || Download paper | |
2021 | Investing during a Fintech Revolution: Ambiguity and return risk in cryptocurrencies. (2021). Mishra, Tapas ; Zhang, Zhuang ; Yarovaya, Larisa ; Luo, DI. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000810. Full description at Econpapers || Download paper | |
2021 | A whole new world: Counterintuitive crowdfunding insights for female founders. (2021). Wincent, Joakim ; Wesemann, Henrik. In: Journal of Business Venturing Insights. RePEc:eee:jobuve:v:15:y:2021:i:c:s2352673421000135. Full description at Econpapers || Download paper | |
2021 | Does gender matter? Evidence from crowdfunding. (2021). Solodoha, Eliran ; Elitzur, Ramy. In: Journal of Business Venturing Insights. RePEc:eee:jobuve:v:16:y:2021:i:c:s2352673421000469. Full description at Econpapers || Download paper | |
2021 | Meaning and gender differences. (2021). Winter, Eyal ; Mugerman, Yevgeny ; Bezalel, Jonathan. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:95:y:2021:i:c:s2214804321000975. Full description at Econpapers || Download paper | |
2021 | FinTech Lending. (2021). Puri, Manju ; Fuster, Andreas ; Berg, Tobias. In: NBER Working Papers. RePEc:nbr:nberwo:29421. Full description at Econpapers || Download paper | |
2021 | Price Revelation from Insider Trading: Evidence from Hacked Earnings News. (2021). Martineau, Charles ; Gregoire, Vincent ; Akey, Pat. In: SocArXiv. RePEc:osf:socarx:qe6tu. Full description at Econpapers || Download paper | |
2021 | Innovation and Informed Trading: Evidence from Industry ETFs. (2021). Ohara, Maureen ; Huang, Shiyang ; Goldstein, Itay ; Zhong, Zhuo. In: Review of Financial Studies. RePEc:oup:rfinst:v:34:y:2021:i:3:p:1280-1316.. Full description at Econpapers || Download paper | |
2021 | Stock picking in the US market and the effect of passive investments. (2021). de Franco, Carmine. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:1:d:10.1057_s41260-020-00189-8. Full description at Econpapers || Download paper | |
2021 | Heterogeneity in loan pricing: the role of bank capital. (2021). Bonfim, Diana ; Queiro, Leonor ; Farinha, Luisa. In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. RePEc:ptu:bdpart:e202110. Full description at Econpapers || Download paper | |
2021 | Macroeconomic Effects of Quantitative Easing Using Mid-sized Bayesian Vector Autoregressions. (2021). Stefaski, Maciej. In: Working Papers. RePEc:sgh:kaewps:2021068. Full description at Econpapers || Download paper | |
2021 | ADVANTAGES OF INTERNATIONAL COMMERCIAL ARBITRATION IN RESOLVING THE COMMERCIAL CONTESTS. (2021). Curri, Granit ; Lecaj, Mentor. In: Perspectives of Law and Public Administration. RePEc:sja:journl:v:10:y:2021:i:2:p:96-101. Full description at Econpapers || Download paper | |
2021 | Machine Learning and Factor-Based Portfolio Optimization. (2021). Cotter, John ; Conlon, Thomas ; Kynigakis, Iason. In: Working Papers. RePEc:ucd:wpaper:202111. Full description at Econpapers || Download paper | |
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2020 | Targeting predictors in random forest regression. (2020). Nielsen, Mikkel S ; Muhlbach, Nicolaj N ; Christensen, Bent Jesper ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2020-03. Full description at Econpapers || Download paper | |
2020 | Predicting bond return predictability. (2020). Thyrsgaard, Martin ; Kjar, Mads M ; Eriksen, Jonas N ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2020-09. Full description at Econpapers || Download paper | |
2020 | The effects of targeting predictors in a random forest regression model. (2020). Christensen, Bent Jesper ; Nielsen, Mikkel Slot ; Muhlbach, Nicolaj Norgaard ; Borup, Daniel. In: Papers. RePEc:arx:papers:2004.01411. Full description at Econpapers || Download paper | |
2020 | Neural Networks and Value at Risk. (2020). Weisheit, Stefan ; Klawunn, Michael ; Hoepner, Andreas ; Borth, Damian ; Arimond, Alexander. In: Papers. RePEc:arx:papers:2005.01686. Full description at Econpapers || Download paper | |
2020 | False (and Missed) Discoveries in Financial Economics. (2020). Liu, Yan ; Harvey, Campbell R. In: Papers. RePEc:arx:papers:2006.04269. Full description at Econpapers || Download paper | |
2020 | How is Machine Learning Useful for Macroeconomic Forecasting?. (2020). Stevanovic, Dalibor ; Surprenant, St'Ephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.12477. Full description at Econpapers || Download paper | |
