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Citation Profile [Updated: 2024-11-03 20:16:59]
5 Years H Index
29
Impact Factor (IF)
0.74
5 Years IF
0.77
Data available in this report

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

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
2000 0 0.54 0 0 1 1 0 0 0 0 0 0 0.25
2002 0 0.54 0 0 1 2 5 0 1 1 0 0 0.31
2006 0 0.59 0.39 0 39 41 313 14 27 0 1 0 14 0.36 0.34
2007 0.67 0.52 0.38 0.65 38 79 269 30 57 39 26 40 26 0 3 0.08 0.29
2008 0.64 0.59 0.47 0.64 46 125 171 56 116 77 49 77 49 1 1.8 4 0.09 0.29
2009 0.49 0.58 0.58 0.62 52 177 342 102 219 84 41 123 76 0 18 0.35 0.33
2010 0.54 0.52 0.51 0.55 46 223 153 112 333 98 53 175 97 3 2.7 8 0.17 0.3
2011 0.52 0.62 0.51 0.55 64 287 193 146 479 98 51 221 121 0 15 0.23 0.37
2012 0.43 0.68 0.46 0.47 44 331 283 152 631 110 47 246 116 0 13 0.3 0.36
2013 0.56 0.66 0.4 0.42 56 387 184 155 786 108 60 252 106 1 0.6 12 0.21 0.35
2014 0.52 0.67 0.37 0.4 58 445 221 166 952 100 52 262 104 6 3.6 8 0.14 0.34
2015 0.57 0.65 0.43 0.47 79 524 512 223 1176 114 65 268 127 1 0.4 16 0.2 0.36
2016 0.61 0.64 0.42 0.47 97 621 276 255 1436 137 84 301 140 1 0.4 15 0.15 0.34
2017 0.58 0.62 0.44 0.52 63 684 202 292 1736 176 102 334 173 5 1.7 11 0.17 0.35
2018 0.64 0.61 0.48 0.6 96 780 477 370 2111 160 103 353 213 1 0.3 28 0.29 0.34
2019 0.73 0.62 0.45 0.59 79 859 349 382 2495 159 116 393 233 5 1.3 22 0.28 0.36
2020 1.01 0.7 0.58 0.75 98 957 659 548 3047 175 176 414 312 3 0.5 96 0.98 0.74
2021 1.54 0.95 0.63 0.99 97 1054 227 661 3709 177 273 433 428 0 21 0.22 0.39
2022 1.27 0.69 0.51 0.92 94 1148 92 582 4298 195 247 433 399 0 14 0.15 0.22
2023 0.74 0.59 0.4 0.77 127 1275 49 510 4808 191 142 464 356 1 0.2 16 0.13 0.18
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
50 most cited documents in this series
#YearTitleCited
12020Feverish Stock Price Reactions to COVID-19. (2020). Wagner, Alexander F ; Ramelli, Stefano. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2012.

Full description at Econpapers || Download paper

455
22015Do Prices Reveal the Presence of Informed Trading?. (2015). Fos, Vyacheslav ; Collin-Dufresne, Pierre. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1369.

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110
32006Exchange Rate Volatility and Productivity Growth: The Role of Financial Development. (2006). Rogoff, Kenneth ; Ranciere, Romain ; Aghion, Philippe ; Baccheta, Philippe. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0616.

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109
42015The Impact of Treasury Supply on Financial Sector Lending and Stability. (2015). Krishnamurthy, Arvind ; Vissing-Jorgensen, Annette. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1546.

Full description at Econpapers || Download paper

98
52007An Objective Function for Simulation Based Inference on Exchange Rate Data. (2007). Winker, Peter ; Gilli, Manfred ; Jeleskovic, Vahidin. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0701.

Full description at Econpapers || Download paper

91
62009Information Percolation with Equilibrium Search Dynamics. (2009). Malamud, Semyon ; Duffie, Darrell ; Manso, Gustavo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0902.

Full description at Econpapers || Download paper

87
72018Empirical Asset Pricing via Machine Learning. (2018). Xiu, Dacheng ; Kelly, Bryan T ; Gu, Shihao. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1871.

Full description at Econpapers || Download paper

80
82018Quantile-Based Risk Sharing with Heterogeneous Beliefs. (2018). Embrechts, Paul ; Wang, Ruodu ; Mao, Tiantian ; Liu, Haiyan. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1765.

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78
92019Are U.S. Industries Becoming More Concentrated?. (2019). Michaely, Roni ; Larkin, Yelena ; Grullon, Gustavo. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1941.

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77
102009Dragon-Kings, Black Swans and the Prediction of Crises. (2009). Sornette, Didier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0936.

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63
112012Are REITs Real Estate? Evidence from International Sector Level Data. (). Oikarinen, Elias ; Hoesli, Martin. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1215.

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63
122007Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments. (2007). Zame, William ; Plott, Charles ; Bossaerts, Peter. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0705.

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61
132012Aggregate Investment Externalities and Macroprudential Regulation. (). Rochet, Jean ; Gersbach, Hans. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1203.

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54
142015Real-Time Prediction and Post-Mortem Analysis of the Shanghai 2015 Stock Market Bubble and Crash. (2015). Demos, Guilherme ; Zhang, Qunzhi ; Sornette, Didier ; Filimonov, Vladimir ; Cauwels, Peter ; Qun, Zhang . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1532.

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54
152015Real-Time Prediction and Post-Mortem Analysis of the Shanghai 2015 Stock Market Bubble and Crash. (2015). Demos, Guilherme ; Zhang, Qun ; Sornette, Didier ; Filimonov, Vladimir ; Cauwels, Peter. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1531.

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54
162016Bank Response to Higher Capital Requirements: Evidence from a Quasi-Natural Experiment. (2016). Wix, Carlo ; Ongena, Steven ; Gropp, Reint ; Mosk, Thomas C. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1670.

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50
172018Being Stranded on the Carbon Bubble? Climate Policy Risk and the Pricing of Bank Loans. (2018). Delis, Manthos ; Ongena, Steven ; de Greiff, Kathrin. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1810.

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50
182019Some Borrowers are More Equal than Others: Bank Funding Shocks and Credit Reallocation. (2019). Schepens, Glenn ; Mulier, Klaas ; Dewachter, Hans ; Ongena, Steven ; de Jonghe, Olivier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1945.

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48
192014Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based Models. (2014). Sornette, Didier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1425.

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47
202012Quantifying Reflexivity in Financial Markets: Towards a Prediction of Flash Crashes. (). Filimonov, Vladimir ; Sornette, Didier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1202.

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42
212015The Perennial Challenge to Counter Too-Big-To-Fail in Banking: Empirical Evidence from the New International Regulation Dealing with Global Systemically Important Banks. (2015). Ongena, Steven ; Moenninghoff, Sebastian C ; Wieandt, Axel . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1433.

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41
222008The Endogenous Price Dynamics of the Emission Allowances: An Application to CO2 Option Pricing. (2008). Taschini, Luca ; Chesney, Marc. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0802.

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40
232020Responsible Institutional Investing Around the World. (2020). Steffen, Tom ; Matos, Pedro ; Krueger, Philipp ; Glossner, Simon ; Gibson, Rajna . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2013.

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37
242006A Data-Driven Optimization Heuristic for Downside Risk Minimization. (2006). Gilli, Manfred ; Kellezi, Evis ; Hysi, Hilda. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0602.

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36
252014Heterogeneity in Decentralized Asset Markets. (2014). Weill, Pierre-Olivier ; Lester, Benjamin ; Hugonnier, Julien. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1467.

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35
262009Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles. (2009). Sornette, Didier ; Jiang, Zhi-Qiang ; Zhou, Wei-Xing ; Woodard, Ryan ; Cauwels, Peter ; Bastiaensen, Ken . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0939.

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34
272009Health and (other) Asset Holdings. (2009). St-Amour, Pascal ; Pelgrin, Florian ; Hugonnier, Julien. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0918.

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33
282017Fund Flows and Market States. (2017). Schmalz, Martin C ; Franzoni, Francesco A. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1341.

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30
292006An Econometric Analysis of Emission Trading Allowances. (2006). Taschini, Luca ; Paoletta, Marc S.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0626.

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29
302021The Effects of Mandatory ESG Disclosure Around the World. (2021). Zhong, Rui ; Tang, Dragon Yongjun ; Sautner, Zacharias ; Krueger, Philipp. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2144.

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28
312019Quantitative Easing and Equity Prices: Evidence from the ETF Program of the Bank of Japan. (2019). Gianinazzi, Virginia ; Barbon, Andrea. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1955.

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27
322010The Dark Side of Outside Directors: Do they Quit When They are Most Needed?. (2010). Stulz, René ; Fahlenbrach, Ruediger ; Low, Angie. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1017.

