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Tarun Ramadorai

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.

Wikipedia or ReplicationWiki mentions

(Only mentions on Wikipedia that link back to a page on a RePEc service)
  1. John Y. Campbell & Tarun Ramadorai & Benjamin Ranish, 2015. "The Impact of Regulation on Mortgage Risk: Evidence from India," American Economic Journal: Economic Policy, American Economic Association, vol. 7(4), pages 71-102, November.

    Mentioned in:

    1. The Impact of Regulation on Mortgage Risk: Evidence from India (American Economic Journal: Economic Policy 2015) in ReplicationWiki ()
  2. John Y. Campbell & Tarun Ramadorai & Benjamin Ranish, 2019. "Do the Rich Get Richer in the Stock Market? Evidence from India," American Economic Review: Insights, American Economic Association, vol. 1(2), pages 225-240, September.

    Mentioned in:

    1. Do the Rich Get Richer in the Stock Market? Evidence from India (AER: Insights 2019) in ReplicationWiki ()

Working papers

  1. Liu, Lu & Marx, Julie, 2022. "Reference Dependence in the Housing Market," CEPR Discussion Papers 14147, C.E.P.R. Discussion Papers.

    Cited by:

    1. Bramoullé, Y. & Ghiglino, C., 2024. "Status Consumption in Networks: A Reference Dependent Approach," Cambridge Working Papers in Economics 2414, Faculty of Economics, University of Cambridge.
    2. Badarinza, Cristian & Ramadorai, Tarun & Siljander, Juhana & Tripathy, Jagdish, 2024. "Behavioral lock-in: aggregate implications of reference dependence in the housing market," Bank of England working papers 1054, Bank of England.
    3. Gal Amedi, 2023. "The Determinants of the Transit Accessibility Premium," Bank of Israel Working Papers 2023.12, Bank of Israel.
    4. Aubry, Mathieu & Kräussl, Roman & Manso, Gustavo & Spaenjers, Christophe, 2023. "Biased auctioneers," CFS Working Paper Series 692, Center for Financial Studies (CFS).
      • Mathieu Aubry & Roman Kräussl & Gustavo Manso & Christophe Spaenjers, 2023. "Biased Auctioneers," Journal of Finance, American Finance Association, vol. 78(2), pages 795-833, April.
    5. Daniel Reck & Arthur Seibold, 2023. "The Welfare Economics of Reference Dependence," CRC TR 224 Discussion Paper Series crctr224_2023_450, University of Bonn and University of Mannheim, Germany.

  2. Balasubramaniam, Vimal & Campbell, John Y & Ranish, Benjamin, 2021. "Who Owns What? A Factor Model for Direct Stockholding," CEPR Discussion Papers 16378, C.E.P.R. Discussion Papers.

    Cited by:

    1. Yaling Li & Ronghua Luo & Kailing Shen, 2024. "Information Acquisition and Individual Investors’ Trading Behavior," ANU Working Papers in Economics and Econometrics 2023-698, Australian National University, College of Business and Economics, School of Economics.
    2. John H Cochrane, 2022. "Portfolios for Long-Term Investors [Rare disasters and asset markets in the twentieth century]," Review of Finance, European Finance Association, vol. 26(1), pages 1-42.
    3. Grant, Andrew & Kalev, Petko S. & Subrahmanyam, Avanidhar & Joakim Westerholm, P., 2022. "Retail trading activity and major lifecycle events: The case of divorce," Journal of Banking & Finance, Elsevier, vol. 135(C).
    4. Bali, Turan G. & Gunaydin, A. Doruk & Jansson, Thomas & Karabulut, Yigitcan, 2023. "Do the rich gamble in the stock market? Low risk anomalies and wealthy households," Journal of Financial Economics, Elsevier, vol. 150(2).
    5. Luciano Somoza & Antoine Didisheim, 2022. "The End of the Crypto-Diversification Myth," Swiss Finance Institute Research Paper Series 22-53, Swiss Finance Institute.

  3. Haliassos, Michael & Gomes, Francisco, 2020. "Household Finance," CEPR Discussion Papers 14502, C.E.P.R. Discussion Papers.

    Cited by:

    1. Steffen Ahrens & Ciril Bosch-Rosa & Thomas Meissner, 2022. "Intertemporal Consumption and Debt Aversion: A Replication and Extension," Papers 2201.06006, arXiv.org, revised Jun 2022.
    2. Stijn P. M. Broekema & Marc M. Kramer, 2021. "Overconfidence, Financial Advice Seeking and Household Portfolio Under-Diversification," JRFM, MDPI, vol. 14(11), pages 1-15, November.
    3. Johannes König & Maximilian Longmuir, 2021. "Wage Risk and Portfolio Choice: The Role of Correlated Returns," Discussion Papers of DIW Berlin 1974, DIW Berlin, German Institute for Economic Research.
    4. Lukas Menkhoff & Carsten Schröder, 2021. "Risky Asset Holdings during Covid-19 and Their Distributional Impact: Evidence from Germany," Discussion Papers of DIW Berlin 1962, DIW Berlin, German Institute for Economic Research.
    5. Hector Calvo-Pardo & Xisco Oliver & Luc Arrondel, 2022. "Subjective Return Expectations, Perceptions, and Portfolio Choice," PSE-Ecole d'économie de Paris (Postprint) halshs-03672154, HAL.
    6. , & Gavazza, Alessandro & Liu, Lu & Tripathy, Jagdish, 2022. "Refinancing Cross-Subsidies in the Mortgage Market," CEPR Discussion Papers 17491, C.E.P.R. Discussion Papers.
    7. Madeira, Carlos, 2021. "The potential impact of financial portability measures on mortgage refinancing: Evidence from Chile," Journal of International Money and Finance, Elsevier, vol. 117(C).
    8. Stylianos Papageorgiou & Dimitrios Xefteris, 2021. "A Collective Investment in Financial Literacy by Heterogeneous Households," University of Cyprus Working Papers in Economics 04-2021, University of Cyprus Department of Economics.
    9. Aris Ananta & Ahmad Irsan A. Moeis & Hendro Try Widianto & Heri Yulianto & Evi Nurvidya Arifin, 2021. "Pension and Active Ageing: Lessons Learned from Civil Servants in Indonesia," Social Sciences, MDPI, vol. 10(11), pages 1-17, November.

  4. Shimizu, Chihiro, 2019. "Gravity, Counterparties, and Foreign Investment," CEPR Discussion Papers 13491, C.E.P.R. Discussion Papers.

    Cited by:

    1. Michael Bailey & Abhinav Gupta & Sebastian Hillenbrand & Theresa Kuchler & Robert Richmond & Johannes Stroebel, 2020. "International Trade and Social Connectedness," CESifo Working Paper Series 8248, CESifo.
    2. Dong, Weijian & Chen, Kanxiang & Liu, Xiaojun, 2023. "Role of regional trade agreements in enhancing investments in mineral resources projects in ASEAN," Resources Policy, Elsevier, vol. 85(PB).
    3. Mr. Damien Puy & Mr. Anil Ari & Ms. Yu Shi, 2020. "Foreign Demand and Local House Prices: Evidence from the US," IMF Working Papers 2020/043, International Monetary Fund.

  5. Zeni, Federica, 2019. "Climate Regulation and Emissions Abatement: Theory and Evidence from Firms’ Disclosures," CEPR Discussion Papers 14155, C.E.P.R. Discussion Papers.

    Cited by:

    1. Kacperczyk, Marcin & Bolton, Patrick, 2020. "Carbon Premium around the World," CEPR Discussion Papers 14567, C.E.P.R. Discussion Papers.
    2. René Bernard & Panagiota Tzamourani & Michael Weber, 2022. "Climate change and individual behavior," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242592, Verein für Socialpolitik / German Economic Association, revised 2022.
    3. Dumrose, Maurice & Höck, André, 2023. "Corporate Carbon-Risk and Credit-Risk: The Impact of Carbon-Risk Exposure and Management on Credit Spreads in Different Regulatory Environments," Finance Research Letters, Elsevier, vol. 51(C).
    4. Yevheniia Antoniuk & Thomas Leirvik, 2021. "Climate Transition Risk and the Impact on Green Bonds," JRFM, MDPI, vol. 14(12), pages 1-19, December.

  6. Walther, Ansgar & Uettwiller, Antoine, 2019. "The Market for Data Privacy," CEPR Discussion Papers 13588, C.E.P.R. Discussion Papers.

    Cited by:

    1. Yosuke Uno & Akira Sonoda & Masaki Bessho, 2021. "The Economics of Privacy: A Primer Especially for Policymakers," Bank of Japan Working Paper Series 21-E-11, Bank of Japan.
    2. Sabatino, Lorien & Sapi, Geza, 2019. "Online privacy and market structure: Theory and evidence," DICE Discussion Papers 308, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
    3. Patel, Pankaj C. & Oghazi, Pejvak & Arunachalam, S., 2023. "Does consumer privacy act influence firm performance in the retail industry? Evidence from a US state-level law change," Journal of Business Research, Elsevier, vol. 162(C).

  7. Balasubramaniam, Vimal, 2018. "The Household Finance Landscape in Emerging Economies," CEPR Discussion Papers 13318, C.E.P.R. Discussion Papers.

    Cited by:

    1. Hong, Claire Yurong & Lu, Xiaomeng & Pan, Jun, 2021. "FinTech adoption and household risk-taking," BOFIT Discussion Papers 14/2021, Bank of Finland Institute for Emerging Economies (BOFIT).
    2. Sommarat Chantarat & Chayanee Chawanote & Lathaporn Ratanavararak & Chonnakan Rittinon & Boontida Sa-ngimnet & Narongrit Adultananusak, 2023. "Financial Lives and the Vicious Cycle of Debt among Thai Agricultural Households," PIER Discussion Papers 204, Puey Ungphakorn Institute for Economic Research.
    3. Patnaik, Ila & Pandey, Radhika, 2019. "Savings and capital formation in India," Working Papers 19/271, National Institute of Public Finance and Policy.
    4. Kim, Hugh H. & Maurer, Raimond & Mitchell, Olivia S., 2021. "How financial literacy shapes the demand for financial advice at older ages," The Journal of the Economics of Ageing, Elsevier, vol. 20(C).
    5. Gomes, Francisco J. & Haliassos, Michael & Ramadorai, Tarun, 2020. "Household finance," IMFS Working Paper Series 138, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    6. Yongbo Ge & Xiaoran Kong & Geilegeilao Dadilabang & Kung‐Cheng Ho, 2023. "The effect of Confucian culture on household risky asset holdings: Using categorical principal component analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(1), pages 839-857, January.
    7. Deng, Xin & Yu, Mingzhe, 2021. "Does the marginal child increase household debt? – Evidence from the new fertility policy in China," International Review of Financial Analysis, Elsevier, vol. 77(C).
    8. An, Li & Lou, Dong & Shi, Donghui, 2022. "Wealth redistribution in bubbles and crashes," LSE Research Online Documents on Economics 113766, London School of Economics and Political Science, LSE Library.
    9. An, Li & Lou, Dong & Shi, Donghui, 2022. "Wealth redistribution in bubbles and crashes," Journal of Monetary Economics, Elsevier, vol. 126(C), pages 134-153.
    10. Marian Woźniak & Aleksandra Badora & Krzysztof Kud, 2023. "Expectations of the Inhabitants of South-Eastern Poland Regarding the Energy Market, in the Context of the COVID-19 Crisis," Energies, MDPI, vol. 16(14), pages 1-25, July.
    11. Bhupal Singh, 2022. "Housing and stock market wealth effects in developing economies," International Economics and Economic Policy, Springer, vol. 19(1), pages 29-49, February.
    12. Hugh Hoikwang Kim & Raimond Maurer & Olivia S. Mitchell, 2019. "How Cognitive Ability and Financial Literacy Shape the Demand for Financial Advice at Older Ages," NBER Working Papers 25750, National Bureau of Economic Research, Inc.
    13. Artur Pazdzior & Adrian Majek, 2021. "Impact of COVID-19 on Household’s Financial Situation in Poland," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 2), pages 492-502.
    14. Lou, Dong, 2020. "Wealth Redistribution in Bubbles and Crashes," CEPR Discussion Papers 15029, C.E.P.R. Discussion Papers.

  8. Balasubramaniam, Vimal & Anagol, Santosh, 2018. "Learning from Noise: Evidence from India’s IPO Lotteries," CEPR Discussion Papers 13314, C.E.P.R. Discussion Papers.

    Cited by:

    1. Jonathan Huntley & Valentina Michelangeli & Felix Reichling, 2021. "What drives investors to chase returns?," Temi di discussione (Economic working papers) 1334, Bank of Italy, Economic Research and International Relations Area.
    2. Gomes, Francisco J. & Haliassos, Michael & Ramadorai, Tarun, 2020. "Household finance," IMFS Working Paper Series 138, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    3. Nilesh Gupta & Joshy Jacob, 2021. "The Interplay Between Sentiment and MAX: Evidence from an Emerging Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 20(2), pages 192-217, August.
    4. Hongqi Liu & Cameron Peng & Wei A. Xiong & Wei Xiong, 2020. "Taming the Bias Zoo," NBER Working Papers 26911, National Bureau of Economic Research, Inc.

  9. Campbell, John Y & Ranish, Benjamin, 2018. "Do the Rich Get Richer in the Stock Market? Evidence from India," CEPR Discussion Papers 13116, C.E.P.R. Discussion Papers.

    Cited by:

    1. Mitchell, Olivia S. & Utkus, Stephen P., 2022. "Target-date funds and portfolio choice in 401(k) plans," Journal of Pension Economics and Finance, Cambridge University Press, vol. 21(4), pages 519-536, October.
    2. Nicholas Reinholtz & Philip M. Fernbach & Bart de Langhe, 2021. "Do People Understand the Benefit of Diversification?," Management Science, INFORMS, vol. 67(12), pages 7322-7343, December.
    3. Małgorzata Tarczynska-Luniewska & Iwona Bak & Uma Shankar Singh & Guru Ashish Singh, 2022. "Economic Crisis Impact Assessment and Risk Exposure Evaluation of Selected Energy Sector Companies from Bombay Stock Exchange," Energies, MDPI, vol. 15(22), pages 1-25, November.
    4. Andreas Fagereng & Luigi Guiso & Davide Malacrino & Luigi Pistaferri, 2020. "Heterogeneity and Persistence in Returns to Wealth," Econometrica, Econometric Society, vol. 88(1), pages 115-170, January.
    5. Campbell, John Y & Ranish, Benjamin, 2018. "Do the Rich Get Richer in the Stock Market? Evidence from India," CEPR Discussion Papers 13116, C.E.P.R. Discussion Papers.
    6. Anagol, Santosh & Balasubramaniam, Vimal & Ramadorai, Tarun, 2021. "Learning from noise: Evidence from India’s IPO lotteries," Journal of Financial Economics, Elsevier, vol. 140(3), pages 965-986.
    7. Andrea Modena & Luca Regis, 2023. "Capital Risk, Fiscal Policy, and the Distribution of Wealth," CRC TR 224 Discussion Paper Series crctr224_2023_454, University of Bonn and University of Mannheim, Germany.
    8. Gomes, Francisco J. & Haliassos, Michael & Ramadorai, Tarun, 2020. "Household finance," IMFS Working Paper Series 138, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    9. Jon Frost & Leonardo Gambacorta & Romina Gambacorta, 2020. "The Matthew effect and modern finance: on the nexus between wealth inequality, financial development and financial technology," BIS Working Papers 871, Bank for International Settlements.
    10. Rocco Caferra & Simone Nuzzo & Andrea Morone, 2023. "“Less is more” or “more is better”? The effect of asymmetric information distribution on market efficiency and wealth inequality," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 18(2), pages 233-250, April.
    11. Morone, Andrea & Caferra, Rocco, 2020. "Inequalities in financial markets: Evidences from a laboratory experiment," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 88(C).
    12. Sumit Agarwal & Andrea F. Presbitero & André F. Silva & Carlo Wix, 2023. "Who Pays For Your Rewards? Redistribution in the Credit Card Market," Finance and Economics Discussion Series 2023-007, Board of Governors of the Federal Reserve System (U.S.).
    13. An, Li & Lou, Dong & Shi, Donghui, 2022. "Wealth redistribution in bubbles and crashes," LSE Research Online Documents on Economics 113766, London School of Economics and Political Science, LSE Library.
    14. Lukas Menkhoff & Carsten Schröder, 2021. "Risky Asset Holdings during Covid-19 and Their Distributional Impact: Evidence from Germany," Discussion Papers of DIW Berlin 1962, DIW Berlin, German Institute for Economic Research.
    15. Samuli Knüpfer & Elias Rantapuska & Matti Sarvimäki, 2023. "Social Interaction in the Family: Evidence from Investors’ Security Holdings," Review of Finance, European Finance Association, vol. 27(4), pages 1297-1327.
    16. Leonardo Gambacorta & Romina Gambacorta & Roxana Mihet, 2023. "FinTech, Investor Sophistication, and Financial Portfolio Choices," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 12(4), pages 834-866.
    17. An, Li & Lou, Dong & Shi, Donghui, 2022. "Wealth redistribution in bubbles and crashes," Journal of Monetary Economics, Elsevier, vol. 126(C), pages 134-153.
    18. Jiang, Zhengyang & Peng, Cameron & Yan, Hongjun, 2024. "Personality differences and investment decision-making," LSE Research Online Documents on Economics 121634, London School of Economics and Political Science, LSE Library.
    19. Yang, Yunfan & Wu, Yueyue, 2021. "The Impact of Financial Literacy on China Rural Household Assets - Based on the Gender Differences," 2021 Conference, August 17-31, 2021, Virtual 315392, International Association of Agricultural Economists.
    20. Vimal Balasubramaniam & John Y. Campbell & Tarun Ramadorai & Benjamin Ranish, 2023. "Who Owns What? A Factor Model for Direct Stockholding," Journal of Finance, American Finance Association, vol. 78(3), pages 1545-1591, June.
    21. Asgar Ali & K. N. Badhani, 2023. "Tail risk, beta anomaly, and demand for lottery: what explains cross-sectional variations in equity returns?," Empirical Economics, Springer, vol. 65(2), pages 775-804, August.
    22. , & Gavazza, Alessandro & Liu, Lu & Tripathy, Jagdish, 2022. "Refinancing Cross-Subsidies in the Mortgage Market," CEPR Discussion Papers 17491, C.E.P.R. Discussion Papers.
    23. Matthieu Gomez, 2023. "Decomposing the Growth of Top Wealth Shares," Econometrica, Econometric Society, vol. 91(3), pages 979-1024, May.
    24. Balakina, Olga & Balasubramaniam, Vimal & Dimri, Aditi & Sane, Renuka, 2021. "Unshrouding product-specific attributes through financial education," Working Papers 21/344, National Institute of Public Finance and Policy.
    25. Wong, Francis & Kermani, Amir, 2022. "Racial Disparities in Housing Returns," VfS Annual Conference 2022 (Basel): Big Data in Economics 264099, Verein für Socialpolitik / German Economic Association.
    26. Xiaodong Zhang & Haoying Han, 2023. "Spatiotemporal Dynamic Characteristics and Causes of China’s Population Aging from 2000 to 2020," Sustainability, MDPI, vol. 15(9), pages 1-19, April.
    27. Schäfer, Dorothea & Stephan, Andreas & Weser, Henriette, 2023. "Crisis stress for the diversity of financial portfolios — evidence from European households," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 330-347.
    28. Ram Singh, 2022. "Do the Wealthy Underreport their Income? Analysing Relationship between Wealth and Reported Income in India," Working papers 331, Centre for Development Economics, Delhi School of Economics.
    29. Gao, Pengjie & Hu, Allen & Kelly, Peter & Peng, Cameron & Zhu, Ning, 2020. "Exploited by complexity," LSE Research Online Documents on Economics 118867, London School of Economics and Political Science, LSE Library.
    30. Frost, Jon & Gambacorta, Leonardo & Gambacorta, Romina, 2022. "On the nexus between wealth inequality, financial development and financial technology," Journal of Economic Behavior & Organization, Elsevier, vol. 202(C), pages 429-451.
    31. Lou, Dong, 2020. "Wealth Redistribution in Bubbles and Crashes," CEPR Discussion Papers 15029, C.E.P.R. Discussion Papers.

