Anat Admati
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- Anat R. Admati & Peter M. DeMarzo & Martin F. Hellwig & Paul Pfleiderer, 2013.
"The Leverage Ratchet Effect,"
Discussion Paper Series of the Max Planck Institute for Research on Collective Goods
2013_13, Max Planck Institute for Research on Collective Goods, revised Sep 2017.
- Anat R. Admati & Peter M. Demarzo & Martin F. Hellwig & Paul Pfleiderer, 2018. "The Leverage Ratchet Effect," Journal of Finance, American Finance Association, vol. 73(1), pages 145-198, February.
- Admati, Anat R. & DeMarzo, Peter M. & Hellwig, Martin F. & Pfleiderer, Paul, 2017. "The Leverage Ratchet Effect," Research Papers repec:ecl:stabus:3029, Stanford University, Graduate School of Business.
- Admati, Anat R. & DeMarzo, Peter M. & Hellwig, Martin F. & Pfleiderer, Paul, 2013. "The Leverage Ratchet Effect," Research Papers 3029, Stanford University, Graduate School of Business.
- Admati, Anat R. & DeMarzo, Peter M. & Hellwig, Martin F. & Pfleiderer, Paul, 2015. "The Leverage Ratchet Effect," Research Papers 3435, Stanford University, Graduate School of Business.
Mentioned in:
- A Primer on Bank Capital
by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2014-11-03 19:22:53
- Anat Admati & Martin Hellwig, 2014.
"The Emperors of Banking Have No Clothes,"
Introductory Chapters, in: The Bankers' New Clothes: What's Wrong with Banking and What to Do about It: with a new preface by the authors,
Princeton University Press.
- Anat Admati & Martin Hellwig, 2013. "The Emperors of Banking Have No Clothes [The Bankers' New Clothes: What's Wrong with Banking and What to Do about It]," Introductory Chapters,, Princeton University Press.
Mentioned in:
- Setting Bank Capital Requirements
by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2020-10-12 11:41:47
- Anat Admati & Martin Hellwig, 2014.
"The Bankers' New Clothes: What's Wrong with Banking and What to Do about It: with a new preface by the authors,"
Economics Books,
Princeton University Press,
edition 1, number 10230.
Mentioned in:
- The Treasury's Missed Opportunity
by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2017-06-19 18:01:13 - Bank Capital and Stress Tests: The Foundation of a Thriving Economy
by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2018-07-23 11:26:07
- The Treasury's Missed Opportunity
- Anat Admati & Martin Hellwig, 2013.
"The Bankers' New Clothes: What's Wrong with Banking and What to Do about It,"
Economics Books,
Princeton University Press,
edition 1, volume 1, number 9929.
Mentioned in:
- Making Finance Safe
by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2014-10-06 17:30:15 - Bank resilience: yet another missed opportunity
by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2015-11-30 19:29:08 - Leverage and Risk
by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2016-05-02 17:18:50 - Understanding Bank Capital: A Primer
by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2018-02-12 12:44:30 - What Risk Professionals Want
by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2019-03-11 12:59:36
- Making Finance Safe
- Author Profile
- Ehrendoktor an Banken-Kritikerin
by Urs Birchler in BATZ.ch on 2014-04-26 15:15:14
- Ehrendoktor an Banken-Kritikerin
Working papers
- Anat R. Admati & Martin F. Hellwig, 2018.
"Bank Leverage, Welfare, and Regulation,"
Discussion Paper Series of the Max Planck Institute for Research on Collective Goods
2018_13, Max Planck Institute for Research on Collective Goods.
- Admati, Anat R. & Hellwig, Martin F., 2019. "Bank Leverage, Welfare, and Regulation," Research Papers 3729, Stanford University, Graduate School of Business.
Cited by:
- Martin Hellwig, 2021.
"‘Capitalism: what has gone wrong?’: Who went wrong? Capitalism? The market economy? Governments? ‘Neoliberal’ economics? [‘It Takes a Village to Maintain a Dangerous Financial System’, ch. 13],"
Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 37(4), pages 664-677.
- Martin F. Hellwig, 2021. "„Capitalism: What Has Gone Wrong?“ Who Went Wrong? Capitalism? The Market Economy? Governments? “Neoliberal” Economics?," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2021_15, Max Planck Institute for Research on Collective Goods.
- Toshiaki Ogawa, 2020. "Welfare Implications of Bank Capital Requirements under Dynamic Default Decisions," IMES Discussion Paper Series 20-E-03, Institute for Monetary and Economic Studies, Bank of Japan.
- Admati, Anat R., 2017.
"A Skeptical View of Financialized Corporate Governance,"
Research Papers
3551, Stanford University, Graduate School of Business.
- Anat R. Admati, 2017. "A Skeptical View of Financialized Corporate Governance," Journal of Economic Perspectives, American Economic Association, vol. 31(3), pages 131-150, Summer.
Cited by:
- Kohler, Karsten & Guschanski, Alexander & Stockhammer, Engelbert, 2018.
"The impact of financialisation on the wage share. A theoretical clarification and empirical test,"
Economics Discussion Papers
2018-1, School of Economics, Kingston University London.
- Karsten Kohler & Alexander Guschanski & Engelbert Stockhammer, 2018. "The impact of financialisation on the wage share: a theoretical clarification and empirical test," Working Papers PKWP1802, Post Keynesian Economics Society (PKES).
- Karsten Kohler & Alexander Guschanski & Engelbert Stockhammer, 2019. "The impact of financialisation on the wage share: a theoretical clarification and empirical test," Cambridge Journal of Economics, Cambridge Political Economy Society, vol. 43(4), pages 937-974.
- Kohler, Karsten & Guschanski, Alexander & Stockhammer, Engelbert, 2019. "The impact of financialisation on the wage share: A theoretical clarification and empirical test," Greenwich Papers in Political Economy 23472, University of Greenwich, Greenwich Political Economy Research Centre.
- Guschanski, Alexander & Onaran, Özlem, 2018. "The labour share and financialisation: Evidence from publicly listed firms," Greenwich Papers in Political Economy 19371, University of Greenwich, Greenwich Political Economy Research Centre.
- Fabrizio Ferraro, 2019. "Going political? Towards deliberative corporate governance," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 23(1), pages 3-20, March.
- Venkata Mrudula Bhimavarapu & Shailesh Rastogi & Preeti Mulay, 2023. "A Bibliometric Study on Corporate Transparency and Disclosures," FIIB Business Review, , vol. 12(2), pages 138-157, June.
- Joel Rabinovich, 2017.
"The financialisation of the nonfinancial corporation. A critique to the financial rentieralization hypothesis,"
CEPN Working Papers
2017-22, Centre d'Economie de l'Université de Paris Nord.
- Joel Rabinovich, 2018. "The financialisation of the nonfinancial corporation. A critique to the financial rentieralization hypothesis," Working Papers hal-01691435, HAL.
- Joel Rabinovich, 2018. "The financialisation of the nonfinancial corporation. A critique to the financial rentieralization hypothesis," CEPN Working Papers hal-01691435, HAL.
- John C. Boik, 2020.
"Science-Driven Societal Transformation, Part I: Worldview,"
Working Paper
0010, Principled Societies Project.
- John C. Boik, 2020. "Science-Driven Societal Transformation, Part I: Worldview," Sustainability, MDPI, vol. 12(17), pages 1-28, August.
- Signe Krogstrup & William Oman, 2019. "Macroeconomic and Financial Policies for Climate Change Mitigation: A Review of the Literature," IMF Working Papers 2019/185, International Monetary Fund.
- Ahmed Imran Hunjra & Muhammad Azam & Mamdouh Abdulaziz Saleh Al‐Faryan, 2024. "The nexus between climate change risk and financial policy uncertainty," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(2), pages 1401-1416, April.
- Ionela Munteanu & Adriana Grigorescu & Elena Condrea & Elena Pelinescu, 2020. "Convergent Insights for Sustainable Development and Ethical Cohesion: An Empirical Study on Corporate Governance in Romanian Public Entities," Sustainability, MDPI, vol. 12(7), pages 1-17, April.
- Luke Petach, 2020. "Local financialization, household debt, and the great recession," Papers in Regional Science, Wiley Blackwell, vol. 99(3), pages 807-839, June.
- Zhenghui Li & Yan Wang & Yong Tan & Zimei Huang, 2020. "Does Corporate Financialization Affect Corporate Environmental Responsibility? An Empirical Study of China," Sustainability, MDPI, vol. 12(9), pages 1-19, May.
- Pat Akey & Ian Appel, 2021. "The Limits of Limited Liability: Evidence from Industrial Pollution," Journal of Finance, American Finance Association, vol. 76(1), pages 5-55, February.
- Lenore Palladino, 2022. "Economic Policies for Innovative Enterprises: Implementing Multi-Stakeholder Corporate Governance," Review of Radical Political Economics, Union for Radical Political Economics, vol. 54(1), pages 5-25, March.
- Valeed Ahmad Ansari, 2018. "Financialization and Inequalities in Income and Wealth طغيان النشاط المالي وعدم المساواة في الدخل والثروة," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., vol. 31(1), pages 129-135, January.
- Admati, Anat R., 2016.
"It Takes a Village to Maintain a Dangerous Financial System,"
Research Papers
3426, Stanford University, Graduate School of Business.
Cited by:
- Ms. Deniz O Igan & Thomas Lambert, 2019. "Bank Lobbying: Regulatory Capture and Beyond," IMF Working Papers 2019/171, International Monetary Fund.
- Mosk, Thomas, 2021. "Captured by financial institutions? New academic insights for EU policy makers," SAFE White Paper Series 77, Leibniz Institute for Financial Research SAFE.
- Admati, Anat R., 2017.
"A Skeptical View of Financialized Corporate Governance,"
Research Papers
3551, Stanford University, Graduate School of Business.
- Anat R. Admati, 2017. "A Skeptical View of Financialized Corporate Governance," Journal of Economic Perspectives, American Economic Association, vol. 31(3), pages 131-150, Summer.
- John Gallemore, 2023. "Bank financial reporting opacity and regulatory intervention," Review of Accounting Studies, Springer, vol. 28(3), pages 1765-1810, September.
- Admati, Anat R., 2015.
"Rethinking Financial Regulation: How Confusions Have Prevented Progress,"
Research Papers
3291, Stanford University, Graduate School of Business.
Cited by:
- Michel Crouhy & Dan Galai, 2018. "Are Banks Special?," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 8(04), pages 1-19, December.
- Michaela Posch & Stefan W. Schmitz & Peter Strobl, 2018. "Strengthening the euro area by addressing flawed incentives in the financial system," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue Q2/18, pages 34-50.
- Admati, Anat R., 2015.
"The Missed Opportunity and Challenge of Capital Regulation,"
Research Papers
3386, Stanford University, Graduate School of Business.
- Anat R. Admati, 2016. "The Missed Opportunity and Challenge of Capital Regulation," National Institute Economic Review, National Institute of Economic and Social Research, vol. 235(1), pages 4-14, February.
Cited by:
- Marco Migueis, 2019. "Evaluating the AMA and the new standardized approach for operational risk capital," Journal of Banking Regulation, Palgrave Macmillan, vol. 20(4), pages 302-311, December.
- Katalin Mérő, 2021. "The ascent and descent of banks’ risk-based capital regulation," Journal of Banking Regulation, Palgrave Macmillan, vol. 22(4), pages 308-318, December.
- Douglas da Rosa München & Herbert Kimura, 2020. "Regulatory Banking Leverage: what do you know?," Working Papers Series 540, Central Bank of Brazil, Research Department.
- G. Gospodarchuk G. & Г. Господарчук Г., 2019. "Резервный буфер капитала как инструмент макропруденциальной политики // Reserve Capital buffer as an Instrument of Macroprudential Policy," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, vol. 23(4), pages 43-56.
- Marco Migueis, 2017. "Forward-looking and Incentive-compatible Operational Risk Capital Framework," Finance and Economics Discussion Series 2017-087, Board of Governors of the Federal Reserve System (U.S.).
- Joseph Haslag, 2019. "On Processing Central Bank Communications: Can We Account for Fed Watching?," 2019 Meeting Papers 415, Society for Economic Dynamics.
- Martijn Boermans & Bram van der Kroft, 2020. "Capital regulation induced reaching for systematic yield: Financial instability through fire sales," Working Papers 673, DNB.
- Rehbein, Oliver, 2018. "Flooded through the back door: Firm-level effects of banks' lending shifts," IWH Discussion Papers 4/2018, Halle Institute for Economic Research (IWH).
- Katalin Mérő, 2017. "The Emergence of Macroprudential Bank Regulation: A Review," Acta Oeconomica, Akadémiai Kiadó, Hungary, vol. 67(3), pages 289-309, September.
- Michael B. Imerman, 2020. "When enough is not enough: bank capital and the Too-Big-To-Fail subsidy," Review of Quantitative Finance and Accounting, Springer, vol. 55(4), pages 1371-1406, November.
