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[50 most relevant papers]
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| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 2000 | 0 | 0.56 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0.25 | |||||
| 2002 | 0 | 0.55 | 0 | 0 | 1 | 2 | 5 | 0 | 1 | 1 | 0 | 0 | 0.31 | |||||
| 2006 | 0 | 0.58 | 0.41 | 0 | 39 | 41 | 331 | 15 | 28 | 0 | 1 | 0 | 15 | 0.38 | 0.34 | |||
| 2007 | 0.69 | 0.52 | 0.39 | 0.68 | 38 | 79 | 278 | 31 | 59 | 39 | 27 | 40 | 27 | 0 | 3 | 0.08 | 0.29 | |
| 2008 | 0.64 | 0.58 | 0.47 | 0.64 | 46 | 125 | 173 | 56 | 118 | 77 | 49 | 77 | 49 | 1 | 1.8 | 4 | 0.09 | 0.29 |
| 2009 | 0.51 | 0.59 | 0.6 | 0.64 | 52 | 177 | 355 | 105 | 224 | 84 | 43 | 123 | 79 | 0 | 18 | 0.35 | 0.33 | |
| 2010 | 0.55 | 0.52 | 0.53 | 0.57 | 46 | 223 | 157 | 116 | 342 | 98 | 54 | 175 | 99 | 3 | 2.6 | 8 | 0.17 | 0.3 |
| 2011 | 0.53 | 0.61 | 0.52 | 0.56 | 64 | 287 | 200 | 149 | 491 | 98 | 52 | 221 | 124 | 0 | 15 | 0.23 | 0.36 | |
| 2012 | 0.43 | 0.67 | 0.47 | 0.48 | 44 | 331 | 305 | 154 | 645 | 110 | 47 | 246 | 118 | 0 | 13 | 0.3 | 0.36 | |
| 2013 | 0.56 | 0.64 | 0.4 | 0.42 | 56 | 387 | 184 | 156 | 801 | 108 | 61 | 252 | 107 | 1 | 0.6 | 12 | 0.21 | 0.34 |
| 2014 | 0.52 | 0.67 | 0.38 | 0.4 | 58 | 445 | 239 | 169 | 970 | 100 | 52 | 262 | 105 | 6 | 3.6 | 8 | 0.14 | 0.34 |
| 2015 | 0.58 | 0.65 | 0.44 | 0.48 | 79 | 524 | 571 | 227 | 1198 | 114 | 66 | 268 | 129 | 1 | 0.4 | 17 | 0.22 | 0.36 |
| 2016 | 0.65 | 0.63 | 0.43 | 0.48 | 97 | 621 | 289 | 263 | 1466 | 137 | 89 | 301 | 145 | 1 | 0.4 | 16 | 0.16 | 0.34 |
| 2017 | 0.58 | 0.61 | 0.44 | 0.52 | 63 | 684 | 222 | 292 | 1766 | 176 | 102 | 334 | 173 | 5 | 1.7 | 11 | 0.17 | 0.33 |
| 2018 | 0.66 | 0.6 | 0.5 | 0.62 | 96 | 780 | 527 | 384 | 2155 | 160 | 105 | 353 | 219 | 1 | 0.3 | 29 | 0.3 | 0.34 |
| 2019 | 0.73 | 0.6 | 0.45 | 0.59 | 79 | 859 | 388 | 384 | 2541 | 159 | 116 | 393 | 233 | 5 | 1.3 | 22 | 0.28 | 0.35 |
| 2020 | 1.01 | 0.68 | 0.57 | 0.76 | 120 | 979 | 779 | 557 | 3102 | 175 | 177 | 414 | 314 | 3 | 0.5 | 98 | 0.82 | 0.72 |
| 2021 | 1.44 | 0.91 | 0.64 | 0.98 | 97 | 1076 | 306 | 689 | 3792 | 199 | 287 | 455 | 447 | 0 | 20 | 0.21 | 0.37 | |
| 2022 | 1.18 | 0.66 | 0.52 | 0.91 | 94 | 1170 | 159 | 604 | 4403 | 217 | 257 | 455 | 415 | 0 | 15 | 0.16 | 0.21 | |
| 2023 | 0.84 | 0.5 | 0.45 | 0.84 | 128 | 1298 | 125 | 589 | 4992 | 191 | 161 | 486 | 408 | 1 | 0.2 | 19 | 0.15 | 0.16 |
| 2024 | 0.49 | 0.53 | 0.36 | 0.61 | 109 | 1407 | 34 | 513 | 5505 | 222 | 108 | 518 | 314 | 0 | 8 | 0.07 | 0.2 |
| 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 | 2020 | Feverish Stock Price Reactions to COVID-19. (2020). Wagner, Alexander ; Ramelli, Stefano. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2012. Full description at Econpapers || Download paper | 521 |
| 2 | 2015 | Do 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 | 129 |
| 3 | 2015 | The Impact of Treasury Supply on Financial Sector Lending and Stability. (2015). Vissing-Jorgensen, Annette ; KRISHNAMURTHY, ARVIND. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1546. Full description at Econpapers || Download paper | 114 |
| 4 | 2006 | Exchange 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. Full description at Econpapers || Download paper | 112 |
| 5 | 2007 | An 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 | 93 |
| 6 | 2009 | Information 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 | 91 |
| 7 | 2018 | Quantile-Based Risk Sharing with Heterogeneous Beliefs. (2018). Mao, Tiantian ; Wang, Ruodu ; Embrechts, Paul ; Liu, Haiyan. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1765. Full description at Econpapers || Download paper | 91 |
| 8 | 2019 | Are 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 | 85 |
| 9 | 2018 | Empirical Asset Pricing via Machine Learning. (2018). Xiu, Dacheng ; Gu, Shihao ; Kelly, Bryan T. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1871. Full description at Econpapers || Download paper | 83 |
| 10 | 2012 | Are REITs Real Estate? Evidence from International Sector Level Data. (2012). Oikarinen, Elias ; Hoesli, Martin. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1215. Full description at Econpapers || Download paper | 71 |
| 11 | 2009 | Dragon-Kings, Black Swans and the Prediction of Crises. (2009). Sornette, Didier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0936. Full description at Econpapers || Download paper | 67 |
| 12 | 2007 | Prices 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. Full description at Econpapers || Download paper | 64 |
| 13 | 2018 | Being Stranded on the Carbon Bubble? Climate Policy Risk and the Pricing of Bank Loans. (2018). Ongena, Steven ; Delis, Manthos ; de Greiff, Kathrin. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1810. Full description at Econpapers || Download paper | 61 |
| 14 | 2015 | Real-Time Prediction and Post-Mortem Analysis of the Shanghai 2015 Stock Market Bubble and Crash. (2015). Demos, Guilherme ; Filimonov, Vladimir ; Zhang, Qunzhi ; Cauwels, Peter ; Sornette, Didier ; Qun, Zhang. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1532. Full description at Econpapers || Download paper | 59 |
| 15 | 2015 | Real-Time Prediction and Post-Mortem Analysis of the Shanghai 2015 Stock Market Bubble and Crash. (2015). Demos, Guilherme ; Zhang, Qunzhi ; Cauwels, Peter ; Sornette, Didier ; Filimonov, Vladimir. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1531. Full description at Econpapers || Download paper | 59 |
| 16 | 2012 | Aggregate Investment Externalities and Macroprudential Regulation. (2012). Rochet, Jean ; Gersbach, Hans. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1203. Full description at Econpapers || Download paper | 55 |
| 17 | 2016 | Bank 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. Full description at Econpapers || Download paper | 50 |
| 18 | 2014 | Physics 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. Full description at Econpapers || Download paper | 49 |
| 19 | 2019 | Some Borrowers are More Equal than Others: Bank Funding Shocks and Credit Reallocation. (2019). Schepens, Glenn ; Ongena, Steven ; Mulier, Klaas ; Dewachter, Hans ; De Jonghe, Olivier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1945. Full description at Econpapers || Download paper | 48 |
| 20 | 2012 | Quantifying Reflexivity in Financial Markets: Towards a Prediction of Flash Crashes. (2012). Filimonov, Vladimir ; Sornette, Didier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1202. Full description at Econpapers || Download paper | 48 |
| 21 | 2021 | The Effects of Mandatory ESG Disclosure Around the World. (2021). Zhong, Rui ; Krueger, Philipp ; Sautner, Zacharias ; Tang, Dragon Yongjun. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2144. Full description at Econpapers || Download paper | 47 |
| 22 | 2015 | The 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. Full description at Econpapers || Download paper | 46 |
| 23 | 2020 | Responsible Institutional Investing Around the World. (2020). Krueger, Philipp ; Steffen, Tom ; Glossner, Simon ; Gibson, Rajna ; Matos, Pedro. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2013. Full description at Econpapers || Download paper | 46 |
| 24 | 2008 | The 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. Full description at Econpapers || Download paper | 40 |
| 25 | 2006 | An Econometric Analysis of Emission Trading Allowances. (2006). Taschini, Luca ; Paoletta, Marc S.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0626. Full description at Econpapers || Download paper | 39 |
| 26 | 2017 | Fund 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 | 38 |
| 27 | 2006 | A Data-Driven Optimization Heuristic for Downside Risk Minimization. (2006). Gilli, Manfred ; Hysi, Hilda ; Kellezi, Evis . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0602. Full description at Econpapers || Download paper | 37 |
| 28 | 2009 | Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles. (2009). Zhou, Wei-Xing ; Jiang, Zhi-Qiang ; Woodard, Ryan ; Cauwels, Peter ; BASTIAENSEN, Ken ; Sornette, Didier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0939. Full description at Econpapers || Download paper | 35 |
| 29 | 2014 | Heterogeneity in Decentralized Asset Markets. (2014). Weill, Pierre-Olivier ; Lester, Benjamin ; Hugonnier, Julien. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1467. Full description at Econpapers || Download paper | 35 |