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27
332011Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets. (). Scaillet, Olivier ; Ossola, Elisa ; Gagliardini, Patrick. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1140.

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26
342015Bank Loan Announcements and Borrower Stock Returns Before and During the Recent Financial Crisis. (2015). Ongena, Steven ; Li, Chunshuo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1426.

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26
352007Aggregating Phillips Curves. (2007). Jondeau, Eric ; Imbs, Jean ; Pelgrin, Florian . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0706.

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25
362012Understanding Asset Correlations. (). Burkhardt, Dominic ; Hasseltoft, Henrik . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1238.

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25
372009Bank CEO Incentives and the Credit Crisis. (2009). Stulz, René ; Fahlenbrach, Ruediger. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0927.

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24
382012Bank Ratings: What Determines Their Quality?. (). Marques-Ibanez, David ; Langfield, Sam ; Hau, Harald. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1231.

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23
392016The Granular Nature of Large Institutional Investors. (2016). Sedunov, John ; Ben-David, Itzhak ; Moussawi, Rabih ; Franzoni, Francesco A. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1567.

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23
402011Crashes and High Frequency Trading. (). Sornette, Didier ; von der Becke, Susanne . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1163.

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22
412019Consumption Taxes and Corporate Investment. (2019). Muller, Maximilian A ; Michaely, Roni ; Jacob, Martin. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1940.

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22
422011Crashes and High Frequency Trading. (2011). von der Becke, Susanne ; Sornette, Didier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1164.

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22
432011The US stock market leads the Federal funds rate and Treasury bond yields. (). Sornette, Didier ; Zhou, Wei-Xing ; Cheng, Si-Wei ; Guo, Kun. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1105.

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21
442013Sudden Spikes in Global Risk. (2013). Bacchetta, Philippe ; van Wincoop, Eric. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1336.

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21
452020Where Do Institutional Investors Seek Shelter when Disaster Strikes? Evidence from COVID-19. (2020). Wagner, Alexander F ; Ramelli, Stefano ; Matos, Pedro ; Glossner, Simon. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2056.

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21
462011Conditional Skewness of Stock Market Returns in Developed and Emerging Markets and its Economic Fundamentals. (). Plazzi, Alberto ; Valkanov, Rossen I. ; Ghysels, Eric. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1106.

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20
472015Liquidity Risk in Credit Default Swap Markets. (2015). Trolle, Anders B ; Junge, Benjamin. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1365.

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20
482016Corporate Policies with Permanent and Transitory Shocks. (2016). Decamps, Jean-Paul ; Villeneuve, Stephane ; Morellec, Erwan ; Gryglewicz, Sebastian. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1618.

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20
492017The Blockchain Folk Theorem. (2017). casamatta, catherine ; BISIÈRE, Christophe ; Biais, Bruno ; Bouvard, Matthieu ; Bisiere, Christophe . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1775.

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20
502018Activism, Strategic Trading, and Liquidity. (2018). Li, Tao ; Ljungqvist, Alexander ; Fos, Vyacheslav ; Collin-Dufresne, Pierre ; Back, Kerry. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1842.

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20
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12020Feverish Stock Price Reactions to COVID-19. (2020). Wagner, Alexander F ; Ramelli, Stefano. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2012.

Full description at Econpapers || Download paper

214
22018Quantile-Based Risk Sharing with Heterogeneous Beliefs. (2018). Embrechts, Paul ; Wang, Ruodu ; Mao, Tiantian ; Liu, Haiyan. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1765.

Full description at Econpapers || Download paper

51
32015The Impact of Treasury Supply on Financial Sector Lending and Stability. (2015). Krishnamurthy, Arvind ; Vissing-Jorgensen, Annette. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1546.

Full description at Econpapers || Download paper

31
42021The Effects of Mandatory ESG Disclosure Around the World. (2021). Zhong, Rui ; Tang, Dragon Yongjun ; Sautner, Zacharias ; Krueger, Philipp. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2144.

Full description at Econpapers || Download paper

26
52018Empirical Asset Pricing via Machine Learning. (2018). Xiu, Dacheng ; Kelly, Bryan T ; Gu, Shihao. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1871.

Full description at Econpapers || Download paper

23
62018Being Stranded on the Carbon Bubble? Climate Policy Risk and the Pricing of Bank Loans. (2018). Delis, Manthos ; Ongena, Steven ; de Greiff, Kathrin. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1810.

Full description at Econpapers || Download paper

22
72020Responsible Institutional Investing Around the World. (2020). Steffen, Tom ; Matos, Pedro ; Krueger, Philipp ; Glossner, Simon ; Gibson, Rajna . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2013.

Full description at Econpapers || Download paper

22
82019Some Borrowers are More Equal than Others: Bank Funding Shocks and Credit Reallocation. (2019). Schepens, Glenn ; Mulier, Klaas ; Dewachter, Hans ; Ongena, Steven ; de Jonghe, Olivier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1945.

Full description at Econpapers || Download paper

20
92015Do Prices Reveal the Presence of Informed Trading?. (2015). Fos, Vyacheslav ; Collin-Dufresne, Pierre. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1369.

Full description at Econpapers || Download paper

20
102015Real-Time Prediction and Post-Mortem Analysis of the Shanghai 2015 Stock Market Bubble and Crash. (2015). Demos, Guilherme ; Zhang, Qun ; Sornette, Didier ; Filimonov, Vladimir ; Cauwels, Peter. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1531.

Full description at Econpapers || Download paper

18
112015Real-Time Prediction and Post-Mortem Analysis of the Shanghai 2015 Stock Market Bubble and Crash. (2015). Demos, Guilherme ; Zhang, Qunzhi ; Sornette, Didier ; Filimonov, Vladimir ; Cauwels, Peter ; Qun, Zhang . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1532.

Full description at Econpapers || Download paper

18
122019Quantitative Easing and Equity Prices: Evidence from the ETF Program of the Bank of Japan. (2019). Gianinazzi, Virginia ; Barbon, Andrea. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1955.

Full description at Econpapers || Download paper

18
132022The impact of the Russia-Ukraine conflict on the green energy transition – A capital market perspective. (2022). Utz, Sebastian ; Nerlinger, Martin. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2249.

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17
142019Consumption Taxes and Corporate Investment. (2019). Muller, Maximilian A ; Michaely, Roni ; Jacob, Martin. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1940.

Full description at Econpapers || Download paper

17
152021Commercial Real Estate Prices and Covid-19. (2021). Malle, Richard ; Hoesli, Martin. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2108.

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15
162021Deep Hedging under Rough Volatility. (2021). Zuric, Zan ; Teichmann, Josef ; Horvath, Blanka. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2188.

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14
172021A Comprehensive Look at the Empirical Performance of Equity Premium Prediction II. (2021). Zafirov, Athanasse ; Welch, Ivo ; Goyal, Amit. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2185.

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14
182019Are U.S. Industries Becoming More Concentrated?. (2019). Michaely, Roni ; Larkin, Yelena ; Grullon, Gustavo. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1941.

Full description at Econpapers || Download paper

14
192017Fund Flows and Market States. (2017). Schmalz, Martin C ; Franzoni, Francesco A. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1341.

Full description at Econpapers || Download paper

13
202015The Perennial Challenge to Counter Too-Big-To-Fail in Banking: Empirical Evidence from the New International Regulation Dealing with Global Systemically Important Banks. (2015). Ongena, Steven ; Moenninghoff, Sebastian C ; Wieandt, Axel . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1433.

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12
212020Does Firm Investment Respond to Peers Investment?. (2020). Fresard, Laurent ; Bustamante, Maria Cecilia. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2043.

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12
222012Are REITs Real Estate? Evidence from International Sector Level Data. (). Oikarinen, Elias ; Hoesli, Martin. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1215.

Full description at Econpapers || Download paper

12
232020Where Do Institutional Investors Seek Shelter when Disaster Strikes? Evidence from COVID-19. (2020). Wagner, Alexander F ; Ramelli, Stefano ; Matos, Pedro ; Glossner, Simon. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2056.

Full description at Econpapers || Download paper

12
242021FinTech Credit and Entrepreneurial Growth. (2021). Sheng, Zixia ; Shan, Hongzhe ; Huang, YI ; Hau, Harald. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2147.

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11
252022ESG and Systemic Risk. (2022). Ongena, Steven ; Andrieș, Alin Marius ; Sprincean, Nicu ; Andries, Alin Marius ; Aevoae, George-Marian. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2225.

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11
262007An Objective Function for Simulation Based Inference on Exchange Rate Data. (2007). Winker, Peter ; Gilli, Manfred ; Jeleskovic, Vahidin. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0701.