  10. Goldsmith-Pinkham, Paul & Walther, Ansgar, 2017. "Predictably Unequal? The Effects of Machine Learning on Credit Markets," CEPR Discussion Papers 12448, C.E.P.R. Discussion Papers.

    Cited by:

    1. Will Dobbie & Andres Liberman & Daniel Paravisini & Vikram Pathania, 2018. "Measuring Bias in Consumer Lending," NBER Working Papers 24953, National Bureau of Economic Research, Inc.
    2. Christophe Hurlin & Christophe P'erignon & S'ebastien Saurin, 2022. "The Fairness of Credit Scoring Models," Papers 2205.10200, arXiv.org, revised Feb 2024.
    3. Nikita Kozodoi & Johannes Jacob & Stefan Lessmann, 2021. "Fairness in Credit Scoring: Assessment, Implementation and Profit Implications," Papers 2103.01907, arXiv.org, revised Jun 2022.
    4. Kim Long Tran & Hoang Anh Le & Thanh Hien Nguyen & Duc Trung Nguyen, 2022. "Explainable Machine Learning for Financial Distress Prediction: Evidence from Vietnam," Data, MDPI, vol. 7(11), pages 1-12, November.
    5. Andrés Alonso & José Manuel Carbó, 2022. "Accuracy of explanations of machine learning models for credit decisions," Working Papers 2222, Banco de España.
    6. Agarwal, Shivam & Muckley, Cal B. & Neelakantan, Parvati, 2023. "Countering racial discrimination in algorithmic lending: A case for model-agnostic interpretation methods," Economics Letters, Elsevier, vol. 226(C).
    7. Andreas Joseph, 2019. "Parametric inference with universal function approximators," Papers 1903.04209, arXiv.org, revised Oct 2020.
    8. Douglas Kiarelly Godoy de Araujo, 2023. "gingado: a machine learning library focused on economics and finance," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
    9. Gianmarco Bet & Francesco Dainelli & Eugenio Fabrizi, 2023. "The financial health of a company and the risk of its default: Back to the future," Papers 2302.10140, arXiv.org.
    10. Andreas Fuster & Matthew Plosser & Philipp Schnabl & James Vickery, 2018. "The role of technology in mortgage lending," Staff Reports 836, Federal Reserve Bank of New York.
    11. Xie, Xueyan & Zhu, Xiaoyang, 2022. "FinTech and capital allocation efficiency: Another equity-efficiency dilemma?," Global Finance Journal, Elsevier, vol. 53(C).
    12. Aubry, Mathieu & Kräussl, Roman & Manso, Gustavo & Spaenjers, Christophe, 2023. "Biased auctioneers," CFS Working Paper Series 692, Center for Financial Studies (CFS).
      • Mathieu Aubry & Roman Kräussl & Gustavo Manso & Christophe Spaenjers, 2023. "Biased Auctioneers," Journal of Finance, American Finance Association, vol. 78(2), pages 795-833, April.
    13. Thorsten Beck & Leonardo Gambacorta & Yiping Huang & Zhenhua Li & Han Qiu, 2022. "Big techs, QR code payments and financial inclusion," BIS Working Papers 1011, Bank for International Settlements.
    14. Zhang, Xiaoyan & Li, Jinbao & Xiang, Dong & Worthington, Andrew C., 2023. "Digitalization, financial inclusion, and small and medium-sized enterprise financing: Evidence from China," Economic Modelling, Elsevier, vol. 126(C).
    15. Koefer, Franziska & Lemken, Ivo & Pauls, Jan, 2023. "Fairness in algorithmic decision systems: A microfinance perspective," EIF Working Paper Series 2023/88, European Investment Fund (EIF).
    16. Pelin Berkmen & Ms. Kimberly Beaton & Mr. Dmitry Gershenson & Mr. Javier Arze del Granado & Kotaro Ishi & Miss Marie S Kim & Emanuel Kopp & Mrs. Marina V Rousset, 2019. "Fintech in Latin America and the Caribbean: Stocktaking," IMF Working Papers 2019/071, International Monetary Fund.
    17. Andres Liberman & Christopher A. Neilson & Luis Opazo & Seth Zimmerman, 2019. "Equilibrium Effects of Asymmetric Information on Consumer Credit Markets," Working Papers 2019-7, Princeton University. Economics Department..
    18. Kozodoi, Nikita & Jacob, Johannes & Lessmann, Stefan, 2022. "Fairness in credit scoring: Assessment, implementation and profit implications," European Journal of Operational Research, Elsevier, vol. 297(3), pages 1083-1094.
    19. Christopher Cassion & Yuhang Qian & Constant Bossou & Margareta Ackerman, 2021. "Investors Embrace Gender Diversity, Not Female CEOs: The Role of Gender in Startup Fundraising," Papers 2101.12008, arXiv.org.
    20. Natee Amornsiripanitch, 2023. "The Age Gap in Mortgage Access," Working Papers 23-03, Federal Reserve Bank of Philadelphia.
    21. Victor Duarte & Diogo Duarte & Dejanir H. Silva, 2024. "Machine Learning for Continuous-Time Finance," CESifo Working Paper Series 10909, CESifo.
    22. D'Acunto, Francesco & Ghosh, Pulak & Jain, Rajiv & Rossi, Alberto G., 2022. "How costly are cultural biases?," LawFin Working Paper Series 34, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin).
    23. Wang, Ke-Liang & Sun, Ting-Ting & Xu, Ru-Yu & Miao, Zhuang & Cheng, Yun-He, 2022. "How does internet development promote urban green innovation efficiency? Evidence from China," Technological Forecasting and Social Change, Elsevier, vol. 184(C).
    24. Hoang, Daniel & Wiegratz, Kevin, 2022. "Machine learning methods in finance: Recent applications and prospects," Working Paper Series in Economics 158, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
    25. Bracke, Philippe & Datta, Anupam & Jung, Carsten & Sen, Shayak, 2019. "Machine learning explainability in finance: an application to default risk analysis," Bank of England working papers 816, Bank of England.
    26. Lydia T. Liu & Ashia Wilson & Nika Haghtalab & Adam Tauman Kalai & Christian Borgs & Jennifer Chayes, 2019. "The Disparate Equilibria of Algorithmic Decision Making when Individuals Invest Rationally," Papers 1910.04123, arXiv.org.
    27. Fleck, Johannes & Monninger, Adrian, 2020. "Culture and portfolios: trust, precautionary savings and home ownership," Working Paper Series 2457, European Central Bank.
    28. Tobias Berg & Valentin Burg & Ana Gombović & Manju Puri, 2020. "On the Rise of FinTechs: Credit Scoring Using Digital Footprints," The Review of Financial Studies, Society for Financial Studies, vol. 33(7), pages 2845-2897.
    29. Alonso-Robisco, Andrés & Carbó, José Manuel, 2022. "Can machine learning models save capital for banks? Evidence from a Spanish credit portfolio," International Review of Financial Analysis, Elsevier, vol. 84(C).
    30. Anastasia Cozarenco & Ariane Szafarz, 2024. "How to identify lending bias when the lender's goal is not profit?," Working Papers CEB 24-007, ULB -- Universite Libre de Bruxelles.
    31. Andres Liberman & Christopher Neilson & Luis Opazo & Seth Zimmerman, 2018. "The Equilibrium Effects of Information Deletion: Evidence from Consumer Credit Markets," NBER Working Papers 25097, National Bureau of Economic Research, Inc.

  11. Balasubramaniam, Vimal & Anagol, Santosh, 2016. "Endowment Effects in the Field: Evidence from India's IPO Lotteries," CEPR Discussion Papers 11328, C.E.P.R. Discussion Papers.

    Cited by:

    1. Spantig, Lisa, 2019. "Cash in Hand and Savings Decisions," Rationality and Competition Discussion Paper Series 180, CRC TRR 190 Rationality and Competition.
    2. Anagol, Santosh & Balasubramaniam, Vimal & Ramadorai, Tarun, 2021. "Learning from noise: Evidence from India’s IPO lotteries," Journal of Financial Economics, Elsevier, vol. 140(3), pages 965-986.
    3. Miroslav Ferenèak & Dušan Dobromirov & Mladen Radišiæ & Aleksandar Takaèi, 2018. "Aversion to a sure loss: turning investors into gamblers," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 36(2), pages 537-557.
    4. Dietmar Fehr & Günther Fink & Kelsey Jack, 2019. "Poverty, Seasonal Scarcity and Exchange Asymmetries," NBER Working Papers 26357, National Bureau of Economic Research, Inc.
    5. John List, 2020. "Experimental tests of the endowment effect and the Coase theorem," Natural Field Experiments 00687, The Field Experiments Website.
    6. Nicola Lacetera & Claudio A. Piga & Lorenzo Zirulia, 2021. "Sticky Price for Declining Risk? Business Strategies with “Behavioral” Customers in the Hotel Industry," NBER Working Papers 28456, National Bureau of Economic Research, Inc.
    7. Gomes, Francisco J. & Haliassos, Michael & Ramadorai, Tarun, 2020. "Household finance," IMFS Working Paper Series 138, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    8. Liao, Jingchi & Peng, Cameron & Zhu, Ning, 2021. "Extrapolative bubbles and trading volume," LSE Research Online Documents on Economics 118887, London School of Economics and Political Science, LSE Library.
    9. John List, 2021. "How Field Experiments in Economics Can Complement Psychological Research on Judgment Biases," Natural Field Experiments 00738, The Field Experiments Website.
    10. Liu, Lu & Marx, Julie, 2022. "Reference Dependence in the Housing Market," CEPR Discussion Papers 14147, C.E.P.R. Discussion Papers.
    11. Badarinza, Cristian & Campbell, John Y. & Ramadorai, Tarun, 2016. "International Comparative Household Finance," Scholarly Articles 27535132, Harvard University Department of Economics.
    12. Francesco D'Acunto & Nagpurnanand Prabhala & Alberto G. Rossi, 2018. "The Promises and Pitfalls of Robo-advising," CESifo Working Paper Series 6907, CESifo.
    13. Caglayan, Mustafa O. & Lawrence, Edward & Reyes-Peña, Robinson, 2023. "Hot potatoes: Underpricing of stocks following extreme negative returns," Journal of Banking & Finance, Elsevier, vol. 149(C).
    14. Steffen Meyer & Michaela Pagel, 2022. "Fully Closed: Individual Responses to Realized Gains and Losses," Journal of Finance, American Finance Association, vol. 77(3), pages 1529-1585, June.
    15. Balasubramaniam, Vimal & Anagol, Santosh, 2018. "Learning from Noise: Evidence from India’s IPO Lotteries," CEPR Discussion Papers 13314, C.E.P.R. Discussion Papers.
    16. Clist, Paul & D’Exelle, Ben & Verschoor, Arjan, 2021. "An endowment effect for risk levels: Evidence from a Ugandan lab," Journal of Economic Behavior & Organization, Elsevier, vol. 182(C), pages 297-310.
    17. Liao, Jingchi & Peng, Cameron & Zhu, Ning, 2022. "Extrapolative bubbles and trading volume," LSE Research Online Documents on Economics 110514, London School of Economics and Political Science, LSE Library.

  12. Badarinza, Cristian & Campbell, John Y. & Ramadorai, Tarun, 2016. "International Comparative Household Finance," Scholarly Articles 27535132, Harvard University Department of Economics.

    Cited by:

    1. Salas-Rojo, Pedro & Rodríguez, Juan Gabriel, 2021. "The distribution of wealth in Spain and the USA: the role of socioeconomic factors," LSE Research Online Documents on Economics 120915, London School of Economics and Political Science, LSE Library.
    2. International Monetary Fund, 2016. "Republic of Korea: 2016 Article IV Consultation-Press Release; Staff Report; and Statement by the Executive Director for the Republic of Korea," IMF Staff Country Reports 2016/278, International Monetary Fund.
    3. Huizinga, Harry & Todtenhaupt, Maximilian & Voget, Johannes & Wagner, Wolf, 2019. "Taxation and the External Wealth of Nations: Evidence from Bilateral Portfolio Holdings," CEPR Discussion Papers 14096, C.E.P.R. Discussion Papers.
    4. Cristian Badarinza, 2019. "Mortgage Debt and Social Externalities," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 34, pages 43-60, October.
    5. Eva M. Sierminska & Jacques Silber, 2020. "The diversity of household assets holdings in the United States in 2007 and 2009: measurement and determinants," Review of Economics of the Household, Springer, vol. 18(3), pages 599-634, September.
    6. Elisabeth Beckmann & Christa Hainz & Sarah Reiter, 2022. "Third-Party Loan Guarantees: Measuring Literacy and its Effect on Financial Decisions (Elisabeth Beckmann, Christa Hainz, Sarah Reiter)," Working Papers 237, Oesterreichische Nationalbank (Austrian Central Bank).
    7. Wen, Chufu & Zhao, Xinyu & Xu, Longhao & Yin, Hua, 2023. "Military experience and household stock market participation: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 86(C).
    8. Stefano Colonnello & Mariela Dal Borgo, 2024. "Raising Household Leverage: Evidence from Co-Financed Mortgages," Working Papers 2024: 01, Department of Economics, University of Venice "Ca' Foscari".
    9. Jianlei Han & Jing He & Zheyao Pan & Jing Shi, 2018. "Twenty Years of Accounting and Finance Research on the Chinese Capital Market," Abacus, Accounting Foundation, University of Sydney, vol. 54(4), pages 576-599, December.
    10. Carlos Garriga & Finn E. Kydland & Roman Šustek, 2019. "MoNK: Mortgages in a New-Keynesian Model," Working Papers 2019-32, Federal Reserve Bank of St. Louis.
    11. Liu, Lu, 2023. "The demand for long-term mortgage contracts and the role of collateral," Bank of England working papers 1009, Bank of England.
    12. Piero Montebruno & Olmo Silva & Nikodem Szumilo, 2021. "Judge Dread: court severity, repossession risk and demand in mortgage and housing markets," CEP Discussion Papers dp1766, Centre for Economic Performance, LSE.
    13. T. van der Valk, 2019. "Quid pro quo: the institutional environment and the allocation of household wealth," Working Papers 19-25, Utrecht School of Economics.
    14. Hubar, Sylwia & Koulovatianos, Christos & Li, Jian, 2020. "The role of labor-income risk in household risk-taking?," CFS Working Paper Series 640, Center for Financial Studies (CFS).
    15. Marc Peter Radke & Manuel Rupprecht, 2021. "Household Wealth: Low-Yielding and Poorly Structured?," JRFM, MDPI, vol. 14(3), pages 1-40, March.
    16. Atalay, Kadir & Li, Ang & Whelan, Stephen, 2021. "Housing wealth, fertility intentions and fertility," Journal of Housing Economics, Elsevier, vol. 54(C).
    17. Matthias Horn & Andreas Oehler, 2020. "Automated portfolio rebalancing: Automatic erosion of investment performance?," Journal of Asset Management, Palgrave Macmillan, vol. 21(6), pages 489-505, October.
    18. Kim, Hugh H. & Maurer, Raimond & Mitchell, Olivia S., 2021. "How financial literacy shapes the demand for financial advice at older ages," The Journal of the Economics of Ageing, Elsevier, vol. 20(C).
    19. Cupák, Andrej & Fessler, Pirmin & Hsu, Joanne W. & Paradowski, Piotr R., 2022. "Investor confidence and high financial literacy jointly shape investments in risky assets," Economic Modelling, Elsevier, vol. 116(C).
    20. Monika Piazzesi & Martin Schneider, 2016. "Housing and Macroeconomics," NBER Working Papers 22354, National Bureau of Economic Research, Inc.
    21. Sofía Gallardo & Carlos Madeira, 2022. "The role of financial surveys for economic research and policy making in emerging markets," Working Papers Central Bank of Chile 948, Central Bank of Chile.
    22. Andreas Fuster & Matthew Plosser & Philipp Schnabl & James Vickery, 2018. "The role of technology in mortgage lending," Staff Reports 836, Federal Reserve Bank of New York.
    23. Gomes, Francisco J. & Haliassos, Michael & Ramadorai, Tarun, 2020. "Household finance," IMFS Working Paper Series 138, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    24. Dekui Jia & Ruihai Li & Shibo Bian & Christopher Gan, 2021. "Financial Planning Ability, Risk Perception and Household Portfolio Choice," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 57(8), pages 2153-2175, June.
    25. Gu, R. & Peng, C. & Zhang, W., 2021. "The Gender Gap in Household Bargaining Power: A Portfolio-Choice Approach," Cambridge Working Papers in Economics 2130, Faculty of Economics, University of Cambridge.
    26. Miriam Marcén & Marina Morales, 2020. "The effect of culture on home‐ownership," Journal of Regional Science, Wiley Blackwell, vol. 60(1), pages 56-87, January.
    27. Xuecun Zhao & Yanrong Liu, 2022. "Effects of housing demolition on labor supply: Evidence from China," Review of Development Economics, Wiley Blackwell, vol. 26(3), pages 1663-1692, August.
    28. 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.
    29. Rivero Wildemauwe, José Ignacio & Sanroman, Graciela, 2022. "Household debt and debt to income: The role of business ownership," The Quarterly Review of Economics and Finance, Elsevier, vol. 83(C), pages 52-68.
    30. Andreas Ek & Gunes Gokmen & Kaveh Majlesi, 2022. "Cultural Origins of Investment Behavior," Monash Economics Working Papers 2022-16, Monash University, Department of Economics.
    31. Xiaoli, Gan & xiaoyi, Zhang & Xiaoyang, Ma & Khalid, Fahad, 2023. "Impact of financial environment on household risk financial asset selection: A micro perspective," International Review of Economics & Finance, Elsevier, vol. 85(C), pages 137-145.
    32. Valentina Michelangeli & Eliana Viviano, 2021. "Can internet banking affect households' participation in financial markets and financial awareness?," Temi di discussione (Economic working papers) 1329, Bank of Italy, Economic Research and International Relations Area.
    33. Da Ke, 2021. "Who Wears the Pants? Gender Identity Norms and Intrahousehold Financial Decision‐Making," Journal of Finance, American Finance Association, vol. 76(3), pages 1389-1425, June.
    34. Declan French, 2023. "From financial wealth shocks to ill‐health: Allostatic load and overload," Health Economics, John Wiley & Sons, Ltd., vol. 32(4), pages 939-952, April.
    35. Hashmat Khan & Jean-François Rouillard, 2016. "Household Borrowing Constraints and Residential Investment Dynamics," Carleton Economic Papers 16-07, Carleton University, Department of Economics.
    36. Kong, Hyeongwoo & Yun, Wonje & Kim, Woo Chang, 2023. "Tracking customer risk aversion," Finance Research Letters, Elsevier, vol. 54(C).
    37. Liu, Lu, 2023. "The demand for long-term mortgage contracts and the role of collateral," ESRB Working Paper Series 142, European Systemic Risk Board.
    38. van Veldhuizen, Sander & Vogt, Benedikt & Voogt, Bart, 2020. "Negative home equity reduces household mobility: Evidence from administrative data," Journal of Housing Economics, Elsevier, vol. 47(C).
    39. Krunoslav Zauder & Mate Rosan, 2022. "Which Loans Do We Take? A Micro-Level Analysis of Croatian Households' Debt Participation," Croatian Economic Survey, The Institute of Economics, Zagreb, vol. 24(1), pages 5-41, June.
    40. Zuzana Brokesova & Andrej Cupak & Gueorgui Kolev, 2017. "Financial literacy and voluntary savings for retirement in Slovakia," Working and Discussion Papers WP 10/2017, Research Department, National Bank of Slovakia.
    41. Yong Bian & Xiqian Wang & Qin Zhang, 2023. "How Does China's Household Portfolio Selection Vary with Financial Inclusion?," Papers 2311.01206, arXiv.org.
    42. Bekhtiar, Karim & Fessler, Pirmin & Lindner, Peter, 2019. "Risky assets in Europe and the US: risk vulnerability, risk aversion and economic environment," Working Paper Series 2270, European Central Bank.
    43. D Dulani Jayasuriya & Mohamed Ayaz & Michael Williams, 2023. "The use of digital footprints in the US mortgage market," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 63(1), pages 353-401, March.
    44. Pedro Salas-Rojo & Juan Gabriel Rodríguez, 2019. "The distribution of wealth in the U.S. and Spain: the role of socio-economic factors," Working Papers 506, ECINEQ, Society for the Study of Economic Inequality.
    45. Jacoby, Gady & Liao, Chi & Lu, Xiaomeng & Wan, Fang, 2023. "The effect of fraud experience on investment behavior," Emerging Markets Review, Elsevier, vol. 55(C).
    46. Liu, Lu & Marx, Julie, 2022. "Reference Dependence in the Housing Market," CEPR Discussion Papers 14147, C.E.P.R. Discussion Papers.
    47. Andrej Cupák & Pirmin Fessler & Joanne W. Hsu & Piotr R. Paradowski, 2020. "Confidence, Financial Literacy and Investment in Risky Assets: Evidence from the Survey of Consumer Finances," Finance and Economics Discussion Series 2020-004, Board of Governors of the Federal Reserve System (U.S.).
    48. Graciela Sanroman & Guillermo Santos, 2021. "The joint distribution of income and wealth in Uruguay," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, vol. 40(83), pages 609-642, August.
    49. Brunetti, M. & Ciciretti, R. & Djordjevic, Lj., 2020. "Till mortgage do us part: Mortgage switching costs and household's bank switching," Journal of Banking & Finance, Elsevier, vol. 119(C).
    50. An, Li & Lou, Dong & Shi, Donghui, 2022. "Wealth redistribution in bubbles and crashes," Journal of Monetary Economics, Elsevier, vol. 126(C), pages 134-153.
    51. Francesco D'Acunto & Nagpurnanand Prabhala & Alberto G. Rossi, 2018. "The Promises and Pitfalls of Robo-advising," CESifo Working Paper Series 6907, CESifo.
    52. Innocenti, Stefania & Clark, Gordon L. & McGill, Sarah & Cuñado, Juncal, 2019. "The effect of past health events on intentions to purchase insurance: Evidence from 11 countries," Journal of Economic Psychology, Elsevier, vol. 74(C).
    53. Andrej Cupak & Pirmin Fessler & Maria Silgoner & Elisabeth Ulbrich, 2018. "Financial literacy gaps across countries: the role of individual characteristics and institutions," Working and Discussion Papers WP 2/2018, Research Department, National Bank of Slovakia.
    54. Andreas Oehler & Matthias Horn, 2021. "Behavioural portfolio theory revisited: lessons learned from the field," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(S1), pages 1743-1774, April.
    55. Li, Han & Li, Jiangyi & Lu, Yi & Xie, Huihua, 2020. "Housing wealth and labor supply: Evidence from a regression discontinuity design," Journal of Public Economics, Elsevier, vol. 183(C).
    56. , & Gavazza, Alessandro & Liu, Lu & Tripathy, Jagdish, 2022. "Refinancing Cross-Subsidies in the Mortgage Market," CEPR Discussion Papers 17491, C.E.P.R. Discussion Papers.
    57. Josep Maria Raya Vilchez & Aleksander Kucel, 2023. "How fiscal policy affects housing market dynamics: Evidence from Spain," Bulletin of Economic Research, Wiley Blackwell, vol. 75(2), pages 323-347, April.
    58. Damar, H. Evren & Gropp, Reint E. & Mordel, Adi, 2019. "Flight from safety: How a change to the deposit insurance limit affects households' portfolio allocation," IWH Discussion Papers 19/2019, Halle Institute for Economic Research (IWH).
    59. Atalay, Kadir & Edwards, Rebecca & Liu, Betty Y.J., 2017. "Effects of house prices on health: New evidence from Australia," Social Science & Medicine, Elsevier, vol. 192(C), pages 36-48.
    60. Feng, Chen & Bai, Caiquan & Kang, Yankun, 2023. "Historical social capital and contemporary private investment choices," Journal of Corporate Finance, Elsevier, vol. 79(C).
    61. Atalay, Kadir & Edwards, Rebecca, 2022. "House prices, housing wealth and financial well-being," Journal of Urban Economics, Elsevier, vol. 129(C).
    62. Andrey Gurov & Milena Nikolova & Elena Stoyanova, 2018. "Behavioral Economics In Banking: Behavioral Factors As Determinants Of The Interest Rate Spread," Eurasian Journal of Economics and Finance, Eurasian Publications, vol. 6(3), pages 72-82.
    63. French, Declan & McKillop, Donal & Sharma, Tripti, 2018. "What determines UK housing equity withdrawal in later life?," Regional Science and Urban Economics, Elsevier, vol. 73(C), pages 143-154.
    64. Hugh Hoikwang Kim & Raimond Maurer & Olivia S. Mitchell, 2019. "How Cognitive Ability and Financial Literacy Shape the Demand for Financial Advice at Older Ages," NBER Working Papers 25750, National Bureau of Economic Research, Inc.
    65. Munk, Claus, 2020. "A mean-variance benchmark for household portfolios over the life cycle," Journal of Banking & Finance, Elsevier, vol. 116(C).
    66. Lu, Xiaomeng & Guo, Jiaojiao & Gan, Li, 2020. "International comparison of household asset allocation: Micro-evidence from cross-country comparisons," Emerging Markets Review, Elsevier, vol. 43(C).
    67. Oehler, Andreas & Wanger, Hans Philipp, 2020. "Household portfolio optimization with XTFs? An empirical study using the SHS-base," Research in International Business and Finance, Elsevier, vol. 51(C).
    68. Jörg Clostermann & Franz Seitz, 2020. "Effektivverzinsung und Volatilität bei Finanzierung mit Zinsbindung und variablen Zinsen [Effective interest rates and volatility for fixed-rate and adjustable-rate mortages]," Zeitschrift für Immobilienökonomie (German Journal of Real Estate Research), Springer;Gesellschaft für Immobilienwirtschaftliche Forschung e. V., vol. 6(1), pages 29-46, April.
    69. Kerry Liu, 2020. "Chinese consumer finance: a primer," Frontiers of Business Research in China, Springer, vol. 14(1), pages 1-22, December.
    70. Horenstein, Alex R. & Snir, Avichai, 2017. "Portfolio choice in Mexico," Journal of Behavioral and Experimental Finance, Elsevier, vol. 16(C), pages 1-13.
    71. Madeira, Carlos & Margaretic, Paula, 2022. "The impact of financial literacy on the quality of self-reported financial information," Journal of Behavioral and Experimental Finance, Elsevier, vol. 34(C).
    72. Carlos Madeira, 2023. "Adverse selection, loan access and default behavior in the Chilean consumer debt market," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-29, December.
    73. Antonia Settle, 2021. "'Don't play if you can't win': exploring household disengagement with the pension system through financial diaries data," Melbourne Institute Working Paper Series wp2021n29, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.

  13. Lundblad, Christian T & Jotikasthira, Chotibhak & Babina, Tania, 2015. "Heterogenous Taxes and Limited Risk Sharing: Evidence from Municipal Bonds," CEPR Discussion Papers 10971, C.E.P.R. Discussion Papers.

    Cited by:

    1. Stephanie F. Cheng & Christine Cuny & Hao Xue, 2023. "Disclosure and Competition for Capital," Management Science, INFORMS, vol. 69(7), pages 4312-4330, July.
    2. Butler, Alexander W. & Yi, Hanyi, 2022. "Aging and public financing costs: Evidence from U.S. municipal bond markets," Journal of Public Economics, Elsevier, vol. 211(C).
    3. Igor Cunha & Miguel A Ferreira & Rui C Silva, 2022. "Do Credit Rating Agencies Influence Elections? [The economic effects of public financing: evidence from municipal bond ratings recalibration]," Review of Finance, European Finance Association, vol. 26(4), pages 937-969.
    4. Xuan Leng & Pengcheng Li & Yuming Zheng, 2023. "Does the expansion of local government debt affect the export quality?," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 44(4), pages 2495-2515, June.
    5. Farrell, Michael & Murphy, Dermot & Painter, Marcus & Zhang, Guangli, 2023. "The complexity yield puzzle: A textual analysis of municipal bond disclosures," Working Papers 338, The University of Chicago Booth School of Business, George J. Stigler Center for the Study of the Economy and the State.
    6. Ivan T. Ivanov & Tom Zimmermann, 2023. "The “Privatization” of Municipal Debt," Working Paper Series WP 2023-30, Federal Reserve Bank of Chicago.
    7. Kontoghiorghes, Alex, 2022. "Do personal taxes affect investment decisions and stock returns?," Bank of England working papers 988, Bank of England.
    8. Gao, Pengjie & Lee, Chang & Murphy, Dermot, 2022. "Good for your fiscal health? The effect of the affordable care act on healthcare borrowing costs," Journal of Financial Economics, Elsevier, vol. 145(2), pages 464-488.
    9. Thomas Luke Spreen & Ed Gerrish, 2022. "Taxes and tax‐exempt bonds: A literature review," Journal of Economic Surveys, Wiley Blackwell, vol. 36(4), pages 767-808, September.
    10. Ivan T. Ivanov & Tom Zimmermann & Nathan Heinrich, 2022. "Limits of Disclosure Regulation in the Municipal Bond Market," ECONtribute Discussion Papers Series 186, University of Bonn and University of Cologne, Germany.
    11. John M. Griffin & Nicholas Hirschey & Samuel Kruger, 2023. "Do Municipal Bond Dealers Give Their Customers “Fair and Reasonable” Pricing?," Journal of Finance, American Finance Association, vol. 78(2), pages 887-934, April.
    12. Bourdeau-Brien, Michael & Kryzanowski, Lawrence, 2019. "Municipal financing costs following disasters," Global Finance Journal, Elsevier, vol. 40(C), pages 48-64.
    13. Lu, Runjing & Ye, Zihan, 2023. "Roe v. Rates: Reproductive Healthcare and Public Financing Costs," SocArXiv 7t5jz, Center for Open Science.
    14. Darko B. Vukovic & Carlos J. Rincon & Moinak Maiti, 2021. "Price distortions and municipal bonds premiums: evidence from Switzerland," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-21, December.
    15. Andrew F. Haughwout & Benjamin Hyman & Or Shachar, 2021. "The Option Value of Municipal Liquidity: Evidence from Federal Lending Cutoffs during COVID-19," Staff Reports 988, Federal Reserve Bank of New York.

  14. Campbell, John Y & Nielsen, Kasper Meisner, 2015. "Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market," CEPR Discussion Papers 10683, C.E.P.R. Discussion Papers.

    Cited by:

    1. Tiziana Assenza & Alberto Cardaci & Domenico Delli Gatti, 2019. "Perceived Wealth, Cognitive Sophistication and Behavioral Inattention," CESifo Working Paper Series 7992, CESifo.
    2. Tullio Jappelli & Annalisa Scognamiglio, 2016. "Monetary Policy, Mortgages and Consumption: Evidence from Italy," CSEF Working Papers 454, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
    3. Balasubramaniam, Vimal & Anagol, Santosh, 2016. "Endowment Effects in the Field: Evidence from India's IPO Lotteries," CEPR Discussion Papers 11328, C.E.P.R. Discussion Papers.
    4. Javier Villar Burke, 2016. "Stocks or flows? New thinking about monetary transmission through the lending channel," Working Papers 2016.04, International Network for Economic Research - INFER.
    5. Campbell, John Y., 2016. "Restoring rational choice: The challenge of consumer financial regulation," Working Paper Series 1897, European Central Bank.
    6. Benjamin J. Keys & Devin G. Pope & Jaren C. Pope, 2014. "Failure to Refinance," NBER Working Papers 20401, National Bureau of Economic Research, Inc.
    7. Martin Eichenbaum & Sergio Rebelo & Arlene Wong, 2022. "State-Dependent Effects of Monetary Policy: The Refinancing Channel," American Economic Review, American Economic Association, vol. 112(3), pages 721-761, March.
    8. Jonathan Zinman, 2015. "Household Debt: Facts, Puzzles, Theories, and Policies," Annual Review of Economics, Annual Reviews, vol. 7(1), pages 251-276, August.
    9. Marianne Andries & Valentin Haddad, 2017. "Information Aversion," NBER Working Papers 23958, National Bureau of Economic Research, Inc.
    10. Brice Corgnet & Mark DeSantis & David Porter, 2016. "What Makes a Good Trader? On the Role of Intuition and Reflection on Trader Performance," Working Papers 16-20, Chapman University, Economic Science Institute.
    11. Lunn, Pete & McGowan, Féidhlim & Howard, Noel, 2018. "Do some financial product features negatively affect consumer decisions? a review of evidence," Research Series, Economic and Social Research Institute (ESRI), number RS78, August.
    12. Beltratti, Andrea & Benetton, Matteo & Gavazza, Alessandro, 2017. "The role of prepayment penalties in mortgage loans," Journal of Banking & Finance, Elsevier, vol. 82(C), pages 165-179.
    13. Honglin Wang & Fan Yu & Yinggang Zhou, 2020. "Property Investment and Rental Rate under Housing Price Uncertainty: A Real Options Approach," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 48(2), pages 633-665, June.
    14. Devine, Kenneth, 2022. "Refinancing Inertia in the Irish Mortgage Market," Research Technical Papers 5/RT/22, Central Bank of Ireland.
    15. Liu, Lu, 2019. "Non-salient fees in the mortgage market," Bank of England working papers 819, Bank of England.
    16. 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.
    17. Campbell, John Y, 2014. "What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable Rate Mortgages," CEPR Discussion Papers 10117, C.E.P.R. Discussion Papers.
    18. Wang, Honglin & Yu, Fan & Zhou, Yinggang, 2018. "Property Investment and Rental Rate under Housing Price Uncertainty: A Real Options Approach," IRTG 1792 Discussion Papers 2018-051, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
    19. Anthony A. Defusco & John Mondragon, 2020. "No Job, No Money, No Refi: Frictions to Refinancing in a Recession," Journal of Finance, American Finance Association, vol. 75(5), pages 2327-2376, October.
    20. Christian Beer & Ernest Gnan & Doris Ritzberger-Grünwald, 2016. "Saving, portfolio and loan decisions of households when interest rates are very low – survey evidence for Austrian households," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 14-32.
    21. Bäckman, Claes & Lutz, Chandler, 2020. "The impact of interest-only loans on affordability," Regional Science and Urban Economics, Elsevier, vol. 80(C).
    22. Fong, Joelle H. & Koh, Benedict SK. & Mitchell, Olivia S. & Rohwedder, Susann, 2019. "Financial literacy and suboptimal financial decisions at older ages," CFS Working Paper Series 630, Center for Financial Studies (CFS).
    23. Monika Piazzesi & Martin Schneider, 2016. "Housing and Macroeconomics," NBER Working Papers 22354, National Bureau of Economic Research, Inc.
    24. Andreas Fuster & Matthew Plosser & Philipp Schnabl & James Vickery, 2018. "The role of technology in mortgage lending," Staff Reports 836, Federal Reserve Bank of New York.
    25. Groot, Stefan P.T. & Lejour, Arjan, 2018. "Financial incentives for mortgage prepayment behavior : Evidence from Dutch micro data," Other publications TiSEM 52aa364c-df5d-4628-a9c8-3, Tilburg University, School of Economics and Management.
    26. Steve A. Sharpe & Shane M. Sherlund, 2016. "Crowding Out Effects of Refinancing on New Purchase Mortgages," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 48(2), pages 209-239, March.
    27. Djordjevic, Ljubica, 2015. "Essays in household finance," Other publications TiSEM ad3edc86-915e-4ce8-ba38-b, Tilburg University, School of Economics and Management.
    28. Kelly, Jane & Myers, Samantha, 2019. "Fixed-rate mortgages: building resilience or generating risk?," Financial Stability Notes 5/FS/19, Central Bank of Ireland.
    29. Garbarino, Nicola & Guin, Benjamin, 2021. "High water, no marks? Biased lending after extreme weather," Journal of Financial Stability, Elsevier, vol. 54(C).
    30. Assenza, Tiziana & Cardaci, Alberto & Delli Gatti, Dominico, 2021. "The Leverage Self-Delusion: Perceived Wealth and Cognitive Sophistication," TSE Working Papers 19-1055, Toulouse School of Economics (TSE).
    31. Jason Allen & Robert Clark & Shaoteng Li & Nicolas Vincent, 2022. "Debt‐relief programs and money left on the table: Evidence from Canada's response to COVID‐19," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 55(S1), pages 9-53, February.
    32. Sumit Agarwal & John Grigsby & Ali Hortaçsu & Gregor Matvos & Amit Seru & Vincent Yao, 2020. "Searching for Approval," NBER Working Papers 27341, National Bureau of Economic Research, Inc.
      • Sumit Agarwal & John R. Grigsby & Ali Hortaçsu & Gregor Matvos & Amit Seru, 2020. "Searching for Approval," Working Papers 2020-1, Princeton University. Economics Department..
    33. Jing Jian Xiao & Chunsheng Tao, 2020. "Consumer finance/household finance: the definition and scope," China Finance Review International, Emerald Group Publishing Limited, vol. 11(1), pages 1-25, June.
    34. Sumit Agarwal & Gene Amromin & Souphala Chomsisengphet & Tim Landvoigt & Tomasz Piskorski & Amit Seru & Vincent Yao, 2015. "Mortgage Refinancing, Consumer Spending, and Competition: Evidence from the Home Affordable Refinancing Program," NBER Working Papers 21512, National Bureau of Economic Research, Inc.
    35. Badarinza, Cristian & Campbell, John Y. & Ramadorai, Tarun, 2016. "International Comparative Household Finance," Scholarly Articles 27535132, Harvard University Department of Economics.
    36. Brunetti, M. & Ciciretti, R. & Djordjevic, Lj., 2020. "Till mortgage do us part: Mortgage switching costs and household's bank switching," Journal of Banking & Finance, Elsevier, vol. 119(C).
    37. Yiyi Bai & Zhisheng Li & Huan Liu, 2019. "Financial outreach and household financial constraint," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(5), pages 1503-1523, March.
    38. Dimuthu Ratnadiwakara, 2021. "Collateral Value and Strategic Default: Evidence from Auto Loans," Journal of Financial Services Research, Springer;Western Finance Association, vol. 59(3), pages 209-240, June.
    39. Dumas, Bernard & Buss, Adrian, 2015. "Trading Fees and Slow-Moving Capital," CEPR Discussion Papers 10737, C.E.P.R. Discussion Papers.
    40. Stefan Groot & Arjan Lejour, 2017. "Tax arbitrage incentives for mortgage prepayment behavior: Evidence from Dutch micro data," CPB Discussion Paper 350, CPB Netherlands Bureau for Economic Policy Analysis.
    41. Tomasz Piskorski & Amit Seru, 2018. "Mortgage Market Design: Lessons from the Great Recession," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 49(1 (Spring), pages 429-513.
    42. Vincent Yao & Tomasz Piskorski & Amit Seru & Benjamin Keys, 2015. "Mortgage Rates, Household Balance Sheets, and the Real Economy," 2015 Meeting Papers 705, Society for Economic Dynamics.
    43. Tyran, Jean-Robert & Thomas, Thomas, 2016. "Money Illusion and Household Finance," CEPR Discussion Papers 11643, C.E.P.R. Discussion Papers.
    44. Brice Corgnet & Mark DeSantis & David Porter, 2015. "Revisiting Information Aggregation in Asset Markets: Reflective Learning & Market Efficiency," Working Papers 15-15, Chapman University, Economic Science Institute.
    45. Serafin J. Grundl & You Suk Kim, 2017. "Consumer Mistakes and Advertising : The Case of Mortgage Refinancing," Finance and Economics Discussion Series 2017-067, Board of Governors of the Federal Reserve System (U.S.).
    46. Devine, Kenneth & Frost, Sarah & McElligott, Rory, 2015. "Switch and Save in the Irish Mortgage Market?," Economic Letters 08/EL/15, Central Bank of Ireland.
    47. Wisnicki, Bartlomiej, 2022. "Consumer inertia fosters product quality," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 96(C).
    48. Timmons, Shane & Barjaková, Martina & McElvaney, Terry & Lunn, Pete, 2019. "Can official advice improve mortgage-holders’ perceptions of switching? An experimental investigation," Papers WP612, Economic and Social Research Institute (ESRI).
    49. Malmendier, Ulrike M. & Botsch, Matthew J., 2020. "The Long Shadows of the Great Inflation: Evidence from Residential Mortgages," CEPR Discussion Papers 14934, C.E.P.R. Discussion Papers.
    50. Papadopoulos, Alexandros & McGowan, Féidhlim & McGinnity, Frances & Timmons, Shane & Lunn, Pete, 2023. "Switching activity in retail financial markets in Ireland," Research Series, Economic and Social Research Institute (ESRI), number RS161, August.
    51. Andersen, Henrik Yde, 2018. "Do tax incentives for saving in pension accounts cause debt accumulation? Evidence from Danish register data," European Economic Review, Elsevier, vol. 106(C), pages 35-53.

