Last updated July, 3 2014 639.049 documents processed, 16.613.935 references and 6.218.529 citations

Review of Financial Studies / Society for Financial Studies


[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators


Raw data:


IF AIF DOC CDO CCU CIF CIT D2Y C2Y %SC CiY II AII
19900.380.093030180.622473413040.130.04
19910.380.092858480.8312424216020.070.04
19920.240.092785420.4918815814040.150.04
19930.310.134119710.622015517050.150.05
19940.410.1127146800.5512566125030.110.05
19950.70.2361822651.4614206143060.170.08
19960.680.24372193541.62165163430120.320.1
19970.950.3352544171.64190273690100.290.11
19980.940.29282825161.8311437268080.290.11
19991.30.34403226922.15192463821.2110.280.15
20001.090.42363588132.27154568741.4250.690.16
20011.510.443839611512.911876761150411.080.17
20022.010.455545113052.892042741490.7320.580.2
20032.130.473848916323.341347931980.5270.710.2
20042.330.533752619693.741193932170330.890.22
20052.40.563956523454.151607751800771.970.23
20062.580.554561023223.811241761960350.780.22
20072.60.473764721973.4933842180290.780.19
20082.20.58272924913.421871821800891.090.21
20092.640.5114987829533.36319811931401871.260.21
20102.550.47145102329392.8714102315880.2770.530.17
20112.650.55118114137953.338242947790.31060.90.22
20122.030.6796123745893.714222635340.4480.50.26
20132.450.9284132158684.441062145250520.620.34
20140.880.6810133125351.911180159050.50.24
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published in 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
%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

 

Most cited documents in this series:


YearTitleCited
2009Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches. (2009). Petersen, Mitchell. In: Review of Financial Studies. RePEc:oup:rfinst:v:22:y:2009:i:1:p:435-480.

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551
1988Stock Market Prices do not Follow Random Walks: Evidence from a Simple Specification Test. (1988). Lo, Andrew. In: Review of Financial Studies. RePEc:oup:rfinst:v:1:y:1988:i:1:p:41-66.

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507
1990Transmission of Volatility between Stock Markets.. (1990). Wadhwani, Sushil ; King, Mervyn A. In: Review of Financial Studies. RePEc:oup:rfinst:v:3:y:1990:i:1:p:5-33.

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452
1988A Theory of Intraday Patterns: Volume and Price Variability. (1988). Admati, Anat ; Anat R. Admati, Paul Pfleiderer, . In: Review of Financial Studies. RePEc:oup:rfinst:v:1:y:1988:i:1:p:3-40.

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446
1993A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options.. (1993). Heston, Steven L. In: Review of Financial Studies. RePEc:oup:rfinst:v:6:y:1993:i:2:p:327-43.

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446
1990Correlations in Price Changes and Volatility across International Stock Markets.. (1990). masulis, ronald ; Hamao, Yasushi ; Ng, Victor. In: Review of Financial Studies. RePEc:oup:rfinst:v:3:y:1990:i:2:p:281-307.

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435
1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors. (1988). Shiller, Robert ; Campbell, John. In: Review of Financial Studies. RePEc:oup:rfinst:v:1:y:1988:i:3:p:195-228.

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427
2009Market Liquidity and Funding Liquidity. (2009). Pedersen, Lasse ; Brunnermeier, Markus. In: Review of Financial Studies. RePEc:oup:rfinst:v:22:y:2009:i:6:p:2201-2238.

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394
1995Predictable Risk and Returns in Emerging Markets.. (1995). Harvey, Campbell. In: Review of Financial Studies. RePEc:oup:rfinst:v:8:y:1995:i:3:p:773-816.

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339
1999Modeling Term Structures of Defaultable Bonds.. (1999). Duffie, Darrell ; Singleton, Kenneth J. In: Review of Financial Studies. RePEc:oup:rfinst:v:12:y:1999:i:4:p:687-720.

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336
1992Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement.. (1992). Hodrick, Robert. In: Review of Financial Studies. RePEc:oup:rfinst:v:5:y:1992:i:3:p:357-86.

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330
2002International Asset Allocation With Regime Shifts. (2002). Bekaert, Geert ; Ang, Andrew. In: Review of Financial Studies. RePEc:oup:rfinst:v:15:y:2002:i:4:p:1137-1187.

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318
1996Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options.. (1996). Bates, David S. In: Review of Financial Studies. RePEc:oup:rfinst:v:9:y:1996:i:1:p:69-107.

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281
1992Stock Prices and Volume.. (1992). Tauchen, George ; Rossi, Peter ; Gallant, A.. In: Review of Financial Studies. RePEc:oup:rfinst:v:5:y:1992:i:2:p:199-242.

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274
1993The Risk and Predictability of International Equity Returns.. (1993). Harvey, Campbell ; Ferson, Wayne. In: Review of Financial Studies. RePEc:oup:rfinst:v:6:y:1993:i:3:p:527-66.

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273
1990Pricing Interest-Rate-Derivative Securities.. (1990). White, Alan ; Hull, John . In: Review of Financial Studies. RePEc:oup:rfinst:v:3:y:1990:i:4:p:573-92.

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266
1992Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World.. (1992). Dumas, Bernard . In: Review of Financial Studies. RePEc:oup:rfinst:v:5:y:1992:i:2:p:153-80.

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266
Asymmetric Volatility and Risk in Equity Markets.. (2000). Bekaert, Geert ; Wu, Guojun. In: Review of Financial Studies. RePEc:oup:rfinst:v:13:y:2000:i:1:p:1-42.

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266
1997A Markov Model for the Term Structure of Credit Risk Spreads.. (1997). Lando, David ; Jarrow, Robert ; Turnbull, Stuart M. In: Review of Financial Studies. RePEc:oup:rfinst:v:10:y:1997:i:2:p:481-523.

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266
1996Testing Continuous-Time Models of the Spot Interest Rate.. (1996). Ait-Sahalia, Yacine. In: Review of Financial Studies. RePEc:oup:rfinst:v:9:y:1996:i:2:p:385-426.

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262
1993Differences of Opinion Make a Horse Race.. (1993). Harris, Milton ; Raviv, Artur . In: Review of Financial Studies. RePEc:oup:rfinst:v:6:y:1993:i:3:p:473-506.

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250
2008A Comprehensive Look at The Empirical Performance of Equity Premium Prediction. (2008). welch, ivo ; Goyal, Amit. In: Review of Financial Studies. RePEc:oup:rfinst:v:21:y:2008:i:4:p:1455-1508.

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239
1990When Are Contrarian Profits Due to Stock Market Overreaction?. (1990). Lo, Andrew ; MacKinlay, Craig A. In: Review of Financial Studies. RePEc:oup:rfinst:v:3:y:1990:i:2:p:175-205.

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235
2002Testing Trade-Off and Pecking Order Predictions About Dividends and Debt. (2002). Fama, Eugene. In: Review of Financial Studies. RePEc:oup:rfinst:v:15:y:2002:i:1:p:1-33.

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233
1997Trade Credit: Theories and Evidence.. (1997). Rajan, Raghuram ; Petersen, Mitchell. In: Review of Financial Studies. RePEc:oup:rfinst:v:10:y:1997:i:3:p:661-91.

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228
2001Familiarity Breeds Investment.. (2001). Huberman, Gur. In: Review of Financial Studies. RePEc:oup:rfinst:v:14:y:2001:i:3:p:659-80.

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225
2000The Interaction between Product Market and Financing Strategy: The Role of Venture Capital.. (2000). Hellmann, Thomas ; Puri, Manju . In: Review of Financial Studies. RePEc:oup:rfinst:v:13:y:2000:i:4:p:959-84.

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199
1991Stock Price Distributions with Stochastic Volatility: An Analytic Approach.. (1991). Stein, Jeremy. In: Review of Financial Studies. RePEc:oup:rfinst:v:4:y:1991:i:4:p:727-52.

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183
2001Learning to be Overconfident.. (2001). Gervais, Simon ; Odean, Terrance . In: Review of Financial Studies. RePEc:oup:rfinst:v:14:y:2001:i:1:p:1-27.

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183
1994Transactions, Volume, and Volatility.. (1994). Kaul, Gautam ; Jones, Charles M ; Lipson, Marc L. In: Review of Financial Studies. RePEc:oup:rfinst:v:7:y:1994:i:4:p:631-51.

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180
1994Do Bulls and Bears Move across Borders? International Transmission of Stock Returns and Volatility.. (1994). Ito, Takatoshi ; Engle, Robert ; Lin, Wen-Ling . In: Review of Financial Studies. RePEc:oup:rfinst:v:7:y:1994:i:3:p:507-38.

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176
1992On the Estimation of Beta-Pricing Models.. (1992). Shanken, Jay. In: Review of Financial Studies. RePEc:oup:rfinst:v:5:y:1992:i:1:p:1-33.

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173
2003A New Approach to Measuring Financial Contagion. (2003). Stulz, René ; Karolyi, G. ; Bae, Kee-Hong . In: Review of Financial Studies. RePEc:oup:rfinst:v:16:y:2003:i:3:p:717-763.

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172
1999Conflict of Interest and the Credibility of Underwriter Analyst Recommendations.. (1999). michaely, roni ; Womack, Kent L. In: Review of Financial Studies. RePEc:oup:rfinst:v:12:y:1999:i:4:p:653-86.

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167
1992Survivorship Bias in Performance Studies.. (1992). Brown, Stephen. In: Review of Financial Studies. RePEc:oup:rfinst:v:5:y:1992:i:4:p:553-80.

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164
1998Modeling Asymmetric Comovements of Asset Returns.. (1998). Kroner, Kenneth F ; Ng, Victor K. In: Review of Financial Studies. RePEc:oup:rfinst:v:11:y:1998:i:4:p:817-44.

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160
1990Data-Snooping Biases in Tests of Financial Asset Pricing Models.. (1990). Lo, Andrew ; MacKinlay, Craig A. In: Review of Financial Studies. RePEc:oup:rfinst:v:3:y:1990:i:3:p:431-67.

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159
1990A Theory of the Interday Variations in Volume, Variance, and Trading Costs in Securities Markets.. (1990). Viswanathan, S ; Foster, Frederick. In: Review of Financial Studies. RePEc:oup:rfinst:v:3:y:1990:i:4:p:593-624.

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155
1997Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds.. (1997). Hsieh, David A ; Fung, William . In: Review of Financial Studies. RePEc:oup:rfinst:v:10:y:1997:i:2:p:275-302.

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154
2005Consumption and Portfolio Choice over the Life Cycle. (2005). Cocco, Joao F.. In: Review of Financial Studies. RePEc:oup:rfinst:v:18:y:2005:i:2:p:491-533.

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151
2009What Matters in Corporate Governance?. (2009). Cohen, Alma ; Bebchuk, Lucian ; Ferrell, Allen . In: Review of Financial Studies. RePEc:oup:rfinst:v:22:y:2009:i:2:p:783-827.