| 30 | 2019 | Quantitative 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 | 33 |
| 31 | 2009 | Health and (other) Asset Holdings. (2009). St-Amour, Pascal ; Hugonnier, Julien ; Pelgrin, Florian. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0918. Full description at Econpapers || Download paper | 33 |
| 32 | 2019 | Consumption Taxes and Corporate Investment. (2019). michaely, roni ; Muller, Maximilian A ; Jacob, Martin. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1940. Full description at Econpapers || Download paper | 32 |
| 33 | 2010 | The 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. Full description at Econpapers || Download paper | 28 |
| 34 | 2012 | Understanding Asset Correlations. (2012). Hasseltoft, Henrik ; Burkhardt, Dominic . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1238. Full description at Econpapers || Download paper | 27 |
| 35 | 2015 | Bank 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. Full description at Econpapers || Download paper | 26 |
| 36 | 2011 | Crashes and High Frequency Trading. (2011). von der Becke, Susanne ; Sornette, Didier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1164. Full description at Econpapers || Download paper | 26 |
| 37 | 2011 | Crashes and High Frequency Trading. (2011). von der Becke, Susanne ; Sornette, Didier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1163. Full description at Econpapers || Download paper | 26 |
| 38 | 2011 | Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets. (2011). Scaillet, Olivier ; Ossola, Elisa ; Gagliardini, Patrick. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1140. Full description at Econpapers || Download paper | 26 |
| 39 | 2007 | Aggregating Phillips Curves. (2007). Jondeau, Eric ; Imbs, Jean ; Pelgrin, Florian. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0706. Full description at Econpapers || Download paper | 26 |
| 40 | 2009 | Bank CEO Incentives and the Credit Crisis. (2009). Stulz, René ; Fahlenbrach, Ruediger. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0927. Full description at Econpapers || Download paper | 25 |
| 41 | 2020 | Where Do Institutional Investors Seek Shelter when Disaster Strikes? Evidence from COVID-19. (2020). Wagner, Alexander ; Ramelli, Stefano ; Glossner, Simon ; Matos, Pedro. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2056. Full description at Econpapers || Download paper | 24 |
| 42 | 2022 | The impact of the Russia-Ukraine conflict on the green energy transition â A capital market perspective. (2022). Utz, Sebastian ; Nerlinger, Martin. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2249. Full description at Econpapers || Download paper | 24 |
| 43 | 2012 | Bank Ratings: What Determines Their Quality?. (2012). Marques-Ibanez, David ; Langfield, Sam ; Hau, Harald. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1231. Full description at Econpapers || Download paper | 24 |
| 44 | 2016 | The 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. Full description at Econpapers || Download paper | 24 |
| 45 | 2021 | Deep Hedging under Rough Volatility. (2021). Zuric, Zan ; Teichmann, Josef ; Horvath, Blanka. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2188. Full description at Econpapers || Download paper | 23 |
| 46 | 2010 | Exploring the Nature of Trader Intuition. (2010). Quartz, Steven R. ; Bossaerts, Peter ; BRUGUIER, ANTOINE J.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1002. Full description at Econpapers || Download paper | 22 |
| 47 | 2018 | Activism, Strategic Trading, and Liquidity. (2018). Ljungqvist, Alexander ; Li, Tao ; Fos, Vyacheslav ; Collin-Dufresne, Pierre ; Back, Kerry. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1842. Full description at Econpapers || Download paper | 22 |
| 48 | 2011 | The US stock market leads the Federal funds rate and Treasury bond yields. (2011). Zhou, Wei-Xing ; Cheng, Si-Wei ; Guo, Kun ; Sornette, Didier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1105. Full description at Econpapers || Download paper | 22 |
| 49 | 2016 | Corporate Policies with Permanent and Transitory Shocks. (2016). Gryglewicz, Sebastian ; Villeneuve, Stephane ; Decamps, Jean-Paul ; Morellec, Erwan. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1618. Full description at Econpapers || Download paper | 21 |
| 50 | 2015 | Liquidity Risk in Credit Default Swap Markets. (2015). Junge, Benjamin ; Trolle, Anders B. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1365. Full description at Econpapers || Download paper | 21 |
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2020 | Feverish Stock Price Reactions to COVID-19. (2020). Wagner, Alexander ; Ramelli, Stefano. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2012. Full description at Econpapers || Download paper | 176 |
| 2 | 2018 | Quantile-Based Risk Sharing with Heterogeneous Beliefs. (2018). Mao, Tiantian ; Wang, Ruodu ; Embrechts, Paul ; Liu, Haiyan. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1765. Full description at Econpapers || Download paper | 52 |
| 3 | 2021 | The Effects of Mandatory ESG Disclosure Around the World. (2021). Zhong, Rui ; Krueger, Philipp ; Sautner, Zacharias ; Tang, Dragon Yongjun. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2144. Full description at Econpapers || Download paper | 37 |
| 4 | 2015 | The Impact of Treasury Supply on Financial Sector Lending and Stability. (2015). Vissing-Jorgensen, Annette ; KRISHNAMURTHY, ARVIND. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1546. Full description at Econpapers || Download paper | 35 |
| 5 | 2019 | Consumption Taxes and Corporate Investment. (2019). michaely, roni ; Muller, Maximilian A ; Jacob, Martin. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1940. Full description at Econpapers || Download paper | 21 |
| 6 | 2022 | The impact of the Russia-Ukraine conflict on the green energy transition â A capital market perspective. (2022). Utz, Sebastian ; Nerlinger, Martin. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2249. Full description at Econpapers || Download paper | 20 |
| 7 | 2019 | Quantitative 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 | 19 |
| 8 | 2018 | Being Stranded on the Carbon Bubble? Climate Policy Risk and the Pricing of Bank Loans. (2018). Ongena, Steven ; Delis, Manthos ; de Greiff, Kathrin. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1810. Full description at Econpapers || Download paper | 19 |
| 9 | 2020 | Responsible Institutional Investing Around the World. (2020). Krueger, Philipp ; Steffen, Tom ; Glossner, Simon ; Gibson, Rajna ; Matos, Pedro. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2013. Full description at Econpapers || Download paper | 18 |
| 10 | 2021 | Deep Hedging under Rough Volatility. (2021). Zuric, Zan ; Teichmann, Josef ; Horvath, Blanka. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2188. Full description at Econpapers || Download paper | 18 |
| 11 | 2015 | Do 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 | 17 |
| 12 | 2015 | Real-Time Prediction and Post-Mortem Analysis of the Shanghai 2015 Stock Market Bubble and Crash. (2015). Demos, Guilherme ; Zhang, Qunzhi ; Cauwels, Peter ; Sornette, Didier ; Filimonov, Vladimir. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1531. Full description at Econpapers || Download paper | 17 |
| 13 | 2015 | Real-Time Prediction and Post-Mortem Analysis of the Shanghai 2015 Stock Market Bubble and Crash. (2015). Demos, Guilherme ; Filimonov, Vladimir ; Zhang, Qunzhi ; Cauwels, Peter ; Sornette, Didier ; Qun, Zhang. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1532. Full description at Econpapers || Download paper | 17 |
| 14 | 2021 | A Comprehensive Look at the Empirical Performance of Equity Premium Prediction II. (2021). welch, ivo ; Goyal, Amit ; Zafirov, Athanasse. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2185. Full description at Econpapers || Download paper | 16 |
| 15 | 2012 | Are REITs Real Estate? Evidence from International Sector Level Data. (2012). Oikarinen, Elias ; Hoesli, Martin. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1215. Full description at Econpapers || Download paper | 16 |
| 16 | 2017 | Fund 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 | 15 |
| 17 | 2015 | The 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. Full description at Econpapers || Download paper | 14 |