  15. Ramadorai, Tarun & Ranish, Benjamin & Campbell, John Y., 2015. "The Impact of Regulation on Mortgage Risk: Evidence from India," Scholarly Articles 34331451, Harvard University Department of Economics.

    Cited by:

    1. Balasubramaniam, Vimal & Anagol, Santosh, 2016. "Endowment Effects in the Field: Evidence from India's IPO Lotteries," CEPR Discussion Papers 11328, C.E.P.R. Discussion Papers.
    2. Paolo Emilio Mistrulli & Tommaso Oliviero & Zeno Rotondi & Alberto Zazzaro, 2023. "Job Protection and Mortgage Conditions: Evidence from Italian Administrative Data," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(6), pages 1211-1237, December.
    3. Douglas Kiarelly Godoy de Araujo & João Barata R B Barroso & Rodrigo Barbone Gonzalez, 2017. "Loan-to-value policy and housing finance: effects on constrained borrowers," BIS Working Papers 673, Bank for International Settlements.
    4. Beltratti, Andrea & Benetton, Matteo & Gavazza, Alessandro, 2017. "The role of prepayment penalties in mortgage loans," Journal of Banking & Finance, Elsevier, vol. 82(C), pages 165-179.
    5. Gomes, Francisco J. & Haliassos, Michael & Ramadorai, Tarun, 2020. "Household finance," IMFS Working Paper Series 138, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    6. Eckley, Peter & Benetton, Matteo & Latsi, Georgia & Garbarino, Nicola & Kirwin, Liam, 2017. "Specialisation in mortgage risk under Basel II," Bank of England working papers 639, Bank of England.
    7. Nitzan Tzur-Ilan, 2018. "LTV Limits and Borrower Risk," Bank of Israel Working Papers 2018.12, Bank of Israel.
    8. Douglas Kiarelly Godoy de Araujo & João Barata Ribeiro Blanco Barroso & Rodrigo Barbone Gonzalez, 2016. "Loan-To-Value Policy and Housing Loans: effects on constrained borrowers," Working Papers Series 445, Central Bank of Brazil, Research Department.
    9. Badarinza, Cristian & Campbell, John Y. & Ramadorai, Tarun, 2016. "International Comparative Household Finance," Scholarly Articles 27535132, Harvard University Department of Economics.
    10. Ms. Juliana Dutra Araujo & Manasa Patnam & Ms. Adina Popescu & Mr. Fabian Valencia & Weijia Yao, 2020. "Effects of Macroprudential Policy: Evidence from Over 6,000 Estimates," IMF Working Papers 2020/067, International Monetary Fund.
    11. Karmali,Nadeem M. & Guillermo J. Rodriguez Ruiz, 2022. "The Growth and Performance of Affordable Housing Finance Lenders in India," Policy Research Working Paper Series 10038, The World Bank.
    12. Sumit Agarwal & Yongheng Deng & Chenxi Luo & Wenlan Qian, 2016. "The Hidden Peril: The Role of the Condo Loan Market in the Recent Financial Crisis," Review of Finance, European Finance Association, vol. 20(2), pages 467-500.
    13. Horenstein, Alex R. & Snir, Avichai, 2017. "Portfolio choice in Mexico," Journal of Behavioral and Experimental Finance, Elsevier, vol. 16(C), pages 1-13.
    14. Hryckiewicz Aneta & Puławska Karolina, 2022. "How to Design a Bank Levy: The Effect of a Levy Scheme on Bank Performance and its Activities," Journal of Management and Business Administration. Central Europe, Sciendo, vol. 30(3), pages 136-174, September.

  16. Steffen Andersen & John Y. Campbell & Kasper Meisner Nielsen & Tarun Ramadorai, 2015. "Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market," NBER Working Papers 21386, National Bureau of Economic Research, Inc.

    Cited by:

    1. Brian Jonghwan Lee, 2024. "Bankruptcy Lawyers and Credit Recovery," Working Papers 24-10, Federal Reserve Bank of Philadelphia.
    2. Tullio Jappelli & Annalisa Scognamiglio, 2016. "Monetary Policy, Mortgages and Consumption: Evidence from Italy," CSEF Working Papers 454, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
    3. Balasubramaniam, Vimal & Anagol, Santosh, 2016. "Endowment Effects in the Field: Evidence from India's IPO Lotteries," CEPR Discussion Papers 11328, C.E.P.R. Discussion Papers.
    4. D'Acunto, Francesco & Hoang, Daniel & Weber, Michael, 2021. "Managing households' expectations with unconventional policies," Working Paper Series in Economics 148, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
    5. Kristopher Gerardi & Paul S. Willen & David Hao Zhang, 2020. "Mortgage Prepayment, Race, and Monetary Policy," Working Papers 20-7, Federal Reserve Bank of Boston.
    6. Javier Villar Burke, 2016. "Stocks or flows? New thinking about monetary transmission through the lending channel," Working Papers 2016.04, International Network for Economic Research - INFER.
    7. Campbell, John Y., 2016. "Restoring rational choice: The challenge of consumer financial regulation," Working Paper Series 1897, European Central Bank.
    8. Benjamin J. Keys & Devin G. Pope & Jaren C. Pope, 2014. "Failure to Refinance," NBER Working Papers 20401, National Bureau of Economic Research, Inc.
    9. Katya Kartashova & Xiaoqing Zhou, 2022. "How Do Mortgage Rate Resets Affect Consumer Spending and Debt Repayment? Evidence from Canadian Consumers," Working Papers 2206, Federal Reserve Bank of Dallas.
    10. Liu, Lu, 2023. "The demand for long-term mortgage contracts and the role of collateral," Bank of England working papers 1009, Bank of England.
    11. Brice Corgnet & Mark DeSantis & David Porter, 2016. "What Makes a Good Trader? On the Role of Intuition and Reflection on Trader Performance," Working Papers 16-20, Chapman University, Economic Science Institute.
    12. Asger Lau Andersen & Niels Johannesen & Mia Jørgensen & José-Luis Peydró, 2022. "Monetary Policy and Inequality," CEBI working paper series 22-09, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
    13. Jeppe Druedahl & Emil Bjerre Jensen & Soeren Leth-Petersen, 2022. "The Intertemporal Marginal Propensity to Consume out of Future Persistent Cash-Flows. Evidence from Transaction Data," CEBI working paper series 22-13, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
    14. Beltratti, Andrea & Benetton, Matteo & Gavazza, Alessandro, 2017. "The role of prepayment penalties in mortgage loans," Journal of Banking & Finance, Elsevier, vol. 82(C), pages 165-179.
    15. Thais Lærkholm Jensen & Søren Leth-Petersen & Ramana Nanda, 2014. "Financing Constraints, Home Equity and Selection into Entrepreneurship," NBER Working Papers 20583, National Bureau of Economic Research, Inc.
    16. Anagol, Santosh & Balasubramaniam, Vimal & Ramadorai, Tarun, 2021. "Learning from noise: Evidence from India’s IPO lotteries," Journal of Financial Economics, Elsevier, vol. 140(3), pages 965-986.
    17. Myśliwski, Mateusz & Rostom, May, 2022. "Value of information, search, and competition in the UK mortgage market," Bank of England working papers 967, Bank of England.
    18. Mallick Hossain & Igor Livshits & Collin Wardius, 2023. "Not Cashing In on Cashing Out: An Analysis of Low Cash-Out Refinance Rates," Working Papers 23-04, Federal Reserve Bank of Philadelphia.
    19. Kristopher Gerardi & Lauren Lambie-Hanson & Paul S. Willen, 2022. "Lessons Learned from Mortgage Borrower Policies and Outcomes during the COVID-19 Pandemic," Current Policy Perspectives 94444, Federal Reserve Bank of Boston.
    20. Beere, Brendan & Byrne, Shane & Kelly, Jane & Pratap Singh, Anuj, 2022. "The Great Account Migration: Lessons from Behavioural Economics," Financial Stability Notes 13/FS/22, Central Bank of Ireland.
    21. Monika Piazzesi & Martin Schneider, 2016. "Housing and Macroeconomics," NBER Working Papers 22354, National Bureau of Economic Research, Inc.
    22. Groot, Stefan P.T. & Lejour, Arjan, 2018. "Financial incentives for mortgage prepayment behavior : Evidence from Dutch micro data," Other publications TiSEM 52aa364c-df5d-4628-a9c8-3, Tilburg University, School of Economics and Management.
    23. Byrne, Shane & Devine, Kenneth & McCarthy, Yvonne, 2022. "Interrupting inertia: evidence from a mortgage refinancing field trial," Economic Letters 9/EL/22, Central Bank of Ireland.
    24. Steve A. Sharpe & Shane M. Sherlund, 2016. "Crowding Out Effects of Refinancing on New Purchase Mortgages," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 48(2), pages 209-239, March.
    25. Hu, Zhongchen, 2022. "Social interactions and households’ flood insurance decisions," Journal of Financial Economics, Elsevier, vol. 144(2), pages 414-432.
    26. Kelly, Jane & Myers, Samantha, 2019. "Fixed-rate mortgages: building resilience or generating risk?," Financial Stability Notes 5/FS/19, Central Bank of Ireland.
    27. Grant, Andrew & Kalev, Petko S. & Subrahmanyam, Avanidhar & Joakim Westerholm, P., 2022. "Retail trading activity and major lifecycle events: The case of divorce," Journal of Banking & Finance, Elsevier, vol. 135(C).
    28. Liu, Lu, 2023. "The demand for long-term mortgage contracts and the role of collateral," ESRB Working Paper Series 142, European Systemic Risk Board.
    29. Adams, Paul & Hunt, Stefan & Palmer, Christopher & Zaliauskas, Redis, 2021. "Testing the effectiveness of consumer financial disclosure: Experimental evidence from savings accounts," Journal of Financial Economics, Elsevier, vol. 141(1), pages 122-147.
    30. D'Acunto, Francesco & Hoang, Daniel & Paloviita, Maritta & Weber, Michael, 2023. "Cognitive constraints and economic incentives," Bank of Finland Research Discussion Papers 9/2023, Bank of Finland.
    31. Paulo Pereira Silva & Victor Mendes, 2023. "Education and financial mistakes: The case of avoidable trading fees in stock markets," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 22(2), pages 173-202, May.
    32. Francesco D'Acunto & Daniel Hoang & Maritta Paloviita & Michael Weber, 2019. "Human Frictions to the Transmission of Economic Policy," 2019 Meeting Papers 339, Society for Economic Dynamics.
    33. McCartney, W. Ben & Shah, Avni M., 2022. "Household mortgage refinancing decisions are neighbor influenced, especially along racial lines," Journal of Urban Economics, Elsevier, vol. 128(C).
    34. Brunetti, M. & Ciciretti, R. & Djordjevic, Lj., 2020. "Till mortgage do us part: Mortgage switching costs and household's bank switching," Journal of Banking & Finance, Elsevier, vol. 119(C).
    35. Yiyi Bai & Zhisheng Li & Huan Liu, 2019. "Financial outreach and household financial constraint," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(5), pages 1503-1523, March.
    36. Olafsson, Arna & Gathergood, John, 2020. "The Co-holding Puzzle: New Evidence from Transaction-Level Data," CEPR Discussion Papers 14799, C.E.P.R. Discussion Papers.
    37. Adam M. Guren & Arvind Krishnamurthy & Timothy J. McQuade, 2018. "Mortgage Design in an Equilibrium Model of the Housing Market," NBER Working Papers 24446, National Bureau of Economic Research, Inc.
    38. Andreas Fuster & Paul Goldsmith‐Pinkham & Tarun Ramadorai & Ansgar Walther, 2022. "Predictably Unequal? The Effects of Machine Learning on Credit Markets," Journal of Finance, American Finance Association, vol. 77(1), pages 5-47, February.
    39. John Y. Campbell & Nuno Clara & João F. Cocco, 2020. "Structuring Mortgages for Macroeconomic Stability," NBER Working Papers 27676, National Bureau of Economic Research, Inc.
    40. Stefan Groot & Arjan Lejour, 2017. "Tax arbitrage incentives for mortgage prepayment behavior: Evidence from Dutch micro data," CPB Discussion Paper 350, CPB Netherlands Bureau for Economic Policy Analysis.
    41. Gavazza, Alessandro & Benetton, Matteo & Surico, Paolo, 2021. "Mortgage Pricing and Monetary Policy," CEPR Discussion Papers 16456, C.E.P.R. Discussion Papers.
    42. Ensieh Shojaeddini, 2020. "Heterogeneity in the Rebound Effect: Evidence from Efficient Lighting Subsidies," Working Papers 2020-07, Colorado School of Mines, Division of Economics and Business.
    43. , & Gavazza, Alessandro & Liu, Lu & Tripathy, Jagdish, 2022. "Refinancing Cross-Subsidies in the Mortgage Market," CEPR Discussion Papers 17491, C.E.P.R. Discussion Papers.
    44. Feng, Chen & Bai, Caiquan & Kang, Yankun, 2023. "Historical social capital and contemporary private investment choices," Journal of Corporate Finance, Elsevier, vol. 79(C).
    45. Tyran, Jean-Robert & Thomas, Thomas, 2016. "Money Illusion and Household Finance," CEPR Discussion Papers 11643, C.E.P.R. Discussion Papers.
    46. Gálvez, Julio & Paz-Pardo, Gonzalo, 2023. "Richer earnings dynamics, consumption and portfolio choice over the life cycle," Working Paper Series 2810, European Central Bank.
    47. Sumit Agarwa & Yongheng Deng & Quanlin Gu & Jia He & Wenlan Qian & Yuan Ren, 2022. "Mortgage Debt, Hand-to-Mouth Households, and Monetary Policy Transmission [Policy intervention in debt renegotiation: evidence from the home affordable modification program]," Review of Finance, European Finance Association, vol. 26(3), pages 487-520.
    48. Xiaoqing Zhou, 2022. "Financial Technology and the Transmission of Monetary Policy: The Role of Social Networks," Working Papers 2203, Federal Reserve Bank of Dallas, revised 14 Feb 2023.
    49. Brice Corgnet & Mark DeSantis & David Porter, 2015. "Revisiting Information Aggregation in Asset Markets: Reflective Learning & Market Efficiency," Working Papers 15-15, Chapman University, Economic Science Institute.
    50. Devine, Kenneth & Frost, Sarah & McElligott, Rory, 2015. "Switch and Save in the Irish Mortgage Market?," Economic Letters 08/EL/15, Central Bank of Ireland.
    51. Ante Sterc, 2022. "Limited Consideration in the Investment Fund Choice," CERGE-EI Working Papers wp729, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
    52. Byrne, David P. & Martin, Leslie A., 2021. "Consumer search and income inequality," International Journal of Industrial Organization, Elsevier, vol. 79(C).
    53. Zarek Brot-Goldberg & Timothy J. Layton & Boris Vabson & Adelina Yanyue Wang, 2021. "The Behavioral Foundations of Default Effects: Theory and Evidence from Medicare Part D," Working Papers 2021-03, Becker Friedman Institute for Research In Economics.
    54. Gergely Hajdu & Balázs Krusper, 2023. "Choice-induced Sticky Learning," Department of Economics Working Papers wuwp349, Vienna University of Economics and Business, Department of Economics.
    55. Andersen, Henrik Yde, 2018. "Do tax incentives for saving in pension accounts cause debt accumulation? Evidence from Danish register data," European Economic Review, Elsevier, vol. 106(C), pages 35-53.
    56. Hajdu, Gergely & Krusper, Balázs, 2023. "Choice-induced Sticky Learning," Department of Economics Working Paper Series 349, WU Vienna University of Economics and Business.

  17. Campbell, John Y & Ranish, Benjamin, 2014. "Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience," CEPR Discussion Papers 9907, C.E.P.R. Discussion Papers.