Full description at Econpapers || Download paper

10
272019Deep Hedging: Hedging Derivatives Under Generic Market Frictions Using Reinforcement Learning. (2019). Kochems, Jonathan ; Mohan, Baranidharan ; Wood, Ben ; Teichmann, Josef ; Gonon, Lukas ; Buehler, Hans. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1980.

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10
282018Activism, Strategic Trading, and Liquidity. (2018). Li, Tao ; Ljungqvist, Alexander ; Fos, Vyacheslav ; Collin-Dufresne, Pierre ; Back, Kerry. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1842.

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10
292012Quantifying Reflexivity in Financial Markets: Towards a Prediction of Flash Crashes. (). Filimonov, Vladimir ; Sornette, Didier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1202.

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10
302021The Equity Market Implications of the Retail Investment Boom. (2021). Jaunin, Coralie ; van der Beck, Philippe. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2112.

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9
312023Stock Prices and the Russia-Ukraine War: Sanctions, Energy and ESG. (2022). Wang, Qian ; Wagner, Alexander F ; Leippold, Markus ; Deng, Ming. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2229.

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9
322021How Resilient is Mortgage Credit Supply? Evidence from the Covid-19 Pandemic. (2021). Fuster, Andreas ; Willen, Paul ; Vickery, James I ; Lambie-Hanson, Lauren ; Hizmo, Aurel. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2141.

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8
332021CBDC as Imperfect Substitute for Bank Deposits: A Macroeconomic Perspective. (2021). Perazzi, Elena ; Bacchetta, Philippe. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2181.

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8
342019Institutional Investors’ Views and Preferences on Climate Risk Disclosure. (2019). Starks, Laura T ; Sautner, Zacharias ; Krueger, Philipp ; Ilhan, Emirhan. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1966.

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8
352021Universal Time Preference. (2021). Wang, Mei ; Hens, Thorsten ; Rieger, Marc Oliver. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2153.

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8
362009Information Percolation with Equilibrium Search Dynamics. (2009). Malamud, Semyon ; Duffie, Darrell ; Manso, Gustavo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0902.

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8
372020Interest rate pass-through and bank risk-taking under negative-rate policies with tiered remuneration of Central Bank Reserves. (2020). Mariathasan, Mike ; Basten, Christoph. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2098.

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382020Flooded through the back door: The role of bank capital in local shock spillovers. (2020). Ongena, Steven ; Rehbein, Oliver. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2007.

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392023Do Investors Care About Biodiversity?. (2023). Wagner, Alexander F ; Sautner, Zacharias ; Romec, Arthur ; Garel, Alexandre. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2324.

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402014Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based Models. (2014). Sornette, Didier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1425.

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6
412021Economic Support during the COVID Crisis. Quantitative Easing and Lending Support Schemes in the UK. (2021). Ongena, Steven ; Giansante, Simone ; Fatouh, Mahmoud. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2154.

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6
422009Dragon-Kings, Black Swans and the Prediction of Crises. (2009). Sornette, Didier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0936.

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432020Systemic Risk in Networks with a Central Node. (2020). Minca, Andreea ; Filipovi, Damir ; Amini, Hamed. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2004.

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442021Flow-Driven ESG Returns. (2021). van der Beck, Philippe. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2171.

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452017Hedging with Small Uncertainty Aversion. (2017). Seifried, Frank Thomas ; Muhle-Karbe, Johannes ; Herrmann, Sebastian. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1519.

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462016Corporate Policies with Permanent and Transitory Shocks. (2016). Decamps, Jean-Paul ; Villeneuve, Stephane ; Morellec, Erwan ; Gryglewicz, Sebastian. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1618.

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472007Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments. (2007). Zame, William ; Plott, Charles ; Bossaerts, Peter. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0705.

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482019Puzzling Exchange Rate Dynamics and Delayed Portfolio Adjustment. (2019). van Wincoop, Eric ; Bacchetta, Philippe. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1935.

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492020Climate Change Risk and the Costs of Mortgage Credit. (2020). Sila, Vathunyoo ; Qi, Shusen ; Ongena, Steven ; Nguyen, Duc Duy. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2097.

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502021Why Do Firms Issue Green Bonds?. (2021). Daubanes, Julien ; Rochet, Jean-Charles ; Mitali, Shema Frederic. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2197.

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Citing documents used to compute impact factor: 142
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2023Competing for Dark Trades. (2023). Karmaziene, Egle ; Irvine, Paul J. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230020.

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2023No Investment Fee Is Small, Long Term. (2021). Levine, Joseph. In: Papers. RePEc:arx:papers:2107.00837.

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2023
2023Debt dynamics and credit risk. (2023). Schaefer, Stephen ; Feldhutter, Peter. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:3:p:497-535.

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2023Working from home and corporate real estate. (2023). Bergeaud, Antonin ; Henricot, Dorian ; Garcia, Thomas ; Eymeoud, Jean-Benoit. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:99:y:2023:i:c:s0166046223000133.

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2023Spillover and connectedness among G7 real estate investment trusts: The effects of investor sentiment and global factors. (2023). Kang, Sang Hoon ; Teplova, Tamara ; Gubareva, Mariya ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000426.

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2023Sustainable tax system design for use of mass real estate appraisal in land management. (2023). Yalpir, Sukran ; Unel, Fatma Bunyan. In: Land Use Policy. RePEc:eee:lauspo:v:131:y:2023:i:c:s0264837723002004.

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2023Fast and Furious: A High-Frequency Analysis of Robinhood Users Trading Behavior. (2023). Cenesizoglu, Tolga ; Aymard, Cl'Ement ; Ardia, David. In: Papers. RePEc:arx:papers:2307.11012.

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2023The impact of green investors on stock prices. (2023). Mojon, Benoit ; Cheng, Gong ; Vayanos, Dimitri ; Jondeau, Eric. In: BIS Working Papers. RePEc:bis:biswps:1127.

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2023Does personal experience with COVID-19 impact investment decisions? Evidence from a survey of US retail investors. (2023). Bell, Adrian ; Sangiorgi, Ivan ; Niculaescu, Corina E. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002193.

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2023.

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2023The Effect of MSME Loan Securitization on Bank Stability: Collective Roles of Mediators. (2023). Sembel, Roy ; Wibowo, Buddi ; Rokhim, Rofikoh ; Wiraguna, Arfan. In: Economic Research Guardian. RePEc:wei:journl:v:13:y:2023:i:2:p:61-71.

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2023Persuasion as Transportation. (2023). Sandomirskiy, Fedor ; Babichenko, Yakov ; Arieli, Itai. In: Papers. RePEc:arx:papers:2307.07672.

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2023.

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2023Greenwashing the Talents: attracting human capital through environmental pledges. (2023). le Lann, Yann ; Deloziere, Gauthier. In: Working Papers. RePEc:hal:wpaper:hal-04140191.

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2023Who can better push firms to go green? A look at ESG effects on stock returns. (2023). Le Fol, Gaelle ; He, Yuyi ; Darolles, Serge. In: Post-Print. RePEc:hal:journl:hal-04462749.

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2023In search of climate distress risk. (2023). Kuruppuarachchi, Duminda ; Diaz-Rainey, Ivan ; Nguyen, Quyen. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003945.

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2023Effect of climate-related risk on the costs of bank loans: Evidence from syndicated loan markets in emerging economies. (2023). Wong, Andrew ; Ho, Kelvin. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000942.

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2023L’exposition des fonds d’investissement français aux risques climatiques de transition. (2023). Kone, Kolotcholoma ; Jourde, Tristan. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2023:248:07.

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2023CBDC and business cycle dynamics in a New Monetarist New Keynesian model. (2023). Assenmacher, Katrin ; Ristiniemi, Annukka ; Bitter, Lea. In: Working Paper Series. RePEc:ecb:ecbwps:20232811.

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2023Zombies, again? The COVID-19 business support programs in Japan. (2023). Hoshi, Takeo ; Ueda, Kenichi ; Kawaguchi, Daiji. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426622000218.

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2023Firm-bank linkages and optimal policies after a rare disaster. (2023). Villacorta, Alonso ; Segura, Anatoli. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:2:p:296-322.

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2023Reprint of: Do retail traders destabilize financial markets? An investigation surrounding the COVID-19 pandemic. (2023). Blau, Benjamin ; Yasin, Awaid ; Butt, Hassan A ; Baig, Ahmed S. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426622003247.

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2023The tail wagging the dog: How do meme stocks affect market efficiency?. (2023). Ouzan, Samuel ; Choi, Hyung-Eun ; Aloosh, Arash. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:68-78.

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2023A Probabilistic Solution to High-Dimensional Continuous-Time Macro and Finance Models. (2023). Huang, JI. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10600.