2020 | Asset Allocation via Machine Learning and Applications to Equity Portfolio Management. (2020). Hong, Zhenning ; Yang, Qing ; Zhang, Liangliang ; Ye, Tingting ; Tian, Ruyan. In: Papers. RePEc:arx:papers:2011.00572. Full description at Econpapers || Download paper | |
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2020 | Trading on Long-term Information. (2020). Garriott, Corey ; Riordan, Ryan. In: Staff Working Papers. RePEc:bca:bocawp:20-20. Full description at Econpapers || Download paper | |
2020 | Cybersecurity Risk. (2020). Louca, Christodoulos ; Florakis, Chris ; Weber, Michael ; Michaely, Roni. In: Working Papers. RePEc:bfi:wpaper:2020-178. Full description at Econpapers || Download paper | |
2020 | Monetary Momentum. (2020). Weber, Michael ; Neuhierl, Andreas. In: Working Papers. RePEc:bfi:wpaper:2020-39. Full description at Econpapers || Download paper | |
2020 | Model risk at central counterparties: Is skin-in-the-game a game changer?. (2020). Takats, Elod ; Huang, Wenqian. In: BIS Working Papers. RePEc:bis:biswps:866. Full description at Econpapers || Download paper | |
2020 | IRB Asset and Default Correlation: Rationale for the Macroprudential Add-ons to the Risk-Weights. (2020). Penikas, Henry. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps56. Full description at Econpapers || Download paper | |
2020 | Taming the Factor Zoo: A Test of New Factors. (2020). Xiu, Dacheng ; Giglio, Stefano ; Feng, Guanhao. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1327-1370. Full description at Econpapers || Download paper | |
2020 | The Value of Central Clearing. (2020). Vuillemey, Guillaume. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:4:p:2021-2053. Full description at Econpapers || Download paper | |
2020 | False (and Missed) Discoveries in Financial Economics. (2020). Harvey, Campbell R ; Liu, Yan. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2503-2553. Full description at Econpapers || Download paper | |
2020 | Lowââ¬ÂRisk Anomalies?. (2020). Zechner, Josef ; Wagner, Christian ; Schneider, Paul. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2673-2718. Full description at Econpapers || Download paper | |
2020 | Credit Rating Inflation and Firms Investments. (2020). Huang, Chong ; Goldstein, Itay. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:6:p:2929-2972. Full description at Econpapers || Download paper | |
2020 | A Dynamic Semiparametric Characteristics-based Model for Optimal Portfolio Selection. (2020). Li, S ; Connor, G ; Linton, O. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20103. Full description at Econpapers || Download paper | |
2020 | On the Performance of Cryptocurrency Funds. (2020). Babiak, Mykola ; Bianchi, Daniele. In: CERGE-EI Working Papers. RePEc:cer:papers:wp672. Full description at Econpapers || Download paper | |
2020 | Deep Learning, Predictability, and Optimal Portfolio Returns. (2020). BarunÃÂk, Jozef ; Babiak, Mykola. In: CERGE-EI Working Papers. RePEc:cer:papers:wp677. Full description at Econpapers || Download paper | |
2020 | Are Characteristics Covariances or Characteristics?. (2020). Fieberg, Christian ; Hornuf, Lars. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8377. Full description at Econpapers || Download paper | |
2020 | Cybersecurity Risk. (2020). Weber, Michael ; michaely, roni ; Louca, Christodoulos ; Florackis, Chris. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8760. Full description at Econpapers || Download paper | |
2020 | Twin Default Crises. (2020). Mendicino, Caterina ; Nikolov, Kalin ; Rubio-Ramirez, Juan Francisco ; Suarez, Javier ; Supera, Dominik. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14427. Full description at Econpapers || Download paper | |
2020 | The Geography of Mortgage Lending in Times of FinTech. (2020). Ongena, Steven ; Basten, Christoph. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14918. Full description at Econpapers || Download paper | |
2020 | Financial Intermediation and Technology: Whats Old, Whats New?. (2020). Ratnovski, Lev ; Laeven, Luc ; Hoffmann, Peter ; Boot, Arnoud. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15004. Full description at Econpapers || Download paper | |
2020 | Explaining Monetary Spillovers: The Matrix Reloaded. (2020). Xia, Fan Dora ; Schrimpf, Andreas ; Kearns, Jonathan. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15006. Full description at Econpapers || Download paper | |
2020 | Operational Risk Capital. (2020). Ongena, Steven ; Conlon, Thomas ; Huan, Xing. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15096. Full description at Econpapers || Download paper | |