    Cited by:

    1. Balasubramaniam, Vimal & Anagol, Santosh, 2016. "Endowment Effects in the Field: Evidence from India's IPO Lotteries," CEPR Discussion Papers 11328, C.E.P.R. Discussion Papers.
    2. Baltzer, Markus & Jank, Stephan & Smajlbegovic, Esad, 2019. "Who trades on momentum?," Journal of Financial Markets, Elsevier, vol. 42(C), pages 56-74.
    3. Bazley, William J. & Bonaparte, Yosef & Korniotis, George M., 2021. "Financial Self-awareness: Who Knows What They Don’t Know?," Finance Research Letters, Elsevier, vol. 38(C).
    4. Cici, Gjergji & Gehde-Trapp, Monika & Göricke, Marc-André & Kempf, Alexander, 2014. "What they did in their previous life: The investment value of mutual fund managers' experience outside the financial sector," CFR Working Papers 14-11, University of Cologne, Centre for Financial Research (CFR).
    5. Campbell, John Y & Ranish, Benjamin, 2018. "Do the Rich Get Richer in the Stock Market? Evidence from India," CEPR Discussion Papers 13116, C.E.P.R. Discussion Papers.
    6. Mercedes Alda, 2021. "Managers beyond borders: side-by-side management in mutual funds and pension funds," Review of Managerial Science, Springer, vol. 15(2), pages 399-436, February.
    7. Anagol, Santosh & Balasubramaniam, Vimal & Ramadorai, Tarun, 2021. "Learning from noise: Evidence from India’s IPO lotteries," Journal of Financial Economics, Elsevier, vol. 140(3), pages 965-986.
    8. Campbell, John Y & Ranish, Benjamin, 2014. "Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience," CEPR Discussion Papers 9907, C.E.P.R. Discussion Papers.
    9. Martin Lettau & Sydney C. Ludvigson & Sai Ma, 2019. "Capital Share Risk in U.S. Asset Pricing," Journal of Finance, American Finance Association, vol. 74(4), pages 1753-1792, August.
    10. Sergey Chernenko & Samuel G. Hanson & Adi Sunderam, 2014. "The Rise and Fall of Demand for Securitizations," NBER Working Papers 20777, National Bureau of Economic Research, Inc.
    11. Blocher, Jesse, 2016. "Network externalities in mutual funds," Journal of Financial Markets, Elsevier, vol. 30(C), pages 1-26.
    12. Jiekun Huang & Nianhang Xu & Honghai Yu, 2020. "Pollution and Performance: Do Investors Make Worse Trades on Hazy Days?," Management Science, INFORMS, vol. 66(10), pages 4455-4476, October.
    13. Ben-David, Itzhak & Birru, Justin & Prokopenya, Viktor, 2015. "Uninformative Feedback and Risk Taking: Evidence from Retail Forex Trading," Working Paper Series 2014-17, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
    14. Gomes, Francisco J. & Haliassos, Michael & Ramadorai, Tarun, 2020. "Household finance," IMFS Working Paper Series 138, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    15. Xu, Rong & Liu, Yaodong & Hu, Nan & Guo, Jie (Michael), 2022. "What drives individual investors in the bear market?," The British Accounting Review, Elsevier, vol. 54(6).
    16. Itzhak Ben-David & Justin Birru & Viktor Prokopenya, 2018. "Uninformative Feedback and Risk Taking: Evidence from Retail Forex Trading [Two methods of reducing overconfidence]," Review of Finance, European Finance Association, vol. 22(6), pages 2009-2036.
    17. Katrin Gödker & Terrance Odean & Paul Smeets, 2023. "Disposed to Be Overconfident," CESifo Working Paper Series 10357, CESifo.
    18. Vimal Balasubramaniam & John Y. Campbell & Tarun Ramadorai & Benjamin Ranish, 2023. "Who Owns What? A Factor Model for Direct Stockholding," Journal of Finance, American Finance Association, vol. 78(3), pages 1545-1591, June.
    19. Neupane, Suman & Thapa, Chandra & Vithanage, Kulunu, 2023. "Context‐specific experience and institutional investors’ performance," Journal of Banking & Finance, Elsevier, vol. 149(C).
    20. Nilesh Gupta & Joshy Jacob, 2021. "The Interplay Between Sentiment and MAX: Evidence from an Emerging Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 20(2), pages 192-217, August.
    21. Andreas Oehler & Matthias Horn & Stefan Wendt, 2022. "Investor Characteristics and their Impact on the Decision to use a Robo-advisor," Journal of Financial Services Research, Springer;Western Finance Association, vol. 62(1), pages 91-125, October.
    22. Balasubramaniam, Vimal & Anagol, Santosh, 2018. "Learning from Noise: Evidence from India’s IPO Lotteries," CEPR Discussion Papers 13314, C.E.P.R. Discussion Papers.
    23. Xusen Cheng & Fei Guo & Jin Chen & Kejiang Li & Yihui Zhang & Peng Gao, 2019. "Exploring the Trust Influencing Mechanism of Robo-Advisor Service: A Mixed Method Approach," Sustainability, MDPI, vol. 11(18), pages 1-20, September.
    24. Huang, Xing, 2019. "Mark Twain’s Cat: Investment experience, categorical thinking, and stock selection," Journal of Financial Economics, Elsevier, vol. 131(2), pages 404-432.
    25. Lettau, Martin & Ludvigson, Sydney & Ma, Sai, 2015. "Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing," CEPR Discussion Papers 10335, C.E.P.R. Discussion Papers.
    26. Sam Asher & Paul Novosad, 2017. "Politics and Local Economic Growth: Evidence from India," American Economic Journal: Applied Economics, American Economic Association, vol. 9(1), pages 229-273, January.

  18. Patton, Andrew & Kruttli, Mathias, 2014. "The Impact of Hedge Funds on Asset Markets," CEPR Discussion Papers 10151, C.E.P.R. Discussion Papers.

    Cited by:

    1. Mathias S. Kruttli & Phillip J. Monin & Sumudu W. Watugala, 2017. "Investor Concentration, Flows, and Cash Holdings: Evidence from Hedge Funds," Working Papers 17-07, Office of Financial Research, US Department of the Treasury.
    2. Mathias S. Kruttli, 2016. "From Which Consumption-Based Asset Pricing Models Can Investors Profit? Evidence from Model-Based Priors," Finance and Economics Discussion Series 2016-027, Board of Governors of the Federal Reserve System (U.S.).
    3. Jean-Sébastien Fontaine & René Garcia & Sermin Gungor, 2016. "Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns," CIRANO Working Papers 2016s-21, CIRANO.
    4. Mathias S. Kruttli & Phillip J. Monin & Lubomir Petrasek & Sumudu W. Watugala, 2021. "Hedge Fund Treasury Trading and Funding Fragility: Evidence from the COVID-19 Crisis," Finance and Economics Discussion Series 2021-038, Board of Governors of the Federal Reserve System (U.S.).
    5. Kolokolova, Olga & Lin, Ming-Tsung & Poon, Ser-Huang, 2020. "Too big to ignore? Hedge fund flows and bond yields," Journal of Banking & Finance, Elsevier, vol. 112(C).
    6. Sandro Lunghi & Daniel Schmidt & Bastian von Beschwitz, 2021. "Fundamental Arbitrage under the Microscope: Evidence from Detailed Hedge Fund Transaction Data," Finance and Economics Discussion Series 2021-022, Board of Governors of the Federal Reserve System (U.S.).
    7. Andrew W. Lo & Mila Getmansky & Peter A. Lee, 2015. "Hedge Funds: A Dynamic Industry in Transition," Annual Review of Financial Economics, Annual Reviews, vol. 7(1), pages 483-577, December.
    8. Kruttli, Mathias S. & Monin, Phillip J. & Watugala, Sumudu W., 2022. "The life of the counterparty: Shock propagation in hedge fund-prime broker credit networks," Journal of Financial Economics, Elsevier, vol. 146(3), pages 965-988.

  19. Rui Albuquerque & Tarun Ramadorai & Sumudu W. Watugala, 2014. "Trade Credit and Cross-country Predictable Firm Returns," Staff Discussion Papers 14-04, Office of Financial Research, US Department of the Treasury.

    Cited by:

    1. Li Huang & Qianwei Ying & Shanye Yang & Hazrat Hassan, 2019. "Trade Credit Financing and Sustainable Growth of Firms: Empirical Evidence from China," Sustainability, MDPI, vol. 11(4), pages 1-20, February.
    2. Asif Saeed & Qasim Zureigat, 2020. "Corporate Social Responsibility, Trade Credit and Financial Crisis," JRFM, MDPI, vol. 13(7), pages 1-23, July.
    3. Wen Chen & Mozaffar Khan & Leonid Kogan & George Serafeim, 2021. "Cross‐firm return predictability and accounting quality," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 48(1-2), pages 70-101, January.
    4. Zareei, Abalfazl, 2021. "Cross-momentum: Tracking idiosyncratic shocks," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 177-199.
    5. Abdul-Rahman Khokhar, 2019. "Working Capital Investment: A Comparative Study - Canada Versus the United States," Multinational Finance Journal, Multinational Finance Journal, vol. 23(1-2), pages 65-102, March - J.
    6. Chang, Jeffery (Jinfan) & Du, Huancheng & Lou, Dong & Polk, Christopher, 2022. "Ripples into waves: Trade networks, economic activity, and asset prices," Journal of Financial Economics, Elsevier, vol. 145(1), pages 217-238.
    7. Sumit Agarwal & Wenlan Qian & Xin Zou, 2021. "Disaggregated Sales and Stock Returns," Management Science, INFORMS, vol. 67(11), pages 7167-7183, November.
    8. Marshall, Ben R. & Nguyen, Hung T. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2021. "Country governance and international equity returns," Journal of Banking & Finance, Elsevier, vol. 122(C).
    9. Alan Morrison & Michalis Vasios & Mungo Wilson & Filip Zikes, 2017. "Identifying Contagion in a Banking Network," Finance and Economics Discussion Series 2017-082, Board of Governors of the Federal Reserve System (U.S.).
    10. Qian Qian & Yang Yang & Zong-Fang Zhou, 2019. "Research on Trade Credit Spreading and Credit Risk within the Supply Chain," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 18(01), pages 389-411, January.
    11. Nicoleta Barbuta-Misu & Fitim Deari, 2016. "Determinants of Trade Credit: A Preliminary Analysis on Construction Sector," Risk in Contemporary Economy, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, pages 306-314.
    12. Senarathne, Chamil W., . "The Information Flow Interpretation of Margin Debt Value Data: Evidence from New York Stock Exchange," Asian Journal of Applied Economics, Kasetsart University, Center for Applied Economics Research, vol. 26(1).
    13. Wang, Yibo & Liu, Bai & Chan, Hing Kai & Zhang, Tiantian, 2023. "Who pays buyers for not disclosing supplier lists? Unlocking the relationship between supply chain transparency and trade credit," Journal of Business Research, Elsevier, vol. 155(PB).
    14. Shi, Jinyan & Liu, Xu & Li, Yanxi & Yu, Conghui & Han, Yushan, 2022. "Does supply chain network centrality affect stock price crash risk? Evidence from Chinese listed manufacturing companies," International Review of Financial Analysis, Elsevier, vol. 80(C).
    15. Gyimah, Daniel & Machokoto, Michael & Sikochi, Anywhere (Siko), 2020. "Peer influence on trade credit," Journal of Corporate Finance, Elsevier, vol. 64(C).
    16. Machokoto, Michael & Chipeta, Chimwemwe & Ibeji, Ngozi, 2021. "The institutional determinants of peer effects on corporate cash holdings," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 73(C).
    17. Wahyu Jatmiko & M. Shahid Ebrahim & Abdullah Iqbal & Rafal M. Wojakowski, 2023. "Can trade credit rejuvenate Islamic banking?," Review of Quantitative Finance and Accounting, Springer, vol. 60(1), pages 111-146, January.
    18. Ma, Xiaofang & Wang, Wenming & Wu, Jiangang & Zhang, Wenlan, 2020. "Corporate customer concentration and stock price crash risk," Journal of Banking & Finance, Elsevier, vol. 119(C).

  20. Campbell, John Y, 2014. "What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable Rate Mortgages," CEPR Discussion Papers 10117, C.E.P.R. Discussion Papers.

    Cited by:

    1. Ahn, Kwangwon & Forsyth, Joetta & Jang, Hanwool & Kim, Dongshin, 2022. "Fixed rate mortgages: The cost of interest rate risk aversion," Finance Research Letters, Elsevier, vol. 44(C).
    2. Gabriele Foà & Leonardo Gambacorta & Luigi Guiso & Paolo Emilio Mistrulli, 2015. "The supply side of household finance," BIS Working Papers 531, Bank for International Settlements.
    3. Maj-Britt Nordfang & Mogens Steffensen, 2017. "Portfolio Optimization and Mortgage Choice," JRFM, MDPI, vol. 10(1), pages 1-21, January.
    4. Koeniger, Winfried & Ramelet, Marc-Antoine, 2018. "Home ownership and monetary policy transmission," CFS Working Paper Series 615, Center for Financial Studies (CFS).
    5. Beltratti, Andrea & Benetton, Matteo & Gavazza, Alessandro, 2017. "The role of prepayment penalties in mortgage loans," Journal of Banking & Finance, Elsevier, vol. 82(C), pages 165-179.
    6. Ghoddusi, Hamed & Afkhami, Mohamad, 2019. "Valuation of mortgage interest deductibility under uncertainty: An option pricing approach," Journal of Economic Dynamics and Control, Elsevier, vol. 103(C), pages 102-122.
    7. Dungey, Mardi & Doko Tchatoka, Firmin & Yanotti, María B., 2018. "Endogeneity in household mortgage choice," Economic Modelling, Elsevier, vol. 73(C), pages 30-44.
    8. Matteo Benetton, 2017. "Lenders' Competition and Macro-prudential Regulation: A Model of the UK Mortgage Supermarket," 2017 Meeting Papers 1001, Society for Economic Dynamics.
    9. Lukas, Moritz & Nöth, Markus, 2021. "Interest rate fixation periods and reference points," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 94(C).
    10. Gomes, Francisco J. & Haliassos, Michael & Ramadorai, Tarun, 2020. "Household finance," IMFS Working Paper Series 138, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    11. Badarinza, Cristian & Ramadorai, Tarun & Siljander, Juhana & Tripathy, Jagdish, 2024. "Behavioral lock-in: aggregate implications of reference dependence in the housing market," Bank of England working papers 1054, Bank of England.
    12. Winfried Koeniger & Benedikt Lennartz & Dr. Marc-Antoine Ramelet, 2021. "On the transmission of monetary policy to the housing market," Working Papers 2021-06, Swiss National Bank.
    13. Ugo Albertazzi & Fulvia Fringuellotti & Steven Ongena, 2020. "Fixed Rate versus Adjustable Rate Mortgages: Evidence from Euro Area Banks," Swiss Finance Institute Research Paper Series 20-99, Swiss Finance Institute.
    14. Valentina Michelangeli & José-Luis Peydró & Enrico Sette, 2020. "Credit Demand versus Supply Channels: Experimental- and Administrative-Based Evidence," Working Papers 1192, Barcelona School of Economics.
    15. Jing Jian Xiao & Chunsheng Tao, 2020. "Consumer finance/household finance: the definition and scope," China Finance Review International, Emerald Group Publishing Limited, vol. 11(1), pages 1-25, June.
    16. Michael Richter, 2017. "Asymmetric Effects on Financial Cycles in a Monetary Union with Diverging Country Preferences for Variable- and Fixed-Rate Mortgages," Review of Economics & Finance, Better Advances Press, Canada, vol. 7, pages 19-36, February.
    17. Kim, Jiseob, 2020. "Macroeconomic effects of the mortgage refinance and the home equity lines of credit," Journal of Economic Dynamics and Control, Elsevier, vol. 121(C).
    18. Peydró, José-Luis & Sette, Enrico & Michelangeli, Valentina, 2020. "Credit demand vs. supply channels: Experimental- and administrative-based evidence," CEPR Discussion Papers 15276, C.E.P.R. Discussion Papers.
    19. Leonardo Gambacorta & Luigi Guiso & Paolo Emilio Mistrulli & Andrea Pozzi & Anton Tsoy, 2019. "The Cost of Steering in Financial Markets: Evidence from the Mortgage Market," Temi di discussione (Economic working papers) 1252, Bank of Italy, Economic Research and International Relations Area.
    20. Valentina Michelangeli & José-Luis Peydró & Enrico Sette, 2021. "Borrower versus bank channels in lending: Experimental- and administrative-based evidence," Economics Working Papers 1809, Department of Economics and Business, Universitat Pompeu Fabra.
    21. Ákos Aczél & Ádám Banai & András Borsos & Bálint Dancsik, 2016. "Identifying the determinants of housing loan margins in the Hungarian banking system," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 15(4), pages 5-44.
    22. Candian, Giacomo & Dmitriev, Mikhail, 2020. "Optimal contracts and supply-driven recessions," Economics Letters, Elsevier, vol. 197(C).
    23. Ryngaert, Jane M., 2022. "Inflation disasters and consumption," Journal of Monetary Economics, Elsevier, vol. 129(S), pages 67-81.
    24. Malmendier, Ulrike M. & Botsch, Matthew J., 2020. "The Long Shadows of the Great Inflation: Evidence from Residential Mortgages," CEPR Discussion Papers 14934, C.E.P.R. Discussion Papers.
    25. Michael Ehrmann & Michael Ziegelmeyer, 2017. "Mortgage Choice in the Euro Area: Macroeconomic Determinants and the Effect of Monetary Policy on Debt Burdens," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(2-3), pages 469-494, March.

  21. Sarno, Lucio & Della Corte, Pasquale, 2013. "Volatility Risk Premia and Exchange Rate Predictability," CEPR Discussion Papers 9549, C.E.P.R. Discussion Papers.