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2023Dissecting climate risks: Are they reflected in stock prices?. (2023). Skiadopoulos, George ; Matin, Rastin ; Faccini, Renato. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:155:y:2023:i:c:s037842662300153x.

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2023FinTech Lending, Social Networks and the Transmission of Monetary Policy. (2022). Zhou, Xiaoqing. In: Working Papers. RePEc:fip:feddwp:93889.

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2023The COVID-19 shock and consumer credit: Evidence from credit card data. (2023). Wix, Carlo ; Kay, Benjamin ; Horvath, Akos. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:152:y:2023:i:c:s0378426623000791.

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2023COVID-19 and bank branch lending: The moderating effect of digitalization. (2023). Silva, Thiago ; Tabak, Benjamin Miranda ; Guerra, Solange Maria ; Stancato, Sergio Rubens. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:152:y:2023:i:c:s0378426623000936.

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2023
2023Fund ESG performance and downside risk: Evidence from China. (2023). Zong, Zhe ; Zhang, Yue. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s105752192300042x.

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2023ESG disclosure and investor welfare under asymmetric information and imperfect competition. (2023). Jia, Zecheng ; Zhao, QI ; Xu, Weijun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x23000483.

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2023Time-varying fund manager skills of socially responsible investing (SRI) funds in developed and emerging markets. (2023). Jitmaneeroj, Boonlert. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s027553192300003x.

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2023Does genetic diversity on corporate boards lead to improved environmental performance?. (2023). Tzouvanas, Panagiotis ; Mamatzakis, Emmanuel C ; Kizys, Renatas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000240.

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2023To Acquire or to Ally? Managing Partners’ Environmental Risk in International Expansion. (2023). Mishra, Tapas ; Mukherjee, Soumyatanu ; Luo, DI ; Huang, Chenchen. In: MPRA Paper. RePEc:pra:mprapa:117591.

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2023Does green finance really inhibit extreme hypocritical ESG risk? A greenwashing perspective exploration. (2023). Zhang, Dongyang. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s014098832300186x.

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2023The Value Relevance of ESG Practices in Japan and Malaysia: Moderating Roles of CSR Award, and Former CEO as a Board Chair. (2023). Mohd, Mohd Shazwan ; Wan-Hussin, Wan Nordin. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:2728-:d:1055724.

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2023Institutions, digital assets, and implications for economic and financial performance. (2023). Guedhami, Omrane ; Glatzer, Zachary ; Cumming, Douglas. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:50:y:2023:i:3:d:10.1007_s40812-023-00276-y.

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2023
2023Influence of Media Attention on the Quality of Environmental, Social, and Governance Information Disclosure in Enterprises: An Adjustment Effect Based on the Shareholder Relationship Network. (2023). Hu, YU ; Xia, Wenlei ; Chen, Xiaofang ; Cui, Wei. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:18:p:13919-:d:1243322.

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2023News-based ESG sentiment and stock price crash risk. (2023). Wang, HE ; Liu, Zhaohua ; Liang, Chuanyu ; Yu, Haixu. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s105752192300162x.

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2023“Glossy green” banks: the disconnect between environmental disclosures and lending activities. (2023). Giannetti, Mariassunta ; Mendicino, Caterina ; Loumioti, Maria ; Jasova, Martina. In: Working Paper Series. RePEc:ecb:ecbwps:20232882.

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2023
2023
2023Effect of Financial Technology on SMEs Performance in Cameroon amid COVID-19 Recovery: The Mediating Effect of Financial Literacy. (2023). Shuaib, Kabir Musa ; Yang, Baochen ; Lontchi, Claude Bernard. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:2171-:d:1045518.

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2023Banks’ Physical Footprint and Financial Technology Adoption. (2023). Ricca, Bernardo ; Haas, Jose Renato ; Mariani, Lucas A. In: Working Papers Series. RePEc:bcb:wpaper:576.

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2023Big tech credit and monetary policy transmission: micro-level evidence from China. (2023). Yu, Changhua ; Qiu, Han ; Li, Xiang ; Huang, Yiping. In: BIS Working Papers. RePEc:bis:biswps:1084.

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2023
2023Data versus Collateral*. (2023). Huang, Yiping ; Gambacorta, Leonardo ; Chen, Shu ; Qiu, Han ; Li, Zhenhua. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:2:p:369-398..

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2023Does alternative digital lending affect bank performance? Cross-country and bank-level evidence. (2023). Salvador, Carlos ; Cubillas, Elena ; Cuadros-Solas, Pedro J. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003897.

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2023Option Smile Volatility and Implied Probabilities: Implications of Concavity in IV Curves. (2023). Singh, Astha ; Kachhara, Darsh. In: Papers. RePEc:arx:papers:2307.15718.

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2023Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility. (2023). Kon, N'Golo ; Carrasco, Marine. In: CIRANO Working Papers. RePEc:cir:cirwor:2023s-03.

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2023Dimensions of national culture and R2 around the world. (2023). Lovelace, Kelley Bergsma ; Fetherolf, Raylin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001541.

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2023Temporal discounting in later life. (2023). Myck, Michal ; Pasini, Giacomo ; Kulati, Ellam. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:213:y:2023:i:c:p:87-101.

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2023Understanding climate-related disclosures of UK financial institutions. (2023). Vo, Quynh-Anh ; Salgado-Moreno, Mauricio ; Guin, Benjamin ; Acosta-Smith, Jonathan. In: Bank of England working papers. RePEc:boe:boeewp:1017.

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2023Stranded houses? The price effect of a minimum energy efficiency standard. (2023). Guin, Benjamin ; Gibberd, Alex ; Ferentinos, Konstantinos. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000531.

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2023Sparse and stable international portfolio optimization and currency risk management. (2023). Ulrych, Urban ; Burkhardt, Raphael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s026156062300150x.

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2023Effects of Macroprudential Policies on Bank Lending and Credit Risks. (2023). Behncke, Stefanie. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:63:y:2023:i:2:d:10.1007_s10693-022-00378-z.

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2023Machine learning prediction of climate-induced disaster injuries. (2023). El-Dakhakhni, Wael ; Rezk, Eman ; Haggag, May. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:116:y:2023:i:3:d:10.1007_s11069-023-05829-x.

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2023Information Design in Concave Games. (2022). Yamashita, Takuro ; Smolin, Alex. In: Papers. RePEc:arx:papers:2202.10883.

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2023On the veil-of-ignorance principle: welfare-optimal information disclosure in Voting. (2023). Yamashita, Takuro ; van der Straeten, Karine. In: TSE Working Papers. RePEc:tse:wpaper:128424.

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2023The impact of ESG risks on corporate value. (2023). Cohen, Gil. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:4:d:10.1007_s11156-023-01135-6.

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2023Non-banks contagion and the uneven mitigation of climate risk. (2023). Sydow, Matthias ; Gourdel, Regis. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002557.

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2023A Unified Framework for Fast Large-Scale Portfolio Optimization. (2023). Safikhani, Abolfazl ; Polak, Pawel ; Shah, Ronakdilip ; Deng, Weichuan. In: Papers. RePEc:arx:papers:2303.12751.

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2023
2023Peer performance and the asymmetric timeliness of earnings recognition. (2023). Qiao, LU ; Li, Suyang ; Ma, Yechi ; Fu, Zheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003775.

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2023The macroeconomic effects of different CBDC regimes in an economy with a heterogeneous household sector. (2023). Stempel, Daniel ; Neyer, Ulrike ; Magin, Jana Anjali. In: DICE Discussion Papers. RePEc:zbw:dicedp:396.

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2023Public money as a store of value, heterogeneous beliefs, and banks: implications of CBDC. (2023). Soons, Oscar ; Muoz, Manuel A. In: Working Paper Series. RePEc:ecb:ecbwps:20232801.

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2023CBDC policies in open economies. (2023). Sokol, Andrej ; Rungcharoenkitkul, Phurichai ; Pinchetti, Marco ; Kumhof, Michael. In: BIS Working Papers. RePEc:bis:biswps:1086.

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2023Central bank digital currency and bank earnings management using loan loss provisions. (2023). Ozili, Peterson K. In: MPRA Paper. RePEc:pra:mprapa:116412.

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2023CBDC Policies in Open Economies. (2023). Sokol, Andrej ; Rungcharoenkitkul, Phurichai ; Pinchetti, Marco ; Kumhof, Michael. In: PIER Discussion Papers. RePEc:pui:dpaper:205.

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2023The optimal quantity of CBDC in a bank-based economy. (2023). Burlon, Lorenzo ; Smets, Frank ; Muoz, Manuel A ; Montes-Galdon, Carlos. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:23/1063.

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2023CBDC Policies in Open Economies. (2023). Rungcharoenkitkul, Phurichai ; Pinchetti, Marco ; Sokol, Andrej ; Kumhof, Michael. In: Discussion Papers. RePEc:cfm:wpaper:2309.