| 18 | 2022 | ESG and Systemic Risk. (2022). Sprincean, Nicu ; Ongena, Steven ; AndrieÈ, Alin Marius ; Aevoae, George-Marian ; Andries, Alin Marius. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2225. Full description at Econpapers || Download paper | 14 |
| 19 | 2021 | FinTech Credit and Entrepreneurial Growth. (2021). Hau, Harald ; Sheng, Zixia ; Huang, YI ; Shan, Hongzhe. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2147. Full description at Econpapers || Download paper | 13 |
| 20 | 2012 | Quantifying Reflexivity in Financial Markets: Towards a Prediction of Flash Crashes. (2012). Filimonov, Vladimir ; Sornette, Didier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1202. Full description at Econpapers || Download paper | 12 |
| 21 | 2019 | Some Borrowers are More Equal than Others: Bank Funding Shocks and Credit Reallocation. (2019). Schepens, Glenn ; Ongena, Steven ; Mulier, Klaas ; Dewachter, Hans ; De Jonghe, Olivier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1945. Full description at Econpapers || Download paper | 12 |
| 22 | 2019 | Are 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 | 11 |
| 23 | 2018 | Empirical Asset Pricing via Machine Learning. (2018). Xiu, Dacheng ; Gu, Shihao ; Kelly, Bryan T. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1871. Full description at Econpapers || Download paper | 11 |
| 24 | 2022 | The Economics of Sustainability Linked Bonds. (2022). Krueger, Philipp ; Berrada, Tony ; Gibson, Rajna ; Engelhardt, Leonie. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2226. Full description at Econpapers || Download paper | 11 |
| 25 | 2023 | Sentiment Spin: Attacking Financial Sentiment with GPT-3. (2023). Leippold, Markus. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2311. Full description at Econpapers || Download paper | 11 |
| 26 | 2021 | How Resilient is Mortgage Credit Supply? Evidence from the Covid-19 Pandemic. (2021). Willen, Paul ; Vickery, James ; Fuster, Andreas ; Lambie-Hanson, Lauren ; Hizmo, Aurel. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2141. Full description at Econpapers || Download paper | 10 |
| 27 | 2023 | Do Investors Care About Biodiversity?. (2023). Wagner, Alexander ; Sautner, Zacharias ; Romec, Arthur ; Garel, Alexandre. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2324. Full description at Econpapers || Download paper | 10 |
| 28 | 2021 | Economic 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. Full description at Econpapers || Download paper | 9 |
| 29 | 2023 | ESG Shareholder Engagement and Downside Risk. (2023). Sautner, Zacharias ; Zhou, Xiaoyan ; Starks, Laura T ; Oikonomou, Ioannis. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2377. Full description at Econpapers || Download paper | 9 |
| 30 | 2021 | CBDC as Imperfect Substitute for Bank Deposits: A Macroeconomic Perspective. (2021). Bacchetta, Philippe ; Perazzi, Elena. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2181. Full description at Econpapers || Download paper | 9 |
| 31 | 2021 | Commercial Real Estate Prices and Covid-19. (2021). Hoesli, Martin ; Malle, Richard. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2108. Full description at Econpapers || Download paper | 9 |
| 32 | 2020 | Does Firm Investment Respond to Peers Investment?. (2020). Bustamante, Maria Cecilia ; Fresard, Laurent. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2043. Full description at Econpapers || Download paper | 9 |
| 33 | 2007 | An 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 | 8 |
| 34 | 2020 | Where Do Institutional Investors Seek Shelter when Disaster Strikes? Evidence from COVID-19. (2020). Wagner, Alexander ; Ramelli, Stefano ; Glossner, Simon ; Matos, Pedro. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2056. Full description at Econpapers || Download paper | 8 |
| 35 | 2021 | Flow-Driven ESG Returns. (2021). van der Beck, Philippe. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2171. Full description at Econpapers || Download paper | 8 |
| 36 | 2015 | Climate Change and Firm Valuation: Evidence from a Quasi-Natural Experiment. (2015). Krueger, Philipp ; Kruger, Philipp. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1540. Full description at Econpapers || Download paper | 8 |
| 37 | 2022 | Economic Policy Uncertainty and the Yield Curve. (2022). Leippold, Markus ; Matthys, Felix. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2236. Full description at Econpapers || Download paper | 8 |
| 38 | 2018 | Asset-Liability Management for Long-Term Insurance Business. (2018). Pelsser, Antoon ; Loisel, Stéphane ; Schmeiser, Hato ; Albrecher, Hansjoerg ; Schiller, Frank ; Bauer, Daniel ; Filipovi, Damir ; Korn, Ralf ; Embrechts, Paul ; Koch-Medina, Pablo ; Wagner, Joel. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1769. Full description at Econpapers || Download paper | 7 |
| 39 | 2021 | Why Do Firms Issue Green Bonds?. (2021). Rochet, Jean ; Mitali, Shema ; Daubanes, Julien. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2197. Full description at Econpapers || Download paper | 7 |
| 40 | 2009 | Information 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 | 7 |
| 41 | 2020 | Artificial Intelligence and High-Skilled Work: Evidence from Analysts. (2020). Grennan, Jillian ; michaely, roni. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2084. Full description at Econpapers || Download paper | 7 |
| 42 | 2022 | Stripping the Discount Curve - a Robust Machine Learning Approach. (2022). Pelger, Markus ; Ye, YE ; Filipovi, Damir. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2224. Full description at Econpapers || Download paper | 7 |
| 43 | 2020 | The Tax Cuts and Jobs Act: Which Firms Won? Which Lost?. (2020). Zeckhauser, Richard ; Wagner, Alexander ; Ziegler, Alexandre. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2048. Full description at Econpapers || Download paper | 7 |
| 44 | 2019 | Institutional Investorsâ Views and Preferences on Climate Risk Disclosure. (2019). Krueger, Philipp ; Sautner, Zacharias ; Starks, Laura T ; Ilhan, Emirhan. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1966. Full description at Econpapers || Download paper | 7 |
| 45 | 2023 | Money Market Disconnect. (2023). Ranaldo, Angelo ; Winterberg, Hannah ; Ballensiefen, Benedikt. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2312. Full description at Econpapers || Download paper | 7 |
| 46 | 2009 | Dragon-Kings, Black Swans and the Prediction of Crises. (2009). Sornette, Didier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0936. Full description at Econpapers || Download paper | 7 |
| 47 | 2022 | Stress tests and capital requirement disclosures: do they impact banks lending and risk-taking decisions?. (2022). Ongena, Steven ; Marques, Aurea ; Konietschke, Paul. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2260. Full description at Econpapers || Download paper | 6 |
| 48 | 2020 | A Cost-Benefit Analysis of Capital Requirements Adjusted for Model Risk. (2020). Fringuellotti, Fulvia ; Farkas, Walter ; Tunaru, Radu. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2086. Full description at Econpapers || Download paper | 6 |
| 49 | 2019 | Deep Hedging: Hedging Derivatives Under Generic Market Frictions Using Reinforcement Learning. (2019). Gonon, Lukas ; Teichmann, Josef ; Kochems, Jonathan ; Buehler, Hans ; Wood, Ben ; Mohan, Baranidharan. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1980. Full description at Econpapers || Download paper | 6 |
| 50 | 2022 | Deconstructing ESG Scores: How to Invest with Your own Criteria. (2022). Jondeau, Eric ; Ehlers, Torsten ; Elsenhuber, Ulrike ; Jegarasasingam, Kumar. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2223. Full description at Econpapers || Download paper | 5 |
| Year | Title | |
|---|---|---|
| 2024 | What drives sustainable investing? Adoption determinants of sustainable investing exchange-traded funds in Europe. (2024). Lechman, Ewa ; Marszk, Adam. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:69:y:2024:i:c:p:63-82. Full description at Econpapers || Download paper | |
| 2024 | Option Pricing Based on the Residual Neural Network. (2024). Liu, Wei-Han ; Gan, Lirong. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:4:d:10.1007_s10614-023-10413-3. Full description at Econpapers || Download paper | |