- Mérő, Katalin, 2018. "A kockázatalapú bankszabályozás előretörése és visszaszorulása - az ösztönzési struktúrák szerepe [The emergence and decline of risk-based bank regulation the role of incentive structures]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(10), pages 981-1005.
- Muhamed Zulkhibri, 2019. "Macroprudential policy and tools in a dual banking system: Insights from the literature," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 19(1), pages 65-76, March.
- Admati, Anat R., 2014.
"The Compelling Case for Stronger and More Effective Leverage Regulation in Banking,"
Research Papers
3030, Stanford University, Graduate School of Business.
- Anat R. Admati, 2014. "The Compelling Case for Stronger and More Effective Leverage Regulation in Banking," The Journal of Legal Studies, University of Chicago Press, vol. 43(S2), pages 35-61.
- Anat Admati, 2014. "The Compelling Case for Stronger and More Effective Leverage Regulation in Banking," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(71), pages 7-38, December.
Cited by:
- Marc Sanchez-Roger & María Dolores Oliver-Alfonso & Carlos Sanchís-Pedregosa, 2018. "Bail-In: A Sustainable Mechanism for Rescuing Banks," Sustainability, MDPI, vol. 10(10), pages 1-18, October.
- David Martinez-Miera & Rafael Repullo, 2018.
"Markets, Banks, and Shadow Banks,"
Working Papers
wp2018_1811, CEMFI.
- Repullo, Rafael & Martinez-Miera, David, 2018. "Markets, Banks, and Shadow Banks," CEPR Discussion Papers 13248, C.E.P.R. Discussion Papers.
- Martinez-Miera, David & Repullo, Rafael, 2019. "Markets, banks, and shadow banks," Working Paper Series 2234, European Central Bank.
- Shabir, Mohsin & Jiang, Ping & Bakhsh, Satar & Zhao, Zhongxiu, 2021. "Economic policy uncertainty and bank stability: Threshold effect of institutional quality and competition," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
- Joseph Haslag, 2019. "On Processing Central Bank Communications: Can We Account for Fed Watching?," 2019 Meeting Papers 415, Society for Economic Dynamics.
- Partha Mohanram & Sasan Saiy & Dushyantkumar Vyas, 2018. "Fundamental analysis of banks: the use of financial statement information to screen winners from losers," Review of Accounting Studies, Springer, vol. 23(1), pages 200-233, March.
- Louhichi, Awatef & Louati, Salma & Boujelbene, Younes, 2020. "The regulations–risk taking nexus under competitive pressure: What about the Islamic banking system?," Research in International Business and Finance, Elsevier, vol. 51(C).
- Eric A. Posner & E. Glen Weyl, 2014. "Benefit-Cost Paradigms in Financial Regulation," The Journal of Legal Studies, University of Chicago Press, vol. 43(S2), pages 1-34.
- Pavel Kapinos & Oscar A. Mitnik, 2016. "A Top-down Approach to Stress-testing Banks," Journal of Financial Services Research, Springer;Western Finance Association, vol. 49(2), pages 229-264, June.
- Koresh Galil & Margalit Samuel & Offer Moshe Shapir & Wolf Wagner, 2023. "Bailouts and the modeling of bank distress," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 46(1), pages 7-30, February.
- Michael B. Imerman, 2020. "When enough is not enough: bank capital and the Too-Big-To-Fail subsidy," Review of Quantitative Finance and Accounting, Springer, vol. 55(4), pages 1371-1406, November.
- Temimi, Akram & Zeitun, Rami & Mimouni, Karim, 2016. "How does the tax status of a country impact capital structure? Evidence from the GCC region," Journal of Multinational Financial Management, Elsevier, vol. 37, pages 71-89.
- Anat R. Admati & Peter M. DeMarzo & Martin F. Hellwig & Paul Pfleiderer, 2013.
"The Leverage Ratchet Effect,"
Discussion Paper Series of the Max Planck Institute for Research on Collective Goods
2013_13, Max Planck Institute for Research on Collective Goods, revised Sep 2017.
- Anat R. Admati & Peter M. Demarzo & Martin F. Hellwig & Paul Pfleiderer, 2018. "The Leverage Ratchet Effect," Journal of Finance, American Finance Association, vol. 73(1), pages 145-198, February.
- Admati, Anat R. & DeMarzo, Peter M. & Hellwig, Martin F. & Pfleiderer, Paul, 2017. "The Leverage Ratchet Effect," Research Papers repec:ecl:stabus:3029, Stanford University, Graduate School of Business.
- Admati, Anat R. & DeMarzo, Peter M. & Hellwig, Martin F. & Pfleiderer, Paul, 2013. "The Leverage Ratchet Effect," Research Papers 3029, Stanford University, Graduate School of Business.
- Admati, Anat R. & DeMarzo, Peter M. & Hellwig, Martin F. & Pfleiderer, Paul, 2015. "The Leverage Ratchet Effect," Research Papers 3435, Stanford University, Graduate School of Business.
Cited by:
- Mark Mink & Rodney Ramcharan & Iman van Lelyveld, 2020. "How Banks Respond to Distress: Shifting Risks in Europe’s Banking Union," Tinbergen Institute Discussion Papers 20-006/IV, Tinbergen Institute.
- Kristoffer Milonas, 2018. "Bank Taxes, Leverage, and Risk," Journal of Financial Services Research, Springer;Western Finance Association, vol. 54(2), pages 145-177, October.
- Milton Harris & Christian Opp & Marcus Opp, 2020.
"The Aggregate Demand for Bank Capital,"
NBER Working Papers
27858, National Bureau of Economic Research, Inc.
- Opp, Marcus & Harris, Milton & Opp, Christian, 2020. "The aggregate demand for bank capital," CEPR Discussion Papers 14524, C.E.P.R. Discussion Papers.
- Green, Daniel & Liu, Ernest, 2021. "A dynamic theory of multiple borrowing," Journal of Financial Economics, Elsevier, vol. 139(2), pages 389-404.
- Bahaj, Saleem & Bridges, Jonathan & Malherbe, Frederic & O’Neill, Cian, 2016. "What determines how banks respond to changes in capital requirements?," Bank of England working papers 593, Bank of England.
- Haque, Sharjil & Varghese, Richard, 2023. "Firms’ rollover risk, capital structure and unequal exposure to aggregate shocks," Journal of Corporate Finance, Elsevier, vol. 80(C).
- Bertsch, Christoph & Mariathasan, Mike, 2015. "Optimal Bank Capitalization in Crowded Markets," Working Paper Series 312, Sveriges Riksbank (Central Bank of Sweden), revised 01 Dec 2017.
- Yasmeen Akhtar & Ghulam Mujtaba Kayani & Tahir Yousaf, 2019. "The Effects of Regulatory Capital Requirements and Ownership Structure on Bank Lending in Emerging Asian Markets," JRFM, MDPI, vol. 12(3), pages 1-20, September.
- Jermann, Urban & Xiang, Haotian, 2023.
"Dynamic banking with non-maturing deposits,"
Journal of Economic Theory, Elsevier, vol. 209(C).
- Urban Jermann & Haotian Xiang, 2023. "Dynamic Banking with Non-Maturing Deposits," NBER Working Papers 31057, National Bureau of Economic Research, Inc.
- Natalya Zelenyuk & Robert Faff & Shams Pathan, 2021. "The impact of voluntary capital adequacy disclosure on bank lending and liquidity creation," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(3), pages 3915-3935, September.
- Salleo, Carmelo & Homar, Timotej & Kick, Heinrich, 2015. "What drives forbearance - evidence from the ECB Comprehensive Assessment," Working Paper Series 1860, European Central Bank.
- Claudio Albanese & Simone Caenazzo & St'ephane Cr'epey, 2016.
"Capital Valuation Adjustment and Funding Valuation Adjustment,"
Papers
1603.03012, arXiv.org.
- Claudio Albanese & Simone Caenazzo & Stéphane Crépey, 2016. "Capital Valuation Adjustment and Funding Valuation Adjustment," Working Papers hal-01285363, HAL.
- Andrea Ajello & Ander Pérez-Orive & Bálint Szőke, 2023. "Sticky Leverage: Comment," Finance and Economics Discussion Series 2023-051, Board of Governors of the Federal Reserve System (U.S.).
- Perazzi, Elena, 2019.
"On the Special Role of Deposits for Long-Term Lending,"
MPRA Paper
101932, University Library of Munich, Germany.
- Perazzi, Elena, 2019. "On the Special Role of Deposits for Long-Term Lending," MPRA Paper 96716, University Library of Munich, Germany.
- Ping-Lun Tseng & Wen-Chung Guo, 2022. "Fintech, Credit Market Competition, and Bank Asset Quality," Journal of Financial Services Research, Springer;Western Finance Association, vol. 61(3), pages 285-318, June.
- Jason Roderick Donaldson & Denis Gromb & Giorgia Piacentino, 2017.
"The Paradox of Pledgeability,"
Working Papers
hal-01970749, HAL.
- Donaldson, Jason & Gromb, Denis & Piacentino, Giorgia, 2017. "The Paradox of Pledgeability," HEC Research Papers Series 1185, HEC Paris.
- Donaldson, Jason Roderick & Gromb, Denis & Piacentino, Giorgia, 2020. "The paradox of pledgeability," Journal of Financial Economics, Elsevier, vol. 137(3), pages 591-605.
- Hugonnier, Julien & Malamud, Semyon & Morellec, Erwan, 2015. "Credit market frictions and capital structure dynamics," Journal of Economic Theory, Elsevier, vol. 157(C), pages 1130-1158.
- Dawood Ashraf & Mohsin Khawaja & M. Ishaq Bhatti, 2022. "Raising capital amid economic policy uncertainty: an empirical investigation," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-32, December.
- Ongena, Steven & Goncharenko, Roman & Rauf, Asad, 2018.
"The Agency of CoCos: Why Contingent Convertible Bonds Aren't for Everyone,"
CEPR Discussion Papers
13344, C.E.P.R. Discussion Papers.
- Roman Goncharenko & Steven Ongena & Asad Rauf, 2019. "The Agency of CoCos: Why Contingent Convertible Bonds Aren't for Everyone," Swiss Finance Institute Research Paper Series 19-43, Swiss Finance Institute.
- Goncharenko, Roman & Ongena, Steven & Rauf, Asad, 2021. "The agency of CoCos: Why contingent convertible bonds are not for everyone," Journal of Financial Intermediation, Elsevier, vol. 48(C).
- Joachim Jungherr & Immo Schott, 2018. "The Long-term Debt Accelerator," 2018 Meeting Papers 961, Society for Economic Dynamics.
- Eren, Egemen & Malamud, Semyon, 2022. "Dominant currency debt," Journal of Financial Economics, Elsevier, vol. 144(2), pages 571-589.
- Martin Hellwig, 2017. "Precautionary recapitalisations: time for a review," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2017_14, Max Planck Institute for Research on Collective Goods.
- Hubert de La Bruslerie & Simon Gueguen, 2021. "Creditors’ holdup, releveraging and the setting of private appropriation in a control contract between shareholders," Post-Print hal-03366329, HAL.
- Chaderina, Maria & Weiss, Patrick & Zechner, Josef, 2022.
"The maturity premium,"
Journal of Financial Economics, Elsevier, vol. 144(2), pages 670-694.
- Zechner, Josef & Chaderina, Maria & Weiss, Patrick, 2020. "The Maturity Premium," CEPR Discussion Papers 14570, C.E.P.R. Discussion Papers.
- Blattner, Laura & Farinha, Luísa & Rebelo, Francisca, 2019.
"When losses turn into loans: the cost of undercapitalized banks,"
Working Paper Series
2228, European Central Bank.
- Laura Blattner & Luisa Farinha & Francisca Rebelo, 2017. "When Losses Turn Into Loans: The Cost of Undercapitalized Banks," 2017 Papers pbl215, Job Market Papers.
- Blattner, Laura & Farinha, Luisa & Rebelo, Francisco, 2018. "When Losses Turn into Loans: The Cost of Undercapitalized Banks," Research Papers 3688, Stanford University, Graduate School of Business.
- Luísa Farinha & Francisca Rebelo, 2018. "When losses turn into loans: the cost of undercapitalized banks," Working Papers w201816, Banco de Portugal, Economics and Research Department.
- Farkas, Walter & Fringuellotti, Fulvia & Tunaru, Radu, 2020.
"A cost-benefit analysis of capital requirements adjusted for model risk,"
Journal of Corporate Finance, Elsevier, vol. 65(C).
- Walter Farkas & Fulvia Fringuellotti & Radu Tunaru, 2020. "A Cost-Benefit Analysis of Capital Requirements Adjusted for Model Risk," Swiss Finance Institute Research Paper Series 20-86, Swiss Finance Institute.
- Patrick Bolton & Ye Li & Neng Wang & Jinqiang Yang, 2020.
"Dynamic Banking and the Value of Deposits,"
NBER Working Papers
26802, National Bureau of Economic Research, Inc.