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2023.

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2023The impact of the ESG disclosure on sell-side analysts’ target prices: The new era post Paris agreements. (2023). Burchi, Alberto ; Bolognesi, Enrica. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002136.

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2023Which exogenous driver is informative in forecasting European carbon volatility: Bond, commodity, stock or uncertainty?. (2023). Chevallier, Julien ; Ma, Feng ; Tan, Xueping ; Guo, Xiaozhu ; Wang, Jiqian. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005485.

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2023Out-of-sample equity premium prediction: The role of option-implied constraints. (2023). Zhou, TI ; Wang, Yunqi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:199-226.

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2023Can average skewness really predict financial returns? The euro area case. (2023). van Cappellen, Jef ; de Ceuster, Marc ; Annaert, Jan. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005529.

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2023The Chinese equity premium predictability: Evidence from a long historical data. (2023). Cao, Jiawei ; Ma, Feng. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000429.

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2023Eye in outer space: satellite imageries of container ports can predict world stock returns. (2023). Wang, Yudong ; Zhao, Yuqi ; Wu, Liangyu ; Yu, Honghai. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01891-9.

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2023Job postings and aggregate stock returns. (2023). Odoherty, Michael S ; Kothari, Pratik. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000022.

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2023Relationships between stock returns and real earnings yields over the last 150 years. (2023). Alsalman, Zeina ; Murphy, Austin. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323006153.

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2023On the Economic Significance of Stock Return Predictability*. (2023). Odoherty, Michael S ; Johnson, Travis L ; Cederburg, Scott. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:2:p:619-657..

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2023Metric Hypertransformers are Universal Adapted Maps. (2022). Pammer, Gudmund ; Kratsios, Anastasis ; Acciaio, Beatrice. In: Papers. RePEc:arx:papers:2201.13094.

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2023Rough volatility, path-dependent PDEs and weak rates of convergence. (2023). Pannier, Alexandre ; Jacquier, Antoine ; Bonesini, Ofelia. In: Papers. RePEc:arx:papers:2304.03042.

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2023Adversarial Deep Hedging: Learning to Hedge without Price Process Modeling. (2023). Imajo, Kentaro ; Minami, Kentaro ; Hirano, Masanori. In: Papers. RePEc:arx:papers:2307.13217.

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2023Efficient Learning of Nested Deep Hedging using Multiple Options. (2023). Shimada, Takuya ; Minami, Kentaro ; Imajo, Kentaro ; Hirano, Masanori. In: Papers. RePEc:arx:papers:2305.12264.

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2023Deeper Hedging: A New Agent-based Model for Effective Deep Hedging. (2023). Weston, Stephen ; Gao, Kang ; Guo, CE ; Luk, Wayne ; Stillman, Namid R ; Vytelingum, Perukrishnen. In: Papers. RePEc:arx:papers:2310.18755.

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2023Measuring Transition Risk in Investment Funds. (2023). Crisostomo, Ricardo. In: CNMV Working Papers. RePEc:cnv:wpaper:dt_81en.

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2023Explosive behavior in the Chinese stock market: A sectoral analysis. (2023). Ferrer, Roman ; Yang, Hui. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:81:y:2023:i:c:s0927538x23001750.

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2023Recurrent Neural Networks with more flexible memory: better predictions than rough volatility. (2023). Ragel, Vincent ; Challet, Damien. In: Papers. RePEc:arx:papers:2308.08550.

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2023Debt, tax and environmental policy. (2023). Fodha, Mouez ; Chiroleu-Assouline, Mireille. In: PSE-Ecole d'économie de Paris (Postprint). RePEc:hal:pseptp:halshs-04181981.

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2023Dette, taxe et politique environnementale. (2023). Fodha, Mouez ; Chiroleu-Assouline, Mireille. In: Revue française d'économie. RePEc:cai:rferfe:rfe_225_0055.

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2023Science-based emission targets and risk-adjusted portfolio return: An analysis using global SBTi-validated stocks. (2023). Stephan, Andreas ; Sahamkhadam, Maziar ; Loof, Hans ; Dahlstrom, Petter. In: Working Paper Series in Economics and Institutions of Innovation. RePEc:hhs:cesisp:0492.

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2023American Option Pricing using Self-Attention GRU and Shapley Value Interpretation. (2023). Shen, Yanhui. In: Papers. RePEc:arx:papers:2310.12500.

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2023Evolutionary finance: a model with endogenous asset payoffs. (2023). Vanaei, M J ; Hens, T ; Evstigneev, I V. In: Journal of Bioeconomics. RePEc:kap:jbioec:v:25:y:2023:i:2:d:10.1007_s10818-023-09335-9.

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2023A Replicable Valorisation Model for the Adaptive Reuse of Rationalist Architecture. (2023). Prataviera, Enrica ; Todella, Elena ; Lami, Isabella M. In: Land. RePEc:gam:jlands:v:12:y:2023:i:4:p:836-:d:1116701.

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2023Understanding Model Complexity for temporal tabular and multi-variate time series, case study with Numerai data science tournament. (2023). Barahona, Prof Mauricio ; Wong, Thomas. In: Papers. RePEc:arx:papers:2303.07925.

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2023
2023The Role of Unemployment in the ESG Model at World Level. (2023). LEOGRANDE, ANGELO ; Costantiello, Alberto. In: SocArXiv. RePEc:osf:socarx:z2ums.

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2023How to explain stock returns of utility companies from an environmental, social and corporate governance perspective. (2023). Pieirochousa, Juan ; Quioapieiro, Lara ; Santosrodrigues, Helena ; Lopezcabarcos, Angeles M. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:30:y:2023:i:5:p:2278-2291.

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2023Dealer Capacity and U.S. Treasury Market Functionality. (2023). van Tassel, Peter ; Shachar, OR ; Nelson, Claire ; Keane, Frank M ; Fleming, Michael J ; Duffie, Darrell. In: Staff Reports. RePEc:fip:fednsr:96553.

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2023Dealer capacity and US Treasury market functionality. (2023). Van Tassel, Peter ; Fleming, Michael ; Shachar, OR ; Nelson, Claire ; Keane, Frank ; Duffie, Darrell. In: BIS Working Papers. RePEc:bis:biswps:1138.

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2023The role of Environmental, Social, and Governance (ESG) in predicting bank financial distress. (2023). King, Timothy ; Citterio, Alberto. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005888.

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2023ESG performance and banks’ funding costs. (2023). Andrieș, Alin Marius ; Sprincean, Nicu. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001848.

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2023Does ESG impact systemic risk? Evidencing an inverted U-shape relationship for major energy firms. (2023). Migliavacca, Milena ; Goodell, John W ; Anwer, Zaheer ; Paltrinieri, Andrea. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:216:y:2023:i:c:p:10-25.

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2023Interlinkages between stability, carbon emissions and the ESG disclosures: Global evidence from banking industry. (2023). Rizvi, Syed Aun R. ; Azmi, Wajahat ; Ali, Mohsin ; Aun, Syed ; Kowsalya, V. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002251.

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2023Bank liquidity hoarding and bank systemic risk: The moderating effect of economic policy uncertainty. (2023). Wang, YU ; Lu, Yiming. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002603.

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2023Bank lending cyclicality and ESG activities: Global evidence. (2023). Disli, Mustafa ; Azmi, Wajahat ; Abdelsalam, Omneya ; Kowsalya, V. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323009133.

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2023Mirror, mirror on the wall, who is transitioning amongst them all?. (2023). Klump, Rainer ; Hinsche, Isabelle Catherine. In: CFS Working Paper Series. RePEc:zbw:cfswop:712.

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2023GREEN FINANCE – INTERNATIONAL INITIATIVES AND RELEVANT PRACTICES IN SUPPORTING GLOBAL SUSTAINABLE GOALS. (2023). Baicu, Claudia Gabriela ; Ilie, Phd Georgeta. In: Social-Economic Debates. RePEc:sdb:social:v:12:y:2023:i:1:p:1-10.

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2023Is lending distance really changing? Distance dynamics and loan composition in small business lending. (2023). Driscoll, John ; Brevoort, Kenneth P ; Adams, Robert M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:156:y:2023:i:c:s0378426623001978.

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2023Pricing Indefinitely Lived Assets: Experimental Evidence. (2023). Duffy, John ; Xie, Huan ; Jiang, Janet Hua. In: Staff Working Papers. RePEc:bca:bocawp:23-25.

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2023The GameStop short squeeze: Put–call parity and the effect of frictions before, during and after the squeeze. (2023). Hilliard, Jitka. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:5:p:635-661.