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148
2003Financial Development and Financing Constraints: International Evidence from the Structural Investment Model. (2003). Love, Inessa. In: Review of Financial Studies. RePEc:oup:rfinst:v:16:y:2003:i:3:p:765-791.

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148
1994The Value of the Voting Right: A Study of the Milan Stock Exchange Experience.. (1994). Zingales, Luigi. In: Review of Financial Studies. RePEc:oup:rfinst:v:7:y:1994:i:1:p:125-48.

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147
2004Risks and Portfolio Decisions Involving Hedge Funds. (2004). Agarwal, Vikas . In: Review of Financial Studies. RePEc:oup:rfinst:v:17:y:2004:i:1:p:63-98.

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147
1988On Jump Processes in the Foreign Exchange and Stock Markets. (1988). Jorion, Philippe. In: Review of Financial Studies. RePEc:oup:rfinst:v:1:y:1988:i:4:p:427-445.

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146
1999Estimating the Price of Default Risk.. (1999). Duffee, Greg. In: Review of Financial Studies. RePEc:oup:rfinst:v:12:y:1999:i:1:p:197-226.

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143
2006Competition and Strategic Information Acquisition in Credit Markets. (2006). Marquez, Robert ; Hauswald, Robert . In: Review of Financial Studies. RePEc:oup:rfinst:v:19:y:2006:i:3:p:967-1000.

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142
1989Intertemporally Dependent Preferences and the Volatility of Consumption and Wealth.. (1989). Sundaresan, Suresh M. In: Review of Financial Studies. RePEc:oup:rfinst:v:2:y:1989:i:1:p:73-89.

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142
1999Implementing Statistical Criteria to Select Return Forecasting Models: What Do We Learn?. (1999). Bossaerts, Peter ; Hillion, Pierre . In: Review of Financial Studies. RePEc:oup:rfinst:v:12:y:1999:i:2:p:405-28.

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139
2000Recovering Risk Aversion from Option Prices and Realized Returns.. (2000). Jackwerth, Jens. In: Review of Financial Studies. RePEc:oup:rfinst:v:13:y:2000:i:2:p:433-51.

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135

Citing documents used to compute impact factor 159:


YearTitleSee
2014Ambiguous volatility, possibility and utility in continuous time. (2014). Epstein, Larry ; Ji, Shaolin . In: Journal of Mathematical Economics. RePEc:eee:mateco:v:50:y:2014:i:c:p:269-282.

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[Citation Analysis]
2014Changing forces of gravity: How the crisis affected international banking. (2014). Neugebauer, Katja ; Buch, Claudia M. ; Schroder, Christoph . In: ZEW Discussion Papers. RePEc:zbw:zewdip:14006.

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[Citation Analysis]
2014The Transmission of Real Estate Shocks Through Multinational Banks. (2014). Bertay, Ata. In: Discussion Paper. RePEc:dgr:kubcen:2014011.

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[Citation Analysis]
2014Bank loans and borrower value during the global financial crisis: Empirical evidence from France. (2014). Godlewski, Christophe. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:28:y:2014:i:c:p:100-130.

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[Citation Analysis]
2014The impact of funding models and foreign bank ownership on bank credit growth : is Central and Eastern Europe different ?. (2014). Feyen, Erik ; Rocha, Roberto ; Maimbo, Samuel Munzele ; Letelier, Raquel ; Love, Inessa . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:6783.

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[Citation Analysis]
2014The two faces of cross-border banking flows: an investigation into the links between global risk, arms-length funding and internal capital markets. (2014). Reinhardt, Dennis ; Riddiough, Steven . In: Bank of England working papers. RePEc:boe:boeewp:0498.

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[Citation Analysis]
2014The evolution of capital structure and operating performance after leveraged buyouts: Evidence from U.S. corporate tax returns. (2014). Cohn, Jonathan B. ; Towery, Erin M. ; Mills, Lillian F.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:2:p:469-494.

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[Citation Analysis]
2014Monetary Policy Drivers of Bond and Equity Risks. (2014). Viceira, Luis ; Pflueger, Carolin ; Campbell, John. In: NBER Working Papers. RePEc:nbr:nberwo:20070.

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[Citation Analysis]
2014Can time-varying risk premiums explain the excess returns in the interest rate parity condition?. (2014). Lee, Sanglim ; Aysun, Uluc. In: Emerging Markets Review. RePEc:eee:ememar:v:18:y:2014:i:c:p:78-100.

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[Citation Analysis]
2014Rare Booms and Disasters in a Multi-sector Endowment Economy. (2014). Wachter, Jessica ; Tsai, Jerry . In: NBER Working Papers. RePEc:nbr:nberwo:20062.

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[Citation Analysis]
2014Can investor-paid credit rating agencies improve the information quality of issuer-paid rating agencies?. (2014). Xia, Han . In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:2:p:450-468.

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[Citation Analysis]
2014An Empirical Analysis of the Ross Recovery Theorem. (2014). Ludwig, Markus ; Huitema, Robert ; Audrino, Francesco . In: Economics Working Paper Series. RePEc:usg:econwp:2014:11.

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[Citation Analysis]
2014Getting to know each other: The role of toeholds in acquisitions. (2014). Povel, Paul ; Sertsios, Giorgo. In: Journal of Corporate Finance. RePEc:eee:corfin:v:26:y:2014:i:c:p:201-224.

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[Citation Analysis]
2014Introduction to financial economics. (2014). Vives, Xavier ; Vayanos, Dimitri ; Allen, Franklin . In: Journal of Economic Theory. RePEc:eee:jetheo:v:149:y:2014:i:c:p:1-14.

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[Citation Analysis]
2014Time Series Momentum and Market Stability. (2014). He, Xuezhong ; Li, Kai . In: Research Paper Series. RePEc:uts:rpaper:341.

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[Citation Analysis]
2014International asset allocations and capital flows : the benchmark effect. (2014). Raddatz, Claudio ; Williams, Tomas ; Schmukler, Sergio L.. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:6866.

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[Citation Analysis]
2014The value of firms voluntary commitment to improve transparency: The case of special segments on Euronext. (2014). Kim, Abby . In: Journal of Corporate Finance. RePEc:eee:corfin:v:25:y:2014:i:c:p:342-359.

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[Citation Analysis]
2014[Citation Analysis]
2014The scale of predictability. (2014). Bandi, Federico M. ; Tebaldi, Claudio ; Tamoni, Andrea ; Perron, Bernard . In: Working Papers. RePEc:igi:igierp:509.

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[Citation Analysis]
2014[Citation Analysis]
2014Do ETFs Increase Volatility?. (2014). Ben-David, Itzhak ; Moussawi, Rabih ; FRANZONI, FRANCESCO . In: NBER Working Papers. RePEc:nbr:nberwo:20071.

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[Citation Analysis]
2014Informational Efficiency under Short Sale Constraints. (2014). Jarrow, Robert ; Larsson, Martin . In: Papers. RePEc:arx:papers:1401.1851.

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[Citation Analysis]
2014Predictive Power of Aggregate Short Interest. (2014). Yu, Eric Jinsan. In: MPRA Paper. RePEc:pra:mprapa:56259.

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[Citation Analysis]
2014Discretisation-Invariant Swaps. (2014). Alexander, Carol ; Rauch, Johannes . In: Papers. RePEc:arx:papers:1404.1351.

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[Citation Analysis]
2014Which short-selling regulation is the least damaging to market efficiency? Evidence from Europe. (2014). Szafarz, Ariane ; Bernal, Oscar ; Herinckx, Astrid . In: International Review of Law and Economics. RePEc:eee:irlaec:v:37:y:2014:i:c:p:244-256.

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[Citation Analysis]
2014Bank capital regulation, loan contracts, and corporate investment. (2014). Dietrich, Diemo ; Hauck, Achim . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:54:y:2014:i:2:p:230-241.

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[Citation Analysis]
2014Central Clearing and Collateral Demand. (2014). Vuillemey, Guillaume ; Duffie, Darrell ; Scheicher, Martin . In: NBER Working Papers. RePEc:nbr:nberwo:19890.

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[Citation Analysis]
2014Densely Entangled Financial Systems. (2014). Kaligounder, Lakshmi ; DasGupta, Bhaskar . In: Papers. RePEc:arx:papers:1402.5208.

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[Citation Analysis]
2014Central clearing and collateral demand. (2014). Vuillemey, Guillaume ; Scheicher, Martin ; Duffie, Darrell . In: Working Paper Series. RePEc:ecb:ecbwps:20141638.

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[Citation Analysis]
2014Family Firms, Soft Information and Bank Lending in a Financial Crisis. (2014). Oliviero, Tommaso ; DAurizio, Leandro ; Romano, Livio . In: CSEF Working Papers. RePEc:sef:csefwp:357.

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[Citation Analysis]
2014On the Fundamental Relation Between Equity Returns and Interest Rates. (2014). Choi, Jaewon ; Whitelaw, Robert F. ; Richardson, Matthew P.. In: NBER Working Papers. RePEc:nbr:nberwo:20187.

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[Citation Analysis]
2014How does bad and good volatility spill over across petroleum markets?. (2014). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef. In: Papers. RePEc:arx:papers:1405.2445.

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[Citation Analysis]
2014CEO age and the riskiness of corporate policies. (2014). Serfling, Matthew A.. In: Journal of Corporate Finance. RePEc:eee:corfin:v:25:y:2014:i:c:p:251-273.

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[Citation Analysis]
2014Performance Effects of Appointing Other Firms Executive Directors to Corporate Boards: An Analysis of UK Firms. (2014). Talavera, Oleksandr ; Муравьев, Александр ; Muravyev, Alexander ; Weir, Charlie . In: IZA Discussion Papers. RePEc:iza:izadps:dp7962.

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[Citation Analysis]
2014CEO turnover and the reduction of price sensitivity. (2014). Alderson, Michael J. ; Betker, Brian L. ; Bansal, Naresh . In: Journal of Corporate Finance. RePEc:eee:corfin:v:25:y:2014:i:c:p:376-386.

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[Citation Analysis]
2014Asymmetric contracts, cash flows and risk taking of mutual funds. (2014). Sheng, Jiliang ; Yang, Jun ; Wang, Xiaoting . In: Economic Modelling. RePEc:eee:ecmode:v:38:y:2014:i:c:p:435-442.

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[Citation Analysis]
2014Evaluating Asset-Market Effects of Unconventional Monetary Policy: A Cross-Country Comparison. (2014). Scotti, Chiara ; Rogers, John H. ; Wright, Jonathan H.. In: International Finance Discussion Papers. RePEc:fip:fedgif:1101.

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[Citation Analysis]
2014Determinants of financial distress in u.s. large bank holding companies. (2014). Zhang, Zhichao ; Lu, Xiangyun ; Xie, Li. In: MPRA Paper. RePEc:pra:mprapa:53545.