- Bolton, Patrick & Li, Ye & Wang, Neng & Yang, Jinqiang, 2020. "Dynamic Banking and the Value of Deposits," Working Paper Series 2020-13, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Patrick Bolton & Ye Li & Neng Wang & Jinqiang Yang, 2020. "Dynamic Banking and the Value of Deposits," NBER Working Papers 28298, National Bureau of Economic Research, Inc.
- Zhiguo He & Konstantin Milbradt, 2016.
"Dynamic Debt Maturity,"
NBER Working Papers
21919, National Bureau of Economic Research, Inc.
- Zhiguo He & Konstantin Milbradt, 2016. "Dynamic Debt Maturity," The Review of Financial Studies, Society for Financial Studies, vol. 29(10), pages 2677-2736.
- Pflueger, Carolin & Perla, Jesse & Szkup, Michal, 2020.
"Doubling Down on Debt: Limited Liability as a Financial Friction,"
CEPR Discussion Papers
15238, C.E.P.R. Discussion Papers.
- Jesse Perla & Carolin Pflueger & Michal Szkup, 2020. "Doubling Down on Debt: Limited Liability as a Financial Friction," Working Papers 2020-122, Becker Friedman Institute for Research In Economics.
- Jesse Perla & Carolin Pflueger & Michal Szkup, 2020. "Doubling Down on Debt: Limited Liability as a Financial Friction," NBER Working Papers 27747, National Bureau of Economic Research, Inc.
- Kostic, Natalija & Muthsam, Viktoria & Laux, Christian, 2023. "Accounting Changes and Enforcement of Bank Capital Requirements in a Crisis," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage" 277694, Verein für Socialpolitik / German Economic Association.
- Joseph Abadi & Markus Brunnermeier & Yann Koby, 2023.
"The Reversal Interest Rate,"
American Economic Review, American Economic Association, vol. 113(8), pages 2084-2120, August.
- Joseph Abadi & Markus K. Brunnermeier & Yann Koby, 2022. "The Reversal Interest Rate," Working Papers 22-28, Federal Reserve Bank of Philadelphia.
- Markus K. Brunnermeier & Yann Koby, 2019. "The Reversal Interest Rate," IMES Discussion Paper Series 19-E-06, Institute for Monetary and Economic Studies, Bank of Japan.
- Markus K. Brunnermeier & Yann Koby, 2018. "The Reversal Interest Rate," NBER Working Papers 25406, National Bureau of Economic Research, Inc.
- Li, Yuan & Yang, Jinqiang & Zhao, Siqi, 2022. "Present-biased government and sovereign debt dynamics," Journal of Mathematical Economics, Elsevier, vol. 98(C).
- Òscar Jordà & Martin Kornejew & Moritz Schularick & Alan M Taylor, 2022.
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MPRA Paper
59475, University Library of Munich, Germany.
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"From Commodity to Fiat and Now to Crypto: What Does History Tell Us?,"
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"The Parade of the Bankers' New Clothes Continues: 23 Flawed Claims Debunked,"
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"Fallacies, Irrelevant Facts, and Myths in the Discussion of Capital Regulation: Why Bank Equity Is Not Expensive,"
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"Bank reactions after capital shortfalls,"
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"Bank Response to Higher Capital Requirements: Evidence from a Quasi-Natural Experiment,"
Swiss Finance Institute Research Paper Series
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"Modelling the Impact of New Capital Regulations on Bank Profitability,"
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"The Leverage Ratchet Effect,"
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3029, Stanford University, Graduate School of Business.
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"New instruments for banking regulation and monetary policy after the crisis,"
European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, vol. 9(2), pages 233-254.
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"Optimal Bank Capital,"
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"The redistributive effects of financial deregulation,"
Journal of Monetary Economics, Elsevier, vol. 68(S), pages 55-67.
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- Mr. Anton Korinek & Mr. Jonathan Kreamer, 2013. "The Redistributive Effects of Financial Deregulation," IMF Working Papers 2013/247, International Monetary Fund.
- Eva Schliephake, 2013. "When Banks Strategically React to Regulation: Market Concentration as a Moderator for Stability," FEMM Working Papers 130012, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
- European Commission, 2011. "Tax Reforms in EU Member States 2011: tax policy challenges for economic growth and fiscal sustainability," Taxation Papers 28, Directorate General Taxation and Customs Union, European Commission.
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"Macroeconomics with Financial Frictions: A Survey,"
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"Bank Leverage, Welfare, and Regulation,"
Discussion Paper Series of the Max Planck Institute for Research on Collective Goods
2018_13, Max Planck Institute for Research on Collective Goods.
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"Repo Runs,"
Other publications TiSEM
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- Martin, A. & Skeie, D. & von Thadden, E.L., 2010. "Repo Runs," Discussion Paper 2010-44S, Tilburg University, Center for Economic Research.
- Antoine Martin & David Skeie & Ernst-Ludig von Thadden, 2011. "Repo Runs," FMG Discussion Papers dp687, Financial Markets Group.
- Martin, Antoine & Skeie, David & Thadden, Ernst-Ludwig von, 2013. "Repo Runs," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 448, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Martin, Antoine & Skeie, David & Thadden, Ernst-Ludwig, 2011. "Repo runs," LSE Research Online Documents on Economics 119064, London School of Economics and Political Science, LSE Library.
- Martin, A. & Skeie, D. & von Thadden, E.L., 2010. "Repo Runs," Other publications TiSEM 9b278253-9cc0-410a-a8c4-6, Tilburg University, School of Economics and Management.
- Antoine Martin & David Skeie & Ernst-Ludwig von Thadden, 2014. "Repo Runs," The Review of Financial Studies, Society for Financial Studies, vol. 27(4), pages 957-989.
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- Miss Rita Babihuga & Marco Spaltro, 2014. "Bank Funding Costs for International Banks," IMF Working Papers 2014/071, International Monetary Fund.
- Hongxing Yao & Muhammad Haris & Gulzara Tariq, 2018. "Profitability Determinants of Financial Institutions: Evidence from Banks in Pakistan," IJFS, MDPI, vol. 6(2), pages 1-28, May.
- Anil K. Kashyap & Dimitrios P. Tsomocos, 2019.
"Principles for macroprudential regulation,"
Chapters, in: Financial Regulation and Stability, chapter 1, pages 1-9,
Edward Elgar Publishing.
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- Philip Molyneux, 2013. "Performance in European Banking: Productivity, Profitability and Employment Trends," SUERF 50th Anniversary Volume Chapters, in: Morten Balling & Ernest Gnan (ed.), 50 Years of Money and Finance: Lessons and Challenges, chapter 10, pages 355-376, SUERF - The European Money and Finance Forum.
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"Too Much Finance?,"
IMF Working Papers
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"Incentive Pay and Bank Risk-Taking: Evidence from Austrian, German, and Swiss Banks,"
NBER Working Papers
20468, National Bureau of Economic Research, Inc.
- Matthias Efing & Harald Hau & Patrick Kampkötter & Johannes Steinbrecher, 2014. "Incentive Pay and Bank Risk-Taking: Evidence from Austrian, German, and Swiss Banks," CESifo Working Paper Series 4984, CESifo.
- Hau, Harald & Steinbrecher, Johannes & Kampkötter, Patrick & Efing, Matthias, 2014. "Incentive Pay and Bank Risk-Taking:Evidence from Austrian, German, and Swiss Banks," CEPR Discussion Papers 10217, C.E.P.R. Discussion Papers.
- Efing, Matthias & Hau, Harald & Kampkötter, Patrick & Steinbrecher, Johannes, 2015. "Incentive pay and bank risk-taking: Evidence from Austrian, German, and Swiss banks," Journal of International Economics, Elsevier, vol. 96(S1), pages 123-140.
- Matthias Efing & Harald Hau & Patrick Kampkötter & Johannes Steinbrecher, 2014. "Incentive Pay and Bank Risk-taking: Evidence from Austrian, German, and Swiss Banks," NBER Chapters, in: NBER International Seminar on Macroeconomics 2014, pages 123-140, National Bureau of Economic Research, Inc.
- Matthias EFING & Harald HAU & Patrick KAMPKÖTTER & Johannes STEINBRECHER, 2014. "Incentive Pay and Bank Risk-Taking: Evidence from Austrian, German, and Swiss Banks," Swiss Finance Institute Research Paper Series 14-55, Swiss Finance Institute, revised Dec 2014.
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"Macro-modelling, default and money,"
LSE Research Online Documents on Economics
118968, London School of Economics and Political Science, LSE Library.
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"Anatomy of a Bail-In,"
Working Papers
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"Basel III: Long-term Impact on Economic Performance and Fluctuations,"
Manchester School, University of Manchester, vol. 83(2), pages 217-251, March.
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- Paolo Angelini & Laurent Clerc & Vasco Cúrdia & Leonardo Gambacorta & Andrea Gerali & Alberto Locarno & Roberto Motto & Werner Roeger & Skander Van den Heuvel & Jan Vlcek, 2011. "BASEL III: Long-term impact on economic performance and fluctuations," BIS Working Papers 338, Bank for International Settlements.
- Angelini, P. & Clerc, L. & Cúrdia, V. & Gambacorta, L. & Gerali, A. & Locarno, A. & Motto, R. & Roeger, W. & Van den Heuvel, S. & Vlcek, J., 2011. "BASEL III: Long-term impact on economic performance and fluctuations," Working papers 323, Banque de France.
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"Robust capital regulation,"
Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 18(May).
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- Lóránth, Gyöngyi & Castiglionesi, Fabio & Feriozzi, Fabio, 2012.
"Liquidity Coinsurance and Bank Capital,"
CEPR Discussion Papers
9162, C.E.P.R. Discussion Papers.
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"Caught between Scylla and Charybdis? Regulating bank leverage when there is rent-seeking and risk-shifting,"
CEPR Discussion Papers
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"Is Financial Innovation Good for the Economy?,"
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"Macroprudential Policy, Countercyclical Bank Capital Buffers and Credit Supply : Evidence from the Spanish Dynamic Provisioning Experiments,"
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"Excess control rights, bank capital structure adjustments, and lending,"
Journal of Financial Economics, Elsevier, vol. 115(3), pages 574-591.
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"An Experimental Analysis of Contingent Capital with Market‐Price Triggers,"
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"Why bank capital matters for monetary policy,"
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- Budnik, Katarzyna & Affinito, Massimiliano & Barbic, Gaia & Ben Hadj, Saiffedine & Chretien, Edouard & Dewachter, Hans & Gonzalez, Clara Isabel & Hu, Jenny & Jantunen, Lauri & Jimborean, Ramona & Mann, 2019.
"The benefits and costs of adjusting bank capitalisation: evidence from euro area countries,"
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- Katarzyna Budnik & Gaia Barbic & Giulio Nicoletti & Massimiliano Affinito & Fabrizio Venditti & Saiffedine Ben Hadj & Hans Dewachter & Edouard Chretien & Clara Isabel González & Javier Mencía & Jenny , 2019. "The benefits and costs of adjusting bank capitalisation: evidence from euro area countries," Working Papers 1923, Banco de España.
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"Liquidity Requirements, Liquidity Choice, and Financial Stability,"
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"Credit Supply versus Demand : Bank and Firm Balance-Sheet Channels in Good and Crisis Times,"
Other publications TiSEM
39dfc800-a796-4461-9c9e-4, Tilburg University, School of Economics and Management.
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CFS Working Paper Series
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"Information Aggregation Through Stock Prices and the Cost of Capital,"
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Edward Elgar Publishing.
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Bank of England working papers
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- Acharya, Viral & Volpin, Paolo, 2008.
"Corporate Governance Externalities,"
CEPR Discussion Papers
6627, C.E.P.R. Discussion Papers.
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Articles
- Anat R. Admati & Peter M. Demarzo & Martin F. Hellwig & Paul Pfleiderer, 2018.
"The Leverage Ratchet Effect,"
Journal of Finance, American Finance Association, vol. 73(1), pages 145-198, February.
See citations under working paper version above.
- Admati, Anat R. & DeMarzo, Peter M. & Hellwig, Martin F. & Pfleiderer, Paul, 2017. "The Leverage Ratchet Effect," Research Papers repec:ecl:stabus:3029, Stanford University, Graduate School of Business.
- Admati, Anat R. & DeMarzo, Peter M. & Hellwig, Martin F. & Pfleiderer, Paul, 2013. "The Leverage Ratchet Effect," Research Papers 3029, Stanford University, Graduate School of Business.
- Anat R. Admati & Peter M. DeMarzo & Martin F. Hellwig & Paul Pfleiderer, 2013. "The Leverage Ratchet Effect," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2013_13, Max Planck Institute for Research on Collective Goods, revised Sep 2017.
- Admati, Anat R. & DeMarzo, Peter M. & Hellwig, Martin F. & Pfleiderer, Paul, 2015. "The Leverage Ratchet Effect," Research Papers 3435, Stanford University, Graduate School of Business.
- Anat R. Admati, 2017.
"A Skeptical View of Financialized Corporate Governance,"
Journal of Economic Perspectives, American Economic Association, vol. 31(3), pages 131-150, Summer.