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2023
2023Greening the Swiss National Bank’s Portfolio. (2023). Jondeau, Eric ; Fahlenbrach, Rudiger. In: The Review of Corporate Finance Studies. RePEc:oup:rcorpf:v:12:y:2023:i:4:p:792-833..

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2023Uncertainty and the Term Structure of Interest Rates. (2023). Poon, Aubrey ; Zhu, Dan ; Cross, Jamie L. In: Working Papers. RePEc:bny:wpaper:0123.

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2023How susceptible is the European financial stability to economic policy uncertainty?. (2023). Orlowski, Lucjan T. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:45:y:2023:i:4:p:864-875.

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2023The macroeconomic effects of a carbon tax to meet the U.S. Paris agreement target: The role of firm creation and technology adoption. (2023). Metcalf, Gilbert E ; Shapiro, Alan Finkelstein. In: Journal of Public Economics. RePEc:eee:pubeco:v:218:y:2023:i:c:s004727272200202x.

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2023Public Information as a Source of Disagreement Among Shareholders. (2023). Xefteris, Dimitrios ; Macé, Antonin ; Meirowitz, Adam ; Mace, Antonin ; Llorente-Saguer, Aniol ; Bouton, Laurent ; Pi, Shaoting. In: PSE Working Papers. RePEc:hal:psewpa:halshs-04075483.

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2023Public Information as a Source of Disagreement Among Shareholders. (2023). Xefteris, Dimitrios ; Pi, Shaoting ; Meirowitz, Adam ; Mace, Antonin ; Llorente-Saguer, Aniol ; Bouton, Laurent. In: Working Papers. RePEc:hal:wpaper:halshs-04075483.

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2023Can geopolitical risks excite Germany economic policy uncertainty: Rethinking in the context of the Russia-Ukraine conflict. (2023). Hong, Yanran ; Shen, Lihua. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005979.

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2023Quantile time-frequency connectedness between cryptocurrency volatility and renewable energy volatility during the COVID-19 pandemic and Ukraine-Russia conflicts. (2023). Ha, Thanh. In: Renewable Energy. RePEc:eee:renene:v:202:y:2023:i:c:p:613-625.

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2023Balancing climate mitigation and energy security goals amid converging global energy crises: The role of green investments. (2023). Fateh, BELAID ; Al-Mestneer, Raed ; Al-Sarihi, Aisha ; Belaid, Fateh. In: Renewable Energy. RePEc:eee:renene:v:205:y:2023:i:c:p:534-542.

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2023The impact of the Russia–Ukraine conflict on the energy subsector stocks in China: A network-based approach. (2023). Pan, Huanxue ; Deng, Jing ; Ouyang, Wenpei ; Chen, Ying ; Xu, Zihan ; Xing, Xiaoyun. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000193.

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2023
2023Trade matters except to war neighbors: The international stock market reaction to 2022 Russia’s invasion of Ukraine. (2023). Silva, Thiago ; Tabak, Benjamin Miranda ; Berri, Paulo Victor. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000612.

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2023Spillovers between green and dirty cryptocurrencies and socially responsible investments around the war in Ukraine. (2023). Iqbal, Najaf ; Bouri, Elie ; Kumar, Sanjeev ; Patel, Ritesh. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:143-162.

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2023Russia-Ukraine conflict sentiments and energy market returns in G7 countries: Discovering the unexplored dynamics. (2023). Sinha, Avik ; Murshed, Muntasir ; Balsalobre-Lorente, Daniel. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003456.

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2023The impact of geopolitical relations on the evolution of cobalt trade network from the perspective of industrial chain. (2023). Zhang, Hongwei ; Liu, Yongheng ; Guo, Yaoqi. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723004890.

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2023Do geopolitical risks facilitate the global energy transition? Evidence from 39 countries in the world. (2023). Wang, Wenfu. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723006633.

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2023Market reactions to layoff announcements during crises: Examining impacts and conditioners. (2023). Pandey, Dharen ; Kumar, Rahul ; Goodell, John W. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s154461232300795x.

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2023Spillover analysis across FinTech, ESG, and renewable energy indices before and during the Russia–Ukraine war: International evidence. (2023). Assaf, Rima ; Hussainey, Khaled ; Nasrallah, Nohad ; el Khoury, Rim. In: Post-Print. RePEc:hal:journl:hal-04564870.

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2023For What Its Worth: Measuring Land Value in the Era of Big Data and Machine Learning. (2023). Moulton, Jeremy G ; Cornwall, Gary ; Wentland, Scott. In: BEA Working Papers. RePEc:bea:wpaper:0209.

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2023Trust premium in the second-hand housing market: evidence from the negotiation rate. (2023). Zhang, Yun. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01927-0.

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2023
2023The disciplining effect of supervisory scrutiny in the EU-wide stress test. (2023). Pancaro, Cosimo ; Müller, Carola ; Ongena, Steven ; Muller, Carola ; Kok, Christoffer. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:53:y:2023:i:c:s1042957322000687.

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2023Consistent Valuation of a Reduction in Mortality Risk using Values per Life, Life Year, and Quality-Adjusted Life Year. (2023). Hammitt, James K. In: TSE Working Papers. RePEc:tse:wpaper:128067.

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2023View fusion vis-\`a-vis a Bayesian interpretation of Black-Litterman for portfolio allocation. (2023). Roberts, Stephen ; Zohren, Stefan ; Spears, Trent. In: Papers. RePEc:arx:papers:2301.13594.

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2023Deep parametric portfolio policies. (2023). Zimmermann, Tom ; Weibels, Sebastian ; Simon, Frederik. In: CFR Working Papers. RePEc:zbw:cfrwps:2301.

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2023How to green the European Auto ABS market? A literature survey. (2023). Riedel, Max ; Pelizzon, Loriana ; Latino, Carmelo. In: SAFE Working Paper Series. RePEc:zbw:safewp:391.

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2023The spillover effect of managerial taxes on mutual fund risk-taking. (2023). Yen, Chia-Yi ; Buhrle, Anna Theresa. In: ZEW Discussion Papers. RePEc:zbw:zewdip:23028.

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Recent citations received in 2023

YearCiting document
2023Linking microblogging sentiments to stock price movement: An application of GPT-4. (2023). Altmann, Saskia ; Steinert, Rick. In: Papers. RePEc:arx:papers:2308.16771.

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2023Economic Forecasts Using Many Noises. (2023). Neuhierl, Andreas ; Liao, Yuan ; Shi, Zhentao ; Ma, Xinjie. In: Papers. RePEc:arx:papers:2312.05593.

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2023
2023
2023How Do Firms Adjust When Trade Stops?. (2023). Lastauskas, Povilas ; Zaldokas, Alminas ; Proskute, Aurelija. In: Working Papers. RePEc:cgs:wpaper:111.

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2023
2023Women directors and E&S performance: Evidence from board gender quotas. (2023). Ginglinger, Edith ; Raskopf, Caroline. In: Journal of Corporate Finance. RePEc:eee:corfin:v:83:y:2023:i:c:s0929119923001451.

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2023Sentiment spin: Attacking financial sentiment with GPT-3. (2023). Leippold, Markus. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s154461232300329x.

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2023The green energy transition and the 2023 Banking Crisis. (2023). Wagner, Alexander F ; Dercole, Francesco. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008656.

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2023Classification of RBA monetary policy announcements using ChatGPT. (2023). Smales, Lee. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008863.

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2023Macroeconomic and Uncertainty Shocks’ Effects on Energy Prices: A Comprehensive Literature Review. (2023). Spyromitros, Eleftherios ; Panagiotidis, Minas ; Oikonomou, Georgios ; Dokas, Ioannis. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1491-:d:1055891.

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2023The Way People Lie in Markets: Detectable vs. Deniable Lies. (2023). Villeval, Marie Claire ; Tergiman, Chloe. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:6:p:3340-3357.

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2023Adverse Selection Among Early Adopters and Unraveling Innovation. (2023). McGee, Roy. In: University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers. RePEc:uwo:hcuwoc:202302.

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2023Mind the gap?! The current state of biodiversity reporting. (2023). von Zedlitz, Gerrit. In: SAFE White Paper Series. RePEc:zbw:safewh:95.

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2023Quantitative easing, the repo market, and the term structure of interest rates. (2023). Subrahmanyam, Marti G ; Pelizzon, Loriana ; Jappelli, Ruggero. In: SAFE Working Paper Series. RePEc:zbw:safewp:395.

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Recent citations received in 2022

YearCiting document
2022Deep learning and American options via free boundary framework. (2022). Dai, Weizhong ; Ware, Tony ; Umeorah, Nneka ; Nwankwo, Chinonso. In: Papers. RePEc:arx:papers:2211.11803.