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[Citation Analysis]
2014Bank procyclicality and output: Issues and policies. (2014). Delis, Manthos ; Athanasoglou, Panayiotis ; Daniilidis, Ioannis . In: Journal of Economics and Business. RePEc:eee:jebusi:v:72:y:2014:i:c:p:58-83.

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[Citation Analysis]
2014Forward-looking reaction to bank regulation. (2014). Herrala, Risto. In: Working Paper Series. RePEc:ecb:ecbwps:20141645.

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[Citation Analysis]
2014On the economics of crisis contracts. (2014). Gersbach, Hans ; Britz, Volker ; Aptus, Elias . In: CFS Working Paper Series. RePEc:zbw:cfswop:453.

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[Citation Analysis]
2014Independent director incentives: Where do talented directors spend their limited time and energy?. (2014). Masulis, Ronald W. ; Mobbs, Shawn . In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:2:p:406-429.

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[Citation Analysis]
2014Is Board Industry Experience a Corporate Governance Mechanism?. (2014). Drobetz, Wolfgang ; Schmid, Markus ; Oesch, David ; von Meyerinck, Felix . In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:01.

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[Citation Analysis]
2014Evasive Shareholder Meetings. (2014). Li, Yuanzhi ; Yermack, David . In: NBER Working Papers. RePEc:nbr:nberwo:19991.

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2014Investor sentiment and return predictability of disagreement. (2014). Kim, Jun Sik ; Seo, Sung Won ; Ryu, Doojin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:42:y:2014:i:c:p:166-178.

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2014Creditor rights and capital structure: Evidence from international data. (2014). Cho, Seong-Soon ; Suh, Jungwon ; Guedhami, Omrane ; El Ghoul, Sadok . In: Journal of Corporate Finance. RePEc:eee:corfin:v:25:y:2014:i:c:p:40-60.

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2014Precious Metals Under the Microscope: A High-Frequency Analysis. (2014). Caporin, Massimiliano ; Velo, Gabriel G. ; Ranaldo, Angelo . In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:09.

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2014The market microstructure of the European climate exchange. (2014). Otsubo, Yoichi ; Mizrach, Bruce. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:39:y:2014:i:c:p:107-116.

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2014The importance of the volatility risk premium for volatility forecasting. (2014). Prokopczuk, Marcel ; Simen, Chardin Wese . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:303-320.

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2014Are there common factors in individual commodity futures returns?. (2014). Skiadopoulos, George ; KOSTAKIS, ALEXANDROS ; Daskalaki, Charoula . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:346-363.

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2014The timeline of trading frictions in the European carbon market. (2014). Medina, Vicente ; Pascual, Roberto ; Pardo, Angel . In: Energy Economics. RePEc:eee:eneeco:v:42:y:2014:i:c:p:378-394.

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2014The Price of Political Uncertainty: Theory and Evidence from the Option Market. (2014). Pastor, Lubos ; Kelly, Bryan ; Veronesi, Pietro . In: NBER Working Papers. RePEc:nbr:nberwo:19812.

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2014Uncertainty Shocks, Asset Supply and Pricing over the Business Cycle. (2014). Schneider, Martin ; Ilut, Cosmin ; Bianchi, Francesco . In: NBER Working Papers. RePEc:nbr:nberwo:20081.

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2014The stock market impact of government interventions on financial services industry groups: Evidence from the 2007–2009 crisis. (2014). Subrahmanyam, Vijaya ; Pennathur, Anita ; Smith, Deborah . In: Journal of Economics and Business. RePEc:eee:jebusi:v:71:y:2014:i:c:p:22-44.

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2014A barrier option framework for rescue package designs and bank default risks. (2014). Chang, Chuen-Ping . In: Economic Modelling. RePEc:eee:ecmode:v:38:y:2014:i:c:p:246-257.

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2014Large capital infusions, investor reactions, and the return and risk-performance of financial institutions over the business cycle. (2014). Elyasiani, Elyas ; Pagano, Michael S. ; Mester, Loretta J.. In: Journal of Financial Stability. RePEc:eee:finsta:v:11:y:2014:i:c:p:62-81.

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2014Bank equity risk under bailout programs of loan guarantee and/or equity capital injection. (2014). Lin, Jyh-Horng ; Hung, Wei-Ming ; Tsai, Jeng-Yan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:31:y:2014:i:c:p:263-274.

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2014Are the Bailouts of Wall Street Complements or Substitutes?. (2014). Wilson, Linus ; Prejean, Stephanie ; Wu, Yan . In: Atlantic Economic Journal. RePEc:kap:atlecj:v:42:y:2014:i:1:p:21-38.

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2014Safer ratios, riskier portfolios: Banks׳ response to government aid. (2014). DUCHIN, RAN ; SOSYURA, DENIS . In: Journal of Financial Economics. RePEc:eee:jfinec:v:113:y:2014:i:1:p:1-28.

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2014[Citation Analysis]
2014Family-Concentrated Ownership in Chinese PLCs: Does Ownership Concentration Always Enhance Corporate Value?. (2014). Luo, Jin-hui ; Liu, Heng . In: International Journal of Financial Studies. RePEc:gam:jijfss:v:2:y:2014:i:1:p:103-121:d:33548.

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2014Family Firms, Soft Information and Bank Lending in a Financial Crisis. (2014). Oliviero, Tommaso ; DAurizio, Leandro ; Romano, Livio . In: CSEF Working Papers. RePEc:sef:csefwp:357.

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2014Risk tolerance and entrepreneurship. (2014). Panos, Georgios ; Hvide, Hans K. ; HansK. Hvide, . In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:1:p:200-223.

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2014Modeling Covariance Breakdowns in Multivariate GARCH. (2014). Maheu, John ; Jin, Xin. In: MPRA Paper. RePEc:pra:mprapa:55243.

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2014[Citation Analysis]
2014Lending Standards and Countercyclical Capital Requirements under Imperfect Information. (2014). Gete, Pedro ; Tiernan, Natalie . In: MPRA Paper. RePEc:pra:mprapa:54486.

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2014Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks. (2014). Boudt, Kris ; PETITJEAN, Mikael . In: Journal of Financial Markets. RePEc:eee:finmar:v:17:y:2014:i:c:p:121-149.

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2014Cojumps in stock prices: Empirical evidence. (2014). Shackleton, Mark ; Gilder, Dudley ; Taylor, Stephen J.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:443-459.

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2014Bayesian DEJD model and detection of asymmetric jumps. (2014). Kostrzewski, Maciej . In: Papers. RePEc:arx:papers:1404.2050.

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2014A jump model for fads in asset prices under asymmetric information. (2014). Buckley, Winston ; Perera, Sandun ; Long, Hongwei . In: European Journal of Operational Research. RePEc:eee:ejores:v:236:y:2014:i:1:p:200-208.

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2014Parameter estimation for a subcritical affine two factor model. (2014). Pap, Gyula ; Li, Zenghu ; Barczy, Matyas ; Doering, Leif . In: Papers. RePEc:arx:papers:1302.3451.

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2014Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs. (2014). Uppal, Raman ; Vilkov, Grigory ; Buss, Adrian . In: SAFE Working Paper Series. RePEc:zbw:safewp:41.

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2014Composition of wealth, conditioning information, and the cross-section of stock returns. (2014). Roussanov, Nikolai. In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:2:p:352-380.

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2014Cross-hedging minimum return guarantees: Basis and liquidity risks. (2014). Ankirchner, Stefan ; Schweizer, Nikolaus ; Schneider, Judith C.. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:41:y:2014:i:c:p:93-109.

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2014Quadratic hedging schemes for non-Gaussian GARCH models. (2014). Badescu, Alexandru ; Ortega, Juan-Pablo ; Elliott, Robert J.. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:42:y:2014:i:c:p:13-32.

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2014Informational linkages between dark and lit trading venues. (2014). Nimalendran, Mahendrarajah ; Ray, Sugata . In: Journal of Financial Markets. RePEc:eee:finmar:v:17:y:2014:i:c:p:230-261.

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2014Relación entre el riesgo sistémico del sistema financiero y el sector real: un enfoque FAVAR. (2014). Melo, Luis ; Wilmar Alexander Cabrera Rodriguez, ; Amado, Daniel Parra ; Luis Fernando Melo Velandia, . In: Borradores de Economia. RePEc:bdr:borrec:810.

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2014Relación entre el riesgo sistémico del sistema financiero y el sector real: un enfoque FAVAR. (2014). Wilmar Alexander Cabrera Rodriguez, ; Amado, Daniel Parra ; Luis Fernando Melo Velandia, . In: BORRADORES DE ECONOMIA. RePEc:col:000094:011142.

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2014Integration of European bond markets. (2014). Christiansen, Charlotte. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:42:y:2014:i:c:p:191-198.

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2014[Citation Analysis]
2014Do Loan Officers’ Incentives Lead to Lax Lending Standards?. (2014). Ben-David, Itzhak ; Agarwal, Sumit . In: NBER Working Papers. RePEc:nbr:nberwo:19945.

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2014Inflation expectations and the news. (2014). Bauer, Michael. In: Working Paper Series. RePEc:fip:fedfwp:2014-09.

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2014[Citation Analysis]
2014Asset Prices in a Lifecycle Economy. (2014). Farmer, Roger ; Roger E. A. Farmer, . In: NBER Working Papers. RePEc:nbr:nberwo:19958.

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2014Asset Pricing with Countercyclical Household Consumption Risk. (2014). Constantinides, George M. ; Ghosh, Anisha . In: NBER Working Papers. RePEc:nbr:nberwo:20110.

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2014Political uncertainty and stock market volatility in the Middle East and North African (MENA) countries. (2014). Chau, Frankie ; WANG, Jun ; Deesomsak, Rataporn. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:28:y:2014:i:c:p:1-19.

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2014The impact of institutional volatility on financial volatility in transition economies: a GARCH family approach. (2014). Hartwell, Christopher. In: BOFIT Discussion Papers. RePEc:hhs:bofitp:2014_006.

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2014The causal effect of stop-loss and take-gain orders on the disposition effect. (2014). Schudy, Simeon ; Fischbacher, Urs ; Hoffmann, Gerson . In: TWI Research Paper Series. RePEc:twi:respas:0089.

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2014Gold, Oil, and Stocks. (2014). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef. In: Papers. RePEc:arx:papers:1308.0210.

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2014Convertible Debt and Shareholder Incentives. (2014). Dorion, Christian ; Jeanneret, Alexandre ; Grass, Gunnar ; Franois, Pascal . In: Cahiers de recherche. RePEc:lvl:lacicr:1403.

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2014Cash-settled convertible bonds and the value relevance of their accounting treatment. (2014). Lewis, Craig ; Verwijmeren, Patrick . In: Journal of Corporate Finance. RePEc:eee:corfin:v:24:y:2014:i:c:p:101-111.