See citations under working paper version above.
- Admati, Anat R., 2017. "A Skeptical View of Financialized Corporate Governance," Research Papers 3551, Stanford University, Graduate School of Business.
- Anat R. Admati, 2016.
"The Missed Opportunity and Challenge of Capital Regulation,"
National Institute Economic Review, National Institute of Economic and Social Research, vol. 235(1), pages 4-14, February.
See citations under working paper version above.
- Admati, Anat R., 2015. "The Missed Opportunity and Challenge of Capital Regulation," Research Papers 3386, Stanford University, Graduate School of Business.
- Anat R. Admati, 2014.
"The Compelling Case for Stronger and More Effective Leverage Regulation in Banking,"
The Journal of Legal Studies, University of Chicago Press, vol. 43(S2), pages 35-61.
- Anat Admati, 2014. "The Compelling Case for Stronger and More Effective Leverage Regulation in Banking," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(71), pages 7-38, December.
See citations under working paper version above.- Admati, Anat R., 2014. "The Compelling Case for Stronger and More Effective Leverage Regulation in Banking," Research Papers 3030, Stanford University, Graduate School of Business.
- Anat R. Admati & Paul Pfleiderer, 2009.
"The "Wall Street Walk" and Shareholder Activism: Exit as a Form of Voice,"
The Review of Financial Studies, Society for Financial Studies, vol. 22(7), pages 2445-2485, July.
See citations under working paper version above.
- Admati, Anat R. & Pfleiderer, Paul C., 2007. "The "Wall Street Walk" and Shareholder Activism: Exit as a Form of Voice," Research Papers 1918r2, Stanford University, Graduate School of Business.
- Anat R. Admati & Paul Pfleiderer, 2004.
"Broadcasting Opinions with an Overconfident Sender,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 45(2), pages 467-498, May.
Cited by:
- Kohei Kawamura, 2015. "Confidence and competence in communication," Theory and Decision, Springer, vol. 78(2), pages 233-259, February.
- Kohei, Kawamura, 2013. "Confidence and Competence in Communication," SIRE Discussion Papers 2013-43, Scottish Institute for Research in Economics (SIRE).
- Ottaviani, Marco & Sorensen, Peter Norman, 2006.
"Professional advice,"
Journal of Economic Theory, Elsevier, vol. 126(1), pages 120-142, January.
- Marco Ottaviani & Peter Sorensen, 1999. "Professional Advice," Game Theory and Information 9906003, University Library of Munich, Germany.
- Lundtofte, Frederik & Leoni, Patrick, 2013.
"Growth Forecasts, Belief Manipulation and Capital Markets,"
Knut Wicksell Working Paper Series
2013/15, Lund University, Knut Wicksell Centre for Financial Studies.
- Lundtofte, Frederik & Leoni, Patrick, 2014. "Growth forecasts, belief manipulation and capital markets," European Economic Review, Elsevier, vol. 70(C), pages 108-125.
- Lundtofte, Frederik & Leoni, Patrick, 2010. "Growth Forecasts, Belief Manipulation and Capital Markets," Working Papers 2010:8, Lund University, Department of Economics, revised 30 May 2012.
- Patrick Hummel & John Morgan & Phillip C. Stocken, 2013. "A model of flops," RAND Journal of Economics, RAND Corporation, vol. 44(4), pages 585-609, December.
- Kohei Kawamura, 2013. "Confidence and Competence in Communication," Edinburgh School of Economics Discussion Paper Series 222, Edinburgh School of Economics, University of Edinburgh.
- Yubo Chen & Jinhong Xie, 2008. "Online Consumer Review: Word-of-Mouth as a New Element of Marketing Communication Mix," Management Science, INFORMS, vol. 54(3), pages 477-491, March.
- Francesc Dilmé, 2022.
"Strategic Communication with a Small Conflict of Interest,"
ECONtribute Discussion Papers Series
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- Dilmé, Francesc, 2022. "Strategic communication with a small conflict of interest," Games and Economic Behavior, Elsevier, vol. 134(C), pages 1-19.
- Francesc Dilmé, 2022. "Strategic Communication With a Small Conflict of Interest," CRC TR 224 Discussion Paper Series crctr224_2022_344, University of Bonn and University of Mannheim, Germany.
- Stephen Baginski & Elizabeth Demers & Chong Wang & Julia Yu, 2016. "Contemporaneous verification of language: evidence from management earnings forecasts," Review of Accounting Studies, Springer, vol. 21(1), pages 165-197, March.
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- Admati, Anat R & Pfleiderer, Paul, 2000.
"Forcing Firms to Talk: Financial Disclosure Regulation and Externalities,"
The Review of Financial Studies, Society for Financial Studies, vol. 13(3), pages 479-519.
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"The Sale of Data: Learning Synergies Before M&As,"
Working Papers
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- Antoine Dubus & Patrick Legros, 2022. "The Sale of Data :Learning Synergies Before M&As," Working Papers ECARES 2022-20, ULB -- Universite Libre de Bruxelles.
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"Mandated Disclosure, Stock Returns, and the 1964 Securities Acts Amendments,"
Research Papers
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- Paul Oyer, "undated". "Mandated Disclosure, Stock Returns, and the 1964 Securities Acts Amendments," American Law & Economics Association Annual Meetings 1019, American Law & Economics Association.
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- Luigi, Zingales, 2009.
"The Future of Securities Regulation,"
Institutions and Markets Papers
50356, Fondazione Eni Enrico Mattei (FEEM).
- Zingales, Luigi, 2009. "The Future of Securities Regulation," CEPR Discussion Papers 7110, C.E.P.R. Discussion Papers.
- Luigi Zingales, 2009. "The Future of Securities Regulation," Working Papers 2009.7, Fondazione Eni Enrico Mattei.
- Luigi Zingales, 2009. "The Future of Securities Regulation," Journal of Accounting Research, Wiley Blackwell, vol. 47(2), pages 391-425, May.
- Hermsen, Oliver & Witte, Björn-Christopher & Westerhoff, Frank, 2009.
"Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models,"
Economics Discussion Papers
2009-51, Kiel Institute for the World Economy (IfW Kiel).
- Hermsen, Oliver & Witte, Björn-Christopher & Westerhoff, Frank, 2010. "Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 4, pages 1-26.
- Etienne Farvaque & Catherine Refait-Alexandre & Dhafer Saïdane, 2016.
"Corporate disclosure: a review of its (direct and indirect) benefits and costs,"
Working Papers
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- Etienne Farvaque & Catherine Refait-Alexandre & Dhafer Saïdane, 2011. "Corporate disclosure: A review of its (direct and indirect) benefits and costs," International Economics, CEPII research center, issue 128, pages 5-31.
- Etienne Farvaque & Catherine Refait-Alexandre & Dhafer Saïdane, 2011. "Corporate Disclosure: A Review Of Its (Direct And Indirect) Benefits And Costs," Post-Print hal-03126778, HAL.
- Hyytinen, Ari & Väänänen, Lotta, 2004. "Mandatory Auditor Choice and Small Finance: Evidence from Finland," Discussion Papers 950, The Research Institute of the Finnish Economy.
- Adriana Tiron Tudor, 2006. "Disclosure Of Related Party Transactions In Some East European Countries," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
- Jungherr, Joachim, 2018.
"Bank opacity and financial crises,"
Journal of Banking & Finance, Elsevier, vol. 97(C), pages 157-176.
- Joachim Jungherr, 2016. "Bank Opacity and Financial Crises," Working Papers 882, Barcelona School of Economics.
- Christian König-Kersting & Stefan Trautmann & Razvan Vlahu, 2020.
"Bank instability: Interbank linkages and the role of disclosure,"
Working Papers
665, DNB.
- Koenig-Kersting, Christian & Trautmann, Stefan T. & Vlahu, Razvan, 2022. "Bank instability : Interbank linkages and the role of disclosure," Other publications TiSEM b6430e64-50f3-4b4e-a5f3-f, Tilburg University, School of Economics and Management.
- König-Kersting, Christian & Trautmann, Stefan T. & Vlahu, Razvan, 2022. "Bank instability: Interbank linkages and the role of disclosure," Journal of Banking & Finance, Elsevier, vol. 134(C).
- König-Kersting, Christian & Trautmann, Stefan T. & Vlahu, Razvan, 2020. "Bank instability: Interbank linkages and the role of disclosure," Bank of Finland Research Discussion Papers 14/2020, Bank of Finland.
- Bardong, Florian & Bartram, Söhnke M. & Yadav, Pradeep K., 2005.
"Informed Trading, Information Asymmetry and Pricing of Information Risk: Empirical Evidence from the NYSE,"
MPRA Paper
13586, University Library of Munich, Germany, revised 10 Oct 2008.
- Yadav, Pradeep K. & Bardong, Florian & Bartram, Söhnke M., 2009. "Informed trading, information asymmetry and pricing of information risk: Empirical evidence from the NYSE," CFR Working Papers 09-08, University of Cologne, Centre for Financial Research (CFR).
- De George, Emmanuel T. & Li, Xi & Shivakumar, Lakshmanan, 2016. "A review of the IFRS adoption literature," LSE Research Online Documents on Economics 67599, London School of Economics and Political Science, LSE Library.
- Ostberg, Per, 2006. "Disclosure, investment and regulation," Journal of Financial Intermediation, Elsevier, vol. 15(3), pages 285-306, July.
- Beyer, Anne & Cohen, Daniel A. & Lys, Thomas Z. & Walther, Beverly R., 2010. "The financial reporting environment: Review of the recent literature," Journal of Accounting and Economics, Elsevier, vol. 50(2-3), pages 296-343, December.
- Fernando Alvarez & Gadi Barlevy, 2015.
"Mandatory Disclosure and Financial Contagion,"
NBER Working Papers
21328, National Bureau of Economic Research, Inc.
- Gadi Barlevy & Fernando Alvarez, 2014. "Mandatory Disclosure and Financial Contagion," 2014 Meeting Papers 115, Society for Economic Dynamics.
- Alvarez, Fernando & Barlevy, Gadi, 2021. "Mandatory disclosure and financial contagion," Journal of Economic Theory, Elsevier, vol. 194(C).
- Fernando Alvarez & Gadi Barlevy, 2014. "Mandatory Disclosure and Financial Contagion," Working Paper Series WP-2014-4, Federal Reserve Bank of Chicago.
- Ari Hyytinen & Mika Pajarinen, 2005. "External Finance, Firm Growth and the Benefits of Information Disclosure: Evidence from Finland," European Journal of Law and Economics, Springer, vol. 19(1), pages 69-93, January.
- Badertscher, Brad & Shroff, Nemit & White, Hal D., 2013. "Externalities of public firm presence: Evidence from private firms' investment decisions," Journal of Financial Economics, Elsevier, vol. 109(3), pages 682-706.
- Robert Bushman & Wayne Landsman, 2010. "The pros and cons of regulating corporate reporting: A critical review of the arguments," Accounting and Business Research, Taylor & Francis Journals, vol. 40(3), pages 259-273.
- Hong, Harrison & Huang, Ming, 2005. "Talking up liquidity: insider trading and investor relations," Journal of Financial Intermediation, Elsevier, vol. 14(1), pages 1-31, January.
- Barrios, John M. & Choi, Jung Ho & Hochberg, Yael V. & Kim, Jinhwan & Liu, Miao, 2020.
"Informing Entrepreneurs: Public Corporate Disclosure and New Business Formation,"
Research Papers
3917, Stanford University, Graduate School of Business.
- John M. Barrios & Jung Ho Choi & Yael V. Hochberg & Jinhwan Kim & Miao Liu, 2020. "Informing Entrepreneurs: Public Corporate Disclosure and New Business Formation," Working Papers 2020-92, Becker Friedman Institute for Research In Economics.
- Al-Hadi, Ahmed & Taylor, Grantley & Al-Yahyaee, Khamis Hamed, 2016. "Ruling Family Political Connections and Risk Reporting: Evidence from the GCC," The International Journal of Accounting, Elsevier, vol. 51(4), pages 504-524.
- Rongnan Li & Zhongfei Li & Kexin Hu & Kai Gan, 2024. "The spillover effects of green bond issuance: a study based on Chinese firms’ stock price synchronicity," Economic Change and Restructuring, Springer, vol. 57(1), pages 1-41, February.
- Silvio Traverso & Guido Bonatti, 2015. "Education and FDI: An Insight from US Outflows," Journal of Social Economics, Research Academy of Social Sciences, vol. 2(3), pages 101-116.
- Fan, Joseph P.H. & Gillan, Stuart L. & Yu, Xin, 2013. "Property rights, R&D spillovers, and corporate accounting transparency in China," Emerging Markets Review, Elsevier, vol. 15(C), pages 34-56.
- Hans B. Christensen & Luzi Hail & Christian Leuz, 2021.
"Mandatory CSR and sustainability reporting: economic analysis and literature review,"
Review of Accounting Studies, Springer, vol. 26(3), pages 1176-1248, September.