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2022Sovereigns and sustainable bonds: challenges and new options. (2022). Packer, Frank ; Ehlers, Torsten ; Cheng, Gong. In: BIS Quarterly Review. RePEc:bis:bisqtr:2209d.

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2022The global foreign exchange market in a higher-volatility environment. (2022). Sushko, Vladyslav ; Drehmann, Mathias. In: BIS Quarterly Review. RePEc:bis:bisqtr:2212f.

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2022The certification role of the EU-wide stress testing exercises in the stock market. What can we learn from the stress tests (2014-2021)?. (2022). Marques, Aurea ; Ongena, Steven ; Durrani, Agha. In: Working Paper Series. RePEc:ecb:ecbwps:20222711.

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2022Term 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.

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2022Can sticky portfolios explain international capital flows and asset prices?. (2022). van Wincoop, Eric ; Davenport, Margaret ; Bacchetta, Philippe. In: Journal of International Economics. RePEc:eee:inecon:v:136:y:2022:i:c:s0022199622000150.

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2022Price-setting in the foreign exchange swap market: Evidence from order flow. (2022). Viswanath-Natraj, Ganesh ; Syrstad, Olav . In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:1:p:119-142.

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2022Pandemic, War, and Global Energy Transitions. (2022). Gielen, Dolf ; Barreto-Gomez, Leonardo ; Fritz, Steffen ; Paulavets, Katsia ; Bazilian, Morgan D ; Zakeri, Behnam ; Victor, David G ; Urge-Vorsatz, Diana ; Creutzig, Felix ; Rogelj, Joeri ; Pouya, Shaheen ; Zimm, Caroline ; Hunt, Julian D ; Boza-Kiss, Benigna ; Srivastava, Leena ; Pachauri, Shonali ; McCollum, David L ; Echeverri, Luis Gomez. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:17:p:6114-:d:895664.

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2022The “D2P” Approach: Digitalisation, Production and Performance in the Standardised Sustainable Deep Renovation of Buildings. (2022). Pennacchia, Elisa ; Giustini, Federica ; Cumo, Fabrizio ; Romeo, Carlo. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:18:p:6689-:d:913505.

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2022ESG Assessment from the Perspective of the Management Board and Trade Unions on the Example of the Opole Power Plant. (2022). Zieliski, Mariusz ; Adamska, Magorzata. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:21:p:8066-:d:958086.

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2022Mitigating Climate Change and the Development of Green Energy versus a Return to Fossil Fuels Due to the Energy Crisis in 2022. (2022). Borowski, Piotr F. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:24:p:9289-:d:996505.

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2022The Economic Dimension of Using the Integration of Highway Sound Screens with Solar Panels in the Process of Generating Green Energy. (2022). Drod, Wojciech ; Mikiewicz, Radosaw ; Lewicki, Wojciech ; Coban, Hasan Huseyin. In: Energies. RePEc:gam:jeners:v:16:y:2022:i:1:p:178-:d:1013469.

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2022.

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2022The Determinants of Risk Weighted Asset in Europe. (2022). Matarrese, Marco Maria ; Laureti, Lucio ; Costantiello, Alberto ; Leogrande, Angelo. In: MPRA Paper. RePEc:pra:mprapa:112924.

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Recent citations received in 2021

YearCiting document
2021Maximizing the Out-of-Sample Sharpe Ratio. (2021). Lassance, Nathan. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021013.

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2021Deep Equal Risk Pricing of Financial Derivatives with Multiple Hedging Instruments. (2021). Fr'ed'eric Godin, ; Carbonneau, Alexandre. In: Papers. RePEc:arx:papers:2102.12694.

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2021No-Transaction Band Network: A Neural Network Architecture for Efficient Deep Hedging. (2021). Nakagawa, Kei ; Minami, Kentaro ; Ito, Katsuya ; Imajo, Kentaro ; Imaki, Shota. In: Papers. RePEc:arx:papers:2103.01775.

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2021Should You Take Investment Advice From WallStreetBets? A Data-Driven Approach. (2021). Buz, Tolga ; de Melo, Gerard. In: Papers. RePEc:arx:papers:2105.02728.

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2021Deep equal risk pricing of financial derivatives with non-translation invariant risk measures. (2021). Fr'ed'eric Godin, ; Carbonneau, Alexandre. In: Papers. RePEc:arx:papers:2107.11340.

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2021Zombies, Again? The COVID-19 Business Support Programs in Japan We designed and conducted a firm-level survey on the use of COVID-19-related government programs, in collaboration with Tokyo Shoko Rese. (2021). Kawaguchi, Daiji ; Hoshi, Takeo ; Ueda, Kenichi. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp21e15.

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2021Dynamic multitasking and managerial investment incentives. (2021). Pfeil, Sebastian ; Hoffmann, Florian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:2:p:954-974.

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2021Comovements between heavily shorted stocks during a market squeeze: Lessons from the GameStop trading frenzy. (2021). Zaremba, Adam ; Yousaf, Imran ; Umar, Zaghum. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s027553192100074x.

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2021Racial Differences in Mortgage Refinancing, Distress, and Housing Wealth Accumulation during COVID-19. (2021). Gerardi, Kristopher ; Willen, Paul S ; Lambie-Hanson, Lauren. In: Policy Hub. RePEc:fip:a00001:92867.

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2021So Far, So Good: Government Insurance of Financial Sector Tail Risk. (2021). Wall, Larry. In: Policy Hub. RePEc:fip:a00001:94154.

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2021Racial Differences in Mortgage Refinancing, Distress, and Housing Wealth Accumulation during COVID-19. (2021). Gerardi, Kristopher ; Willen, Paul S ; Lambie-Hanson, Lauren. In: Current Policy Perspectives. RePEc:fip:fedbcq:92793.

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2021Sticky Stock Market Analysts. (2021). Lorenz, Marco ; Judek, Jan Rene ; Filiz, Ibrahim ; Spiwoks, Markus. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:12:p:593-:d:698283.

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2021Sustainable Construction Investment, Real Estate Development, and COVID-19: A Review of Literature in the Field. (2021). Lepkova, Natalija ; Zavadskas, Edmundas Kazimieras ; Kaklauskas, Arturas ; Ubarte, Ieva ; Vetloviene, Ingrida ; Dauksys, Kestutis ; Raslanas, Saulius. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:13:p:7420-:d:587384.

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2021Achieving Sustainable Economic Growth: Analysis of Islamic Debt and the Islamic Equity Market. (2021). Barczi, Judit ; Setiawan, Budi ; Saleem, Adil ; Sagi, Judit. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:15:p:8319-:d:601463.

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2021Passive ESG Portfolio Management—The Benchmark Strategy for Socially Responsible Investors. (2021). Weinmayer, Karl ; Rammerstorfer, Margarethe ; Amon, Julian. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:16:p:9388-:d:618851.

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2021Borrower Expectations and Mortgage Performance: Evidence from the COVID-19 Pandemic. (2021). Redmer, Chad ; Larson, William ; Makridis, Christos. In: FHFA Staff Working Papers. RePEc:hfa:wpaper:21-02.

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2021Split Personalities? Behavioral Effects of Temperature on Financial Decision-making. (2021). Makridis, Christos ; Litina, Anastasia ; Gavresi, Despina. In: Discussion Paper Series. RePEc:mcd:mcddps:2021_16.

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2021FinTech Lending. (2021). Puri, Manju ; Fuster, Andreas ; Berg, Tobias. In: NBER Working Papers. RePEc:nbr:nberwo:29421.

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2021Financial Stability Is Easier to Green Than Monetary Policy. (2021). Pfister, Christian ; Valla, Natacha. In: Intereconomics: Review of European Economic Policy. RePEc:spr:intere:v:56:y:2021:i:3:d:10.1007_s10272-021-0972-y.

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2021Life insurance convexity. (2021). Grundl, Helmut ; Grochola, Nicolaus ; Kubitza, Christian. In: ICIR Working Paper Series. RePEc:zbw:icirwp:4221.

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2020.

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2020The Reallocation Effects of COVID-19: Evidence from Venture Capital Investments around the World. (2020). Zazzaro, Alberto ; Bellucci, Andrea ; Gucciardi, Gianluca ; Borisov, Alexander. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:167.

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2020Disaster Resilience and Asset Prices. (2020). Pagano, Marco ; Zechner, Josef ; Wagner, Christian. In: Papers. RePEc:arx:papers:2005.08929.

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2020Examining the Effect of COVID-19 on Foreign Exchange Rate and Stock Market -- An Applied Insight into the Variable Effects of Lockdown on Indian Economy. (2020). Kumar, Atul ; Banerjee, Indrajit ; Bhattacharyya, Rupam. In: Papers. RePEc:arx:papers:2006.14499.