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2014Determinants of corporate call policy for convertible bonds. (2014). King, Tao-Hsien Dolly ; Mauer, David C.. In: Journal of Corporate Finance. RePEc:eee:corfin:v:24:y:2014:i:c:p:112-134.

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2014In- and out-of-the-money convertible bond calls: Signaling or price pressure?. (2014). Zebedee, Allan A. ; Bechmann, Ken L. ; Lunde, Asger . In: Journal of Corporate Finance. RePEc:eee:corfin:v:24:y:2014:i:c:p:135-148.

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2014Why are conversion-forcing call announcements associated with negative wealth effects?. (2014). Veld, Chris ; Grundy, Bruce D. ; Zabolotnyuk, Yuriy ; Verwijmeren, Patrick . In: Journal of Corporate Finance. RePEc:eee:corfin:v:24:y:2014:i:c:p:149-157.

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2014What we do and do not know about convertible bond financing. (2014). Veld, Chris ; Dutordoir, Marie ; Seward, James ; Lewis, Craig . In: Journal of Corporate Finance. RePEc:eee:corfin:v:24:y:2014:i:c:p:3-20.

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2014Convertible debt and shareholder incentives. (2014). Dorion, Christian ; Jeanneret, Alexandre ; Grass, Gunnar ; Franois, Pascal . In: Journal of Corporate Finance. RePEc:eee:corfin:v:24:y:2014:i:c:p:38-56.

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2014More than meets the eye: Convertible bond issuers concurrent transactions. (2014). Zhao, Bo ; Henderson, Brian J.. In: Journal of Corporate Finance. RePEc:eee:corfin:v:24:y:2014:i:c:p:57-79.

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2014God does not play dice, but people should: random selection in politics, science and society. (2014). Frey, Bruno ; Bruno S. Frey Lasse Steiner, . In: ECON - Working Papers. RePEc:zur:econwp:144.

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2014The Social Value of Finance. (2014). van Dijk, Mathijs. In: ERIM Inaugural Address Series Research in Management. RePEc:ems:euriar:51323.

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2014[Citation Analysis]
2014Firm cash holdings and CEO inside debt. (2014). Liu, Yixin ; Zhang, Yilei ; Mauer, David C.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:42:y:2014:i:c:p:83-100.

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2014Wealth shocks, credit-supply shocks, and asset allocation: Evidence from household and firm portfolios. (2014). Onali, Enrico ; Ruprecht, Benedikt ; Kick, Thomas ; Schaeck, Klaus . In: Discussion Papers. RePEc:zbw:bubdps:072014.

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2014Bankers compensation: Sprint swimming in short bonus pools?. (2014). Jokivuolle, Esa ; Keppo, Jussi . In: Research Discussion Papers. RePEc:hhs:bofrdp:2014_002.

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2014[Citation Analysis]
2014Scale and Skill in Active Management. (2014). Pastor, Lubos ; Stambaugh, Robert F. ; Taylor, Lucian A.. In: NBER Working Papers. RePEc:nbr:nberwo:19891.

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2014Defined Contribution Pension Plans: Sticky or Discerning Money?. (2014). Sialm, Clemens ; Zhang, Hanjiang ; Starks, Laura . In: Discussion Papers. RePEc:sip:dpaper:13-022.

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2014Overcoming limits of arbitrage: Theory and evidence. (2014). Hombert, Johan ; Thesmar, David . In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:1:p:26-44.

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2014How close a relationship does a capital market have with other markets? A reexamination based on the equal variance test. (2014). Yang, Lixiong ; Shie, Fu Shuen ; Lee, Chingnun . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:26:y:2014:i:c:p:198-226.

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2014Predictive Power of Aggregate Short Interest. (2014). Yu, Eric Jinsan. In: MPRA Paper. RePEc:pra:mprapa:56259.

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2014Discretisation-Invariant Swaps. (2014). Alexander, Carol ; Rauch, Johannes . In: Papers. RePEc:arx:papers:1404.1351.

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2014Do managerial behaviors trigger firm exit? The case of hyperactive bidders. (2014). Rahaman, Mohammad M.. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:54:y:2014:i:1:p:92-110.

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2014Add-on pricing in retail financial markets and the fallacies of consumer education. (2014). Kosfeld, Michael ; Schuwer, Ulrich . In: SAFE Working Paper Series. RePEc:zbw:safewp:47.

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2014Individual Investor Activity and Performance. (2014). Dahlquist, Magnus ; Soderlind, Paul ; Martinez, Jose Vincente . In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:08.

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2014Impact of ethical behavior on syndicated loan rates. (2014). Tribó, Josep ; Kim, Moshe ; Surroca, Jordi . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:38:y:2014:i:c:p:122-144.

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2014Are hedge fund managers systematically misreporting? Or not?. (2014). Jorion, Philippe ; Schwarz, Christopher . In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:2:p:311-327.

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2014The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications. (2014). Van Nieuwerburgh, Stijn ; Lustig, Hanno ; Herskovic, Bernard ; Kelly, Bryan T.. In: NBER Working Papers. RePEc:nbr:nberwo:20076.

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2014Maturity Rationing and Collective Short-Termism. (2014). Milbradt, Konstantin ; Oehmke, Martin . In: NBER Working Papers. RePEc:nbr:nberwo:19946.

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2014Asymmetric Information and Roll-Over Risk. (2014). Pothier, David ; Konig, Philipp . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1364.

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2014[Citation Analysis]
2014Brand Capital and Firm Value. (2014). Lin, Xiaoji ; Belo, Frederico ; Vitorino, Maria Ana . In: Review of Economic Dynamics. RePEc:red:issued:12-71.

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2014Performance evaluation with high moments and disaster risk. (2014). Kadan, Ohad ; Liu, Fang . In: Journal of Financial Economics. RePEc:eee:jfinec:v:113:y:2014:i:1:p:131-155.

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2014Asymmetric contracts, cash flows and risk taking of mutual funds. (2014). Sheng, Jiliang ; Yang, Jun ; Wang, Xiaoting . In: Economic Modelling. RePEc:eee:ecmode:v:38:y:2014:i:c:p:435-442.

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2014Fund Manager Allocation. (2014). Fang, Jieyan ; Trapp, Monika ; Kempf, Alexander . In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:3:p:661-674.

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2014Product–market flexibility and capital structure. (2014). Sarkar, Sudipto . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:54:y:2014:i:1:p:111-122.

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2014How much is too much? Debt capacity and financial flexibility. (2014). Hess, Dieter ; Immenkotter, Philipp . In: CFR Working Papers. RePEc:zbw:cfrwps:1403.

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2014Financial flexibility across the euro area and the UK. (2014). Ferrando, Annalisa ; Mura, Roberto ; Marchica, Maria-Teresa . In: Working Paper Series. RePEc:ecb:ecbwps:20141630.

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2014Does Financing Spur Small Business Productivity? Evidence from a Natural Experiment. (2014). Nandy, Debarshi ; Puri, Manju ; Krishnan, Karthik . In: NBER Working Papers. RePEc:nbr:nberwo:20149.

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2014Does corporate governance influence convertible bond issuance?. (2014). Dutordoir, Marie ; Ziegan, Marius C. ; Strong, Norman . In: Journal of Corporate Finance. RePEc:eee:corfin:v:24:y:2014:i:c:p:80-100.

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2014Syndicated loan spreads and the composition of the syndicate. (2014). Weisbach, Michael ; Lim, Jongha ; Minton, Bernadette A.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:1:p:45-69.

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2014A dynamic limit order market with fast and slow traders. (2014). Hoffmann, Peter . In: Journal of Financial Economics. RePEc:eee:jfinec:v:113:y:2014:i:1:p:156-169.

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2014The role of covenants in bond issue and investment policy. The case of Russian companies.. (2014). Gabriele, Roberto ; Bazzana, Flavio ; Zadorozhnaya, Anna . In: DEM Discussion Papers. RePEc:trn:utwpem:2014/05.

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2014How Persistent are Monetary Policy Effects at the Zero Lower Bound?. (2014). Neely, Christopher. In: Working Papers. RePEc:fip:fedlwp:2014-004.

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2014Predicting Exchange Rates Out of Sample: Can Economic Fundamentals Beat the Random Walk?. (2014). Tsiakas, Ilias ; Wang, Wei ; Li, Jiahan . In: Working Paper Series. RePEc:rim:rimwps:05_14.

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2014Forward-looking measures of higher-order dependencies with an application to portfolio selection. (2014). Korn, Olaf ; Kempf, Alexander ; Brinkmann, Felix . In: CFR Working Papers. RePEc:zbw:cfrwps:1308r.

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2014Portfolio optimization using forward-looking information. (2014). Kempf, Alexander ; Korn, Olaf ; Saning, Sven . In: CFR Working Papers. RePEc:zbw:cfrwps:1110r.

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2014The Stock Market, the Real Economy and Contagion. (2014). Baur, Dirk ; Miyakawa, Isaac . In: Working Paper Series. RePEc:uts:wpaper:179.

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2014Explaining the Association between Monitoring and Controversial CEO Pay Practices: an Optimal Contracting Perspective. (2014). Sahuguet, Nicolas ; Chaigneau, Pierre . In: Cahiers de recherche. RePEc:lvl:lacicr:1406.

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2014The value of diffusing information. (2014). Manela, Asaf . In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:1:p:181-199.

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2014Optimal multi-period consumption and investment with short-sale constraints. (2014). Arsoy, Yakup Eser ; Pnar, Mustafa ; Altay-Salih, Aslhan . In: Finance Research Letters. RePEc:eee:finlet:v:11:y:2014:i:1:p:16-24.

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2014A Model of Monetary Policy and Risk Premia. (2014). Savov, Alexi ; Drechsler, Itamar ; Schnabl, Philipp . In: NBER Working Papers. RePEc:nbr:nberwo:20141.

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2014Rank matters–The impact of social competition on portfolio choice. (2014). Holmen, Martin ; Dijk, Oege ; Kirchler, Michael . In: European Economic Review. RePEc:eee:eecrev:v:66:y:2014:i:c:p:97-110.

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2014SMEs’ Delisting Decisions on the Alternative Investment Market (AIM): Family Holders and Financial Crisis. (2014). Menendez-Requejo, Susana ; Cardone-Riportella, Clara ; Feito-Ruiz, Isabel . In: Working Papers. RePEc:pab:fiecac:14.02.

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2014Family firms and R&D behavior – New evidence from a large-scale survey. (2014). Kaserer, Christoph ; Ampenberger, Markus ; Achleitner, Ann-Kristin ; Schmid, Thomas . In: Research Policy. RePEc:eee:respol:v:43:y:2014:i:1:p:233-244.

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2014Market transparency, market quality, and sunshine trading. (2014). Manzano, Carolina ; de Frutos, angeles M.. In: Journal of Financial Markets. RePEc:eee:finmar:v:17:y:2014:i:c:p:174-198.