- Hans B. Christensen & Luzi Hail & Christian Leuz, 2019. "Mandatory CSR and Sustainability Reporting: Economic Analysis and Literature Review," NBER Working Papers 26169, National Bureau of Economic Research, Inc.
- Briana Chang & Harrison Hong, 2017. "Assignment of Stock Market Coverage," NBER Working Papers 23115, National Bureau of Economic Research, Inc.
- Etienne Farvaque & Catherine Refait-Alexandre, 2015.
"Les exigences de transparence des accords de Bâle: Aubaine ou fardeau pour les pays en développement ?,"
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- Etienne Farvaque & Catherine Refait-Alexandre, 2015. "Les exigences de transparence des accords de Bâle: Aubaine ou fardeau pour les pays en développement ?," Working Papers 2015-09, CRESE.
- Étienne Farvaque & Catherine Refait-Alexandre, 2016. "Les exigences de transparence des accords de Bâle : aubaine ou fardeau pour les pays en développement ?," Mondes en développement, De Boeck Université, vol. 0(1), pages 131-147.
- Etienne Farvaque & Catherine Refait-Alexandre, 2016. "Les exigences de transparence des accords de Bâle : aubaine ou fardeau pour les pays en développement ?," Post-Print hal-01744458, HAL.
- Gargano, Antonio & Rossi, Alberto G. & Wermers, Russ, 2015.
"The freedom of information act and the race towards information acquisition,"
CFR Working Papers
16-02, University of Cologne, Centre for Financial Research (CFR).
- Antonio Gargano & Alberto G. Rossi & Russ Wermers, 2017. "The Freedom of Information Act and the Race Toward Information Acquisition," The Review of Financial Studies, Society for Financial Studies, vol. 30(6), pages 2179-2228.
- Fujitani, Ryosuke & Kim, Hyonok & Yamada, Kazuo, 2021. "Peer Effects of Corporate Disclosure in Pandemic Era," Working Paper Series 240, Management Innovation Research Center, School of Business Administration, Hitotsubashi University Business School.
- Breuer, Matthias, 2017. "How Does Financial-Reporting Regulation Affect Market-Wide Resource Allocation?," Working Papers 270, The University of Chicago Booth School of Business, George J. Stigler Center for the Study of the Economy and the State.
- Hyytinen, Ari & Takalo, Tuomas, 2002.
"Enchancing Bank Transparency : A Re-assessment,"
Discussion Papers
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- Hyytinen, A. & Takalo, T., 2000. "Enhancing Bank Transparency: a Re-assessment," University of Helsinki, Department of Economics 492, Department of Economics.
- Hyytinen, Ari & Takalo, Tuomas, 2000. "Enhancing bank transparency: A re-assessment," Bank of Finland Research Discussion Papers 10/2000, Bank of Finland.
- Hyytinen, Ari & Pajarinen, Mika, 2003. "External Finance, Firm Growth and the Benefits of Information Disclosure: Evidence from Finland (Revised)," Discussion Papers 805, The Research Institute of the Finnish Economy.
- Christian Hofmann, 2006. "Unternehmenspublizität und Eigenkapitalkosten," Schmalenbach Journal of Business Research, Springer, vol. 58(55), pages 109-146, January.
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"Uncovering hedge fund skill from the portfolio holdings they hide,"
CFR Working Papers
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Temi di discussione (Economic working papers)
1166, Bank of Italy, Economic Research and International Relations Area.
- Michele Manna & Stefano Nobili, 2023. "Banks' holdings of and trading in government bonds," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(1), pages 257-283, January.
- Koopman, S.J.M. & Lai, H.N., 1998.
"Modelling bid-ask spreads in competitive dealership markets,"
Discussion Paper
1998-032, Tilburg University, Center for Economic Research.
- Koopman, S.J.M. & Lai, H.N., 1998. "Modelling bid-ask spreads in competitive dealership markets," Other publications TiSEM 7a193911-dbf2-4831-ac8d-9, Tilburg University, School of Economics and Management.
- Ramdan Dridi & Laurent Germain, 2000. "Noise and Competition in Strategic Oligopoly," STICERD - Econometrics Paper Series 395, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Geir Hoidal Bjonnes & Dagfinn Rime, 2003.
"Dealer Behavior and Trading Systems in Foreign Exchange Markets,"
Working Paper
2003/10, Norges Bank.
- Bjonnes, Geir Hoidal & Rime, Dagfinn, 2005. "Dealer behavior and trading systems in foreign exchange markets," Journal of Financial Economics, Elsevier, vol. 75(3), pages 571-605, March.
- Hoidal Bjonnes, Geir & Rime, Dagfinn, 2003. "Dealer Behavior and Trading Systems in Foreign Exchange Markets," SIFR Research Report Series 17, Institute for Financial Research.
- Grammig, Joachim G. & Theissen, Erik & Wünsche, Oliver, 2011.
"Time and the price impact of a trade: A structural approach,"
CFS Working Paper Series
2011/08, Center for Financial Studies (CFS).
- Grammig, Joachim & Theissen, Erik & Wuensche, Oliver, 2007. "Time and price impact of a trade: A structural approach," CFR Working Papers 07-12, University of Cologne, Centre for Financial Research (CFR).
- Foucault, Thierry & Kandel, Eugene & Kadan, Ohad, 2001.
"Limit Order Book as a Market for Liquidity,"
CEPR Discussion Papers
2889, C.E.P.R. Discussion Papers.
- FOUCAULT, Thierry & KADAN, Ohad & KANDEL, Eugene, 2001. "Limit order book as a market for liquidity," HEC Research Papers Series 728, HEC Paris.
- Thierry Foucault & Ohad Kadan & Eugene Kandel, 2011. "Limit Order Book as a Market for Liquidity," Working Papers hal-00597190, HAL.
- Thierry Foucault & Ohad Kadan & Eugene Kandel, 2005. "Limit Order Book as a Market for Liquidity," Post-Print halshs-00005043, HAL.
- Thierry Foucault & Ohad Kadan & Eugene Kandel, 2005. "Limit Order Book as a Market for Liquidity," The Review of Financial Studies, Society for Financial Studies, vol. 18(4), pages 1171-1217.
- Thierry Foucault & Ohad Kadan & Eugene Kandel, 2005. "Limit Order Book as a Market for Liquidity," Post-Print hal-00459785, HAL.
- Thierry Foucault & Ohad Kadan & Eugene Kandel, 2003. "Limit Order Book as a Market for Liquidity," Discussion Paper Series dp321, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
- Buckle, Mike & Chen, Jing & Guo, Qian & Li, Xiaoxi, 2023. "Does smile help detect the UK's price leadership change after MiFID?," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 756-769.
- Michael R. King & Maksym Padalko, 2005.
"Pre-Bid Run-Ups Ahead of Canadian Takeovers: How Big Is the Problem?,"
Staff Working Papers
05-3, Bank of Canada.
- Michael R. King, 2009. "Prebid Run‐Ups Ahead of Canadian Takeovers: How Big Is the Problem?," Financial Management, Financial Management Association International, vol. 38(4), pages 699-726, December.
- Xiaodong Du & Fengxia Dong, 2016. "Responses to market information and the impact on price volatility and trading volume: the case of Class III milk futures," Empirical Economics, Springer, vol. 50(2), pages 661-678, March.
- Robert C. Jung & Roman Liesenfeld & Jean-François Richard, 2011.
"Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(1), pages 73-85, January.
- Jung, Robert & Liesenfeld, Roman & Richard, Jean-François, 2008. "Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity," Economics Working Papers 2008-12, Christian-Albrechts-University of Kiel, Department of Economics.
- Shafiqur Rahman & Chandrasekhar Krishnamurti & Alice Lee, 2005. "The Dynamics of Security Trades, Quote Revisions, and Market Depths for Actively Traded Stocks," Review of Quantitative Finance and Accounting, Springer, vol. 25(2), pages 91-124, September.
- Bond, Shaun & Wu, Wentao & Zheng, Suyan, 2023. "Seasonal patterns of earnings releases and post-earnings announcement drift," The Quarterly Review of Economics and Finance, Elsevier, vol. 91(C), pages 15-24.
- Sugato Chakravarty & Asani Sarkar & Lifan Wu, 1998. "Estimating the adverse selection and fixed costs of trading in markets with multiple informed traders," Research Paper 9814, Federal Reserve Bank of New York.
- Dionne, Georges & Zhou, Xiaozhou, 2019. "Information Environments and High Price Impact Trades: Implication for Volatility and Price Efficiency," Working Papers 19-3, HEC Montreal, Canada Research Chair in Risk Management, revised 04 Nov 2019.
- Sirnes, Espen, 2011.
"Why falling information costs may increase demand for index funds,"
Review of Financial Economics, Elsevier, vol. 20(1), pages 37-47, January.
- Espen Sirnes, 2011. "Why falling information costs may increase demand for index funds," Review of Financial Economics, John Wiley & Sons, vol. 20(1), pages 37-47, January.
- Dungey, Mardi & Henry, Olan & McKenzie, Michael, 2010. "From Trade-to-Trade in US Treasuries," Working Papers 10446, University of Tasmania, Tasmanian School of Business and Economics, revised 01 May 2010.
- Alex Boulatov & Dmitry Livdan, 2006. "Strategic Trading with Market Closures," 2006 Meeting Papers 44, Society for Economic Dynamics.
- Rasmus Fatum & Jesper Pedersen, 2007.
"Real-Time Effects of Central Bank Interventions in the Euro Market,"
EPRU Working Paper Series
07-01, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
- Fatum, Rasmus & Pedersen, Jesper, 2009. "Real-time effects of central bank intervention in the euro market," Journal of International Economics, Elsevier, vol. 78(1), pages 11-20, June.
- Frijns, Bart & Indriawan, Ivan & Tourani-Rad, Alireza, 2018. "The interactions between price discovery, liquidity and algorithmic trading for U.S.-Canadian cross-listed shares," International Review of Financial Analysis, Elsevier, vol. 56(C), pages 136-152.
- Choi, Jin Hyuk & Larsen, Kasper & Seppi, Duane J., 2019. "Information and trading targets in a dynamic market equilibrium," Journal of Financial Economics, Elsevier, vol. 132(3), pages 22-49.
- Sylvie Lecarpentier Moyal & Georges Prat & Patricia Renou Maissant & Remzi Uctum, 2013.
"Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data,"
Working Papers
2013-27, Department of Research, Ipag Business School.
- Sylvie Lecarpentier-Moyal & Georges Prat & Patricia Renou-Maissant & Remzi Uctum, 2013. "Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data," Erudite Working Paper 2013-05, Erudite.
- Sylvie Lecarpentier-Moyal & Georges Prat & Patricia Renou-Maissant & Remzi Uctum, 2013. "Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data," EconomiX Working Papers 2013-36, University of Paris Nanterre, EconomiX.
- Remzi Uctum & Patricia Renou-Maissant & Georges Prat & Sylvie Lecarpentier-Moyal, 2017. "Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data," Post-Print halshs-02080313, HAL.
- Georges Prat & Remzi Uctum & Sylvie Lecarpentier-Moyal & Patricia Renou-Maissant, 2014. "Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data," Post-Print hal-01638222, HAL.
- Sylvie Lecarpentier-Moyal & Georges Prat & Patricia Renou-Maissant & Remzi Uctum, 2014. "Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data," Post-Print hal-01411783, HAL.
- Remzi Uctum & Patricia Renou‐Maissant & Georges Prat & Sylvie Lecarpentier‐Moyal, 2017. "Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data," Review of Financial Economics, John Wiley & Sons, vol. 35(1), pages 43-56, November.
- Uctum, Remzi & Renou-Maissant, Patricia & Prat, Georges & Lecarpentier-Moyal, Sylvie, 2017. "Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data," Review of Financial Economics, Elsevier, vol. 35(C), pages 43-56.
- Heinen, Andréas & Rengifo, Erick, 2008.
"Multivariate reduced rank regression in non-Gaussian contexts, using copulas,"
Computational Statistics & Data Analysis, Elsevier, vol. 52(6), pages 2931-2944, February.
- HEINEN, Andréas & RENGIFO, Erick, 2004. "Multivariate reduced rank regression in non-Gaussian contexts, using copulas," LIDAM Discussion Papers CORE 2004032, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Nadia Loukil & Mohamed Bechir Zayani & Abdelwahed Omri, 2010. "Impact of liquidity on stock returns: an empirical investigation of the Tunisian stock market," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 3(2), pages 261-283.
- Chikashi Tsuji, 2003. "Is Volatility the Best Predictor of Market Crashes?," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 10(2), pages 163-185, September.
- Sanvicente, A. Z., 2001. "The market for ADRs and the quality of the Brazilian stock market," Finance Lab Working Papers flwp_42, Finance Lab, Insper Instituto de Ensino e Pesquisa.
- Alan Morrison & Nir Vulkan, 2003. "Making Money out of Publicly Available Information," Economics Series Working Papers 2003-FE-07, University of Oxford, Department of Economics.
- Kentaro Iwatsubo & Yoshihiro Kitamura, 2008.