    Cited by:

    1. Yabei Zhu & Xingguo Luo & Qi Xu, 2023. "Industry variance risk premium, cross‐industry correlation, and expected returns," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(1), pages 3-32, January.
    2. Park, Cheolbeom & Park, Suyeon, 2020. "Rare disaster risk and exchange rates: An empirical investigation of South Korean exchange rates under tension between the two Koreas," Finance Research Letters, Elsevier, vol. 36(C).
    3. Yamani, Ehab, 2019. "Diversification role of currency momentum for carry trade: Evidence from financial crises," Journal of Multinational Financial Management, Elsevier, vol. 49(C), pages 1-19.
    4. Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95.
    5. José Renato Haas Ornelas & Roberto Baltieri Mauad, 2019. "Implied Volatility Term Structure and Exchange Rate Predictability," Working Papers Series 492, Central Bank of Brazil, Research Department.
    6. Egbers, Tom & Swinkels, Laurens, 2015. "Can implied volatility predict returns on the currency carry trade?," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 14-26.
    7. Choi, Jin Ho & Suh, Sangwon, 2021. "A filtered currency carry trade," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
    8. Wu, Lingke & Liu, Dehong & Yuan, Jianglei & Huang, Zhenhuan, 2022. "Implied volatility information of Chinese SSE 50 ETF options," International Review of Economics & Finance, Elsevier, vol. 82(C), pages 609-624.
    9. Colacito, Riccardo & Riddiough, Steven J. & Sarno, Lucio, 2020. "Business cycles and currency returns," Journal of Financial Economics, Elsevier, vol. 137(3), pages 659-678.
    10. Flögel, Volker & Schlag, Christian & Zunft, Claudia, 2022. "Momentum-Managed Equity Factors," Journal of Banking & Finance, Elsevier, vol. 137(C).
    11. Ioannis N. Kallianiotis, 2016. "Factors Affecting the Exchange Rate Risk Premium," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 6(6), pages 1-3.
    12. Haas Ornelas, José Renato, 2019. "Expected currency returns and volatility risk premia," The North American Journal of Economics and Finance, Elsevier, vol. 49(C), pages 206-234.
    13. Bošnjak Mile & Novak Ivan & Vlajčić Davor, 2021. "Market Efficiency of Euro Exchange Rates and Trading Strategies," Naše gospodarstvo/Our economy, Sciendo, vol. 67(2), pages 10-19, June.
    14. Londono, Juan M. & Zhou, Hao, 2017. "Variance risk premiums and the forward premium puzzle," Journal of Financial Economics, Elsevier, vol. 124(2), pages 415-440.
    15. Charles W. Calomiris & Harry Mamaysky, 2019. "Monetary Policy and Exchange Rate Returns: Time-Varying Risk Regimes," NBER Working Papers 25714, National Bureau of Economic Research, Inc.
    16. Corte, Pasquale Della & Kozhan, Roman & Neuberger, Anthony, 2021. "The cross-section of currency volatility premia," Journal of Financial Economics, Elsevier, vol. 139(3), pages 950-970.
    17. Shaowen Luo, 2023. "Risk and return in the foreign exchange market: Measurement without VARs," International Finance, Wiley Blackwell, vol. 26(1), pages 64-81, April.
    18. Dossani, Asad, 2021. "Central bank tone and currency risk premia," Journal of International Money and Finance, Elsevier, vol. 117(C).
    19. Joon Woo Bae & Redouane Elkamhi, 2021. "Global Equity Correlation in International Markets," Management Science, INFORMS, vol. 67(11), pages 7262-7289, November.
    20. Jiang, Xue & Han, Liyan & Yin, Libo, 2019. "Can skewness predict currency excess returns?," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 628-641.
    21. Hsu, Po-Hsuan & Taylor, Mark P. & Wang, Zigan & Xu, Qi, 2022. "Currency volatility and global technological innovation," Journal of International Economics, Elsevier, vol. 137(C).
    22. Turalay Kenc & Emrah Ismail Cevik, 2021. "Estimating volatility clustering and variance risk premium effects on bank default indicators," Review of Quantitative Finance and Accounting, Springer, vol. 57(4), pages 1373-1392, November.
    23. Liu, Yang & Shaliastovich, Ivan, 2022. "Government policy approval and exchange rates," Journal of Financial Economics, Elsevier, vol. 143(1), pages 303-331.
    24. Kunkler, Michael, 2021. "Currency hedging for single-currency equity portfolios: Does cross-asset risk matter?," Global Finance Journal, Elsevier, vol. 49(C).
    25. Czech, Robert & Della Corte, Pasquale & Huang, Shiyang & Wang, Tianyu, 2022. "FX option volume," Bank of England working papers 964, Bank of England.
    26. Narayan, Paresh Kumar & Sharma, Susan Sunila & Phan, Dinh Hoang Bach & Liu, Guangqiang, 2020. "Predicting exchange rate returns," Emerging Markets Review, Elsevier, vol. 42(C).
    27. Ni, Zhongxin & Wang, Linyu, 2023. "The predictability of skewness risk premium on stock returns: Evidence from Chinese market," International Review of Economics & Finance, Elsevier, vol. 87(C), pages 576-594.
    28. Kose, M. Ayhan & Claessens, Stijn, 2017. "Asset Prices and Macroeconomic Outcomes: A Survey," CEPR Discussion Papers 12460, C.E.P.R. Discussion Papers.
    29. Ranaldo, Angelo & Somogyi, Fabricius, 2021. "Asymmetric information risk in FX markets," Journal of Financial Economics, Elsevier, vol. 140(2), pages 391-411.
    30. Fan, Zhenzhen & Londono, Juan M. & Xiao, Xiao, 2022. "Equity tail risk and currency risk premiums," Journal of Financial Economics, Elsevier, vol. 143(1), pages 484-503.
    31. Milan Nedeljkovic & Christian Saborowski, 2018. "The Relative Effectiveness of Spot and Derivatives Based Intervention," CESifo Working Paper Series 7127, CESifo.
    32. Matthew Greenwood-Nimmo & Daan Steenkamp & Rossouw van Jaarsveld, 2022. "CaninformationonthedistributionofZARreturnsbeusedtoimproveSARBsZARforecasts," Working Papers 11035, South African Reserve Bank.
    33. Jiang, Xue & Han, Liyan & Yin, Libo, 2019. "Currency strategies based on momentum, carry trade and skewness," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 517(C), pages 121-131.
    34. Della Corte, Pasquale & Jeanneret, Alexandre & Patelli, Ella D.S., 2023. "A credit-based theory of the currency risk premium," Journal of Financial Economics, Elsevier, vol. 149(3), pages 473-496.
    35. Yung, Julieta, 2021. "Can interest rate factors explain exchange rate fluctuations?," Journal of Empirical Finance, Elsevier, vol. 61(C), pages 34-56.
    36. Bak, Yuhyeon & Park, Cheolbeom, 2022. "Exchange rate predictability, risk premiums, and predictive system," Economic Modelling, Elsevier, vol. 116(C).
    37. Peng, Wei & Hu, Shichao & Chen, Wang & Zeng, Yu-feng & Yang, Lu, 2019. "Modeling the joint dynamic value at risk of the volatility index, oil price, and exchange rate," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 137-149.
    38. Funke, Michael & Loermann, Julius & Tsang, Andrew, 2017. "The information content in the offshore Renminbi foreign-exchange option market: Analytics and implied USD/CNH densities," BOFIT Discussion Papers 15/2017, Bank of Finland Institute for Emerging Economies (BOFIT).
    39. Filipe, Sara Ferreira & Nissinen, Juuso & Suominen, Matti, 2023. "Currency carry trades and global funding risk," Journal of Banking & Finance, Elsevier, vol. 149(C).
    40. José Renato Haas Ornelas & Roberto Baltieri Mauad, 2017. "Volatility Risk Premia and Future Commodity Returns," Working Papers Series 455, Central Bank of Brazil, Research Department.
    41. Mykola Babiak & Jozef Barunik, 2021. "Currency Network Risk," Papers 2101.09738, arXiv.org, revised Jul 2021.
    42. Marinela Adriana Finta & José Renato Haas Ornelas, 2018. "Commodity Return Predictability: evidence from implied variance, skewness and their risk premia and their risk premia," Working Papers Series 479, Central Bank of Brazil, Research Department.
    43. Yue, Tian & Ruan, Xinfeng & Gehricke, Sebastian & Zhang, Jin E., 2023. "The volatility index and volatility risk premium in China," The Quarterly Review of Economics and Finance, Elsevier, vol. 91(C), pages 40-55.
    44. Lucas F. Husted & John H. Rogers & Bo Sun, 2017. "Uncertainty, Curreny Exess Returns, and Risk Reversals," International Finance Discussion Papers 1196, Board of Governors of the Federal Reserve System (U.S.).
    45. Michael Melvin & Wenqiang Pan & Petra Wikstrom, 2020. "Retaining Alpha: The Effect of Trade Size and Rebalancing Frequency on FX Strategy Returns," CESifo Working Paper Series 8143, CESifo.
    46. Finta, Marinela Adriana & Ornelas, José Renato Haas, 2022. "Commodity return predictability: Evidence from implied variance, skewness, and their risk premia☆☆," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 79(C).
    47. Natalia Ponomareva & Jeffrey Sheen & Ben Zhe Wang, 2019. "The common component of bilateral US exchange rates: to what is it related?," Empirical Economics, Springer, vol. 56(4), pages 1251-1268, April.
    48. Yin, Libo & Feng, Jiabao, 2019. "Can investors attention on oil markets predict stock returns?," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 786-800.
    49. Jun Yuan & Qi Xu & Ying Wang, 2023. "Probability weighting in commodity futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(4), pages 516-548, April.
    50. Evans, Martin, 2020. "Exchange Rates and Liquidity Risk," MPRA Paper 102702, University Library of Munich, Germany.
    51. Flögel, Volker & Schlag, Christian & Zunft, Claudia, 2021. "Momentum-managed equity factors," SAFE Working Paper Series 317, Leibniz Institute for Financial Research SAFE.
    52. Li, Danyang & Zhang, Zhekai & Cerrato, Mario, 2023. "Factor investing and currency portfolio management," International Review of Financial Analysis, Elsevier, vol. 87(C).
    53. Suh, Sangwon, 2019. "Unexploited currency carry trade profit opportunity," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 58(C), pages 236-254.
    54. Huang, Huichou & MacDonald, Ronald & Zhao, Yang, 2012. "Global Currency Misalignments, Crash Sensitivity, and Downside Insurance Costs," MPRA Paper 53745, University Library of Munich, Germany, revised 18 Nov 2013.
    55. Fullwood, Jonathan & James, Jessica & Marsh, Ian W., 2021. "Volatility and the cross-section of returns on FX options," Journal of Financial Economics, Elsevier, vol. 141(3), pages 1262-1284.
    56. Yaojie Zhang & Mengxi He & Yuqi Zhao & Xianfeng Hao, 2023. "Predicting stock realized variance based on an asymmetric robust regression approach," Bulletin of Economic Research, Wiley Blackwell, vol. 75(4), pages 1022-1047, October.
    57. Jaqueline Terra Moura Marins, 2024. "Predictability of Exchange Rate Density Forecasts for Emerging Economies in the Short Run," Working Papers Series 588, Central Bank of Brazil, Research Department.
    58. Byrne, Joseph P. & Sakemoto, Ryuta, 2021. "The conditional volatility premium on currency portfolios," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
    59. Feng, Jiabao & Wang, Yudong & Yin, Libo, 2017. "Oil volatility risk and stock market volatility predictability: Evidence from G7 countries," Energy Economics, Elsevier, vol. 68(C), pages 240-254.
    60. Liu, Yang & Han, Liyan & Yin, Libo, 2019. "News implied volatility and long-term foreign exchange market volatility," International Review of Financial Analysis, Elsevier, vol. 61(C), pages 126-142.
    61. Ziyun Zhang & Sen Guo, 2021. "What Factors Affect the RMB Carry Trade Return for Sustainability? An Empirical Analysis by Using an ARDL Model," Sustainability, MDPI, vol. 13(24), pages 1-19, December.
    62. Eriksen, Jonas N., 2019. "Cross-sectional return dispersion and currency momentum," Journal of Empirical Finance, Elsevier, vol. 53(C), pages 91-108.
    63. Ding, Shusheng & Cui, Tianxiang & Zhang, Yongmin, 2020. "Incorporating the RMB internationalization effect into its exchange rate volatility forecasting," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
    64. Mykola Babiak & Jozef Barunik, 2021. "Uncertainty Network Risk and Currency Returns," CERGE-EI Working Papers wp687, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
    65. Chen, Chih-Nan & Lin, Chien-Hsiu, 2020. "The sources of pricing factors underlying the cross-section of currency returns," The Quarterly Review of Economics and Finance, Elsevier, vol. 77(C), pages 250-265.
    66. Liu, Li & Tan, Siming & Wang, Yudong, 2020. "Can commodity prices forecast exchange rates?," Energy Economics, Elsevier, vol. 87(C).
    67. Dupuy, Philippe, 2021. "Risk-adjusted return managed carry trade," Journal of Banking & Finance, Elsevier, vol. 129(C).
    68. Luo, Qin & Bu, Jinfeng & Xu, Weiju & Huang, Dengshi, 2023. "Stock market volatility prediction: Evidence from a new bagging model," International Review of Economics & Finance, Elsevier, vol. 87(C), pages 445-456.
    69. Lu, Botao & Ma, Feng & Wang, Jiqian & Ding, Hui & Wahab, M.I.M., 2021. "Harnessing the decomposed realized measures for volatility forecasting: Evidence from the US stock market," International Review of Economics & Finance, Elsevier, vol. 72(C), pages 672-689.
    70. José Renato Haas Ornelas & Roberto Baltieri Mauad, 2017. "Volatility risk premia and future commodities returns," BIS Working Papers 619, Bank for International Settlements.
    71. Yin, Libo & Feng, Jiabao & Liu, Li & Wang, Yudong, 2019. "It's not that important: The negligible effect of oil market uncertainty," International Review of Economics & Finance, Elsevier, vol. 60(C), pages 62-84.

  22. Campbell, John Y & Ranish, Benjamin, 2012. "How Do Regulators Influence Mortgage Risk? Evidence from an Emerging Market," CEPR Discussion Papers 9136, C.E.P.R. Discussion Papers.

    Cited by:

    1. Gharad Bryan & Shyamal Chowdhury & Ahmed Mushfiq Mobarak, 2013. "Escaping Famine through Seasonal Migration," Working Papers 1032, Economic Growth Center, Yale University.
    2. Santosh Anagol & Alvin Etang & Dean Karlan, 2017. "Continued Existence of Cows Disproves Central Tenets of Capitalism?," Economic Development and Cultural Change, University of Chicago Press, vol. 65(4), pages 583-618.
    3. Singh, Nirvikar, 2018. "Financial Inclusion: Concepts, Issues and Policies for India," MPRA Paper 91047, University Library of Munich, Germany.
    4. M. Dietsch & C. Welter-Nicol, 2014. "Do LTV and DSTI caps make banks more resilient?," Débats économiques et financiers 13, Banque de France.
    5. Monika Halan & Renuka Sane & Susan Thomas, 2013. "Estimating losses to customers on account of mis-selling life insurance policies in India," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2013-007, Indira Gandhi Institute of Development Research, Mumbai, India.

  23. Patton, Andrew & Streatfield, Michael, 2012. "Change You Can Believe In? Hedge Fund Data Revisions," CEPR Discussion Papers 8898, C.E.P.R. Discussion Papers.

    Cited by:

    1. Jesse Blocher & Marat Molyboga, 2017. "The Revealed Preference of Sophisticated Investors," European Financial Management, European Financial Management Association, vol. 23(5), pages 839-872, October.
    2. Almeida, Caio & Ardison, Kym & Garcia, René, 2020. "Nonparametric assessment of hedge fund performance," Journal of Econometrics, Elsevier, vol. 214(2), pages 349-378.
    3. Fan Yang & Tomas Havranek & Zuzana Irsova & Jiri Novak, 2022. "Hedge Fund Performance: A Quantitative Survey," Working Papers IES 2022/15, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jun 2022.
    4. Guillermo Baquero & Marno Verbeek, 2022. "Hedge Fund Flows and Performance Streaks: How Investors Weigh Information," Management Science, INFORMS, vol. 68(6), pages 4151-4172, June.
    5. Gregoriou, Greg N. & Racicot, François-Éric & Théoret, Raymond, 2021. "The response of hedge fund tail risk to macroeconomic shocks: A nonlinear VAR approach," Economic Modelling, Elsevier, vol. 94(C), pages 843-872.
    6. Racicot, François-Éric & Théoret, Raymond, 2018. "Multi-moment risk, hedging strategies, & the business cycle," International Review of Economics & Finance, Elsevier, vol. 58(C), pages 637-675.
    7. Sinclair, Andrew J., 2023. "Do prime brokers intermediate capital?," Journal of Financial Intermediation, Elsevier, vol. 53(C).
    8. François-Éric Racicot & Raymond Théoret, 2022. "Tracking market and non-traditional sources of risks in procyclical and countercyclical hedge fund strategies under extreme scenarios: a nonlinear VAR approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-56, December.
    9. Aiken, Adam L. & Kilic, Osman & Reid, Sean, 2016. "Can hedge funds time global equity markets? Evidence from emerging markets," Review of Financial Economics, Elsevier, vol. 29(C), pages 2-11.
    10. Arpit Gupta & Kunal Sachdeva, 2019. "Skin or Skim? Inside Investment and Hedge Fund Performance," NBER Working Papers 26113, National Bureau of Economic Research, Inc.
    11. Adam L. Aiken & Osman Kilic & Sean Reid, 2016. "Can hedge funds time global equity markets? Evidence from emerging markets," Review of Financial Economics, John Wiley & Sons, vol. 29(1), pages 2-11, April.
    12. Bali, Turan G. & Weigert, Florian, 2021. "Hedge funds and the positive idiosyncratic volatility effect," CFR Working Papers 21-01, University of Cologne, Centre for Financial Research (CFR).
    13. Gordon Cookson & Tim Jenkinson & Howard Jones & Jose Vicente Martinez, 2022. "Virtual Reality? Investment Consultants’ Claims About Their Own Performance," Management Science, INFORMS, vol. 68(11), pages 8301-8318, November.
    14. Qifei Zhu, 2020. "The Missing New Funds," Management Science, INFORMS, vol. 66(3), pages 1193-1204, March.
    15. Hao Liang & Lin Sun & Melvyn Teo, 2022. "Responsible Hedge Funds [Role of managerial incentives and discretion in hedge fund performance]," Review of Finance, European Finance Association, vol. 26(6), pages 1585-1633.
    16. Kosowski, Robert & Joenväärä, Juha & Kaupila, Mikko & Tolonen, Pekka, 2019. "Hedge Fund Performance: Are Stylized Facts Sensitive to Which Database One Uses?," CEPR Discussion Papers 13618, C.E.P.R. Discussion Papers.
    17. Yao, Juan & Wu, Bochen & Gao, Yang, 2021. "Death and the life hereafter: A study of the subsequent hedge funds," Finance Research Letters, Elsevier, vol. 40(C).
    18. Vikas Agarwal & Yan Lu & Sugata Ray, 2016. "Under One Roof: A Study of Simultaneously Managed Hedge Funds and Funds of Hedge Funds," Management Science, INFORMS, vol. 62(3), pages 722-740, March.

  24. Albuquerque, Rui & Watugala, Sumudu, 2011. "Trade Credit and International Return Comovement," CEPR Discussion Papers 8222, C.E.P.R. Discussion Papers.

    Cited by:

    1. Beetsma, Roel & Giuliodori, Massimo & de Jong, Frank & Widijanto, Daniel, 2013. "Spread the news: The impact of news on the European sovereign bond markets during the crisis," Journal of International Money and Finance, Elsevier, vol. 34(C), pages 83-101.
    2. Apergis, Nicholas & Lau, Marco Chi Keung & Yarovaya, Larisa, 2016. "Media sentiment and CDS spread spillovers: Evidence from the GIIPS countries," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 50-59.
    3. Beetsma, Roel & de Jong, Frank & Giuliodori, Massimo & Widijanto, Daniel, 2012. "Spread the News: How the Crisis Affected the Impact of News on the European Sovereign Bond Markets," CEPR Discussion Papers 9043, C.E.P.R. Discussion Papers.

  25. Patton, Andrew, 2011. "On the High-Frequency Dynamics of Hedge Fund Risk Exposures," CEPR Discussion Papers 8479, C.E.P.R. Discussion Papers.