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2014[Citation Analysis]
2014Capital Gains Lock-In and Governance Choices. (2014). Dimmock, Stephen ; Weisbenner, Scott J. ; Ivkovi, Zoran ; Wil liam C. Gerken, . In: NBER Working Papers. RePEc:nbr:nberwo:20176.

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2014Learning from peers stock prices and corporate investment. (2014). foucault, thierry ; Fresard, Laurent . In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:3:p:554-577.

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2014VPIN and the flash crash. (2014). Andersen, Torben ; Bondarenko, Oleg . In: Journal of Financial Markets. RePEc:eee:finmar:v:17:y:2014:i:c:p:1-46.

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2014VPIN and the Flash Crash: A rejoinder. (2014). Easley, David ; Lopez de Prado, Marcos M., ; O'Hara, Maureen . In: Journal of Financial Markets. RePEc:eee:finmar:v:17:y:2014:i:c:p:47-52.

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2014Reflecting on the VPIN dispute. (2014). Andersen, Torben ; Bondarenko, Oleg . In: Journal of Financial Markets. RePEc:eee:finmar:v:17:y:2014:i:c:p:53-64.

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2014Understanding Corporate Governance Through Learning Models of Managerial Competence. (2014). Hermalin, Benjamin ; Weisbach, Michael S.. In: NBER Working Papers. RePEc:nbr:nberwo:20028.

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2014Limited partner performance and the maturing of the private equity industry. (2014). Sensoy, Berk A. ; Weisbach, Michael S. ; Wang, Yingdi . In: Journal of Financial Economics. RePEc:eee:jfinec:v:112:y:2014:i:3:p:320-343.

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2014Investment busts, reputation, and the temptation to blend in with the crowd. (2014). Grenadier, Steven R. ; Strebulaev, Ilya A. ; Malenko, Andrey . In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:1:p:137-157.

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2014The impact of news and the SMP on realized (co)variances in the eurozone sovereign debt market. (2014). Beetsma, Roel ; Widijanto, Daniel ; Giuliodori, Massimo ; de Jong, Frank . In: Working Paper Series. RePEc:ecb:ecbwps:20141629.

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2014Factor High-Frequency Based Volatility (HEAVY) Models. (2014). Sheppard, Kevin . In: Economics Series Working Papers. RePEc:oxf:wpaper:710.

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2014Do Sunspots Matter? Evidence from an Experimental Study of Bank Runs. (2014). Arifovic, Jasmina ; Jiang, Janet Hua . In: Working Papers. RePEc:bca:bocawp:14-12.

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2014A wake-up call: information contagion and strategic uncertainty. (2014). Bertsch, Christoph ; Ahnert, Toni . In: Working Paper Series. RePEc:hhs:rbnkwp:0282.

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2014The relationship between liquidity risk and credit risk in banks. (2014). Rauch, Christian ; Imbierowicz, Bjorn . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:242-256.

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2014The fragility of short-term secured funding markets. (2014). von Thadden, Ernst-Ludwig ; Skeie, David ; Martin, Antoine. In: Journal of Economic Theory. RePEc:eee:jetheo:v:149:y:2014:i:c:p:15-42.

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2014[Citation Analysis]
2014Firm boundaries matter: Evidence from conglomerates and R&D activity. (2014). Seru, Amit. In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:2:p:381-405.

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2014Financial development and innovation: Cross-country evidence. (2014). Xu, Yan ; Hsu, Po-Hsuan ; Tian, Xuan . In: Journal of Financial Economics. RePEc:eee:jfinec:v:112:y:2014:i:1:p:116-135.

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2014Limited partner performance and the maturing of the private equity industry. (2014). Sensoy, Berk A. ; Weisbach, Michael S. ; Wang, Yingdi . In: Journal of Financial Economics. RePEc:eee:jfinec:v:112:y:2014:i:3:p:320-343.

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2014Optimal Return in a Model of Bank Small-business Financing. (2014). Vranceanu, Radu ; Peia, Oana . In: Post-Print. RePEc:hal:journl:hal-00952641.

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Recent citations received in: 2013


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2013High moment variations and their application. (2013). Choe, Geon Ho ; Lee, Kyungsub . In: Papers. RePEc:arx:papers:1311.4973.

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2013Probabilistic and statistical properties of realized moments and their use in inference, estimation and risk management. (2013). Lee, Kyungsub . In: Papers. RePEc:arx:papers:1311.5036.

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2013Bankruptcy Risk Induced by Career Concerns of Regulators. (2013). Charles-Cadogan, Godfrey ; Cole, John A.. In: Papers. RePEc:arx:papers:1312.7346.

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2013Are there alternatives to bankruptcy? a study of small business distress in Spain. (2013). Mora-Sanguinetti, Juan ; MiguelGarcia-Posada, . In: Banco de España Working Papers. RePEc:bde:wpaper:1315.

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2013Financial Deglobalization: Is The World Getting Smaller?. (2013). Weder, Beatrice ; Van Rijckeghem, Caroline ; di Mauro, Beatrice Weder . In: Working Papers. RePEc:bou:wpaper:2013/14.

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2013Hes a Chip Off the Old Block - The Persistence of Occupational Choices Across Generations. (2013). Schlenker, Eva ; Riedel, Nadine ; Knoll, Bodo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_4428.

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2013Stein s Overreaction Puzzle: Option Anomaly or Perfectly Rational Behavior?. (2013). Martelin, Nicolas ; Lehnert, Thorsten . In: LSF Research Working Paper Series. RePEc:crf:wpaper:13-11.

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2013Was there a « Greenspan Conundrum » in the Euro area?. (2013). LAME, GILDAS. In: Documents de Travail de la DESE - Working Papers of the DESE. RePEc:crs:wpdeee:g2013-10.

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2013Shocks Abroad, Pain at Home? Bank-firm Level Evidence on the International Transmission of Financial Shocks. (2013). Van Horen, Neeltje ; Peydro, Jose-Luis ; Ongena, Steven. In: Discussion Paper. RePEc:dgr:kubcen:2013040.

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2013Short-Selling, Leverage and Systemic Risk. (2013). Stork, Philip A. ; Pais, Amelia . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20130186.

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2013Impact of Foreign Banks. (2013). Van Horen, Neeltje ; Claessens, Stijn. In: DNB Working Papers. RePEc:dnb:dnbwpp:370.

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2013How does culture influence corporate risk-taking?. (2013). Li, Kai ; Zhao, Longkai ; Yue, Heng ; Griffin, Dale . In: Journal of Corporate Finance. RePEc:eee:corfin:v:23:y:2013:i:c:p:1-22.

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2013Asset allocation over the life cycle: How much do taxes matter?. (2013). Munk, Claus ; Fischer, Marcel ; Kraft, Holger . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:37:y:2013:i:11:p:2217-2240.

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2013Flow effects of large-scale asset purchases. (2013). Kandrac, John ; Schlusche, Bernd . In: Economics Letters. RePEc:eee:ecolet:v:121:y:2013:i:2:p:330-335.

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2013Financial market liberalization and the pricing of idiosyncratic risk. (2013). Huang, Biqing ; Martell, Rodolfo ; Wald, John . In: Emerging Markets Review. RePEc:eee:ememar:v:17:y:2013:i:c:p:44-59.

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2013Boardroom centrality and firm performance. (2013). Larcker, David F. ; Wang, Charles C. Y., ; So, Eric C.. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:55:y:2013:i:2:p:225-250.

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2013Asset pricing with heterogeneous beliefs and relative performance. (2013). Tang, Ke ; Huang, Shiyang ; Shang, Qi ; Qiu, Zhigang . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:11:p:4107-4119.

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2013Drivers of holding period firm-level returns in private equity-backed buyouts. (2013). Nikoskelainen, Erkki ; Valkama, Petri ; Wright, Mike ; Maula, Markku . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:7:p:2378-2391.

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2013Incomplete markets, liquidation risk, and the term structure of interest rates. (2013). Ragot, Xavier ; Challe, Edouard ; Le Grand, Franois ; Legrand, Franois . In: Journal of Economic Theory. RePEc:eee:jetheo:v:148:y:2013:i:6:p:2483-2519.

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2013“When the cats away the mice will play”: Does regulation at home affect bank risk-taking abroad?. (2013). Udell, Gregory ; Popov, Alexander ; Ongena, Steven. In: Journal of Financial Economics. RePEc:eee:jfinec:v:108:y:2013:i:3:p:727-750.

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2013Political uncertainty and risk premia. (2013). Pastor, Lubos ; Veronesi, Pietro . In: Journal of Financial Economics. RePEc:eee:jfinec:v:110:y:2013:i:3:p:520-545.

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2013General equilibrium pricing of currency and currency options. (2013). Du, Du. In: Journal of Financial Economics. RePEc:eee:jfinec:v:110:y:2013:i:3:p:730-751.

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2013Cyclical adjustment of capital requirements: A simple framework. (2013). Repullo, Rafael. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:22:y:2013:i:4:p:608-626.

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2013Is market integration associated with informational efficiency of stock markets?. (2013). Lim, Kian-Ping ; Hooy, Chee-Wooi. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:35:y:2013:i:1:p:29-44.

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2013Monetary policy surprises, positions of traders, and changes in commodity futures prices. (2013). Gospodinov, Nikolay ; Jamali, Ibrahim . In: Working Paper. RePEc:fip:fedawp:2013-12.

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2013Say on pay laws, executive compensation, CEO pay slice, and firm value around the world. (2013). Lel, Ugur ; CORREA, RICARDO . In: International Finance Discussion Papers. RePEc:fip:fedgif:1084.

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2013The Scarcity Value of Treasury Collateral: Repo Market Effects of Security-Specific Supply and Demand Factors. (2013). Fan, Roger ; D'Amico, Stefania ; Kitzul, Yuriy . In: Working Paper Series. RePEc:fip:fedhwp:wp-2013-22.

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2013Did liquidity providers become liquidity seekers?. (2013). Choi, Jaewon ; Shachar, Or. In: Staff Reports. RePEc:fip:fednsr:650.

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2013The promise and challenges of bank capital reform. (2013). Elul, Ronel . In: Business Review. RePEc:fip:fedpbr:y:2013:i:q3:p:23-30.

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2013The promise and challenges of bank capital reform. (2013). Elul, Ronel . In: Business Review. RePEc:fip:fedpbr:y:2013:i:q3:p:23-30:n:96.

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2013Dynamic market participation and endogenous information aggregation. (2013). Yu, Edison. In: Working Papers. RePEc:fip:fedpwp:13-42.

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2013Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity. (2013). Viceira, Luis ; Pflueger, Carolin. In: Harvard Business School Working Papers. RePEc:hbs:wpaper:11-094.

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2013Balance Sheet Strength and Bank Lending During the Global Financial Crisis. (2013). Minoiu, Camelia ; Kapan, Tmer . In: IMF Working Papers. RePEc:imf:imfwpa:13/102.