2020 | Fast and Slow Arbitrage: Fund Flows and Mispricing in the Frequency Domain. (2020). peress, joel ; Kang, Namho ; Dong, XI. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15235. Full description at Econpapers || Download paper | |
2020 | Adaptative predictability of stock market returns. (2020). Veiga, Helena ; Lopes, Maria Helena ; Casas, Maria Isabel ; Mao, Xiuping. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:31648. Full description at Econpapers || Download paper | |
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2020 | Monetary policy and bank stability: the analytical toolbox reviewed. (2020). Popov, Alexander ; Marques-Ibanez, David ; Albertazzi, Ugo ; Barbiero, Francesca ; Marques-Ibaez, David ; Dacri, Costanza Rodriguez ; Vlassopoulos, Thomas . In: Working Paper Series. RePEc:ecb:ecbwps:20202377. Full description at Econpapers || Download paper | |
2020 | Financial intermediation and technology: Whatââ¬â¢s old, whatââ¬â¢s new?. (2020). Laeven, Luc ; Ratnovski, Lev ; Hoffmann, Peter ; Boot, Arnoud. In: Working Paper Series. RePEc:ecb:ecbwps:20202438. Full description at Econpapers || Download paper | |
2020 | The impact of G-SIB identification on bank lending: evidence from syndicated loans. (2020). Schramm, Alexander ; Behn, Markus. In: Working Paper Series. RePEc:ecb:ecbwps:20202479. Full description at Econpapers || Download paper | |
2020 | How do banking groups react to macroprudential policies? Cross-border spillover effects of higher capital buffers on lending, risk-taking and internal markets. (2020). Marques, Aurea Ponte ; Cappelletti, Giuseppe ; Martin, Diego Vila ; Salleo, Carmelo. In: Working Paper Series. RePEc:ecb:ecbwps:20202497. Full description at Econpapers || Download paper | |
2020 | An empirical overview of nonlinearity and overfitting in machine learning using COVID-19 data. (2020). Nagata, Mateus Hiro ; Peng, Yaohao. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:139:y:2020:i:c:s0960077920304525. Full description at Econpapers || Download paper | |
2020 | Labor cost, government intervention, and corporate innovation: Evidence from China. (2020). Hao, Xiangchao ; Tian, Gary ; Shan, Yaowen ; Li, Jianqiang. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301127. Full description at Econpapers || Download paper | |
2020 | The impact of short-selling pressure on corporate employee relations. (2020). Xu, Limin ; Luo, Juan ; Brockman, Paul. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301218. Full description at Econpapers || Download paper | |
2020 | Corporate finance, industrial organization, and organizational economics. (2020). Sertsios, Giorgo. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301243. Full description at Econpapers || Download paper | |
2020 | Multiple blockholders and earnings management. (2020). Wang, Xue ; Ma, Yunbiao ; Jiang, Fuxiu. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301334. Full description at Econpapers || Download paper | |
2020 | Factor Investing for the Long Run. (2020). Tarelli, Andrea ; Lioui, Abraham. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:117:y:2020:i:c:s0165188920301287. Full description at Econpapers || Download paper | |
2020 | Loss aversion and market crashes. (2020). Ouzan, Samuel. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:70-86. Full description at Econpapers || Download paper | |
2020 | When does ambiguity fade away?. (2020). Newton, Jonathan ; Massari, Filippo. In: Economics Letters. RePEc:eee:ecolet:v:194:y:2020:i:c:s0165176520302512. Full description at Econpapers || Download paper | |
2020 | Ownership concentration and bank profitability in China. (2020). Huang, Qiubin. In: Economics Letters. RePEc:eee:ecolet:v:196:y:2020:i:c:s0165176520303190. Full description at Econpapers || Download paper | |
2020 | Estimating latent asset-pricing factors. (2020). Pelger, Markus ; Lettau, Martin. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:1:p:1-31. Full description at Econpapers || Download paper | |
2020 | Dynamic interdependence of ASEAN5 with G5 stock markets. (2020). Liow, Kim ; Song, Jeongseop. In: Emerging Markets Review. RePEc:eee:ememar:v:45:y:2020:i:c:s1566014120300042. Full description at Econpapers || Download paper | |
2020 | On the stability of portfolio selection models. (2020). Tardella, Fabio ; Ricci, Jacopo Maria ; Mottura, Carlo Domenico ; Mango, Fabiomassimo ; Cesarone, Francesco. In: Journal of Empirical Finance. RePEc:eee:empfin:v:59:y:2020:i:c:p:210-234. Full description at Econpapers || Download paper | |