    Cited by:

    1. Yamani, Ehab, 2019. "Diversification role of currency momentum for carry trade: Evidence from financial crises," Journal of Multinational Financial Management, Elsevier, vol. 49(C), pages 1-19.
    2. Della Corte, Pasquale & Ramadorai, Tarun & Sarno, Lucio, 2016. "Volatility risk premia and exchange rate predictability," Journal of Financial Economics, Elsevier, vol. 120(1), pages 21-40.
    3. Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik & Schrimpf, Andreas, 2012. "Currency momentum strategies," Journal of Financial Economics, Elsevier, vol. 106(3), pages 660-684.
    4. Vikas Agarwal & Stefan Ruenzi & Florian Weigert, 2018. "Unobserved Performance of Hedge Funds," Working Papers on Finance 1825, University of St. Gallen, School of Finance.
    5. Mathias S. Kruttli & Phillip J. Monin & Sumudu W. Watugala, 2017. "Investor Concentration, Flows, and Cash Holdings: Evidence from Hedge Funds," Working Papers 17-07, Office of Financial Research, US Department of the Treasury.
    6. Fan Yang & Tomas Havranek & Zuzana Irsova & Jiri Novak, 2022. "Hedge Fund Performance: A Quantitative Survey," Working Papers IES 2022/15, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jun 2022.
    7. Fan Yang & Tomas Havranek & Zuzana Irsova & Jiri Novak, 2024. "Where Have All the Alphas Gone? A Meta-Analysis of Hedge Fund Performance," Working Papers IES 2024/15, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2024.
    8. Stafylas, Dimitrios & Andrikopoulos, Athanasios, 2020. "Determinants of hedge fund performance during ‘good’ and ‘bad’ economic periods," Research in International Business and Finance, Elsevier, vol. 52(C).
    9. Ferson, Wayne E., 2013. "Investment Performance: A Review and Synthesis," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 969-1010, Elsevier.
    10. Michael S. O’Doherty & N. E. Savin & Ashish Tiwari, 2016. "Evaluating Hedge Funds with Pooled Benchmarks," Management Science, INFORMS, vol. 62(1), pages 69-89, January.
    11. Mark D. Flood & Phillip Monin & Lina Bandyopadhyay, 2015. "Gauging Form PF: Data Tolerances in Regulatory Reporting on Hedge Fund Risk Exposures," Working Papers 15-13, Office of Financial Research, US Department of the Treasury.
    12. Charles Chevalier & Serge Darolles, 2019. "Trends everywhere? The case of hedge fund styles," Post-Print hal-02573075, HAL.
    13. Arısoy, Yakup Eser & Altay-Salih, Aslıhan & Akdeniz, Levent, 2015. "Aggregate volatility expectations and threshold CAPM," The North American Journal of Economics and Finance, Elsevier, vol. 34(C), pages 231-253.
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    15. Bandi, Federico M. & Renò, Roberto, 2022. "β in the tails," Journal of Econometrics, Elsevier, vol. 227(1), pages 134-150.
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    1. Arjen Siegmann & Denitsa Stefanova, 2011. "Market Liquidity and Exposure of Hedge Funds," Tinbergen Institute Discussion Papers 11-150/2/DSF27, Tinbergen Institute.
    2. Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik & Schrimpf, Andreas, 2012. "Currency momentum strategies," Journal of Financial Economics, Elsevier, vol. 106(3), pages 660-684.
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    4. Bali, Turan G. & Brown, Stephen J. & Caglayan, Mustafa Onur, 2012. "Systematic risk and the cross section of hedge fund returns," Journal of Financial Economics, Elsevier, vol. 106(1), pages 114-131.

  27. Acharya, Viral & Lochstoer, Lars, 2009. "Limits to Arbitrage and Hedging: Evidence from Commodity Markets," CEPR Discussion Papers 7327, C.E.P.R. Discussion Papers.

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    1. Andrés Mirantes & Javier Población & Gregorio Serna, 2015. "Commodity derivative valuation under a factor model with time-varying market prices of risk," Review of Derivatives Research, Springer, vol. 18(1), pages 75-93, April.
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  28. Lundblad, Christian T & Jotikasthira, Chotibhak, 2009. "Asset fire sales and purchases and the international transmission of financial shocks," CEPR Discussion Papers 7595, C.E.P.R. Discussion Papers.

    Cited by:

    1. Sebnem Kalemli-Ozcan & Elias Papaioannou & José-Luis Peydró, 2013. "Financial Regulation, Financial Globalization, and the Synchronization of Economic Activity," Journal of Finance, American Finance Association, vol. 68(3), pages 1179-1228, June.
    2. Rama Cont & Lakshithe Wagalath, 2012. "Fire Sales Forensics: Measuring Endogenous Risk," Working Papers hal-00697224, HAL.
    3. Claudio Raddatz & Sergio L. Schmukler, 2011. "On the International Transmission of Shocks: Micro-Evidence from Mutual Fund Portfolios," NBER Chapters, in: Global Financial Crisis, National Bureau of Economic Research, Inc.
    4. Vít Bubák & Evžen Kocenda & Filip Zikes, 2010. "Volatility Transmission in Emerging European Foreign Exchange Markets," CESifo Working Paper Series 3063, CESifo.
    5. Dimitri Vayanos & Paul Woolley, 2011. "Fund Flows and Asset Prices: A Baseline Model," FMG Discussion Papers dp667, Financial Markets Group.
    6. Marcel Fratzscher, 2011. "Capital Flows, Push versus Pull Factors and the Global Financial Crisis," NBER Working Papers 17357, National Bureau of Economic Research, Inc.
    7. Cella, Cristina & Ellul, Andrew & Giannetti, Mariassunta, 2013. "Investors' horizons and the amplification of market shocks," LSE Research Online Documents on Economics 119037, London School of Economics and Political Science, LSE Library.
    8. Mr. Gaston Gelos, 2011. "International Mutual Funds, Capital Flow Volatility, and Contagion – A Survey," IMF Working Papers 2011/092, International Monetary Fund.
    9. Bartram, Sohnke M. & Griffin, John & Ng, David, 2010. "How Important Are Foreign Ownership Linkages for International Stock Returns?," Working Papers 10-21, University of Pennsylvania, Wharton School, Weiss Center.
    10. Andrei Shleifer & Robert W. Vishny, 2010. "Fire Sales in Finance and Macroeconomics," NBER Working Papers 16642, National Bureau of Economic Research, Inc.
    11. Albuquerque, Rui & Watugala, Sumudu, 2011. "Trade Credit and International Return Comovement," CEPR Discussion Papers 8222, C.E.P.R. Discussion Papers.
    12. Balázs Égert & Evžen Kočenda, 2014. "The impact of macro news and central bank communication on emerging European forex markets," Post-Print hal-01385932, HAL.
    13. Ozgur Ozel & Mustafa Utku Ozmen & Erdal Yilmaz, 2015. "Importance of Foreign Ownership and Staggered Adjustment of Capital Outflows," Working Papers 1531, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    14. Marlène Isoré, 2011. "International Propagation of Financial Shocks in a Search and Matching Environment," FIW Working Paper series 068, FIW.

  29. Campbell, John Y & Schwartz, Allie, 2007. "Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements," CEPR Discussion Papers 6390, C.E.P.R. Discussion Papers.

    Cited by:

    1. Anginer, Deniz, 2010. "Liquidity clienteles : transaction costs and investment decisions of individual investors," Policy Research Working Paper Series 5318, The World Bank.
    2. Gilles Hilary & Charles Hsu & Rencheng Wang, 2014. "Management Forecast Consistency," Journal of Accounting Research, Wiley Blackwell, vol. 52(1), pages 163-191, March.
    3. Balasubramaniam, Vimal & Anagol, Santosh, 2016. "Endowment Effects in the Field: Evidence from India's IPO Lotteries," CEPR Discussion Papers 11328, C.E.P.R. Discussion Papers.
    4. Watson, Ethan D. & Woods, Donovan, 2022. "Exchange introduction and market competition: The entrance of MEMX and MIAX," Global Finance Journal, Elsevier, vol. 54(C).
    5. Reza Bradrania & Andrew Grant & Peter Joakim Westerholm & Wei Wu, 2017. "Fool's mate: What does CHESS tell us about individual investor trading performance?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 57(4), pages 981-1017, December.
    6. Ye, Cheng & Qiu, Yanjun & Lu, Guohao & Hou, Yawen, 2018. "Quantitative strategy for the Chinese commodity futures market based on a dynamic weighted money flow model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 512(C), pages 1009-1018.
    7. Liu, Xiaoqun & Zhang, Yuchen & Tian, Mengqiao & Chao, Youcong, 2023. "Financial distress and jump tail risk: Evidence from China's listed companies," International Review of Economics & Finance, Elsevier, vol. 85(C), pages 316-336.
    8. Taylor, Mark & Xu, Qi & Kozhan, Roman, 2020. "Prospect Theory and Currency Returns: Empirical Evidence," CEPR Discussion Papers 15306, C.E.P.R. Discussion Papers.
    9. Katsuhiko Muramiya & Kazuhisa Otogawa, 2012. "How Do Investors Trade When Actual Earnings Are Reported with Management Forecasts?," Discussion Paper Series DP2012-06, Research Institute for Economics & Business Administration, Kobe University.
    10. Attig, Najah & El Ghoul, Sadok, 2021. "Flying under the radar: The real effects of anonymous trading," Journal of Corporate Finance, Elsevier, vol. 71(C).
    11. Chelley-Steeley, Patricia L. & Lambertides, Neophytos & Steeley, James M., 2016. "Explaining turn of the year order flow imbalance," International Review of Financial Analysis, Elsevier, vol. 43(C), pages 76-95.
    12. Lawrence, Alastair, 2013. "Individual investors and financial disclosure," Journal of Accounting and Economics, Elsevier, vol. 56(1), pages 130-147.
    13. Titman, Sheridan & Kaniel, Ron & Liu, Shuming & Saar, Gideon, 2011. "Individual Investor Trading and Return Patterns around Earnings Announcements," CEPR Discussion Papers 8259, C.E.P.R. Discussion Papers.
    14. Maobin Wang & Chun Qiu & Dongmin Kong, 2011. "Corporate Social Responsibility, Investor Behaviors, and Stock Market Returns: Evidence from a Natural Experiment in China," Journal of Business Ethics, Springer, vol. 101(1), pages 127-141, June.
    15. Manoj Kulchania, 2013. "Market Micrsotructure Changes Around Accelerated Share Repurchase Announcements," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 36(1), pages 91-114, January.
    16. Darby, Julia & Zhang, Hai & Zhang, Jinkai, 2021. "Institutional trading in volatile markets: Evidence from Chinese stock markets," Pacific-Basin Finance Journal, Elsevier, vol. 65(C).
    17. Campbell, John Y & Ranish, Benjamin, 2014. "Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience," CEPR Discussion Papers 9907, C.E.P.R. Discussion Papers.
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    36. Cici, Gjergji & Kempf, Alexander & Pütz, Alexander, 2010. "Caught in the act: How hedge funds manipulate their equity positions," CFR Working Papers 10-15, University of Cologne, Centre for Financial Research (CFR).
    37. Guillermo Baquero & Marno Verbeek, 2022. "Hedge Fund Flows and Performance Streaks: How Investors Weigh Information," Management Science, INFORMS, vol. 68(6), pages 4151-4172, June.
    38. Ma, Tianyi & Tee, Kai-Hong & Li, Baibing, 2022. "Timing the volatility risk of beta anomaly: Evidence from hedge fund strategies," International Review of Financial Analysis, Elsevier, vol. 81(C).
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    40. Narayan Y. Naik & Tarun Ramadorai & Maria Stromqvist, 2007. "Capacity Constraints and Hedge Fund Strategy Returns," European Financial Management, European Financial Management Association, vol. 13(2), pages 239-256, March.
    41. Cai, Biqing & Cheng, Tingting & Yan, Cheng, 2018. "Time-varying skills (versus luck) in U.S. active mutual funds and hedge funds," Journal of Empirical Finance, Elsevier, vol. 49(C), pages 81-106.
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    45. Horst, Jenke ter & Salganik, Galla, 2014. "Style chasing by hedge fund investors," Journal of Banking & Finance, Elsevier, vol. 39(C), pages 29-42.
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    2. Ødegaard, Bernt Arne, 2009. "Who moves stock prices? Monthly evidence," UiS Working Papers in Economics and Finance 2009/4, University of Stavanger.
    3. Xavier Gabaix & Parameswaran Gopikrishnan & Vasiliki Plerou & H. Eugene Stanley, 2005. "Institutional Investors and Stock Market Volatility," NBER Working Papers 11722, National Bureau of Economic Research, Inc.
    4. Campbell, John Y. & Ramadorai, Tarun & Schwartz, Allie, 2009. "Caught on tape: Institutional trading, stock returns, and earnings announcements," Journal of Financial Economics, Elsevier, vol. 92(1), pages 66-91, April.
    5. Menkhoff, Lukas & Schmeling, Maik, 2006. "Local Information in Foreign Exchange Markets," Hannover Economic Papers (HEP) dp-331, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    6. Schmeling, Maik, 2006. "Institutional and Individual Sentiment: Smart Money and Noise Trader Risk," Hannover Economic Papers (HEP) dp-337, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    7. Boyer, Brian & Zheng, Lu, 2009. "Investor flows and stock market returns," Journal of Empirical Finance, Elsevier, vol. 16(1), pages 87-100, January.

  32. John Y. Campbell & Tarun Ramadorai & Tuomo O. Vuolteenaho, 2004. "Caught on Tape: Predicting Institutional Ownership With Order Flow," Harvard Institute of Economic Research Working Papers 2046, Harvard - Institute of Economic Research.

    Cited by:

    1. Tsai, Shih-Chuan, 2013. "Investors' information advantage and order choices in an order-driven market," Pacific-Basin Finance Journal, Elsevier, vol. 21(1), pages 932-951.
    2. Asani Sarkar & Robert A. Schwartz, 2007. "Market sidedness: insights into motives for trade initiation," Staff Reports 292, Federal Reserve Bank of New York.
    3. Ascioglu, Asli & Comerton-Forde, Carole & McInish, Thomas H., 2011. "Stealth trading: The case of the Tokyo Stock Exchange," Pacific-Basin Finance Journal, Elsevier, vol. 19(2), pages 194-207, April.
    4. Asani Sarkar & Robert A. Schwartz, 2006. "Two-sided markets and intertemporal trade clustering: insights into trading motives," Staff Reports 246, Federal Reserve Bank of New York.
    5. Charlie Charoenwong & David K. Ding & Tiong Yang Thong, 2016. "Decimalization, IPO aftermath, and liquidity," Review of Quantitative Finance and Accounting, Springer, vol. 47(4), pages 1303-1344, November.
    6. Tan, Xiaoyu & Zhang, Zili & Zhao, Xuejun & Wang, Chengxiang, 2021. "Investor sentiment and limits of arbitrage: Evidence from Chinese stock market," International Review of Economics & Finance, Elsevier, vol. 75(C), pages 577-595.
    7. Brian J. Bushee & Theodore H. Goodman, 2007. "Which Institutional Investors Trade Based on Private Information About Earnings and Returns?," Journal of Accounting Research, Wiley Blackwell, vol. 45(2), pages 289-321, May.

  33. Kenneth A. Froot & Tarun Ramadorai, 2002. "Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals," NBER Working Papers 9080, National Bureau of Economic Research, Inc.

    Cited by:

    1. H. Henry Cao & Martin D. D. Evans & Richard K. Lyons, 2017. "Inventory Information," World Scientific Book Chapters, in: Studies in Foreign Exchange Economics, chapter 9, pages 363-413, World Scientific Publishing Co. Pte. Ltd..
    2. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2003. "Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange," American Economic Review, American Economic Association, vol. 93(1), pages 38-62, March.
    3. Cumperayot, Phornchanok & Keijzer, Tjeert & Kouwenberg, Roy, 2006. "Linkages between extreme stock market and currency returns," Journal of International Money and Finance, Elsevier, vol. 25(3), pages 528-550, April.
    4. Philippe Bacchetta & Eric van Wincoop, 2003. "Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?," Working Papers 03.02, Swiss National Bank, Study Center Gerzensee.
    5. Michael Sager & Mark P. Taylor, 2008. "Commercially Available Order Flow Data and Exchange Rate Movements: "Caveat Emptor"," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(4), pages 583-625, June.
    6. Menkhoff, Lukas & Schmeling, Maik, 2010. "Whose trades convey information? Evidence from a cross-section of traders," Journal of Financial Markets, Elsevier, vol. 13(1), pages 101-128, February.
    7. Harald Hau & Helene Rey, 2002. "Exchange Rate, Equity Prices and Capital Flows," NBER Working Papers 9398, National Bureau of Economic Research, Inc.
    8. Harald Hau & Helene Rey, 2004. "Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows, and Exchange Rates?," NBER Working Papers 10476, National Bureau of Economic Research, Inc.
    9. Martin D. D. Evans & Richard K. Lyons, 2006. "Understanding order flow," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(1), pages 3-23.
    10. Martin D.D. Evans & Richard K. Lyons, 2004. "A New Micro Model of Exchange Rate Dynamics," NBER Working Papers 10379, National Bureau of Economic Research, Inc.
    11. Jakree Koosakul & Nasha Ananchotikul, 2019. "Foreign Exchange Order Flows and the Thai Exchange Rate Dynamics," PIER Discussion Papers 104, Puey Ungphakorn Institute for Economic Research.
    12. Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.
    13. Martin D. D. Evans & Richard K. Lyons, 2003. "How is Macro News Transmitted to Exchange Rates?," NBER Working Papers 9433, National Bureau of Economic Research, Inc.
    14. Bjonnes, Geir Hoidal & Rime, Dagfinn & Solheim, Haakon O.Aa., 2005. "Liquidity provision in the overnight foreign exchange market," Journal of International Money and Finance, Elsevier, vol. 24(2), pages 175-196, March.
    15. Áron Gereben & György Gyomai & Norbert Kiss M., 2005. "The microstructure approach to exchange rates: a survey from a central bank’s viewpoint," MNB Occasional Papers 2005/42, Magyar Nemzeti Bank (Central Bank of Hungary).
    16. Martin D. D. Evans(Georgetown University and NBER) and Richard K. Lyons(U.C. Berkeley and NBER, Haas School of Business), 2005. "A New Micro Model of Exchange Rate Dynamics (March 2004)," Working Papers gueconwpa~05-05-04, Georgetown University, Department of Economics.
    17. Mathias Hoffmann & Ronald MacDonald, 2003. "A Re-examination of the Link between Real Exchange Rates and Real Interest Rate Differentials," CESifo Working Paper Series 894, CESifo.
    18. Chayawadee Chai-Anant & Corinna Ho, 2008. "Understanding Asian equity flows, market returns and exchange rates," BIS Working Papers 245, Bank for International Settlements.
    19. McGroarty, Frank & ap Gwilym, Owain & Thomas, Stephen, 2006. "Microstructure effects, bid-ask spreads and volatility in the spot foreign exchange market pre and post-EMU," Global Finance Journal, Elsevier, vol. 17(1), pages 23-49, September.
    20. Philippe Bacchetta & Eric van Wincoop, 2011. "Modeling Exchange Rates with Incomplete Information," Cahiers de Recherches Economiques du Département d'économie 11.03, Université de Lausanne, Faculté des HEC, Département d’économie.

  34. Kenneth A. Froot & Tarun Ramadorai, 2001. "The Information Content of International Portfolio Flows," NBER Working Papers 8472, National Bureau of Economic Research, Inc.