| 2024 | Deep Learning and American Options via Free Boundary Framework. (2024). Dai, Weizhong ; Ware, Tony ; Umeorah, Nneka ; Nwankwo, Chinonso. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:2:d:10.1007_s10614-023-10459-3. Full description at Econpapers || Download paper | |
| 2024 | Business aspects in focus, investor underreaction and return predictability. (2024). Jin, Zuben. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s0929119923001748. Full description at Econpapers || Download paper | |
| 2024 | Environment-specific political risk discourse and expected crash risk: The role of political activism. (2024). Rahman, Sohanur ; Chapple, Larelle ; Sinnewe, Elisabeth. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004265. Full description at Econpapers || Download paper | |
| 2024 | Water and waste management strategies as drivers of the financial performance of food companies. (2024). Lopez-Perez, Luisa M ; Quioa-Pieiro, Lara ; Pieiro-Chousa, Juan ; Lopez-Cabarcos, Angeles M. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523008235. Full description at Econpapers || Download paper | |
| 2024 | Energy transition and non-energy firmsâ financial performance: Do markets value capability-based energy transition strategies?. (2024). Sirin, Selahattin Murat ; Yilmaz, Berna N. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003669. Full description at Econpapers || Download paper | |
| 2024 | Robust Bond Portfolio Construction via Convex-Concave Saddle Point Optimization. (2024). Boyd, Stephen ; Schiele, Philipp ; Luxenberg, Eric. In: Papers. RePEc:arx:papers:2212.02570. Full description at Econpapers || Download paper | |
| 2024 | Robust Bond Portfolio Construction via ConvexâConcave Saddle Point Optimization. (2024). Boyd, Stephen ; Schiele, Philipp ; Luxenberg, Eric. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:201:y:2024:i:3:d:10.1007_s10957-024-02436-z. Full description at Econpapers || Download paper | |
| 2024 | Movements in Yields, Not the Equity Premium: Bernanke-Kuttner Redux. (2024). Nagel, Stefan ; Xu, Zhengyang. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11305. Full description at Econpapers || Download paper | |
| 2024 | Bank credit loss and ESG performance. (2024). Giannetti, Caterina ; Iacoviello, Giuseppina ; Bruno, Elena. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010917. Full description at Econpapers || Download paper | |
| 2024 | Social responsibility and bank resiliency. (2024). Iannino, Maria Chiara ; Gehrig, Thomas ; Unger, Stephan. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923000918. Full description at Econpapers || Download paper | |
| 2024 | Examining the impact of liquidity creation on bank stability in the Asia Pacific region: Do ESG disclosures play a moderating role?. (2024). Kashiramka, Smita ; Gupta, Juhi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000210. Full description at Econpapers || Download paper | |
| 2024 | ESG and asset quality in the banking industry: The moderating role of financial performance. (2024). Polizzi, Salvatore ; Cantero-Saiz, Maria ; Scannella, Enzo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000138. Full description at Econpapers || Download paper | |
| 2024 | Do ESG scores affect financial systemic risk? Evidence from European banks and insurers. (2024). Gianfrancesco, Igor ; Onorato, Grazia ; Curcio, Domenico ; Vioto, Davide. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000436. Full description at Econpapers || Download paper | |
| 2024 | The impact of banksâ climate engagement on systemic risk. Does committing a little or a lot make a difference?. (2024). Birindelli, Giuliana ; Pacelli, Vincenzo ; Dellatti, Stefano ; di Tommaso, Caterina ; Iannuzzi, Antonia Patrizia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001855. Full description at Econpapers || Download paper | |
| 2024 | The new bond on the block â Designing a carbon-linked bond for sustainable investment projects. (2024). Fehrenkotter, Rieke ; Dahlen, Niklas ; Schreiter, Maximilian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:316-325. Full description at Econpapers || Download paper | |
| 2024 | Reforming Sustainability-Linked Bonds by Strengthening Investor Trust. (2024). Bisaria, Saumya ; Bosmans, Pieter ; de Mariz, Frederic ; Leal, Daniel. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:7:p:290-:d:1431110. Full description at Econpapers || Download paper | |
| 2024 | Pricing of sustainability-linked bonds. (2024). Krebbers, Arthur ; Halskov, Kristoffer ; Feldhtter, Peter. In: Journal of Financial Economics. RePEc:eee:jfinec:v:162:y:2024:i:c:s0304405x24001673. Full description at Econpapers || Download paper | |
| 2024 | Was Covid-19 a wake-up call on climate risks? Evidence from the greenium. (2024). Marinelli, Giuseppe ; Liberati, Danilo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_832_24. Full description at Econpapers || Download paper | |
| 2024 | Asymmetric effects of economic policy uncertainty on demand for money in developed countries. (2024). Olson, Dennis ; Nusair, Salah ; Al-Khasawneh, Jamal. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494923000622. Full description at Econpapers || Download paper | |
| 2024 | Nonlinear network connectedness: Assessing financial risk transmission in MENA and influence of external financial conditions. (2024). USMAN, OJONUGWA ; Duman, Gazi Murat ; Balcilar, Mehmet. In: Emerging Markets Review. RePEc:eee:ememar:v:62:y:2024:i:c:s1566014124000815. Full description at Econpapers || Download paper | |
| 2024 | Climate policies, labour markets and macroeconomic outcomes in emerging economies. (2024). Nuguer, Victoria ; Shapiro, Alan Finkelstein. In: BIS Working Papers. RePEc:bis:biswps:1204. Full description at Econpapers || Download paper | |
| 2024 | Public Information as a Source of Disagreement. (2024). Xefteris, Dimitrios ; Macé, Antonin ; Pi, Shaoting ; Bouton, Laurent ; Mace, Antonin ; Llorente-Saguer, Aniol ; Meirowitz, Adam. In: PSE Working Papers. RePEc:hal:psewpa:halshs-04075483. Full description at Econpapers || Download paper | |
| 2024 | The proxy advisory industry: Influencing and being influenced. (2024). Shu, Chong. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x24000333. Full description at Econpapers || Download paper | |
| 2024 | How are texts analyzed in blockchain research? A systematic literature review. (2024). Irresberger, Felix ; Zhuo, Xian ; Bostandzic, Denefa. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00501-6. Full description at Econpapers || Download paper | |
| 2024 | Energy price bubbles and extreme price movements: Evidence from Chinas coal market. (2024). Zhao, Wanli ; Wang, Tiantian ; Wu, Fei ; Dickinson, David. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s014098832300751x. Full description at Econpapers || Download paper | |
| 2024 | Are high-income and innovative nations resilient to the Russia-Ukraine war?. (2024). Pandey, Dharen ; Kumari, Vineeta ; Hassan, Majdi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:1268-1287. Full description at Econpapers || Download paper | |
| 2024 | The nexus between mineral, renewable commodities, and regional stock sectors during health and military crises. (2024). Assaf, Rima ; Al-Nassar, Nassar S ; Makram, Beljid ; Chaibi, Anis. In: Resources Policy. RePEc:eee:jrpoli:v:96:y:2024:i:c:s0301420724005701. Full description at Econpapers || Download paper | |
| 2024 | Impact of global crisis events on the dependence and risk spillover between gold and crude oil: a regime-switching copula approach. (2024). Ding, Xiaoquan ; Wang, Yuankui ; Huang, Ziwei. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-04329-y. Full description at Econpapers || Download paper | |
| 2024 | Are cryptos different? Evidence from retail trading. (2024). Kogan, Shimon ; Niessner, Marina ; Makarov, Igor ; Schoar, Antoinette. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x2400120x. Full description at Econpapers || Download paper | |
| 2024 | Are cryptos different? Evidence from retail trading. (2024). Kogana, Shimon ; Niessnerc, Marina ; Makarov, Igor ; Schoar, Antoinette. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:122266. Full description at Econpapers || Download paper | |
| 2024 | Family firms and carbon emissions. (2024). Kowalewski, Oskar ; Eugster, Nicolas ; Klein, Paul-Olivier ; Borsuk, Marcin. In: Post-Print. RePEc:hal:journl:hal-04710120. Full description at Econpapers || Download paper | |