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2013The Economic Impact of Oil on Industry Portfolios. (2013). Casassus, Jaime ; Higuera, Freddy . In: Documentos de Trabajo. RePEc:ioe:doctra:433.

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2013CEO Pay and Firm Size: an Update after the Crisis. (2013). sauvagnat, julien ; Gabaix, Xavier ; Landier, Augustin . In: NBER Working Papers. RePEc:nbr:nberwo:19078.

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2013Combining Banking with Private Equity Investing. (2013). Lerner, Josh ; Fang, Lily ; Ivashina, Victoria . In: NBER Working Papers. RePEc:nbr:nberwo:19300.

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2013Asset Pricing in the Dark: The Cross Section of OTC Stocks. (2013). Ang, Andrew ; Tetlock, Paul C. ; Shtauber, Assaf A.. In: NBER Working Papers. RePEc:nbr:nberwo:19309.

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2013Productivity Growth and Stock Returns: Firm- and Aggregate-Level Analyses. (2013). Morck, Randall ; Chun, Hyunbae ; Kim, Jung-Wook . In: NBER Working Papers. RePEc:nbr:nberwo:19462.

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2013Predatory Short Selling. (2013). Brunnermeier, Markus ; Oehmke, Martin . In: NBER Working Papers. RePEc:nbr:nberwo:19514.

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2013Bid Takers or Market Makers? The Effect of Auctioneers on Auction Outcomes. (2013). Lacetera, Nicola ; Larsen, Brad ; Sydnor, Justin R. ; Pope, Devin G.. In: NBER Working Papers. RePEc:nbr:nberwo:19731.

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2013Unintended Consequences of LOLR Facilities: The Case of Illiquid Leverage. (2013). Acharya, Viral V. ; Tuckman, Bruce . In: NBER Working Papers. RePEc:nbr:nberwo:19773.

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2013Essays on leveraged buyouts.. (2013). Mao, Y.. In: Open Access publications from Tilburg University. RePEc:ner:tilbur:urn:nbn:nl:ui:12-5929606.

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2013Rare Disasters and the Term Structure of Interest Rates. (2013). Tsai, Jerry . In: Economics Series Working Papers. RePEc:oxf:wpaper:665.

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2013Bank procyclicality and output: Issues and policies. (2013). Delis, Manthos ; Athanasoglou, Panayiotis ; Ioannis, Daniilidis ; Manthos, Delis . In: MPRA Paper. RePEc:pra:mprapa:50830.

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2013Financial Experts, Asset Prices and Reputation. (2013). Vigier, Adrien ; Rudiger, Jesper. In: MPRA Paper. RePEc:pra:mprapa:51784.

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2013Model uncertainty and expected return proxies. (2013). Jäckel, Christoph ; Jackel, Christoph . In: MPRA Paper. RePEc:pra:mprapa:51978.

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2013Global Currency Misalignments, Crash Sensitivity, and Downside Insurance Costs. (2013). Zhao, Yang ; Huang, Huichou ; MacDonald, Ronald . In: MPRA Paper. RePEc:pra:mprapa:53745.

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2013The transmission of banking crises to households : lessons from the 2008-2011 crises in the ECA region. (2013). Brown, Martin. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:6528.

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2013Dissecting foreign bank lending behavior during the 2008-2009 crisis. (2013). Choi, Moon Jung ; Peria, Maria Soledad Martinez, ; Gutierrez, Eva . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:6674.

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2013Repo funding and internal capital markets in the financial crisis. (2013). Duwel, Cornelia . In: Discussion Papers. RePEc:zbw:bubdps:162013.

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2013Balance sheet strength and bank lending during the global financial crisis. (2013). Minoiu, Camelia ; Kapan, Tumer . In: Discussion Papers. RePEc:zbw:bubdps:332013.

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2013Institutional investment and intermediation in the hedge fund industry. (2013). Ray, Sugata ; Nada, Vikram ; Agarwal, Vikas . In: CFR Working Papers. RePEc:zbw:cfrwps:1303.

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Recent citations received in: 2012


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2012Financial black swans driven by ultrafast machine ecology. (2012). Ravindar, Amith ; Carran, Spencer ; Johnson, Neil ; Meng, Jing ; Zhao, Guannan ; Hunsader, Eric ; Tivnan, Brian . In: Papers. RePEc:arx:papers:1202.1448.

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2012Does good advice come cheap? - On the assessment of risk preferences in the lab and the field. (2012). Leuermann, Andrea ; Roth, Benjamin . In: Working Papers. RePEc:awi:wpaper:0534.

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2012Pooling, Tranching and Credit Expansion. (2012). Bougheas, Spiros. In: CESifo Working Paper Series. RePEc:ces:ceswps:_3859.

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2012Do Hedge Funds Reduce Idiosyncratic Risk?. (2012). Kondor, Péter ; Kang, Namho ; Sadka, Ronnie . In: CEU Working Papers. RePEc:ceu:econwp:2012_15.

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2012Dividend-Protected Convertible Bonds and the Disappearance. (2012). Grundy, Bruce D. ; Verwijmeren, Patrick . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20120060.

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2012Aggregate Stock Market Illiquidity and Bond Risk Premia. (2012). Sojli, Elvira ; Tham, Wing Wah ; Bouwman, Kees E.. In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20120140.

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2012Dividend-Protected Convertible Bonds and the Disappearance. (2012). Grundy, Bruce D. ; Verwijmeren, Patrick . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2012060.

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2012Aggregate Stock Market Illiquidity and Bond Risk Premia. (2012). Sojli, Elvira ; Tham, Wing Wah ; Bouwman, Kees E.. In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2012140.

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2012Internationally correlated jumps. (2012). Pukthuanthong, Kuntara ; Roll, Richard . In: Working Paper Series. RePEc:ecb:ecbwps:20121436.

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2012Nonlinear liquidity adjustments in the euro area overnight money market. (2012). Durré, Alain ; Beaupain, Renaud. In: Working Paper Series. RePEc:ecb:ecbwps:20121500.

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2012Investor protection, taxation, and dividends. (2012). Lasfer, Meziane ; Alzahrani, Mohammed. In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:4:p:745-762.

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2012Capital structure and large investment projects. (2012). Dudley, Evan . In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:5:p:1168-1192.

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2012The effect of quarterly earnings guidance on share values in corporate acquisitions. (2012). KOCH, ADAM S. ; Robinson, John R. ; Lefanowicz, Craig E.. In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:5:p:1269-1285.

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2012Default probability of a captive credit bank with government capital injections: A capped barrier option approach. (2012). Chang, Chuen-Ping . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:6:p:2444-2450.

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2012Speed of convergence to market efficiency: The role of ECNs. (2012). Chung, Dennis Y. ; Hrazdil, Karel . In: Journal of Empirical Finance. RePEc:eee:empfin:v:19:y:2012:i:5:p:702-720.

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2012The role of the media in a bubble. (2012). Walker, Clive ; Turner, John ; Campbell, Gareth. In: Explorations in Economic History. RePEc:eee:exehis:v:49:y:2012:i:4:p:461-481.

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2012Selectivity and timing performance of UK investment trusts. (2012). Su, Chen ; Joseph, Nathan L. ; Bangassa, Kenbata . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:5:p:1149-1175.

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2012The market for new issues of municipal bonds: The roles of transparency and limited access to retail investors. (2012). Schultz, Paul . In: Journal of Financial Economics. RePEc:eee:jfinec:v:106:y:2012:i:3:p:492-512.

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2012The firm-level credit multiplier. (2012). Hackbarth, Dirk ; Campello, Murillo . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:21:y:2012:i:3:p:446-472.

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2012.

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2012Can Policy Improve Our Financial Decision-Making?. (2012). Lunn, Pete. In: Papers. RePEc:esr:wpaper:ec8.

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2012Family firms and the agency cost of debt: The role of soft information during a crisis. (2012). Romano, Livio ; Oliviero, Tommaso ; DAurizio, Leandro . In: Economics Working Papers. RePEc:eui:euiwps:eco2012/22.

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2012Asset Pricing with Heterogeneous Investors and Portfolio Constraints. (2012). Chabakauri, Georgy . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp707.

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2012Bank equity Involvement in Industrial Firms and Bank Risk. (2012). Strobel, Frank ; Lepetit, Laetitia. In: Working Papers. RePEc:hal:wpaper:hal-00916709.

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2012Incentivizing Calculated Risk-Taking: Evidence from an Experiment with Commercial Bank Loan Officers. (2012). Klapper, Leora ; Kanz, Martin ; Cole, Shawn. In: Harvard Business School Working Papers. RePEc:hbs:wpaper:13-002.

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2012More than connectedness – Heterogeneity of CEO social network and firm value. (2012). HASAN, IFTEKHAR ; Francis, Bill ; Fang, Yiwei . In: Research Discussion Papers. RePEc:hhs:bofrdp:2012_026.

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2012Performance Sensitive Debt - Investment and Financing Incentives. (2012). Myklebust, Tor ge . In: Discussion Papers. RePEc:hhs:nhhfms:2012_007.

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2012[Citation Analysis]
2012Money Doctors. (2012). Shleifer, Andrei ; Gennaioli, Nicola ; Vishny, Robert . In: Working Papers. RePEc:igi:igierp:464.

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2012CEO Pay with Perks. (2012). Han, Seungjin ; Carrothers, Andrew ; Qiu, Jiaping . In: Department of Economics Working Papers. RePEc:mcm:deptwp:2012-05.

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2012The Firm-Level Credit Multiplier. (2012). Hackbarth, Dirk ; Campello, Murillo. In: NBER Working Papers. RePEc:nbr:nberwo:17805.

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2012What is the Impact of Financial Advisors on Retirement Portfolio Choices and Outcomes?. (2012). Reuter, Jonathan ; Chalmers, John . In: NBER Working Papers. RePEc:nbr:nberwo:18158.

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2012Money Doctors. (2012). Shleifer, Andrei ; Gennaioli, Nicola ; Vishny, Robert W.. In: NBER Working Papers. RePEc:nbr:nberwo:18174.

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2012Dividends as Reference Points: A Behavioral Signaling Approach. (2012). Wurgler, Jeffrey ; Baker, Malcolm. In: NBER Working Papers. RePEc:nbr:nberwo:18242.

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2012Mortgage Market Design. (2012). Campbell, John. In: NBER Working Papers. RePEc:nbr:nberwo:18339.

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2012Endogenous Liquidity and Defaultable Bonds. (2012). Milbradt, Konstantin ; He, Zhiguo . In: NBER Working Papers. RePEc:nbr:nberwo:18408.

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2012The Effect of Pension Design on Employer Costs and Employee Retirement Choices: Evidence from Oregon. (2012). Reuter, Jonathan ; Johnson, Woodrow ; Chalmers, John . In: NBER Working Papers. RePEc:nbr:nberwo:18517.