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2020Mutual funds performance: the role of distribution networks and bank affiliation. (2020). Marinelli, Giuseppe ; Hamaui, Andrea ; Cardillo, Andrea ; Albareto, Giorgio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1272_20.

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2020Firm-Level Risk Exposures and Stock Returns in the Wake of COVID-19. (2020). Hansen, Stephen ; Davis, Steven J ; Seminario-Amez, Cristhian. In: Working Papers. RePEc:bfi:wpaper:2020-139.

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2020Mutual Fund Performance and Flows During the COVID-19 Crisis. (2020). Vorsatz, Blair M ; Pastor, Lubos. In: Working Papers. RePEc:bfi:wpaper:2020-96.

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2020Suggestions for a Covid-19 post-pandemic research agenda in environmental economics. (2020). Schumacher, Ingmar ; Withagen, Cees. In: Discussion Papers. RePEc:bir:birmec:20-15.

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2020Behavioral changes and policy effects during Covid-19. (2020). Anundsen, Andre ; Thorsrud, Leif Anders ; Larsen, Erling Roed ; Kivedal, Bjornar Karlsen . In: Working Papers. RePEc:bny:wpaper:0090.

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2020Combating the COVID-19 pandemic : The role of the SARS imprint. (2020). Zou, Kunru ; Yang, Endong ; Ru, Hong. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2020_015.

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2020How Does Climate Change Interact with the Financial System? A Survey. (2020). Shiraki, Noriyuki ; Ichiue, Hibiki ; Furukawa, Kakuho. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp20e08.

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2020Covid-19, lockdowns and well-being: evidence from Google trends. (2020). Powdthavee, Nattavudh ; Flèche, Sarah ; Clark, Andrew ; Brodeur, Abel. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1693.

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2020Firm-Level Risk Exposures and Stock Returns in the Wake of COVID-19. (2020). Davis, Steven ; Seminario-Amez, Cristhian ; Hansen, Stephen. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8594.

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2020COVID-Induced Sovereign Risk in the Euro Area: When Did the ECB Stop the Contagion?. (2020). Tripier, Fabien ; Ortmans, Aymeric. In: Working Papers. RePEc:cii:cepidt:2020-11.

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2020The International Spread of COVID-19 Stock Market Collapses. (2020). de Pace, Pierangelo ; DePace, Pierangelo ; Contessi, Silvio. In: Economics Department, Working Paper Series. RePEc:clm:pomwps:1013.

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2020Firm-Level Exposure to Epidemic Diseases: Covid-19, SARS, and H1N1. (2020). Hassan, Tarek ; Van Lent, Laurence ; Tahoun, Ahmed ; Hollander, Stephan. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14573.

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2020A Model of Endogenous Risk Intolerance and LSAPs: Asset Prices and Aggregate Demand in a Covid-19 Shock. (2020). Caballero, Ricardo ; Simsek, Alp. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14627.

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2020Love in the Time of COVID-19: The Resiliency of Environmental and Social Stocks. (2020). Koskinen, Yrjö ; Zhang, Chendi ; Yang, Shuai ; Albuquerque, Rui. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14661.

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2020When the Markets Get COVID: COntagion, Viruses, and Information Diffusion.. (2020). Wolfskeil, Isabella ; Farroni, Paolo ; Croce, Mariano Massimiliano. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14674.

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2020Estimating the costs and benefits of mandated business closures in a pandemic. (2020). sauvagnat, julien ; Grassi, Basile ; Barrot, Jean-Noel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14757.

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2020Disaster Resilience and Asset Prices. (2020). Zechner, Josef ; Pagano, Marco ; Wagner, Christian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14773.

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2020Where do institutional investors seek shelter when disaster strikes? Evidence from COVID-19. (2020). Wagner, Alexander F ; Ramelli, Stefano ; Matos, Pedro Pinto ; Glossner, Simon. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15070.

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2020The risk of being a fallen angel and the corporate dash for cash in the midst of COVID. (2020). Acharya, Viral ; Steffen, Sascha. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15073.

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2020Monetary Policy and Asset Price Overshooting: A Rationale for the Wall/Main Street Disconnect. (2020). Caballero, Ricardo ; Simsek, Alp. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15163.

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2020Firm-level Risk Exposures and Stock Returns in the Wake of COVID-19. (2020). Hansen, Stephen ; Davis, Steven ; Seminario-Amez, Cristhian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15314.

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2020Pricing Currency Risks. (2020). Chernov, Mikhail ; Lochstoer, Lars ; Dahlquist, Magnus. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15571.

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2020This time is indeed different: A study on global market reactions to public health crisis. (2020). Duc, Toan Luu ; Wang, Mei ; Schell, Daniel. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635020300964.

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2020Economic impact of government interventions during the COVID-19 pandemic: International evidence from financial markets. (2020). Ashraf, Badar Nadeem. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635020302422.

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2020How important is social trust during the COVID-19 crisis period? Evidence from the Fed announcements. (2020). Mazumder, Sharif. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303142.

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2020Corporate finance, industrial organization, and organizational economics. (2020). Sertsios, Giorgo. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301243.

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2020COVID-19 and market expectations: Evidence from option-implied densities. (2020). Weissensteiner, Alex ; Kosolapova, Maria ; Hanke, Michael. In: Economics Letters. RePEc:eee:ecolet:v:195:y:2020:i:c:s0165176520302743.

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2020The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies. (2020). lucey, brian ; Corbet, Shaen ; Larkin, Charles. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612320304098.

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2020Financial markets under the global pandemic of COVID-19. (2020). Zhang, Dayong ; Ji, Qiang ; Hu, Min. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320304050.

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2020Freedom and stock market performance during Covid-19 outbreak. (2020). Erdem, Orhan. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320306735.

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2020The impact of COVID-19 on emerging stock markets. (2020). Topcu, Mert ; Gulal, Omer Serkan. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320306966.

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2020COVID-19 and investor behavior. (2020). Wengerek, Sascha Tobias ; Pelster, Matthias ; Ortmann, Regina . In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612320307959.

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2020Trading from home: The impact of COVID-19 on trading volume around the world. (2020). Zhong, Angel ; Chiah, Mardy. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612320315981.

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2020The impacts of COVID-19 on the global airline industry: An event study approach. (2020). Kotcharin, Suntichai ; Maneenop, Sakkakom. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:89:y:2020:i:c:s0969699720305032.

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2020COVID-19, lockdowns and well-being: evidence from Google Trends. (2020). Powdthavee, Nattavudh ; Flèche, Sarah ; Clark, Andrew ; Brodeur, Abel. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:108456.

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2020The COVID-19 Shock and Equity Shortfall: Firm-level Evidence from Italy. (2020). Pelizzon, Loriana ; Pagano, Marco ; Oliviero, Tommaso ; Subrahmanyam, Marti G ; Carletti, Elena. In: EIEF Working Papers Series. RePEc:eie:wpaper:2014.

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2020How the Coronavirus Crisis Affected Japanese Industries: Evidence from the Stock Market. (2020). Thorbecke, Willem. In: Discussion papers. RePEc:eti:dpaper:20061.

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2020The Impact of the COVID-19 Pandemic on the U.S. Economy: Evidence from the Stock Market. (2020). Thorbecke, Willem. In: Discussion papers. RePEc:eti:dpaper:20068.

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2020How the Coronavirus Crisis is Affecting the Korean Economy: Evidence from the Stock Market. (2020). Thorbecke, Willem. In: Discussion papers. RePEc:eti:dpaper:20088.

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2020The Impact of the COVID-19 Pandemic on Business Expectations. (2020). Meyer, Brent. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:89448.

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2020A Fundamental Connection: Exchange Rates and Macroeconomic Expectations. (2020). Tang, Jenny ; Stavrakeva, Vania. In: Working Papers. RePEc:fip:fedbwp:89607.

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2020Zombie Credit and (Dis-)Inflation: Evidence from Europe. (2020). Eufinger, Christian ; Eisert, Tim ; Crosignani, Matteo ; Acharya, Viral V. In: Staff Reports. RePEc:fip:fednsr:89275.

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2020The impact of COVID – 19 on the stocks’ yield from the pharmaceutical sector. (2020). Kagitci, Meral. In: Journal of Financial Studies. RePEc:fst:rfsisf:v:5:y:2020:i:9:p:58-71.

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2020The potential of export-oriented companies to contribute to post-Covid-19 economic recovery in North Macedonia. (2020). Petreski, Blagica ; Srbinoski, Bojan. In: Finance Think Policy Studies. RePEc:ftm:policy:2020-12/33.

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2020The Effects of Pandemic Event on the Stock Exchange of Thailand. (2020). Panyagometh, Kamphol. In: Economies. RePEc:gam:jecomi:v:8:y:2020:i:4:p:90-:d:433708.

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