"Intraday Evidence of the Informational Efficiency of the Yen/Dollar Exchange Rate,"
Discussion Papers
0801, Graduate School of Economics, Kobe University.
- Sugato Chakravarty, 2002.
"Stealth-Trading: Which Traders' Trades Move Stock Prices?,"
Finance
0201003, University Library of Munich, Germany.
- Chakravarty, Sugato, 2001. "Stealth-trading: Which traders' trades move stock prices?," Journal of Financial Economics, Elsevier, vol. 61(2), pages 289-307, August.
- Noe, Thomas H, 1997.
"Insider Trading and the Problem of Corporate Agency,"
The Journal of Law, Economics, and Organization, Oxford University Press, vol. 13(2), pages 287-318, October.
- Thomas H. Noe, 1995. "Insider trading and the problem of corporate agency," FRB Atlanta Working Paper 95-2, Federal Reserve Bank of Atlanta.
- Suleyman Cetintas & Luo Si & Sugato Chakravarty & Hans Aagard & Kyle Bowen, 2011. "Learning to Identify Students’ Relevant and IrrelevantQuestions in a Micro-blogging Supported Classroom," Working Papers 1010, Purdue University, Department of Consumer Sciences.
- Berkman, Henk & Koch, Paul D., 2008. "Noise trading and the price formation process," Journal of Empirical Finance, Elsevier, vol. 15(2), pages 232-250, March.
- Manganelli, Simone, 2005.
"Duration, volume and volatility impact of trades,"
Journal of Financial Markets, Elsevier, vol. 8(4), pages 377-399, November.
- Manganelli, Simone, 2002. "Duration, volume and volatility impact of trades," Working Paper Series 125, European Central Bank.
- Doojin Ryu, 2015. "Information content of inter-transaction time: A structural approach," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 16(4), pages 697-711, August.
- Hsu, Chih-Hsiang & Lee, Hsiu-Chuan, 2014. "Insider trading and information revelation with the introduction of futures markets," Economic Modelling, Elsevier, vol. 43(C), pages 173-182.
- F. Baldovin & F. Camana & M. Caporin & M. Caraglio & A.L. Stella, 2015.
"Ensemble properties of high-frequency data and intraday trading rules,"
Quantitative Finance, Taylor & Francis Journals, vol. 15(2), pages 231-245, February.
- Fulvio Baldovin & Francesco Camana & Massimiliano Caporin & Michele Caraglio & Attilio L. Stella, 2012. "Ensemble properties of high frequency data and intraday trading rules," Papers 1202.2447, arXiv.org, revised Jul 2013.
- Mehmet Dicle & John Levendis, 2014. "The day-of-the-week effect revisited: international evidence," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 38(3), pages 407-437, July.
- Wang, Changyun, 2001.
"The behavior and performance of major types of futures traders,"
MPRA Paper
36426, University Library of Munich, Germany, revised Jul 2002.
- Changyun Wang, 2003. "The behavior and performance of major types of futures traders," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 23(1), pages 1-31, January.
- Kurov, Alexander & Sancetta, Alessio & Wolfe, Marketa Halova, 2022. "Drift Begone! Release policies and preannouncement informed trading," Journal of International Money and Finance, Elsevier, vol. 128(C).
- Giovanni Cespa & Xavier Vives, 2014.
"The Beauty Contest and Short-Term Trading,"
CSEF Working Papers
383, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Giovanni Cespa & Xavier Vives, 2015. "The Beauty Contest and Short-Term Trading," Journal of Finance, American Finance Association, vol. 70(5), pages 2099-2154, October.
- Antonio Mele, 2008.
"Information Linkages and Correlated Trading,"
FMG Discussion Papers
dp620, Financial Markets Group.
- Paolo Colla & Antonio Mele, 2010. "Information Linkages and Correlated Trading," The Review of Financial Studies, Society for Financial Studies, vol. 23(1), pages 203-246, January.
- Colla, Paolo & Mele, Antonio, 2008. "Information linkages and correlated trading," LSE Research Online Documents on Economics 24439, London School of Economics and Political Science, LSE Library.
- Fecht, Falko & Reitz, Stefan, 2015. "Euro money market trading during times of crisis," Kiel Working Papers 2012, Kiel Institute for the World Economy (IfW Kiel).
- Levi, Shai & Zhang, Xiao-Jun, 2015. "Asymmetric decrease in liquidity trading before earnings announcements and the announcement return premium," Journal of Financial Economics, Elsevier, vol. 118(2), pages 383-398.
- Andreas Park, 2008. "Bid-Ask Spreads and Volume:The Role of Trade Timing," Working Papers tecipa-309, University of Toronto, Department of Economics.
- Ante, Lennart & Fiedler, Ingo & Strehle, Elias, 2021. "The impact of transparent money flows: Effects of stablecoin transfers on the returns and trading volume of Bitcoin," Technological Forecasting and Social Change, Elsevier, vol. 170(C).
- Clements, Marcus & Singh, Harminder, 2011. "An analysis of trading in target stocks before successful takeover announcements," Journal of Multinational Financial Management, Elsevier, vol. 21(1), pages 1-17, February.
- Dimitri Vayanos & Jiang Wang, 2009.
"Liquidity and Asset Prices: A Unified Framework,"
FMG Discussion Papers
dp639, Financial Markets Group.
- Vayanos, Dimitri & Wang, Jiang, 2009. "Liquidity and Asset Prices: A Unified Framework," CEPR Discussion Papers 7410, C.E.P.R. Discussion Papers.
- Dimitri Vayanos & Jiang Wang, 2009. "Liquidity and Asset Prices: A Unified Framework," NBER Working Papers 15215, National Bureau of Economic Research, Inc.
- Vayanos, Dimitri & Wang, Jiang, 2009. "Liquidity and asset prices: a united framework," LSE Research Online Documents on Economics 29303, London School of Economics and Political Science, LSE Library.
- Dufour, Alfonso & Engle, Robert F, 1999.
"Time and the Price Impact of a Trade,"
University of California at San Diego, Economics Working Paper Series
qt62c0h04j, Department of Economics, UC San Diego.
- Alfonso Dufour & Robert F. Engle, 2000. "Time and the Price Impact of a Trade," Journal of Finance, American Finance Association, vol. 55(6), pages 2467-2498, December.
- Bogdan Negrea, 2011. "How to Compute the Liquidity Cost in the Orders-Driven Market?," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, vol. 3(1), pages 007-019, June.
- Zhou, Deqing & Wang, Wenjie, 2020. "Insider, outsider and information heterogeneity," The North American Journal of Economics and Finance, Elsevier, vol. 53(C).
- Chordia, Tarun & Roll, Richard & Subrahmanyam, Avanidhar, 2011. "Recent trends in trading activity and market quality," Journal of Financial Economics, Elsevier, vol. 101(2), pages 243-263, August.
- Paul Draper & Krishna Paudyal, 2008. "Information Asymmetry and Bidders' Gains," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 35(3‐4), pages 376-405, April.
- Dionne, Georges & Duchesne, Pierre & Pacurar, Maria, 2005.
"Intraday Value at Risk (IVaR) using tick-by-tick data with application to the Toronto Stock Exchange,"
Working Papers
05-9, HEC Montreal, Canada Research Chair in Risk Management.
- Dionne, Georges & Duchesne, Pierre & Pacurar, Maria, 2009. "Intraday Value at Risk (IVaR) using tick-by-tick data with application to the Toronto Stock Exchange," Journal of Empirical Finance, Elsevier, vol. 16(5), pages 777-792, December.
- Georges Dionne & Pierre Duchesne & Maria Pacurar, 2005. "Intraday Value at Risk (IVaR) Using Tick-by-Tick Data with Application to the Toronto Stock Exchange," Cahiers de recherche 0533, CIRPEE.
- Adrian Buss & Bernard Dumas, 2013.
"The Dynamic Properties of Financial-Market Equilibrium with Trading Fees,"
NBER Working Papers
19155, National Bureau of Economic Research, Inc.
- Adrian Buss & Bernard Dumas, 2015. "The Dynamic Properties of Financial-Market Equilibrium with Trading Fees," NBER Working Papers 21421, National Bureau of Economic Research, Inc.
- Dumas, Bernard & Buss, Adrian, 2013. "The Dynamic Properties of Financial-Market Equilibrium with Trading Fees," CEPR Discussion Papers 9524, C.E.P.R. Discussion Papers.
- Adrian Buss & Bernard Dumas, 2019. "The Dynamic Properties of Financial‐Market Equilibrium with Trading Fees," Journal of Finance, American Finance Association, vol. 74(2), pages 795-844, April.
- Luintel, Kul B & Xu, Yongdeng, 2013.
"Testing weak exogeneity in multiplicative error models,"
Cardiff Economics Working Papers
E2013/6, Cardiff University, Cardiff Business School, Economics Section.
- Kul B. Luintel & Yongdeng Xu, 2017. "Testing weak exogeneity in multiplicative error models," Quantitative Finance, Taylor & Francis Journals, vol. 17(10), pages 1617-1630, October.
- Ikhlaas Gurrib & Firuz Kamalov & Elgilani E. Alshareif, 2022. "High Frequency Return and Risk Patterns in U.S. Sector ETFs during COVID-19," International Journal of Energy Economics and Policy, Econjournals, vol. 12(5), pages 441-456, September.
- Petitjean, Mikael, 2016.
"On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios,"
LIDAM Reprints LFIN
2016002, Université catholique de Louvain, Louvain Finance (LFIN).
- Paolo Mazza & Mikael Petitjean, 2016. "On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios," Post-Print hal-01562991, HAL.
- Mazza, Paolo & Petitjean, Mikael, 2016. "On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios," Economic Modelling, Elsevier, vol. 54(C), pages 67-81.
- Paolo MAZZA & Mikael PETITJEAN, 2016. "On the usefuleness of intraday price ranges to Gauge liquidity in cap-based portfolios," LIDAM Reprints CORE 2780, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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- Agarwalla, Sobhesh Kumar & Jacob, Joshy & Pandey, Ajay, 2015. "Impact of the introduction of call auction on price discovery: Evidence from the Indian stock market using high-frequency data," International Review of Financial Analysis, Elsevier, vol. 39(C), pages 167-178.
- Voth, Hans-Joachim & Koudijs, Peter, 2014.
"Leverage and Beliefs: Personal Experience and Risk Taking in Margin Lending,"
CEPR Discussion Papers
9920, C.E.P.R. Discussion Papers.
- Peter Koudijs & Joachim Voth, 2013. "Leverage and beliefs: Personal experience and risk taking in margin lending," Economics Working Papers 1343, Department of Economics and Business, Universitat Pompeu Fabra.
- Peter Koudijs & Hans-Joachim Voth, 2014. "Leverage and Beliefs: Personal Experience and Risk Taking in Margin Lending," NBER Working Papers 19957, National Bureau of Economic Research, Inc.
- Peter Koudijs & Hans-Joachim Voth, 2016. "Leverage and Beliefs: Personal Experience and Risk-Taking in Margin Lending," American Economic Review, American Economic Association, vol. 106(11), pages 3367-3400, November.
- Peter Koudijs & Hans-Joachim Voth, 2014. "Leverage and Beliefs: Personal Experience and Risk Taking in Margin Lending," ECON - Working Papers 148, Department of Economics - University of Zurich.
- Koudijs, Peter & Voth, Hans-Joachim, 2014. "Leverage and Beliefs: Personal Experience and Risk Taking in Margin Lending," Research Papers 3103, Stanford University, Graduate School of Business.
- Falko Fecht & Stefan Reitz, 2018.
"Dealer behaviour in the Euro money market during times of crisis,"
Applied Economics, Taylor & Francis Journals, vol. 50(48), pages 5204-5219, October.
- Fecht, Falko & Reitz, Stefan, 2018. "Dealer behaviour in the Euro money market during times of crisis," Open Access Publications from Kiel Institute for the World Economy 184750, Kiel Institute for the World Economy (IfW Kiel).
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"Market Liquidity as a Sentiment Indicator,"
NBER Working Papers
8816, National Bureau of Economic Research, Inc.
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"Capturing Common Components in High-Frequency Financial Time Series: A Multivariate Stochastic Multiplicative Error Model,"
SFB 649 Discussion Papers
SFB649DP2007-052, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
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"The seasonality of gold prices in China: Does the risk-aversion level matter?,"
Post-Print
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"The interday and intraday patterns of the overnight market: evidence from an electronic platform,"
Post-Print
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"Intra-Day Seasonality in Activities of the Foreign Exchange Markets: Evidence From the Electronic Broking System,"
NBER Working Papers
12413, National Bureau of Economic Research, Inc.
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- Nimark, Kristoffer P & Barillas, Francisco, 2015. "Speculation and the Bond Market: An Empirical No-arbitrage Framework," CEPR Discussion Papers 10892, C.E.P.R. Discussion Papers.
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- Andrei, Daniel & Cujean, Julien, 2017. "Information percolation, momentum and reversal," Journal of Financial Economics, Elsevier, vol. 123(3), pages 617-645.