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2012Building Castles in the Air: Evidence from Industry IPO Waves. (2012). Shen, Jianfeng ; Jagannathan, Ravi ; Da, Zhi . In: NBER Working Papers. RePEc:nbr:nberwo:18555.

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2012What Makes Annuitization More Appealing?. (2012). Madrian, Brigitte ; Laibson, David ; Choi, James ; Zeldes, Stephen P. ; Beshears, John . In: NBER Working Papers. RePEc:nbr:nberwo:18575.

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2012Disagreement and Asset Prices. (2012). Carlin, Bruce I. ; Matoba, Kyle ; Longstaff, Francis A.. In: NBER Working Papers. RePEc:nbr:nberwo:18619.

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2012Dynamic Models and Structural Estimation in Corporate Finance. (2012). Whited, Toni ; Strebulaev, Ilya A.. In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000035.

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2012Endogenous liquidity and defaultable bonds. (2012). Milbradt, Konstantin ; He, Zhiguo . In: 2012 Meeting Papers. RePEc:red:sed012:86.

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2012How Trade Credits Foster International Trade. (2012). Schnitzer, Monika ; Eck, Katharina ; Engemann, Martina . In: Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems. RePEc:trf:wpaper:379.

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2012Money doctors. (2012). Shleifer, Andrei ; Gennaioli, Nicola ; Vishny, Robert . In: Economics Working Papers. RePEc:upf:upfgen:1355.

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2012The Skew Risk Premium in the Equity Index Market. (2012). Kozhan, Roman ; Schneider, Paul ; Neuberger, Anthony . In: Working Papers. RePEc:wbs:wpaper:wpn12-08.

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2012Wpływ akceleratora finansowego na przebieg wahań koniunkturalnych [ Impact of Financial Accelerator on Business Cycle Fluctuations ]. (2012). Lubiski, Marek . In: Prace i Materiały. RePEc:wsd:irgpim:v:88:y:2012:i:1:p:63-84.

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2012Forecasting stock returns through an efficient aggregation of mutual fund holdings. (2012). Zhao, Jane ; Yao, Tong ; Wermers, Russ . In: CFR Working Papers. RePEc:zbw:cfrwps:0609r.

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2012Is it better to say goodbye? When former executives set executive pay. (2012). Theissen, Erik ; Andres, Christian ; Fernau, Erik . In: CFR Working Papers. RePEc:zbw:cfrwps:1202.

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2011The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk: Comment. (2011). Burnside, Craig. In: American Economic Review. RePEc:aea:aecrev:v:101:y:2011:i:7:p:3456-76.

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2011FX strategies in periods of distress. (2011). Schrimpf, Andreas ; Gyntelberg, Jacob. In: BIS Quarterly Review. RePEc:bis:bisqtr:1112e.

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2011Bank heterogeneity and interest rate setting: What lessons have we learned since Lehman Brothers?. (2011). Mistrulli, Paolo Emilio ; Gambacorta, Leonardo. In: BIS Working Papers. RePEc:bis:biswps:359.

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2011Currency Momentum Strategies. (2011). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Menkhoff, Lukas. In: BIS Working Papers. RePEc:bis:biswps:366.

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2011Household Saving Behavior and Social Security Privatization. (2011). McKay, Alisdair. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2011-027.

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2011Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes. (2011). Fostel, Ana ; Geanakoplos, John . In: Levine's Working Paper Archive. RePEc:cla:levarc:786969000000000168.

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2011Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes. (2011). Fostel, Ana ; Geanakoplos, John . In: Levine's Working Paper Archive. RePEc:cla:levarc:786969000000000192.

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2011The marginal value of cash, cash flow sensitivities, and bank-finance shocks in nonlisted firms. (2011). Sorensen, Bent ; Ostergaard, Charlotte ; Sasson, Amir . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8278.

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2011Carry Trades and Global Foreign Exchange Volatility. (2011). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Menkhoff, Lukas. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8291.

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2011Fund Managers, Career Concerns, and Asset Price Volatility. (2011). Kondor, Péter ; Guerrieri, Veronica. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8454.

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2011On the High-Frequency Dynamics of Hedge Fund Risk Exposures. (2011). Ramadorai, Tarun ; Patton, Andrew. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8479.

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2011Regime Changes and Financial Markets. (2011). Timmermann, Allan ; Ang, Andrew. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8480.

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2011Properties of Foreign Exchange Risk Premiums. (2011). Wagner, Christian ; Schneider, Paul ; Sarno, Lucio. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8503.

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2011Asset Pricing under Rational Learning about Rare Disasters. (2011). Wieland, Volker ; Koulovatianos, Christos. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8514.

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2011Gross Capital Flows: Dynamics and Crises. (2011). Schmukler, Sergio ; Erce, Aitor ; Didier, Tatiana ; Broner, Fernando. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8591.

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2011A Model of Liquidity Hoarding and Term Premia in Inter-Bank Markets. (2011). Skeie, David ; Acharya, Viral. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8705.

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2011Credit and Liquidity Risks in Euro-area Sovereign Yield Curves. (2011). Renne, Jean-Paul ; Monfort, Alain. In: Working Papers. RePEc:crs:wpaper:2011-26.

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2011The dollar squeeze of the financial crisis. (2011). Pascoa, Mario ; bottazzi, jean-marc ; Luque, Jaime ; Sundaresan, Suresh . In: Economics Working Papers. RePEc:cte:werepe:we1139.

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2011Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes. (2011). Fostel, Ana ; Geanakoplos, John . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1809.

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2011Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes. (2011). Fostel, Ana ; Geanakoplos, John . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1809r.

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2011A Survey of Venture Capital Research. (2011). Hellmann, Thomas ; Da Rin, Marco ; Puri, M. L.. In: Discussion Paper. RePEc:dgr:kubcen:2011111.

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2011Basel III and regional financial integration in emerging Europe An overview of key issues. (2011). Lehmann, Alexander ; Tabak, Peter ; Levi, Micol . In: Working Papers. RePEc:ebd:wpaper:132.

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2011Bayesian Factor Selection in Dynamic Term Structure Models. (2011). Laurini, Márcio. In: Economics Bulletin. RePEc:ebl:ecbull:eb-11-00245.

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2011Ranking, risk-taking and effort: an analysis of the ECBs foreign reserves management. (2011). Scalia, Antonio ; Sahel, Benjamin . In: Working Paper Series. RePEc:ecb:ecbwps:20111377.

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2011Beyond the Disposition Effect: Do Investors Really Like Gains More Than Losses?. (2011). Hirshleifer, David ; Ben-David, Itzhak. In: Working Paper Series. RePEc:ecl:ohidic:2011-13.

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2011Covariances versus Characteristics in General Equilibrium. (2011). Zhang, Lu ; Lin, Xiaoji. In: Working Paper Series. RePEc:ecl:ohidic:2011-15.

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2011Why Did U.S. Banks Invest in Highly-Rated Securitization Tranches?. (2011). Erel, Isil ; Nadauld, Taylor ; Stulz, Rene M.. In: Working Paper Series. RePEc:ecl:ohidic:2011-16.

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2011Financial Policies, Investment, and the Financial Crisis: Impaired Credit Channel or Diminished Demand for Capital?. (2011). Kahle, Kathleen M. ; Stulz, Rene M.. In: Working Paper Series. RePEc:ecl:ohidic:2011-3.

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2011CEO pay incentives and risk-taking: Evidence from bank acquisitions. (2011). Hagendorff, Jens ; Vallascas, Francesco . In: Journal of Corporate Finance. RePEc:eee:corfin:v:17:y:2011:i:4:p:1078-1095.

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2011Executive compensation and corporate governance in China. (2011). Conyon, Martin ; He, Lerong . In: Journal of Corporate Finance. RePEc:eee:corfin:v:17:y:2011:i:4:p:1158-1175.

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2011Pricing of the time-change risks. (2011). Tauchen, George ; Shaliastovich, Ivan . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:35:y:2011:i:6:p:843-858.

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2011Short-sales constraints and market quality: Evidence from the 2008 short-sales bans. (2011). Frino, Alex ; Lecce, Steven ; Lepone, Andrew . In: International Review of Financial Analysis. RePEc:eee:finana:v:20:y:2011:i:4:p:225-236.

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2011Do technical trading profits remain in the foreign exchange market? Evidence from 14 currencies. (2011). Protopapadakis, Aris ; Cialenco, Igor . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:2:p:176-206.

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2011Selling winners, holding losers: Effect on fund flows and survival of disposition-prone mutual funds. (2011). Singal, Vijay ; Xu, Zhaojin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:10:p:2704-2718.

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2011Global equity fund performance, portfolio concentration, and the fundamental law of active management. (2011). Derwall, Jeroen ; Huij, Joop . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:1:p:155-165.

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2011CEO ownership, external governance, and risk-taking. (2011). Kim, Han E. ; Lu, Yao . In: Journal of Financial Economics. RePEc:eee:jfinec:v:102:y:2011:i:2:p:272-292.

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2011Liquidity mergers. (2011). Hackbarth, Dirk ; Campello, Murillo ; Almeida, Heitor . In: Journal of Financial Economics. RePEc:eee:jfinec:v:102:y:2011:i:3:p:526-558.

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2011The role of securitization in mortgage renegotiation. (2011). Evanoff, Douglas ; Ben-David, Itzhak ; Agarwal, Sumit ; Chomsisengphet, Souphala ; Amromin, Gene . In: Journal of Financial Economics. RePEc:eee:jfinec:v:102:y:2011:i:3:p:559-578.

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2011Serial CEO incentives and the structure of managerial contracts. (2011). Giannetti, Mariassunta. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:20:y:2011:i:4:p:633-662.

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2011Regime switches in exchange rate volatility and uncovered interest parity. (2011). Ichiue, Hibiki ; Koyama, Kentaro . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:30:y:2011:i:7:p:1436-1450.

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2011Subprime mortgage default. (2011). Kau, James ; Slawson, Carlos V. ; Keenan, Donald C. ; Lyubimov, Constantine . In: Journal of Urban Economics. RePEc:eee:juecon:v:70:y:2011:i:2-3:p:75-87.

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2011Value creation and pricing in buyouts: Empirical evidence from Europe and North America. (2011). Achleitner, Ann-Kristin ; Braun, Reiner ; Engel, Nico . In: Review of Financial Economics. RePEc:eee:revfin:v:20:y:2011:i:4:p:146-161.

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2011Systematic and liquidity risk in subprime-mortgage backed securities. (2011). Flavin, Thomas ; Dwyer, Gerald ; Dungey, Mardi. In: Working Paper. RePEc:fip:fedawp:2011-15.

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2011Global asset pricing. (2011). Lewis, Karen K.. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:88.

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2011A sentiment-based explanation of the forward premium puzzle. (2011). Yu, Jianfeng . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:90.

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2011How much asymmetry is there in bond returns and exchange rates?. (2011). Nagakura, Daisuke ; Koerber, Lena ; Fujiwara, Ippei ; Korber, Lena Mareen . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:93.