| 2024 | Family firms and carbon emissions. (2024). Kowalewski, Oskar ; Borsuk, Marcin ; Klein, Paul-Olivier ; Eugster, Nicolas. In: Journal of Corporate Finance. RePEc:eee:corfin:v:89:y:2024:i:c:s0929119924001342. Full description at Econpapers || Download paper | |
| 2024 | Advancements in stress-testing methodologies for financial stability applications. (2024). Marques, Aurea ; Konietschke, Paul ; Figueres, Juan ; Budnik, Katarzyna ; Legrand, Catherine ; Giglio, Carla ; Georgescu, Oana-Maria ; Sydow, Matthias ; Ortl, Aljosa ; Grassi, Alberto ; Metzler, Julian ; Durrani, Agha ; Gross, Johannes ; Trachana, Zoe ; Poblacion, Francisco Javier ; Chalf, Yasmine ; Shaw, Frances ; Franch, Fabio. In: Occasional Paper Series. RePEc:ecb:ecbops:2024348. Full description at Econpapers || Download paper | |
| 2024 | Climate-change regulations: Bank lending and real effects. (2024). Miguel, Faruk ; Ruiz-Ortega, Claudia ; Pedraza, Alvaro. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923001122. Full description at Econpapers || Download paper | |
| 2024 | The effects of the EBAs stress testing framework on banks lending. (2024). Ahmed, Kasim ; Calice, Giovanni. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999323004364. Full description at Econpapers || Download paper | |
| 2024 | Impact of higher capital buffers on banksâ lending and risk-taking in the short- and medium-term: Evidence from the euro area experiments. (2024). Varraso, Paolo ; Marques, Aurea ; Cappelletti, Giuseppe. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000354. Full description at Econpapers || Download paper | |
| 2024 | Health Inequalities and the Progressivity of Old-Age Social Insurance Programs. (2024). Groneck, Max ; van Ooijen, R ; van der Vaart, J. In: Health, Econometrics and Data Group (HEDG) Working Papers. RePEc:yor:hectdg:24/20. Full description at Econpapers || Download paper | |
| 2024 | Persistent and transitory components of firm characteristics: Implications for asset pricing. (2024). Boons, Martijn ; Baba-Yara, Fahiz ; Tamoni, Andrea. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x2400031x. Full description at Econpapers || Download paper | |
| 2024 | Missing values handling for machine learning portfolios. (2024). McCoy, Jack ; Chen, Andrew Y. In: Journal of Financial Economics. RePEc:eee:jfinec:v:155:y:2024:i:c:s0304405x24000382. Full description at Econpapers || Download paper | |
| 2024 | Comparing factor models with price-impact costs. (2024). Martn-Utrera, Alberto ; Demiguel, Victor ; Li, Sicong. In: Journal of Financial Economics. RePEc:eee:jfinec:v:162:y:2024:i:c:s0304405x24001727. Full description at Econpapers || Download paper | |
| 2024 | Sovereign green bonds: a catalyst for sustainable debt market development?. (2024). Ehlers, Torsten ; Xiao, Yanzhe ; Cheng, Gong ; Packer, Frank. In: BIS Working Papers. RePEc:bis:biswps:1198. Full description at Econpapers || Download paper | |
| 2024 | Nothing to hide? Gender and age differences in the willingness to share data. (2024). Fuster, Andreas ; Frost, Jon ; Doerr, Sebastian ; Armantier, Olivier ; Shue, Kelly. In: BIS Working Papers. RePEc:bis:biswps:1187. Full description at Econpapers || Download paper | |
| 2024 | Vehicle identifiers: The key to jumpstarting the European Green Auto ABS market?. (2024). Riedel, Max ; Hackmann, Angelina ; Pelizzon, Loriana ; Lindner, Vincent. In: SAFE White Paper Series. RePEc:zbw:safewh:285378. Full description at Econpapers || Download paper | |
| 2024 | Mutual funds and safe government bonds: do returns matter?. (2024). Graziano, Marco ; Habib, Maurizio Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20242931. Full description at Econpapers || Download paper | |
| 2024 | Legitimacy theory for digitalization and international strategy of new venture capitalization. (2024). Masarova, Ing Tatiana ; Huarng, Kun-Huang ; Lo, Fang-Yi ; Poh, Kok-Bing. In: International Entrepreneurship and Management Journal. RePEc:spr:intemj:v:20:y:2024:i:4:d:10.1007_s11365-024-00979-1. Full description at Econpapers || Download paper | |
| 2024 | Latent Factor Analysis in Short Panels. (2024). Scaillet, Olivier ; Gagliardini, Patrick ; Fortin, Alain-Philippe. In: Papers. RePEc:arx:papers:2306.14004. Full description at Econpapers || Download paper | |
| 2024 | Uncovering CIP Deviations in Emerging Markets: Distinctions, Determinants, and Disconnect. (2024). Zhou, Haonan ; Cerutti, Eugenio. In: IMF Economic Review. RePEc:pal:imfecr:v:72:y:2024:i:1:d:10.1057_s41308-023-00222-x. Full description at Econpapers || Download paper | |
| 2024 | What influences demand for Buy Now, Pay Later credit?. (2024). Chen, Tao ; Visaltanachoti, Nuttawat ; Nguyen, Nhut H ; Marshall, Ben R. In: Economics Letters. RePEc:eee:ecolet:v:242:y:2024:i:c:s0165176524003410. Full description at Econpapers || Download paper | |
| 2024 | European Option Pricing in Regime Switching Framework via Physics-Informed Residual Learning. (2024). Gupta, Arvind Kumar ; Kumar, Arun ; Pasricha, Puneet ; Pande, Naman Krishna. In: Papers. RePEc:arx:papers:2410.10474. Full description at Econpapers || Download paper | |
| 2024 | Stability Analysis of the Credit Market in Supply Chain Finance Based on Stochastic Evolutionary Game Theory. (2024). Wang, Xiaopin ; Zhu, Quanxin ; He, Jingshi ; Weng, Jiatong ; Ding, Hong. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:11:p:1764-:d:1409702. Full description at Econpapers || Download paper | |
| 2024 | Do investors use sustainable assets as carbon offsets?. (2024). Kormanyos, Emily ; Famulok, Jakob ; Worring, Daniel. In: SAFE Working Paper Series. RePEc:zbw:safewp:306359. Full description at Econpapers || Download paper | |
| 2024 | Big data, risk classification, and privacy in insurance markets. (2024). Eling, Martin ; Gemmo, Irina ; Schmeiser, Hato ; Guxha, Danjela. In: The Geneva Risk and Insurance Review. RePEc:pal:genrir:v:49:y:2024:i:1:d:10.1057_s10713-024-00098-5. Full description at Econpapers || Download paper | |
| 2024 | AI-Driven Financial Analysis: Exploring ChatGPTâs Capabilities and Challenges. (2024). Sun, Zhiyue ; Liu, Lixian ; Xu, Kunpeng ; Chen, Chao. In: IJFS. RePEc:gam:jijfss:v:12:y:2024:i:3:p:60-:d:1423687. Full description at Econpapers || Download paper | |
| 2024 | A Survey of Large Language Models for Financial Applications: Progress, Prospects and Challenges. (2024). Nie, Yuqi ; Kong, Yaxuan ; Dong, Xiaowen ; Poor, Vincent H ; Zohren, Stefan ; Wen, Qingsong ; Mulvey, John M. In: Papers. RePEc:arx:papers:2406.11903. Full description at Econpapers || Download paper | |
| 2024 | How cheap talk in climate disclosures relates to climate initiatives, corporate emissions, and reputation risk. (2024). Webersinke, Nicolas ; Kraus, Mathias ; Leippold, Markus ; Bingler, Julia Anna. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:164:y:2024:i:c:s0378426624001080. Full description at Econpapers || Download paper | |
| 2024 | Sentiment as a shipping market predictor: Testing market-specific language models. (2024). Zheng, Wei ; Wang, Shuhan ; Sui, Cong. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:189:y:2024:i:c:s1366554524002424. Full description at Econpapers || Download paper | |
| 2024 | A Scoping Review of ChatGPT Research in Accounting and Finance. (2024). Wang, Victor Xiaoqi ; Stratopoulos, Theophanis C ; Dong, Mengming Michael. In: Papers. RePEc:arx:papers:2412.05731. Full description at Econpapers || Download paper | |
| 2024 | Innovative Sentiment Analysis and Prediction of Stock Price Using FinBERT, GPT-4 and Logistic Regression: A Data-Driven Approach. (2024). Ogunleye, Bayode ; Popoola, Olusogo ; Adeyemi-Longe, Sidikat ; Shobayo, Olamilekan. In: Papers. RePEc:arx:papers:2412.06837. Full description at Econpapers || Download paper | |
| 2024 | Unveiling tone manipulation in MD&A: Evidence from ChatGPT experiments. (2024). Zhang, Yongjie ; Song, Piaopeng ; Lu, Hanglin. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008675. Full description at Econpapers || Download paper | |
| 2024 | A scoping review of ChatGPT research in accounting and finance. (2024). Wang, Victor Xiaoqi ; Stratopoulos, Theophanis C ; Dong, Mengming Michael. In: International Journal of Accounting Information Systems. RePEc:eee:ijoais:v:55:y:2024:i:c:s1467089524000484. Full description at Econpapers || Download paper | |