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"Uncovering expected returns: Information in analyst coverage proxies,"
Journal of Financial Economics, Elsevier, vol. 124(2), pages 331-348.
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- Dye, Ronald A., 2001. "An evaluation of "essays on disclosure" and the disclosure literature in accounting," Journal of Accounting and Economics, Elsevier, vol. 32(1-3), pages 181-235, December.
- Marcelo Pinheiro, 2005. "Informational asymmetries and a multiplier effect on price correlation and trading," Annals of Finance, Springer, vol. 1(4), pages 395-421, October.
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- Han Ozsoylev & Jan Werner, 2011. "Liquidity and asset prices in rational expectations equilibrium with ambiguous information," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 48(2), pages 469-491, October.
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- Sheng Yao & Haotian Liang, 2019. "Analyst Following, Environmental Disclosure and Cost of Equity: Research Based on Industry Classification," Sustainability, MDPI, vol. 11(2), pages 1-19, January.
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"The Real Effects of Financial Markets,"
Annual Review of Financial Economics, Annual Reviews, vol. 4(1), pages 339-360, October.
- Philip Bond & Alex Edmans & Itay Goldstein, 2011. "The Real Effects of Financial Markets," NBER Working Papers 17719, National Bureau of Economic Research, Inc.
- Calcagno, Riccardo & Heider, Florian, 2021. "Stock-based pay, liquidity, and the role of market making," Journal of Economic Theory, Elsevier, vol. 197(C).
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- Felipe Zurita, 2001. "Speculation in Financial Markets: A Survey," Documentos de Trabajo 197, Instituto de Economia. Pontificia Universidad Católica de Chile..
- Li, Frank Weikai & Sun, Chengzhu, 2022. "Information acquisition and expected returns: Evidence from EDGAR search traffic," Journal of Economic Dynamics and Control, Elsevier, vol. 141(C).
- Katsumasa Nishide & Yuan Tian, 2015. "Auction versus Dealership Markets: Impact of Proprietary Trading with Transaction Fees," KIER Working Papers 922, Kyoto University, Institute of Economic Research.
- Xue-Zhong He & Lei Shi & Marco Tolotti, 2018. "Are We Better-off for Working Hard?," Research Paper Series 391, Quantitative Finance Research Centre, University of Technology, Sydney.
- S. Rao Aiyagari, 1988. "Banking panics, information, and rational expectations equilibrium," Working Papers 320, Federal Reserve Bank of Minneapolis.
- He, Xue-Zhong & Shi, Lei, 2017. "Index portfolio and welfare analysis under heterogeneous beliefs," Journal of Banking & Finance, Elsevier, vol. 75(C), pages 64-79.
- Julien Cujean & Daniel Andrei, 2016. "Information Percolation, Momentum, and Reversal," 2016 Meeting Papers 431, Society for Economic Dynamics.
- Taylor, Daniel J. & Verrecchia, Robert E., 2015. "Delegated trade and the pricing of public and private information," Journal of Accounting and Economics, Elsevier, vol. 60(2), pages 8-32.
- Fos, Vyacheslav & Chinco, Alex, 2019. "The Sound Of Many Funds Rebalancing," CEPR Discussion Papers 13561, C.E.P.R. Discussion Papers.
- Marmora, Paul, 2021. "Individual investor ownership and the news coverage premium," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 494-507.
- Makarov, Igor & Rytchkov, Oleg, 2012. "Forecasting the forecasts of others: Implications for asset pricing," Journal of Economic Theory, Elsevier, vol. 147(3), pages 941-966.
- Admati, Anat R & Ross, Stephen A, 1985.
"Measuring Investment Performance in a Rational Expectations Equilibrium Model,"
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- Alex Kane & Alan J. Marcus, 1986. "The Valuation of Security Analysis," NBER Working Papers 1958, National Bureau of Economic Research, Inc.
- Bertrand Maillet & Thierry Michel, 2000.
"Further Insights on the Puzzle of Technical Analysis Profitability,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-00308986, HAL.
- Bertrand Maillet & Thierry Michel, 2000. "Further insights on the puzzle of technical analysis profitability," The European Journal of Finance, Taylor & Francis Journals, vol. 6(2), pages 196-224.
- Darren D. Lee & Jacquelyn E. Humphrey & Karen L. Benson & Jason Y. K. Ahn, 2010. "Socially responsible investment fund performance: the impact of screening intensity," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 50(2), pages 351-370, June.
- Gianni Amisano & Roberto Savona, 2007.
"Imperfect Predictability and Mutual Fund Dynamics: How Managers Use Predictors in Changing Systematic Risk,"
Working Papers
0706, University of Brescia, Department of Economics.
- Amisano, Gianni & Savona, Roberto, 2008. "Imperfect predictability and mutual fund dynamics. How managers use predictors in changing systematic risk," Working Paper Series 881, European Central Bank.
- Newton, David & Platanakis, Emmanouil & Stafylas, Dimitrios & Sutcliffe, Charles & Ye, Xiaoxia, 2021. "Hedge fund strategies, performance &diversification: A portfolio theory & stochastic discount factor approach," The British Accounting Review, Elsevier, vol. 53(5).
- Connie Becker & Wayne Ferson & David Myers & Michael Schill, 1998. "Conditional Market Timing with Benchmark Investors," NBER Working Papers 6434, National Bureau of Economic Research, Inc.
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- Mazen Bustanji, 2020. "Testing Strong Form Market Efficiency of Jordanian Capital Market: Performance Appraisal of Mutual Funds a comparable study case with Saudi Arabia," Theory Methodology Practice (TMP), Faculty of Economics, University of Miskolc, vol. 16(02), pages 3-15.
- Michael Schröder, 2007.
"Is there a Difference? The Performance Characteristics of SRI Equity Indices,"
Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(1‐2), pages 331-348, January.
- Schröder, Michael, 2005. "Is there a Difference? The Performance Characteristics of SRI Equity Indexes," ZEW Discussion Papers 05-50, ZEW - Leibniz Centre for European Economic Research.
- Giambona, Erasmo & Golec, Joseph, 2010. "Strategic trading in the wrong direction by a large institutional insider," Journal of Empirical Finance, Elsevier, vol. 17(1), pages 1-22, January.
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"Monthly Measurement of Daily Timers,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 35(3), pages 257-290, September.
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- Annaert, Jan & De Ceuster, Marc J. K. & Van Hyfte, Wim, 2005. "The value of asset allocation advice: Evidence from The Economist's quarterly portfolio poll," Journal of Banking & Finance, Elsevier, vol. 29(3), pages 661-680, March.
- Alex Kane & Stephen Gary Marks, 1988. "Performance Evaluation of Market Timers," NBER Working Papers 2640, National Bureau of Economic Research, Inc.
- Savov, Alexi, 2014. "The price of skill: Performance evaluation by households," Journal of Financial Economics, Elsevier, vol. 112(2), pages 213-231.
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- Cujean, Julien, 2018. "Idea Sharing and the Performance of Mutual Funds," CEPR Discussion Papers 13111, C.E.P.R. Discussion Papers.
- Kempf, Alexander & Kreuzberg, Klaus, 2004. "Portfolio disclosure, portfolio selection and mutual fund performance evaluation," CFR Working Papers 04-09, University of Cologne, Centre for Financial Research (CFR).
- Gallo, John G. & Swanson, Peggy E., 1996. "Comparative measures of performance for U.S.-based international equity mutual funds," Journal of Banking & Finance, Elsevier, vol. 20(10), pages 1635-1650, December.
- Jacquelyn Humphrey & Darren Lee, 2011. "Australian Socially Responsible Funds: Performance, Risk and Screening Intensity," Journal of Business Ethics, Springer, vol. 102(4), pages 519-535, September.
- Sebastian Bunnenberg & Martin Rohleder & Hendrik Scholz & Marco Wilkens, 2019. "Jensen's alpha and the market‐timing puzzle," Review of Financial Economics, John Wiley & Sons, vol. 37(2), pages 234-255, April.
- Ortas, Eduardo & Moneva, José M. & Salvador, Manuel, 2012. "Does socially responsible investment equity indexes in emerging markets pay off? Evidence from Brazil," Emerging Markets Review, Elsevier, vol. 13(4), pages 581-597.
- Gendron, Michel, 1987. "Mesures de performance et économie de l’information, une synthèse de la littérature théorique," L'Actualité Economique, Société Canadienne de Science Economique, vol. 63(2), pages 169-186, juin et s.
- Lehmann, Bruce & Timmermann, Allan, 2007. "Performance measurement and evaluation," LSE Research Online Documents on Economics 24505, London School of Economics and Political Science, LSE Library.
- Bruce N. Lehmann & David M. Modest, 1985. "Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark Comparisons," NBER Working Papers 1721, National Bureau of Economic Research, Inc.
- Ayadi, Mohamed A. & Kryzanowski, Lawrence, 2005. "Portfolio performance measurement using APM-free kernel models," Journal of Banking & Finance, Elsevier, vol. 29(3), pages 623-659, March.
- Peter Simmons & Yuanyuan Xie, 2013. "Financial Markets Around the Great Recession: East Meets West," Discussion Papers 13/29, Department of Economics, University of York.
- Darolles, Serge & Vaissié, Mathieu, 2012. "The alpha and omega of fund of hedge fund added value," Journal of Banking & Finance, Elsevier, vol. 36(4), pages 1067-1078.
- William Goetzmann & Jonathan Ingersoll & Zoran Ivkovich, 1998. "Monthly Measurement of Daily Timers," Yale School of Management Working Papers ysm88, Yale School of Management, revised 01 Oct 2000.
- J. C. Matallin & A. Fernandez-Izquierdo, 2003. "Passive timing effect in portfolio management," Applied Economics, Taylor & Francis Journals, vol. 35(17), pages 1829-1837.
- J. Annaert & J.K. De Ceuster & W. Van Hyfte, 2002. "The Value of Asset Allocation Advice - Evidence of The Economist’s Quarterly Portfolio Poll," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 02/160, Ghent University, Faculty of Economics and Business Administration.
- Daniel Edelman & William Fung & David Hsieh & Narayan Naik, 2012. "Funds of hedge funds: performance, risk and capital formation 2005 to 2010," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 26(1), pages 87-108, March.
- Fadillah Mansor & M. Ishaq Bhatti & Shafiqur Rahman & Hung Quang Do, 2020. "The Investment Performance of Ethical Equity Funds in Malaysia," JRFM, MDPI, vol. 13(9), pages 1-14, September.
- Fulbert, Tchana Tchana & Georges, Tsafack, 2013. "The Implications of VaR and Short-Selling Restrictions on the Portfolio Manager Performance," MPRA Paper 43797, University Library of Munich, Germany.
- Nicolae Gârleanu & Stavros Panageas & Jianfeng Yu, 2016.
"Impediments to Financial Trade: Theory and Applications,"
NBER Working Papers
22697, National Bureau of Economic Research, Inc.
- Nicolae Gârleanu & Stavros Panageas & Jianfeng Yu & Stijn Van Nieuwerburgh, 2020. "Impediments to Financial Trade: Theory and Applications," The Review of Financial Studies, Society for Financial Studies, vol. 33(6), pages 2697-2727.
- Priya Malhotra & Pankaj Sinha, 2023. "Exchange-traded Funds in India Amid COVID-19 Crisis: An Empirical Analysis of the Performance," Metamorphosis: A Journal of Management Research, , vol. 22(1), pages 38-54, June.
- Harry Mamaysky & Matthew Spiegel & Hong Zhang, 2008.
"Estimating the Dynamics of Mutual Fund Alphas and Betas,"
The Review of Financial Studies, Society for Financial Studies, vol. 21(1), pages 233-264, January.
- Matthew Spiegel & Harry Mamaysky & Hong Zhang, 2005. "Estimating the Dynamics of Mutual Fund Alphas and Betas," Yale School of Management Working Papers ysm353, Yale School of Management, revised 01 Apr 2005.
- Daraio, Cinzia & Simar, Leopold, 2006. "A robust nonparametric approach to evaluate and explain the performance of mutual funds," European Journal of Operational Research, Elsevier, vol. 175(1), pages 516-542, November.
- Matthew Spiegel & Harry Mamaysky & Hong Zhang, 2005. "Estimating the Dynamics of Mutual Fund Alphas and Betas," Yale School of Management Working Papers ysm353, Yale School of Management, revised 01 Apr 2005.
- García, Diego & Vanden, Joel M., 2009. "Information acquisition and mutual funds," Journal of Economic Theory, Elsevier, vol. 144(5), pages 1965-1995, September.
- Erasmo Giambona & Joseph Golec & Carmelo Giaccotto, 2006. "The Conditional Performance of REIT Stock Repurchases," The Journal of Real Estate Finance and Economics, Springer, vol. 32(2), pages 129-149, March.
- Paolo Colla & José M. Marín, 2010. "Performance evaluation in competitive REE models," Working Papers 2010-21, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales.