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2011Mortgage defaults. (2011). Sanchez, Juan ; Martinez, Leonardo ; Hatchondo, Juan. In: Working Papers. RePEc:fip:fedlwp:2011-019.

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2011Lessons from the evolution of foreign exchange trading strategies. (2011). Neely, Christopher ; Weller, Paul A.. In: Working Papers. RePEc:fip:fedlwp:2011-021.

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2011Liquidity hoarding. (2011). Yorulmazer, Tanju ; Gale, Douglas. In: Staff Reports. RePEc:fip:fednsr:488.

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2011A model of liquidity hoarding and term premia in inter-bank markets. (2011). Skeie, David ; Acharya, Viral. In: Staff Reports. RePEc:fip:fednsr:498.

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2011Which financial frictions? Parsing the evidence from the financial crisis of 2007-09. (2011). Colla, Paolo ; Adrian, Tobias ; Shin, Hyun Song . In: Staff Reports. RePEc:fip:fednsr:528.

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2011Collateral damage: Sizing and assessing the subprime CDO crisis. (2011). Cordell, Larry ; Huang, Yilin ; Williams, Meredith . In: Working Papers. RePEc:fip:fedpwp:11-30.

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2011Mortgage defaults. (2011). Sanchez, Juan ; Martinez, Leonardo ; Hatchondo, Juan. In: Working Paper. RePEc:fip:fedrwp:11-05.

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2011Trading Frenzies and their Impact on Real Investment. (2011). Ozdenoren, Emre ; Yuan, Kathy ; Goldstein, Itay . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp670.

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2011Liquidity Hoarding. (2011). Yorulmazer, Tanju ; Gale, Douglas. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp682.

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2011Anticipated and Repeated Shocks in Liquid Markets. (2011). Yan, Hongjun ; Lou, Dong ; Zhang, Jinfan . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp684.

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2011CDS Auctions. (2011). Chernov, Mikhail ; Gorbenko, Alexander S. ; Makarov, Igor . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp688.

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2011The Wall Street Walk when Blockholders Compete for Flows. (2011). Dasgupta, Amil ; Piacentino, Giorgia . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp692.

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2011A Macro-Finance Approach to Exchange Rate Determination. (2011). Tsang, Kwok Ping ; Chen, Yu-chin . In: Working Papers. RePEc:hkm:wpaper:012011.

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2011The Role of Default in Macroeconomics. (2011). Tsomocos, Dimitrios ; Charles A. E. Goodhart, ; Charles A. E. Goodhart, . In: IMES Discussion Paper Series. RePEc:ime:imedps:11-e-23.

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2011Spatial Spillovers in Emerging Market Spreads. (2011). Poghosyan, Tigran ; Dell'Erba, Salvatore ; Baldacci, Emanuele . In: IMF Working Papers. RePEc:imf:imfwpa:11/221.

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2011Corporate Social Responsibility, Investor Behaviors, and Stock Market Returns: Evidence from a Natural Experiment in China. (2011). wang, maobin ; Qiu, Chun ; Kong, Dongmin . In: Journal of Business Ethics. RePEc:kap:jbuset:v:101:y:2011:i:1:p:127-141.

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2011Systematic and Liquidity Risk in Subprime-Mortgage Backed SecuritiesM. (2011). Flavin, Thomas ; Dwyer, Gerald ; Dungey, Mardi. In: Economics, Finance and Accounting Department Working Paper Series. RePEc:may:mayecw:n219-11.

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2011Mortgage Modification and Strategic Behavior: Evidence from a Legal Settlement with Countrywide. (2011). Mayer, Christopher ; Gupta, Arpit ; Morrison, Edward . In: NBER Working Papers. RePEc:nbr:nberwo:17065.

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2011A Pyrrhic Victory? - Bank Bailouts and Sovereign Credit Risk. (2011). Acharya, Viral ; Drechsler, Itamar ; Schnabl, Philipp . In: NBER Working Papers. RePEc:nbr:nberwo:17136.

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2011Surviving the Global Financial Crisis: Foreign Ownership and Establishment Performance. (2011). Chen, Maggie ; Alfaro, Laura. In: NBER Working Papers. RePEc:nbr:nberwo:17141.

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2011Financing Labor. (2011). Seru, Amit ; Benmelech, Efraim ; Bergman, Nittai K.. In: NBER Working Papers. RePEc:nbr:nberwo:17144.

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2011Regime Changes and Financial Markets. (2011). Timmermann, Allan ; Ang, Andrew. In: NBER Working Papers. RePEc:nbr:nberwo:17182.

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2011Why Did U.S. Banks Invest in Highly-Rated Securitization Tranches?. (2011). Erel, Isil ; Nadauld, Taylor D. ; Stulz, Rene M.. In: NBER Working Papers. RePEc:nbr:nberwo:17269.

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2011International Risk Cycles. (2011). Verdelhan, Adrien ; Siemer, Michael ; Gourio, Francois. In: NBER Working Papers. RePEc:nbr:nberwo:17277.

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2011Carry Trades and Risk. (2011). Burnside, Craig. In: NBER Working Papers. RePEc:nbr:nberwo:17278.

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2011Covariances versus Characteristics in General Equilibrium. (2011). Zhang, Lu ; Lin, Xiaoji. In: NBER Working Papers. RePEc:nbr:nberwo:17285.

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2011Spillover Effects in Mutual Fund Companies. (2011). Sialm, Clemens ; Tham, Mandy T.. In: NBER Working Papers. RePEc:nbr:nberwo:17292.

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2011Complex Mortgages. (2011). Sialm, Clemens ; Zhong, Edward ; Huang, Jennifer ; Amromin, Gene . In: NBER Working Papers. RePEc:nbr:nberwo:17315.

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2011From the Financial Crisis to the Real Economy: Using Firm-level Data to Identify Transmission Channels. (2011). Wei, Shang-Jin ; Tong, Hui ; Claessens, Stijn. In: NBER Working Papers. RePEc:nbr:nberwo:17360.

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2011A Model of Mortgage Default. (2011). Campbell, John ; Cocco, Joo F.. In: NBER Working Papers. RePEc:nbr:nberwo:17516.

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2011The Forward Premium Puzzle in a Two-Country World. (2011). Martin, Ian. In: NBER Working Papers. RePEc:nbr:nberwo:17564.

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2011The Effect of Liquidity on Governance. (2011). Edmans, Alex ; Fang, Vivian W. ; Zur, Emanuel . In: NBER Working Papers. RePEc:nbr:nberwo:17567.

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2011The External Impact of Chinas Exchange Rate Policy: Evidence from Firm Level Data. (2011). Tong, Hui ; Eichengreen, Barry. In: NBER Working Papers. RePEc:nbr:nberwo:17593.

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2011Evaporating Liquidity. (2011). Nagel, Stefan. In: NBER Working Papers. RePEc:nbr:nberwo:17653.

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2011The Expanding Social Safety Net. (2011). Mulligan, Casey. In: NBER Working Papers. RePEc:nbr:nberwo:17654.

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2011The Real Effects of Financial Markets. (2011). Edmans, Alex ; Bond, Philip ; Goldstein, Itay . In: NBER Working Papers. RePEc:nbr:nberwo:17719.

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2011Securitization and Bank Intermediation Function. (2011). Zagonov, Maxim. In: Finance. RePEc:nos:wuwpfi:zagonov-wpsz2011.

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2011Clustering on the same news sources in an asset market. (2011). Larson, Nathan. In: MPRA Paper. RePEc:pra:mprapa:32823.

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2011Small worlds and board interlocking in Brazil: a longitudinal study of corporate networks, 1997-2007. (2011). Mendes-Da-Silva, Wesley ; Mendes-Da-Silva, Wesley, . In: MPRA Paper. RePEc:pra:mprapa:34152.

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2011Age dependent investing: Optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners. (2011). Blake, David ; Zhang, Yumeng ; Wright, Douglas . In: MPRA Paper. RePEc:pra:mprapa:34277.

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2011A New-Keynesian model of the yield curve with learning dynamics: A Bayesian evaluation. (2011). Lyrio, Marco ; Iania, Leonardo ; Dewachter, Hans. In: MPRA Paper. RePEc:pra:mprapa:34461.

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2011Securitization and bank intermediation function. (2011). Zagonov, Maxim. In: MPRA Paper. RePEc:pra:mprapa:34961.

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2011Is M&A different during a crisis? Evidence from the European banking sector. (2011). Beltratti, Andrea ; Paladino, Giovanna . In: MPRA Paper. RePEc:pra:mprapa:35065.

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2011Dynamic Stock Market Participation of Households. (2011). Khorunzhina, Natalia. In: MPRA Paper. RePEc:pra:mprapa:35310.

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2011Selection and institutional shareholder activism in Chinese acquisitions. (2011). Peng, Fei ; Kang, Lili ; Jiang, Jun . In: MPRA Paper. RePEc:pra:mprapa:38701.

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2011The Impact of Short Selling on Intraday Volatility: Evidence from the Istanbul Stock Exchange. (2011). Çankaya, Serkan ; Eken, Hasan/M., ; Ulusoy, Veysel . In: MPRA Paper. RePEc:pra:mprapa:43658.

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2011Can the Life Insurance Market Provide Evidence for a Bequest Motive?. (2011). Michaelides, Alexander ; Inkmann, Joachim. In: 2011 Meeting Papers. RePEc:red:sed011:108.

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2011Anticipated and Repeated Shocks in Liquid Markets. (2011). Yan, Hongjun ; Lou, Dong ; Zhang, Jinfan . In: 2011 Meeting Papers. RePEc:red:sed011:1446.

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2011Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities. (2011). Flavin, Thomas ; Dwyer, Gerald ; Dungey, Mardi. In: Working Papers. RePEc:tas:wpaper:11817.

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2011Prepayment Penalties: Efficieny and Predation. (2011). Rose, Morgan J.. In: UMBC Economics Department Working Papers. RePEc:umb:econwp:11133.

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2011Gross capital flows : dynamics and crises. (2011). Schmukler, Sergio ; Erce, Aitor ; Didier, Tatiana ; Broner, Fernando. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:5768.

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2011Do Phoenix miracles exist ? firm-level evidence from financial crises. (2011). Maksimovic, Vojislav ; Demirguc-Kunt, Asli ; Ayyagari, Meghana . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:5799.

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2011The CDS-Bond Basis Arbitrage and the Cross Section of Corporate Bond Returns. (2011). Zhang, Weina ; Li, Haitao ; Kim, Gi H.. In: Working Papers. RePEc:wbs:wpaper:wpn11-04.

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2011Does it pay to have friends? Social ties and executive appointments in banking. (2011). Schaeck, Klaus ; Koetter, Michael ; Kick, Thomas ; Berger, Allen N.. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:201118.

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[Citation Analysis]

More than 100 citations. List broken...

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.