2020 | Examining the relationship between policy uncertainty and market uncertainty across the G7. (2020). Smales, Lee. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301848. Full description at Econpapers || Download paper | |
2020 | Disclosure processing costs, investorsâ information choice, and equity market outcomes: A review. (2020). Marinovic, Ivan ; Dehaan, ED ; Blankespoor, Elizabeth. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:70:y:2020:i:2:s016541012030046x. Full description at Econpapers || Download paper | |
2020 | The (un)intended effects of government bailouts: The impact of TARP on the interbank market and bank risk-taking. (2020). Wang, Weichao ; Behr, Patrick. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:116:y:2020:i:c:s037842662030087x. Full description at Econpapers || Download paper |
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2019 | Appetite for information and trading behavior. (2019). Broihanne, Marie-Hélène ; Bellofatto, Anthony ; D'Hondt, Catherine. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2019002. Full description at Econpapers || Download paper | |
2019 | Financing economic growth in Greece: lessons from the crisis. (2019). Migiakis, Petros ; Louri, Helen. In: Working Papers. RePEc:bog:wpaper:262. 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 | The Failure of Free Entry. (2019). Philippon, Thomas ; Gutierrez, German. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14219. Full description at Econpapers || Download paper | |
2019 | The disposition effect, performance, stop loss orders and education. (2019). Vaarmets, Tarvo ; Talpsepp, Tnn. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:24:y:2019:i:c:s2214635019300863. 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 | Corporate leverage and employeesââ¬â¢ rights in bankruptcy. (2019). Pagano, Marco ; Ellul, Andrew. In: Journal of Financial Economics. RePEc:eee:jfinec:v:133:y:2019:i:3:p:685-707. Full description at Econpapers || Download paper | |
2019 | Patent trolls and startup employment. (2019). Simintzi, Elena ; Farre-Mensa, Joan ; Appel, Ian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:133:y:2019:i:3:p:708-725. Full description at Econpapers || Download paper | |
2019 | Financing economic activity in Greece: past challenges and future prospects. (2019). Migiakis, Petros ; Louri, Helen. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:102644. Full description at Econpapers || Download paper | |
2019 | The Cross Section of Country Equity Returns: A Review of Empirical Literature. (2019). Zaremba, Adam. In: JRFM. RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:165-:d:281162. Full description at Econpapers || Download paper | |
2019 | Financing economic activity in Greece: Past challenges and future prospects. (2019). Migiakis, Petros ; Louri, Helen. In: GreeSE ââ¬â Hellenic Observatory Papers on Greece and Southeast Europe. RePEc:hel:greese:135. Full description at Econpapers || Download paper | |
2019 | Factor shares and the rise in corporate net lending. (2019). Behringer, Jan. In: IMK Working Paper. RePEc:imk:wpaper:202-2019. Full description at Econpapers || Download paper | |
2019 | Profit Rate Stickiness and Bank Specific Characteristics: Empirical Study of Panel Hidden Cointegration. (2019). Mohammadali, Hanieh ; Rahmani, Teymur ; Taiebnia, Ali . In: Journal of Money and Economy. RePEc:mbr:jmonec:v:14:y:2019:i:1:p:1-25. Full description at Econpapers || Download paper | |
2019 | Wage determination and fixed capital investment in an imperfect financial market: the case of China. (2019). Gu, Tao. In: MPRA Paper. RePEc:pra:mprapa:95986. Full description at Econpapers || Download paper | |
2019 | Rising Concentration and Wage Inequality. (2019). Cortes, Guido Matias ; Tschopp, Jeanne. In: Diskussionsschriften. RePEc:ube:dpvwib:dp1912. Full description at Econpapers || Download paper | |
2019 | Credit Variance Risk Premiums. (2019). Morke, Mathis ; Ammann, Manuel. In: Working Papers on Finance. RePEc:usg:sfwpfi:2019:08. Full description at Econpapers || Download paper | |
2019 | What drives banks geographic expansion? The role of locally non-diversifiable risk. (2019). Gropp, Reint ; Schuwer, Ulrich ; Noth, Felix. In: IWH Discussion Papers. RePEc:zbw:iwhdps:62019. Full description at Econpapers || Download paper | |
2019 | What drives banks geographic expansion? The role of locally non-diversifiable risk. (2019). Gropp, Reint ; Schuwer, Ulrich ; Noth, Felix. In: SAFE Working Paper Series. RePEc:zbw:safewp:246. Full description at Econpapers || Download paper |