- Noe, Thomas H & Ramamurtie, Buddhavarapu Sailesh, 1995.
"Information Quality, Performance Measurement, and Security Demand in Rational Expectations Economies,"
Journal of Finance, American Finance Association, vol. 50(1), pages 341-359, March.
- Thomas H. Noe & Buddhavarapu Sailesh Ramamurtie, 1995. "Information quality, performance measurement, and security demand in rational expectations economies," FRB Atlanta Working Paper 95-4, Federal Reserve Bank of Atlanta.
- Sergey Iskoz & Jiang Wang, 2003. "How to Tell if a Money Manager Knows More?," NBER Working Papers 9791, National Bureau of Economic Research, Inc.
- Kromidha, Endrit & Li, Matthew C., 2019. "Determinants of leadership in online social trading: A signaling theory perspective," Journal of Business Research, Elsevier, vol. 97(C), pages 184-197.
- Carla O. Henriques & Maria E. Neves & Jeremias A. Conceição & Elisabete S. Vieira, 2023. "Performance of US and European Exchange Traded Funds: A Base Point-Slack-Based Measure Approach," JRFM, MDPI, vol. 16(2), pages 1-34, February.
- Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.
- Shafiqur Rahman & Cheng-Few Lee & Yaqing Xiao, 2017. "The investment performance, attributes, and investment behavior of ethical equity mutual funds in the US: an empirical investigation," Review of Quantitative Finance and Accounting, Springer, vol. 49(1), pages 91-116, July.
- Wayne E. Ferson & Jerchern Lin, 2013. "Alpha and Performance Measurement: The Effects of Investor Disagreement and Heterogeneity," NBER Working Papers 19349, National Bureau of Economic Research, Inc.
- Cujean, Julien, 2020. "Idea sharing and the performance of mutual funds," Journal of Financial Economics, Elsevier, vol. 135(1), pages 88-119.
- Bowden, Roger J., 2000. "The ordered mean difference as a portfolio performance measure," Journal of Empirical Finance, Elsevier, vol. 7(2), pages 195-223, August.
- Gonzalo Rubio, 1993. "Performance measurement of managed portfolios: a survey," Investigaciones Economicas, Fundación SEPI, vol. 17(1), pages 3-41, January.
- Bessler, Wolfgang & Drobetz, Wolfgang & Zimmermann, Heinz, 2007. "Conditional Performance Evaluation for German Mutual Equity Funds," Working papers 2007/22, Faculty of Business and Economics - University of Basel.
- Carla Oliveira Henriques & Maria Elisabete Neves & Licínio Castelão & Duc Khuong Nguyen, 2022. "Assessing the performance of exchange traded funds in the energy sector: a hybrid DEA multiobjective linear programming approach," Annals of Operations Research, Springer, vol. 313(1), pages 341-366, June.
- Schröder, Michael, 2003. "Socially Responsible Investments in Germany, Switzerland and the United States: An Analysis of Investment Funds and Indices," ZEW Discussion Papers 03-10, ZEW - Leibniz Centre for European Economic Research.
- Admati, Anat R. & Pfleiderer, Paul, 1985.
"Interpreting the factor risk premia in the arbitrage pricing theory,"
Journal of Economic Theory, Elsevier, vol. 35(1), pages 191-195, February.
Cited by:
- Miklós Rásonyi, 2004. "Arbitrage pricing theory and risk-neutral measures," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 27(2), pages 109-123, December.
- Michael Rothschild, 1985. "Asset Pricing Theories," NBER Technical Working Papers 0044, National Bureau of Economic Research, Inc.
- M. Ali Khan & Yeneng Sun, 1996. "Hyperfinite Asset Pricing Theory," Cowles Foundation Discussion Papers 1139, Cowles Foundation for Research in Economics, Yale University.
- Tabak, Benjamin M. & Staub, Roberta B., 2007. "Assessing financial instability: The case of Brazil," Research in International Business and Finance, Elsevier, vol. 21(2), pages 188-202, June.
- Bruce N. Lehmann & David M. Modest, 1985. "Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark Comparisons," NBER Working Papers 1721, National Bureau of Economic Research, Inc.
- Gabriel Frahm, 0. "Arbitrage Pricing Theory In Ergodic Markets," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 21(05), pages 1-28.
Chapters
-
Sorry, no citations of chapters recorded.
Books
- Anat Admati & Martin Hellwig, 2014.
"The Bankers' New Clothes: What's Wrong with Banking and What to Do about It: with a new preface by the authors,"
Economics Books,
Princeton University Press,
edition 1, number 10230.
Cited by:
- Yann Braouezec & Lakshithe Wagalath, 2018. "Risk-Based Capital Requirements and Optimal Liquidation in a Stress Scenario [Testing macroprudential stress tests: the risk of regulatory risk weights]," Review of Finance, European Finance Association, vol. 22(2), pages 747-782.
- Massoc, Elsa, 2020. "Having "Banks Play Along": Varieties of State-Bank Coordination and State-Guaranteed Credit Programs During the Covid-19 Crisis," LawFin Working Paper Series 5, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin).
- Carlo Altavilla & Miguel Boucinha & José-Luis Peydró & Thorsten BeckManaging Editor, 2018.
"Monetary policy and bank profitability in a low interest rate environment,"
Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 33(96), pages 531-586.
- Carlo Altavilla & Miguel Boucinha & José-Luis Peydró, 2019. "Monetary Policy and Bank Profitability in a Low Interest Rate Environment," Working Papers 1101, Barcelona School of Economics.
- Carlo Altavilla & Miguel Boucinha & José-Luis Peydró, 2017. "Monetary policy and bank profitability in a low interest rate environment," Economics Working Papers 1655, Department of Economics and Business, Universitat Pompeu Fabra, revised Mar 2018.
- Altavilla, Carlo & Boucinha, Miguel & Peydró, José-Luis, 2018. "Monetary policy and bank profitability in a low interest rate environment," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 33(96), pages 531-586.
- Carlo Altavilla & Miguel Boucinha & José-Luis Peydró, 2017. "Monetary Policy and Bank Profitability in a Low Interest Rate Environment," CSEF Working Papers 486, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Altavilla, Carlo & Boucinha, Miguel & Peydró, José-Luis, 2017. "Monetary policy and bank profitability in a low interest rate environment," Working Paper Series 2105, European Central Bank.
- Feess, Eberhard & Wohlschlegel, Ansgar, 2014.
"Bank Capital Requirements and Mandatory Deferral of Compensation,"
MPRA Paper
59456, University Library of Munich, Germany.
- Eberhard Feess & Ansgar Wohlschlegel, 2018. "Bank capital requirements and mandatory deferral of compensation," Journal of Regulatory Economics, Springer, vol. 53(2), pages 206-242, April.
- Aymanns, Christoph & Caccioli, Fabio & Farmer, J. & Tan, Vincent, 2015.
"Taming the Basel leverage cycle,"
LSE Research Online Documents on Economics
118989, London School of Economics and Political Science, LSE Library.
- Aymanns, Christoph & Caccioli, Fabio & Farmer, J. Doyne & Tan, Vincent W.C., 2015. "Taming the Basel leverage cycle," LSE Research Online Documents on Economics 65089, London School of Economics and Political Science, LSE Library.
- Aymanns, Christoph & Caccioli, Fabio & Farmer, J. Doyne & Tan, Vincent W.C., 2016. "Taming the Basel leverage cycle," Journal of Financial Stability, Elsevier, vol. 27(C), pages 263-277.
- Christoph Aymanns & Fabio Caccioli & J. Doyne Farmer & Vincent W. C. Tan, 2015. "Taming the Basel Leverage Cycle," Papers 1507.04136, arXiv.org.
- Aymanns, Christoph & Caccioli, Fabio & Farmer, J. Doyne & Tan, Vincent W.C., 2016. "Taming the Basel leverage cycle," LSE Research Online Documents on Economics 65676, London School of Economics and Political Science, LSE Library.
- Peydró, José-Luis & Polo, Andrea & Sette, Enrico & Vanasco, Victoria, 2023.
"Risk mitigating versus risk shifting: Evidence from banks security trading in crises,"
EconStor Preprints
226219, ZBW - Leibniz Information Centre for Economics.
- José-Luis Peydró & Andrea Polo & Enrico Sette & Victoria Vanasco, 2020. "Risk mitigating versus risk shifting: evidence from banks security trading in crises," Economics Working Papers 1753, Department of Economics and Business, Universitat Pompeu Fabra, revised Feb 2023.
- José-Luis Peydró & Andrea Polo & Enrico Sette & Victoria Vanasco, 2020. "Risk Mitigating versus Risk Shifting: Evidence from Banks Security Trading in Crises," Working Papers 1219, Barcelona School of Economics.
- Peydró, José-Luis & Polo, Andrea & Sette, Enrico, 2020. "Risk Mitigating versus Risk Shifting: Evidence from Banks Security Trading in Crises," CEPR Discussion Papers 15473, C.E.P.R. Discussion Papers.
- Matteo Benetton, 2021. "Leverage Regulation and Market Structure: A Structural Model of the U.K. Mortgage Market," Journal of Finance, American Finance Association, vol. 76(6), pages 2997-3053, December.
- Poeschl, Johannes & Zhang, Xue, 2019. "Bank Capital Regulation and Endogenous Shadow Banking Crises," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203520, Verein für Socialpolitik / German Economic Association.
- Gambacorta, Leonardo & Cerasi, Vittoria & Deininger, Sebastian M. & Oliviero, Tommaso, 2017.
"How post-crisis regulation has affected bank CEO compensation,"
CEPR Discussion Papers
12008, C.E.P.R. Discussion Papers.
- Vittoria Cerasi & Sebastian M. Deininger & Leonardo Gambacorta & Tommaso Oliviero, 2018. "How Post-crisis Regulation Has Affected Bank CEO Compensation," CSEF Working Papers 493, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Vittoria Cerasi & Sebastian M Deininger & Leonardo Gambacorta & Tommaso Oliviero, 2017. "How post-crisis regulation has affected bank CEO compensation," BIS Working Papers 630, Bank for International Settlements.
- Cerasi, Vittoria & Deininger, Sebastian M. & Gambacorta, Leonardo & Oliviero, Tommaso, 2020. "How post-crisis regulation has affected bank CEO compensation," Journal of International Money and Finance, Elsevier, vol. 104(C).
- Vittoria, Cerasi & Sebastian, Deininger & Leonardo, Gambacorta & Tommaso, Oliviero, 2017. "How post-crisis regulation has affected bank CEO compensation," Working Papers 365, University of Milano-Bicocca, Department of Economics, revised Dec 2018.
- Silu Muduli & Harendra Behera, 2023.
"Bank capital and monetary policy transmission in India,"
Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 16(1), pages 32-56, January.
- Muduli, Silu & Behera, Harendra, 2020. "Bank Capital and Monetary Policy Transmission in India," MPRA Paper 103676, University Library of Munich, Germany.
- Muduli, Silu & Behera, Harendra, 2020. "Bank Capital and Monetary Policy Transmission in India," EconStor Preprints 225238, ZBW - Leibniz Information Centre for Economics.
- Peydró, José-Luis & Polo, Andrea & Sette, Enrico, 2020.
"Monetary Policy at Work: Security and Credit Application Registers Evidence,"
EconStor Preprints
216808, ZBW - Leibniz Information Centre for Economics.
- Polo, Andrea & Peydró, José-Luis & Sette, Enrico, 2017. "Monetary Policy at Work: Security and Credit Application Registers Evidence," CEPR Discussion Papers 12011, C.E.P.R. Discussion Papers.
- Peydró, José-Luis & Polo, Andrea & Sette, Enrico, 2021. "Monetary policy at work: Security and credit application registers evidence," Journal of Financial Economics, Elsevier, vol. 140(3), pages 789-814.
- José-Luis Peydró & Andrea Polo & Sette Enrico, 2017. "Monetary policy at work: Security and credit application registers evidence," Economics Working Papers 1565, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 2018.
- José-Luis Peydró & Andrea Polo & Enrico Sette, 2017. "Monetary policy at work: Security and credit application registers evidence," Working Papers 964, Barcelona School of Economics.
- Luca, Oana & Tieman, Alexander F., 2019.
"Financial sector debt bias,"
Journal of Banking & Finance, Elsevier, vol. 107(C), pages 1-1.
- Ms. Oana Luca & Alexander F. Tieman, 2016. "Financial Sector Debt Bias," IMF Working Papers 2016/217, International Monetary Fund.
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"Is monetary policy overburdened?,"
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"Private money creation, liquidity crises, and government interventions,"
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"The Invisible Hand And The Banking Trade: Seigniorage, Risk-Shifting, And More,"
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"Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence,"
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- Badar Nadeem Ashraf & Sidra Arshad & Yuancheng Hu, 2016. "Capital Regulation and Bank Risk-Taking Behavior: Evidence from Pakistan," IJFS, MDPI, vol. 4(3), pages 1-20, August.
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"The leverage ratio, risk-taking and bank stability,"
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"The Banking Regulatory Bubble and How to Get out of It,"
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