| 2024 | Monetary policy transmission in segmented markets. (2024). Eisenschmidt, Jens ; Ma, Yiming ; Zhang, Anthony Lee. In: Journal of Financial Economics. RePEc:eee:jfinec:v:151:y:2024:i:c:s0304405x23001782. Full description at Econpapers || Download paper | |
| 2024 | Collateral demand in wholesale funding markets. (2024). Coen, Patrick ; Huser, Anne-Caroline. In: Bank of England working papers. RePEc:boe:boeewp:1082. Full description at Econpapers || Download paper | |
| 2024 | On-the-run Premia, Settlement Fails, and Central Bank Access. (2024). Schneider, Fabienne. In: Working Papers. RePEc:szg:worpap:2405. Full description at Econpapers || Download paper | |
| 2024 | Signaling sustainability: Differential reaction of the stock market following the announcement of sustainability-linked bonds. (2024). Sugandhita, Sugandhita ; Meyer, Julia ; Ciarla, Elisa ; Affolter, Beat. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324002915. Full description at Econpapers || Download paper | |
| 2024 | The market for life care annuities: using housing wealth to manage longevity and long-term care risk. (2024). van Ooijen, R ; Knoef, M ; de Bresser, J. In: Health, Econometrics and Data Group (HEDG) Working Papers. RePEc:yor:hectdg:24/11. Full description at Econpapers || Download paper | |
| 2024 | Housing leverage, home value, and retirement. (2024). Zhu, Feifei ; Lin, Zhenguo ; Bian, Xun. In: Real Estate Economics. RePEc:bla:reesec:v:52:y:2024:i:4:p:1103-1139. Full description at Econpapers || Download paper | |
| 2024 | Heard the news? Environmental policy and clean investments. (2024). Noailly, Joëlle ; Pla, Ireneu ; van den Heuvel, Matthias ; Nowzohour, Laura. In: Journal of Public Economics. RePEc:eee:pubeco:v:238:y:2024:i:c:s0047272724001269. Full description at Econpapers || Download paper | |
| 2024 | Economic and financial consequences of water risks: The case of hydropower. (2024). von Jagow, Adrian ; Goel, Skand ; Senni, Chiara Colesanti. In: Ecological Economics. RePEc:eee:ecolec:v:218:y:2024:i:c:s0921800923003117. Full description at Econpapers || Download paper | |
| 2024 | Bridging the biodiversity financing gap. (2024). Hackmann, Angelina. In: SAFE White Paper Series. RePEc:zbw:safewh:296481. Full description at Econpapers || Download paper | |
| 2024 | Manage biodiversity risk exposure?. (2024). Kalhoro, Muhammad Ramzan ; Kyaw, Khine. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000199. Full description at Econpapers || Download paper | |
| 2024 | Evaluation 1 of Biodiversity Risk. (2024). . In: The Unjournal Evaluations. RePEc:bjn:evalua:e1biodiversityrisk. Full description at Econpapers || Download paper | |
| 2024 | Biodiversity and stock returns. (2024). Zeng, Qing ; Wu, Hanlin ; Ma, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924003181. Full description at Econpapers || Download paper | |
| 2024 | A review on ESG investing: Investorsâ expectations, beliefs and perceptions. (2024). Stefanova, Denitsa ; Kräussl, Roman ; Oladiran, Tobi ; Krussl, Roman. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:476-502. Full description at Econpapers || Download paper | |
| 2024 | Forecasting risk and return of listed real estate:. (2024). Brandt, Felix ; Lausberg, Carsten. In: Zeitschrift für Immobilienökonomie (German Journal of Real Estate Research). RePEc:spr:gjorer:v:10:y:2024:i:1:d:10.1365_s41056-024-00070-4. Full description at Econpapers || Download paper | |
| 2024 | Optimal Design of Contingent Capital. (2024). Melin, Lionel ; Panjwani, Ahyan. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-51. Full description at Econpapers || Download paper | |
| 2024 | Capital Structure Models and Contingent Convertible Securities. (2024). Reesor, Mark R ; Meng, DI ; Metzler, Adam. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:3:p:55-:d:1359001. Full description at Econpapers || Download paper | |
| 2024 | The Too-Big-to-Fail Premium in Tier-2 Capital Bonds and Additional Tier-1 Capital Bonds Primary Markets: Evidence from China. (2024). Le, Yang. In: China Finance and Economic Review. RePEc:bpj:cferev:v:13:y:2024:i:3:p:44-63:n:1003. Full description at Econpapers || Download paper | |
| 2024 | Security design: A review. (2024). Barbalau, Adelina ; Allen, Franklin. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:60:y:2024:i:c:s104295732400041x. Full description at Econpapers || Download paper | |
| 2024 | Financial climate risk: a review of recent advances and key challenges. (2024). Cardenas, Victor. In: Papers. RePEc:arx:papers:2404.07331. Full description at Econpapers || Download paper | |
| 2024 | Tackling competition by reducing emissions: Private firmsâ polluting behavior under peer IPOs. (2024). Yang, Yupeng ; Mo, Shenwei ; Li, Lidan ; Han, Jie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:232-249. Full description at Econpapers || Download paper | |
| 2024 | Do ESG Factors Prove Significant Predictors of Systematic and Downside Risks in the Russian Market after Controlling for Stock Liquidity?. (2024). Sokolova, Tatiana ; Teplova, Tamara ; Gurov, Sergei. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:4:p:172-:d:1380366. Full description at Econpapers || Download paper | |
| 2024 | Exploring the impact of ESG components, CEO characteristics, and organizational themes on downside risk: Insights from Chinese firms. (2024). Tang, Chia-Hsien ; Lee, Yen-Hsien ; Hsiao, Ming-Chun ; Liu, Hung-Chun. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000783. Full description at Econpapers || Download paper | |
| 2024 | Do green investments improve portfolio diversification? Evidence from mean conditional value-at-risk optimization. (2024). Ftiti, Zied ; Louhichi, Wael ; Yousfi, Mohamed ; ben Ameur, Hachmi. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s105752192400187x. Full description at Econpapers || Download paper | |
| 2024 | The impact of climate engagement: A field experiment. (2024). Klbel, Julian ; Heeb, Florian. In: SAFE Working Paper Series. RePEc:zbw:safewp:308043. Full description at Econpapers || Download paper | |
| 2024 | ESG-driven innovation strategy and firm performance. (2024). Cabaleiro-Cervio, Goretti ; Mendi, Pedro. In: Eurasian Business Review. RePEc:spr:eurasi:v:14:y:2024:i:1:d:10.1007_s40821-024-00254-x. Full description at Econpapers || Download paper | |
| 2024 | Conditional volatility targeting strategy considering jump effects: Evidence from sustainable ESG equity index. (2024). Huang, Jr-Wei ; Cheng, Hung-Wen ; Yang, Sharon S. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24002774. Full description at Econpapers || Download paper | |
| 2024 | Are green firms more financially constrained? The sensitivity of investment to cash flow. (2024). Zazzaro, Alberto ; Oliviero, Tommaso ; Rondinella, Sandro. In: CSEF Working Papers. RePEc:sef:csefwp:700. Full description at Econpapers || Download paper | |
| 2024 | Designing a macroprudential capital buffer for climate-related risks. (2024). Tamburrini, Fabio ; Simoens, Mathieu ; Grill, Michael ; Spaggiari, Martina ; Busies, Iulia ; Bartsch, Florian ; Emambakhsh, Tina. In: Working Paper Series. RePEc:ecb:ecbwps:20242943. Full description at Econpapers || Download paper | |
| 2024 | The Macro Neutrality of Exchange-Rate Regimes in the presence of Exporter-Importer Firms. (2024). Petracchi, Cosimo. In: CEIS Research Paper. RePEc:rtv:ceisrp:580. Full description at Econpapers || Download paper | |
| 2024 | Navigating the complexities of GCC real state markets: An analysis of interlinkages amidst shocks and oil effects. (2024). Nagayev, Ruslan ; Fetais, Alanoud Hamad ; Aysan, Ahmet Faruk. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:74:y:2024:i:c:s1042444x24000240. Full description at Econpapers || Download paper | |
| 2024 | Bank Cost Efficiency and Credit Market Structure Under a Volatile Exchange Rate. (2024). Parmeter, Christopher ; Mamonov, Mikhail ; Prokhorov, Artem. In: Papers. RePEc:arx:papers:2408.05688. Full description at Econpapers || Download paper | |
| 2024 | SkutecznoÅÄ sankcji gospodarczych na przykÅadzie studium kondycji finansowej rosyjskiego sektora bankowego. Kontekst wojny z UkrainÄ
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| 2024 | Bank cost efficiency and credit market structure under a volatile exchange rate. (2024). Prokhorov, Artem B ; Parmeter, Christopher F ; Mamonov, Mikhail. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624001997. Full description at Econpapers || Download paper | |
| 2024 | Interpretable machine learning for creditor recovery rates. (2024). Fabozzi, Frank J ; Nazemi, Abdolreza. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:164:y:2024:i:c:s0378426624001043. Full description at Econpapers || Download paper | |
| 2024 | A Review on Decentralized Finance Ecosystems. (2024). Wijaya, Gede Natha ; Ramadhani, Dian Puteri ; Alamsyah, Andry. In: Future Internet. RePEc:gam:jftint:v:16:y:2024:i:3:p:76-:d:1346249. Full description at Econpapers || Download paper | |
| 2024 | Tail connectedness of DeFi and CeFi with accessible banking pillars: Unveiling novel insights through wavelet and quantile cross-spectral coherence analyses. (2024). ben Jabeur, Sami ; Asl, Mahdi Ghaemi. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003569. Full description at Econpapers || Download paper | |
| 2024 | Decentralized Finance (DeFi): Benefits, Risks, and RiskMitigation Strategies. (2024). Zdamli, Fezile ; Oben, Remy. In: Istanbul Business Research. RePEc:ist:ibsibr:v:53:y:2024:i:3:p:455-475. Full description at Econpapers || Download paper | |
| 2024 | Leveraging Generative AI to Learn Impact of ClimateChange on Buildings inUrban Areas. (2024). Rauf, Abdul. In: International Journal of Innovations in Science & Technology. RePEc:abq:ijist1:v:6:y:2024:i:7:p:220-235. Full description at Econpapers || Download paper | |
| 2024 | What Drives Variation in the U.S. DebtâtoâOutput Ratio? The Dogs that Did not Bark. (2024). Van Nieuwerburgh, Stijn ; Xiaolan, Mindy Z ; Lustig, Hanno ; Jiang, Zhengyang. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2603-2665. Full description at Econpapers || Download paper | |
| 2024 | A Commentary on US Sovereign Debt Persistence and Nonlinear Fiscal Adjustment. (2024). Andric, Vladimir ; Djukic, Mihajlo ; Bodroza, Dusko. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:20:p:3250-:d:1500675. Full description at Econpapers || Download paper | |
| 2024 | Climate AI for Corporate Decarbonization Metrics Extraction. (2024). Dave, Aditya ; Zhu, Mengchen ; Tiwari, Sachin. In: Papers. RePEc:arx:papers:2411.03402. Full description at Econpapers || Download paper | |
| 2024 | Geopolitical risk perceptions. (2024). Schüler, Yves ; Lewis, Vivien ; Schuler, Yves ; Bondarenko, Yevheniia ; Rottner, Matthias. In: Discussion Papers. RePEc:zbw:bubdps:302558. Full description at Econpapers || Download paper | |
| 2024 | Geopolitical risk perceptions. (2024). Schüler, Yves ; Lewis, Vivien ; Bondarenko, Yevheniia ; Schler, Yves ; Rottner, Matthias. In: Journal of International Economics. RePEc:eee:inecon:v:152:y:2024:i:c:s0022199624001326. Full description at Econpapers || Download paper | |
| 2024 | The Impact of Public Transport Subsidies on Highway Traffic: Evidence from Germany. (2024). Daniel, Theresa ; Klotz, Phil-Adrian ; Gail, Maximilian Maurice. In: VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges. RePEc:zbw:vfsc24:302401. Full description at Econpapers || Download paper | |
| 2024 | Free rides to cleaner air? Examining the impact of massive public transport fare discounts on air quality. (2024). Gragera, Albert ; Borsati, Mattia ; Albalate, Daniel. In: Economics of Transportation. RePEc:eee:ecotra:v:40:y:2024:i:c:s221201222400039x. Full description at Econpapers || Download paper | |
| 2024 | The Global Network of Liquidity Lines. (2024). Reis, Ricardo ; Bahaj, Saleem ; Fuchs, Marie. In: Discussion Papers. RePEc:cfm:wpaper:2423. Full description at Econpapers || Download paper |
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| 2024 | Sizing the bets in a focused portfolio. (2024). Vukcevic, Vuko ; Keser, Robert. In: Papers. RePEc:arx:papers:2402.15588. Full description at Econpapers || Download paper | |
| 2024 | Universal randomised signatures for generative time series modelling. (2024). Walter, Niklas ; Gonon, Lukas ; Biagini, Francesca. In: Papers. RePEc:arx:papers:2406.10214. Full description at Econpapers || Download paper | |
| 2024 | 10 years of stablecoins: Their impact, what we know, and future research directions. (2024). Urquhart, Andrew ; Dionysopoulos, Lambis. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004233. Full description at Econpapers || Download paper | |
| 2024 | Detecting market bubbles: A generalized LPPLS neural network model. (2024). Li, Chenchen ; Ma, Juntao. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004877. Full description at Econpapers || Download paper | |
| 2024 | The impact of mortgage broker use on borrower confusion and preferences. (2024). Thorp, Susan ; Chung, Sol ; Liu, Junhao ; Agnew, Julie ; Bateman, Hazel ; Eckert, Christine. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:224:y:2024:i:c:p:229-247. Full description at Econpapers || Download paper | |
| 2024 | Can investor coalitions drive corporate climate action?. (2024). Hastreiter, Nikolaus. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:125852. Full description at Econpapers || Download paper | |
| 2024 | Can investor coalitions drive corporate climate action?. (2024). Hastreiter, Nikolaus. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:128523. Full description at Econpapers || Download paper |
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| 2023 | Linking microblogging sentiments to stock price movement: An application of GPT-4. (2023). Altmann, Saskia ; Steinert, Rick. In: Papers. RePEc:arx:papers:2308.16771. Full description at Econpapers || Download paper | |
| 2023 | Economic Forecasts Using Many Noises. (2023). Neuhierl, Andreas ; Shi, Zhentao ; Liao, Yuan ; Ma, Xinjie. In: Papers. RePEc:arx:papers:2312.05593. Full description at Econpapers || Download paper | |
| 2023 | Exploring Nature: Datasets and Models for Analyzing Nature-Related Disclosures. (2023). Schimanski, Tobias ; Yu, Tingyu ; Leippold, Markus ; Ni, Jingwei ; Gostlow, Glen ; Senni, Chiara Colesanti. In: Papers. RePEc:arx:papers:2312.17337. Full description at Econpapers || Download paper | |
| 2023 | Who borrows from money market funds?. (2023). Doerr, Sebastian ; Aldasoro, Iñaki. In: BIS Quarterly Review. RePEc:bis:bisqtr:2312d. Full description at Econpapers || Download paper | |
| 2023 | Markups and the asymmetric pass-through of cost push shocks. (2023). Zakrajšek, Egon ; Kharroubi, Enisse ; Igan, Deniz ; Spigt, Renee ; Takahashi, Koji ; Zakrajek, Egon. In: BIS Working Papers. RePEc:bis:biswps:1150. Full description at Econpapers || Download paper | |
| 2023 | How Do Firms Adjust When Trade Stops?. (2023). Zaldokas, Alminas ; Proskute, Aurelija ; Lastauskas, Povilas. In: Working Papers. RePEc:cgs:wpaper:111. Full description at Econpapers || Download paper | |
| 2023 | Retail Investorsâ Cryptocurrency Investments. (2023). Pursiainen, Vesa ; Toczynski, Jan. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2351. Full description at Econpapers || Download paper | |
| 2023 | Women 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. Full description at Econpapers || Download paper | |
| 2023 | Sentiment spin: Attacking financial sentiment with GPT-3. (2023). Leippold, Markus. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s154461232300329x. Full description at Econpapers || Download paper | |
| 2023 | The green energy transition and the 2023 Banking Crisis. (2023). Wagner, Alexander ; Dercole, Francesco. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008656. Full description at Econpapers || Download paper | |
| 2023 | Classification of RBA monetary policy announcements using ChatGPT. (2023). Smales, Lee. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008863. Full description at Econpapers || Download paper | |
| 2023 | Macroeconomic and Uncertainty Shocksâ Effects on Energy Prices: A Comprehensive Literature Review. (2023). Spyromitros, Eleftherios ; Oikonomou, Georgios ; Dokas, Ioannis ; Panagiotidis, Minas. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1491-:d:1055891. Full description at Econpapers || Download paper | |
| 2023 | An Event Study on the Reaction of Equity and Commodity Markets to the Onset of the RussiaâUkraine Conflict. (2023). Obi, Pat ; Nyangu, Moses ; Waweru, Freshia. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:5:p:256-:d:1131486. Full description at Econpapers || Download paper | |
| 2023 | Adverse selection among early adopters and unraveling innovation. (2023). McGee, Rory. In: IFS Working Papers. RePEc:ifs:ifsewp:23/40. Full description at Econpapers || Download paper | |
| 2023 | The 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. Full description at Econpapers || Download paper | |
| 2023 | Adverse 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. Full description at Econpapers || Download paper | |
| 2023 | Mind the gap?! The current state of biodiversity reporting. (2023). von Zedlitz, Gerrit. In: SAFE White Paper Series. RePEc:zbw:safewh:95. Full description at Econpapers || Download paper | |
| 2023 | Quantitative 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. Full description at Econpapers || Download paper |
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| 2022 | Deep learning and American options via free boundary framework. (2022). Dai, Weizhong ; Ware, Tony ; Umeorah, Nneka ; Nwankwo, Chinonso. In: Papers. RePEc:arx:papers:2211.11803. Full description at Econpapers || Download paper | |
| 2022 | Sovereigns and sustainable bonds: challenges and new options. (2022). Ehlers, Torsten ; Cheng, Gong ; Packer, Frank. In: BIS Quarterly Review. RePEc:bis:bisqtr:2209d. Full description at Econpapers || Download paper | |
| 2022 | The global foreign exchange market in a higher-volatility environment. (2022). Sushko, Vladyslav ; Drehmann, Mathias. In: BIS Quarterly Review. RePEc:bis:bisqtr:2212f. Full description at Econpapers || Download paper | |
| 2022 | The certification role of the EU-wide stress testing exercises in the stock market. What can we learn from the stress tests (2014-2021)?. (2022). Ongena, Steven ; Marques, Aurea ; Durrani, Agha. In: Working Paper Series. RePEc:ecb:ecbwps:20222711. 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 | Can sticky portfolios explain international capital flows and asset prices?. (2022). Davenport, Margaret ; Bacchetta, Philippe ; van Wincoop, Eric. In: Journal of International Economics. RePEc:eee:inecon:v:136:y:2022:i:c:s0022199622000150. Full description at Econpapers || Download paper | |
| 2022 | Price-setting in the foreign exchange swap market: Evidence from order flow. (2022). Syrstad, Olav ; Viswanath-Natraj, Ganesh. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:1:p:119-142. Full description at Econpapers || Download paper | |
| 2022 | Pandemic, War, and Global Energy Transitions. (2022). Hunt, Julian D ; Rogelj, Joeri ; Creutzig, Felix ; Fritz, Steffen ; Gielen, Dolf ; Pachauri, Shonali ; Urge-Vorsatz, Diana ; Pouya, Shaheen ; McCollum, David L ; Bazilian, Morgan D ; Victor, David G ; Echeverri, Luis Gomez ; Zimm, Caroline ; Barreto-Gomez, Leonardo ; Boza-Kiss, Benigna ; Srivastava, Leena ; Zakeri, Behnam ; Paulavets, Katsia. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:17:p:6114-:d:895664. Full description at Econpapers || Download paper | |
| 2022 | The âD2Pâ Approach: Digitalisation, Production and Performance in the Standardised Sustainable Deep Renovation of Buildings. (2022). Giustini, Federica ; Cumo, Fabrizio ; Pennacchia, Elisa ; Romeo, Carlo. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:18:p:6689-:d:913505. Full description at Econpapers || Download paper | |
| 2022 | ESG 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. Full description at Econpapers || Download paper | |
| 2022 | Mitigating 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. Full description at Econpapers || Download paper | |
| 2022 | The Economic Dimension of Using the Integration of Highway Sound Screens with Solar Panels in the Process of Generating Green Energy. (2022). Lewicki, Wojciech ; Drod, Wojciech ; Mikiewicz, Radosaw ; Coban, Hasan Huseyin. In: Energies. RePEc:gam:jeners:v:16:y:2022:i:1:p:178-:d:1013469. Full description at Econpapers || Download paper | |
| 2022 | Opinion Mining of Green Energy Sentiment: A Russia-Ukraine Conflict Analysis. (2022). Quiroga-Garcia, Raquel ; Ibar-Alonso, Raquel ; Arenas-Parra, Mar. In: Mathematics. RePEc:gam:jmathe:v:10:y:2022:i:14:p:2532-:d:867938. Full description at Econpapers || Download paper | |
| 2022 | The Determinants of Risk Weighted Asset in Europe. (2022). LEOGRANDE, ANGELO ; COSTANTIELLO, ALBERTO ; Matarrese, Marco Maria ; Laureti, Lucio. In: MPRA Paper. RePEc:pra:mprapa:112924. Full description at Econpapers || Download paper | |
| 2022 | A New Approach to Sustainable Financial Stability and its Prospects. (2022). Marian, Turek. In: WSB Journal of Business and Finance. RePEc:vrs:wsbjbf:v:56:y:2022:i:1:p:64-71:n:1007. Full description at Econpapers || Download paper |
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| 2021 | Maximizing the Out-of-Sample Sharpe Ratio. (2021). Lassance, Nathan. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021013. Full description at Econpapers || Download paper | |
| 2021 | Deep Equal Risk Pricing of Financial Derivatives with Multiple Hedging Instruments. (2021). Fr'ed'eric Godin, ; Carbonneau, Alexandre. In: Papers. RePEc:arx:papers:2102.12694. Full description at Econpapers || Download paper | |
| 2021 | No-Transaction Band Network: A Neural Network Architecture for Efficient Deep Hedging. (2021). Imaki, Shota ; Minami, Kentaro ; Imajo, Kentaro ; Nakagawa, Kei ; Ito, Katsuya. In: Papers. RePEc:arx:papers:2103.01775. Full description at Econpapers || Download paper | |
| 2021 | Should You Take Investment Advice From WallStreetBets? A Data-Driven Approach. (2021). Buz, Tolga ; de Melo, Gerard. In: Papers. RePEc:arx:papers:2105.02728. Full description at Econpapers || Download paper | |
| 2021 | Deep 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. Full description at Econpapers || Download paper | |
| 2021 | Zombies, Again? The COVID-19 Business Support Programs in Japan. (2021). Ueda, Kenichi ; Kawaguchi, Daiji ; Hoshi, Takeo. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp21e15. Full description at Econpapers || Download paper | |
| 2021 | Dynamic 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. Full description at Econpapers || Download paper | |
| 2021 | Comovements 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. Full description at Econpapers || Download paper | |
| 2021 | So Far, So Good: Government Insurance of Financial Sector Tail Risk. (2021). Wall, Larry. In: Policy Hub. RePEc:fip:a00068:96624. Full description at Econpapers || Download paper | |
| 2021 | Racial Differences in Mortgage Refinancing, Distress, and Housing Wealth Accumulation during COVID-19. (2021). Willen, Paul ; Gerardi, Kristopher ; Lambie-Hanson, Lauren. In: Current Policy Perspectives. RePEc:fip:fedbcq:92793. Full description at Econpapers || Download paper | |
| 2021 | Sticky Stock Market Analysts. (2021). Spiwoks, Markus ; Lorenz, Marco ; Judek, Jan Rene ; Filiz, Ibrahim. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:12:p:593-:d:698283. Full description at Econpapers || Download paper | |
| 2021 | Sustainable Construction Investment, Real Estate Development, and COVID-19: A Review of Literature in the Field. (2021). Raslanas, Saulius ; Lepkova, Natalija ; Dauksys, Kestutis ; Vetloviene, Ingrida ; Ubarte, Ieva ; Zavadskas, Edmundas Kazimieras ; Kaklauskas, Arturas. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:13:p:7420-:d:587384. Full description at Econpapers || Download paper | |
| 2021 | Achieving Sustainable Economic Growth: Analysis of Islamic Debt and the Islamic Equity Market. (2021). Sagi, Judit ; Barczi, Judit ; Setiawan, Budi ; Saleem, Adil. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:15:p:8319-:d:601463. Full description at Econpapers || Download paper | |
| 2021 | Passive ESG Portfolio ManagementâThe Benchmark Strategy for Socially Responsible Investors. (2021). Rammerstorfer, Margarethe ; Weinmayer, Karl ; Amon, Julian. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:16:p:9388-:d:618851. Full description at Econpapers || Download paper | |
| 2021 | Borrower Expectations and Mortgage Performance: Evidence from the COVID-19 Pandemic. (2021). Redmer, Chad ; Makridis, Christos ; Larson, William. In: FHFA Staff Working Papers. RePEc:hfa:wpaper:21-02. Full description at Econpapers || Download paper | |
| 2021 | Split 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. 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 | Financial 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. Full description at Econpapers || Download paper | |
| 2021 | Life insurance convexity. (2021). Kubitza, Christian ; Grochola, Nicolaus ; Grundl, Helmut. In: ICIR Working Paper Series. RePEc:zbw:icirwp:4221. Full description at Econpapers || Download paper |