    Cited by:

    1. Rogers Ondiba Ochenge & Rose Ngugi & Peter Muriu & David McMillan, 2020. "Foreign equity flows and stock market liquidity in Kenya," Cogent Economics & Finance, Taylor & Francis Journals, vol. 8(1), pages 1781503-178, January.
    2. Hyuk Choe & Bong-Chan Kho & René M. Stulz, 2005. "Do Domestic Investors Have an Edge? The Trading Experience of Foreign Investors in Korea," The Review of Financial Studies, Society for Financial Studies, vol. 18(3), pages 795-829.
    3. Rafael Romeu, 2003. "An Intraday Pricing Model of Foreign Exchange Markets," IMF Working Papers 2003/115, International Monetary Fund.
    4. Vo, Xuan Vinh, 2015. "Foreign ownership and stock return volatility – Evidence from Vietnam," Journal of Multinational Financial Management, Elsevier, vol. 30(C), pages 101-109.
    5. Kalev, Petko S. & Nguyen, Anh H. & Oh, Natalie Y., 2008. "Foreign versus local investors: Who knows more? Who makes more?," Journal of Banking & Finance, Elsevier, vol. 32(11), pages 2376-2389, November.
    6. Bong-Chan Kho & René M. Stulz & Francis E. Warnock, 2006. "Financial Globalization, Governance, and the Evolution of the Home Bias," NBER Working Papers 12389, National Bureau of Economic Research, Inc.
    7. Breedon, Francis & Vitale, Paolo, 2010. "An empirical study of portfolio-balance and information effects of order flow on exchange rates," Journal of International Money and Finance, Elsevier, vol. 29(3), pages 504-524, April.
    8. Jessica Tjornhom Donohue & Kenneth A. Froot, 2002. "The Persistence of Emerging Market Equity Flows," NBER Working Papers 9241, National Bureau of Economic Research, Inc.
    9. Mingfa Ding & Birger Nilsson & Sandy Suardi, 2017. "Foreign Institutional Investment, Ownership, and Liquidity: Real and Informational Frictions," The Financial Review, Eastern Finance Association, vol. 52(1), pages 101-144, February.
    10. French, Joseph J. & Li, Wei-Xuan, 2017. "Sentiment, foreign equity flows, and returns: Evidence from Thailand’s stock markets," Research in International Business and Finance, Elsevier, vol. 42(C), pages 816-831.
    11. International Monetary Fund, 2009. "South Africa: Selected Issues," IMF Staff Country Reports 2009/276, International Monetary Fund.
    12. Rui Albuquerque & Gregory Bauer & Martin Schneider, 2004. "Characterizing Asymmetric Information in International Equity Markets," International Finance 0405005, University Library of Munich, Germany.
    13. Schneider, Martin & Albuquerque, Rui & ,, 2006. "Global Private Information in International Equity Markets," CEPR Discussion Papers 5819, C.E.P.R. Discussion Papers.
    14. Porras, Eva & Ülkü, Numan, 2015. "Foreigners’ trading and stock returns in Spain," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 34(C), pages 111-126.
    15. Fratzscher, Marcel & Forbes, Kristin & Straub, Roland, 2012. "Bubble Thy Neighbor: Portfolio Effects and Externalities from Capital Controls," CEPR Discussion Papers 8979, C.E.P.R. Discussion Papers.
    16. Michael Rockinger & Eric Jondeau, 2002. "Asset Allocation in Transition Economies," Working Papers hal-00597773, HAL.
    17. Froot, Kenneth A. & Donohue, Jessica Tjornhom, 2004. "Decomposing the persistence of international equity flows," Finance Research Letters, Elsevier, vol. 1(3), pages 154-170, September.
    18. Bing, Tao & Ma, Hongkun, 2021. "COVID-19 pandemic effect on trading and returns: Evidence from the Chinese stock market," Economic Analysis and Policy, Elsevier, vol. 71(C), pages 384-396.
    19. Vo, Xuan Vinh, 2010. "Foreign ownership in Vietnam stock markets - an empirical analysis," MPRA Paper 29863, University Library of Munich, Germany, revised 10 Jan 2011.
    20. Amar Gande & David Parsley, 2014. "Sovereign Credit Ratings, Transparency and International Portfolio Flows," Working Papers 122014, Hong Kong Institute for Monetary Research.
    21. John Y. Campbell & Tarun Ramadorai & Tuomo O. Vuolteenaho, 2005. "Caught On Tape: Institutional Order Flow and Stock Returns," Harvard Institute of Economic Research Working Papers 2080, Harvard - Institute of Economic Research.
    22. Schneider, Martin & Albuquerque, Rui & Bauer, Gregory, 2005. "International Equity Flows and Returns: A Quantitative Equilibrium Approach," CEPR Discussion Papers 5159, C.E.P.R. Discussion Papers.
    23. Numan Ülkü & Enzo Weber, 2011. "Bigger Fish in Small Pond : The Interaction between Foreigners' Trading and Emerging Stock Market Returns under the Microscope," Working Papers 294, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
    24. Mr. Piti Disyatat & Mr. Gaston Gelos, 2001. "The Asset Allocation of Emerging Market Mutual Funds," IMF Working Papers 2001/111, International Monetary Fund.
    25. Hill, Brian & Michalski, Tomasz, 2018. "Risk versus ambiguity and international security design," Journal of International Economics, Elsevier, vol. 113(C), pages 74-105.
    26. Vo, Xuan Vinh, 2017. "Trading of foreign investors and stock returns in an emerging market - Evidence from Vietnam," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 88-93.
    27. Chan, Kalok & Menkveld, Albert J. & Yang, Zhishu, 2007. "The informativeness of domestic and foreign investors' stock trades: Evidence from the perfectly segmented Chinese market," Journal of Financial Markets, Elsevier, vol. 10(4), pages 391-415, November.
    28. Ila Patnaik & Ajay Shah & Nirvikar Singh, 2013. "Foreign Investors under Stress: Evidence From India," International Finance, Wiley Blackwell, vol. 16(2), pages 213-244, June.
    29. Lee, Jieun & Chung, Kee H., 2018. "Foreign ownership and stock market liquidity," International Review of Economics & Finance, Elsevier, vol. 54(C), pages 311-325.
    30. Chan, Kalok & Menkveld, Albert J. & Yang, Zhishu, 2006. "Information Asymmetry and Asset Prices: Evidence from the China Foreign share discount," Serie Research Memoranda 0005, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    31. Tsai, Pei-Jung, 2009. "International equity flows and country funds," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(5), pages 862-894, December.
    32. Bae, Kee-Hong & Stulz, Rene M. & Tan, Hongping, 2006. "Do Local Analysts Know More? A Cross-Country Study of the Performance of Local Analysts and Foreign Analysts," Working Paper Series 2005-18, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
    33. Tongxuan Yang, 2003. "Defined Benefit Pension Plan Liabilities and International Asset Allocation," Working Papers wp058, University of Michigan, Michigan Retirement Research Center.
    34. Batten, Jonathan A. & Vo, Xuan Vinh, 2015. "Foreign ownership in emerging stock markets," Journal of Multinational Financial Management, Elsevier, vol. 32, pages 15-24.
    35. Samarakoon, Lalith P., 2009. "The relation between trades of domestic and foreign investors and stock returns in Sri Lanka," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(5), pages 850-861, December.
    36. Ching-Mann Huang & Tsai-Yin Lin & Chih-Hsien Yu & Si-Ying Hoe, 2006. "Volatility–Volume Relationships Among Types of Traders Considering the Investment Limitation to Foreign Investors," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 9(04), pages 575-596.
    37. Yi‐Wei Chuang & Yu‐Fen Lin & Pei‐Shih Weng, 2019. "Why and how do foreign institutional investors outperform domestic investors in futures trading: Evidence from Taiwan," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(3), pages 279-301, March.
    38. Kenneth A. Froot & Tarun Ramadorai, 2002. "Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals," NBER Working Papers 9101, National Bureau of Economic Research, Inc.
    39. John M. Griffin & Federico Nardari & Rene M. Stulz, 2002. "Daily Cross-Border Equity Flows: Pushed or Pulled?," NBER Working Papers 9000, National Bureau of Economic Research, Inc.
    40. Lin, Anchor Y. & Swanson, Peggy E., 2008. "U.S. investors and global equity markets," International Review of Financial Analysis, Elsevier, vol. 17(1), pages 83-107.
    41. Lin, Anchor Y. & Swanson, Peggy E., 2004. "International equity flows and developing markets: the asian financial market crisis revisited," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 14(1), pages 55-73, February.
    42. Michael Frenkel & Lukas Menkhoff, 2004. "Are Foreign Institutional Investors Good for Emerging Markets?," The World Economy, Wiley Blackwell, vol. 27(8), pages 1275-1293, August.
    43. Juan Carlos Hatchondo, 2005. "Asymmetric information and the lack of international portfolio diversification," Working Paper 05-07, Federal Reserve Bank of Richmond.
    44. Tsai, Pei-Jung, 2010. "Country funds and the role of international equity flows in pricing and in premiums and discounts," Global Finance Journal, Elsevier, vol. 21(1), pages 43-70.
    45. Angelovska Julijana, 2020. "The Impact of Foreigners’ Trades on Equity Prices: Evidence from Macedonian Stock Exchange," South East European Journal of Economics and Business, Sciendo, vol. 15(1), pages 56-65, June.
    46. Samarakoon, Lalith P., 2010. "Asymmetric investor behavior between buyside and sellside: Evidence from investor classes in the Sri Lankan stock market," Journal of Multinational Financial Management, Elsevier, vol. 20(2-3), pages 93-113, July.
    47. Shiu, Yih-Wen & Lee, Chun I. & Gleason, Kimberly C., 2014. "Institutional shareholdings and the January effects in Taiwan," Journal of Multinational Financial Management, Elsevier, vol. 27(C), pages 49-66.
    48. Stylianos X. Koufadakis, 2016. "Mispricing Explanations of Closed-End Funds: A Survey Review," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 66(1-2), pages 108-135, January-J.
    49. Peranginangin, Yessy & Ali, Akbar Z. & Brockman, Paul & Zurbruegg, Ralf, 2016. "The impact of foreign trades on emerging market liquidity," Pacific-Basin Finance Journal, Elsevier, vol. 40(PA), pages 1-16.
    50. Jieun Lee & Kee H. Chung, 2015. "Foreign Ownership, Legal System and Stock Market Liquidity," Working Papers 2015-15, Economic Research Institute, Bank of Korea.
    51. Chan, Kalok & Menkveld, Albert J. & Yang, Zhishu, 2006. "Are Domestic Investors Better Informed than Foreign Investors? : Evidence from the Perfectly Segmented Market in China," Serie Research Memoranda 0004, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    52. O'Brien, Patricia C. & Tan, Hongping, 2015. "Geographic proximity and analyst coverage decisions: Evidence from IPOs," Journal of Accounting and Economics, Elsevier, vol. 59(1), pages 41-59.
    53. Xuan Vinh Vo, 2016. "Foreign ownership and stock market liquidity - evidence from Vietnam," Afro-Asian Journal of Finance and Accounting, Inderscience Enterprises Ltd, vol. 6(1), pages 1-11.
    54. Albert Tsang, 2012. "Discussion: the impact of market segmentation on the value-relevance of accounting information: evidence from China," Asia-Pacific Journal of Accounting & Economics, Taylor & Francis Journals, vol. 19(1), pages 97-99.
    55. Tsai, Pei-Jung & Swanson, Peggy E. & Sarkar, Salil K., 2007. "Mean and volatility linkages for closed-end country funds," The Quarterly Review of Economics and Finance, Elsevier, vol. 47(4), pages 550-575, September.

Articles

  1. Vimal Balasubramaniam & John Y. Campbell & Tarun Ramadorai & Benjamin Ranish, 2023. "Who Owns What? A Factor Model for Direct Stockholding," Journal of Finance, American Finance Association, vol. 78(3), pages 1545-1591, June.
    See citations under working paper version above.
  2. Steffen Andersen & Cristian Badarinza & Lu Liu & Julie Marx & Tarun Ramadorai, 2022. "Reference Dependence in the Housing Market," American Economic Review, American Economic Association, vol. 112(10), pages 3398-3440, October.
    See citations under working paper version above.
  3. Badarinza, Cristian & Ramadorai, Tarun & Shimizu, Chihiro, 2022. "Gravity, counterparties, and foreign investment," Journal of Financial Economics, Elsevier, vol. 145(2), pages 132-152.
    See citations under working paper version above.
  4. Andreas Fuster & Paul Goldsmith‐Pinkham & Tarun Ramadorai & Ansgar Walther, 2022. "Predictably Unequal? The Effects of Machine Learning on Credit Markets," Journal of Finance, American Finance Association, vol. 77(1), pages 5-47, February.
    See citations under working paper version above.
  5. Anagol, Santosh & Balasubramaniam, Vimal & Ramadorai, Tarun, 2021. "Learning from noise: Evidence from India’s IPO lotteries," Journal of Financial Economics, Elsevier, vol. 140(3), pages 965-986.

    Cited by:

    1. Li, Feng & Wang, Xintao & Lu, Ping, 2022. "Good luck, bad luck, and risk taking: Evidence from a natural experiment in the housing lottery," Economics Letters, Elsevier, vol. 218(C).
    2. Liu, Hongqi & Peng, Cameron & Xiong, Wei A. & Xiong, Wei, 2022. "Taming the bias zoo," Journal of Financial Economics, Elsevier, vol. 143(2), pages 716-741.

  6. Francisco Gomes & Michael Haliassos & Tarun Ramadorai, 2021. "Household Finance," Journal of Economic Literature, American Economic Association, vol. 59(3), pages 919-1000, September.
    See citations under working paper version above.
  7. Tania Babina & Chotibhak Jotikasthira & Christian Lundblad & Tarun Ramadorai, 2021. "Heterogeneous Taxes and Limited Risk Sharing: Evidence from Municipal Bonds [The distribution of realized stock return volatility]," The Review of Financial Studies, Society for Financial Studies, vol. 34(1), pages 509-568.
    See citations under working paper version above.
  8. Steffen Andersen & John Y. Campbell & Kasper Meisner Nielsen & Tarun Ramadorai, 2020. "Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market," American Economic Review, American Economic Association, vol. 110(10), pages 3184-3230, October.
    See citations under working paper version above.
  9. C. Badarinza & V. Balasubramaniam & T. Ramadorai, 2019. "The Household Finance Landscape in Emerging Economies," Annual Review of Financial Economics, Annual Reviews, vol. 11(1), pages 109-129, December.
    See citations under working paper version above.
  10. John Y. Campbell & Tarun Ramadorai & Benjamin Ranish, 2019. "Do the Rich Get Richer in the Stock Market? Evidence from India," American Economic Review: Insights, American Economic Association, vol. 1(2), pages 225-240, September.
    See citations under working paper version above.
  11. Santosh Anagol & Vimal Balasubramaniam & Tarun Ramadorai, 2018. "Endowment Effects in the Field: Evidence from India’s IPO Lotteries," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(4), pages 1971-2004.
    See citations under working paper version above.
  12. Badarinza, Cristian & Ramadorai, Tarun, 2018. "Home away from home? Foreign demand and London house prices," Journal of Financial Economics, Elsevier, vol. 130(3), pages 532-555.

    Cited by:

    1. Pereira dos Santos, João & Strohmaier, Kristina, 2024. "All That Glitters? Golden Visas and Real Estate," IZA Discussion Papers 16857, Institute of Labor Economics (IZA).
    2. Kanis Saengchote & Voraprapa Nakavachara & Yishuang Xu, 2023. "Capitalising the Network Externalities of New Land Supply in the Metaverse," PIER Discussion Papers 203, Puey Ungphakorn Institute for Economic Research.
    3. Jung Sakong, 2021. "Effect of Ownership Composition on Property Prices and Rents: Evidence from Chinese Investment Boom in US Housing Markets," Working Paper Series WP-2021-12, Federal Reserve Bank of Chicago.
    4. Hilber, Christian A. L. & Schöni, Olivier, 2018. "The economic impacts of constraining second home investments," LSE Research Online Documents on Economics 91677, London School of Economics and Political Science, LSE Library.
    5. Lu, Yunzhi & Li, Jie & Yang, Haisheng, 2021. "Time-varying inter-urban housing price spillovers in China: Causes and consequences," Journal of Asian Economics, Elsevier, vol. 77(C).
    6. Philippe Bracke, 2021. "How Much Do Investors Pay for Houses?," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 49(S1), pages 41-73, March.
    7. Christian A. L. Hilber & Olivier Schoni, 2022. "Housing policy and affordable housing," CEP Occasional Papers 56, Centre for Economic Performance, LSE.
    8. Yi Fan & Maggie Rong & Wayne Xinwei Wan & Zhenping Wang, 2023. "A Tale of Two Cities: Mainland Chinese Buyers in the Hong Kong Housing Market," Review of Finance, European Finance Association, vol. 27(6), pages 2205-2232.
    9. Mr. Adrian Alter & Jane Dokko & Dulani Seneviratne, 2018. "House Price Synchronicity, Banking Integration, and Global Financial Conditions," IMF Working Papers 2018/250, International Monetary Fund.
    10. Shimizu, Chihiro, 2019. "Gravity, Counterparties, and Foreign Investment," CEPR Discussion Papers 13491, C.E.P.R. Discussion Papers.
    11. Andrey Pavlov & Tsur Somerville, 2020. "Immigration, Capital Flows and Housing Prices," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 48(3), pages 915-949, September.
    12. Engelbert Stockhammer & Christina Wolf, 2019. "Building blocks for the macroeconomics and political economy of housing," Japanese Economy, Taylor & Francis Journals, vol. 45(1-2), pages 43-67, April.
    13. Somerville, Tsur & Wang, Long & Yang, Yang, 2020. "Using purchase restrictions to cool housing markets: A within-market analysis," Journal of Urban Economics, Elsevier, vol. 115(C).
    14. Alessia De Stefani, 2021. "House price history, biased expectations, and credit cycles: The role of housing investors," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 49(4), pages 1238-1266, December.
    15. Hanming Fang & Long Wang & Yang Yang, 2022. "Housing Wealth and Online Consumer Behavior:Evidence from Xiong'an New Area in China," PIER Working Paper Archive 22-021, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    16. Daniel I. García, 2022. "Second‐home buying and the housing boom and bust," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 50(1), pages 33-58, March.
    17. Shi, Yining, 2022. "Financial liberalization and house prices: Evidence from China," Journal of Banking & Finance, Elsevier, vol. 145(C).
    18. Peter Bednarek & Daniel Marcel te Kaat & Chang Ma & Alessandro Rebucci, 2020. "Capital Flows, Real Estate, and Local Cycles: Evidence from German Cities, Banks, and Firms," NBER Working Papers 26820, National Bureau of Economic Research, Inc.
    19. Daisuke Miyakawa & Chihiro Shimizu & Iichiro Uesugi, 2024. "Do Foreign Buyers Pay More Than Domestic Buyers? Evidence from International Transaction-Level Data," The Journal of Real Estate Finance and Economics, Springer, vol. 68(3), pages 394-424, April.
    20. Huthaifa Alqaralleh & Canepa, Alessandra & Gazi Salah Uddin, 2022. "Dynamic Relations Between Housing Markets, Stock Markets, and Uncertainty in Global Cities: A Time-Frequency Approach," Department of Economics and Statistics Cognetti de Martiis. Working Papers 202213, University of Turin.
    21. Jack Favilukis & Stijn Van Nieuwerburgh, 2021. "Out‐of‐Town Home Buyers and City Welfare," Journal of Finance, American Finance Association, vol. 76(5), pages 2577-2638, October.
    22. Yin Germaschewski & Shu‐Ling Wang, 2021. "Distributional effects of nonresident investors on the housing market and welfare," Review of International Economics, Wiley Blackwell, vol. 29(5), pages 1300-1326, November.
    23. Kanis Saengchote & Voraprapa Nakavachara & Yishuang Xu, 2023. "Capitalising the Network Externalities of New Land Supply in the Metaverse," Papers 2303.17180, arXiv.org.
    24. Fischer, Andreas & Zachmann, Lucca, 2020. "The effect of self-financed property buyers on local house prices," CEPR Discussion Papers 14632, C.E.P.R. Discussion Papers.
    25. Daams, Michiel N. & Proietti, Paola & Veneri, Paolo, 2019. "The effect of asylum seeker reception centers on nearby house prices: Evidence from The Netherlands," Journal of Housing Economics, Elsevier, vol. 46(C).
    26. Benjamin Kwakye & Chan Tze Haw, 2020. "Interplay of the Macroeconomy and Real Estate: Systematic Review of Literature," International Journal of Economics and Financial Issues, Econjournals, vol. 10(5), pages 262-271.
    27. Lieven Baele & Geert Bekaert & Koen Inghelbrecht & Min Wei, 2012. "Flights to Safety," Working Paper Research 230, National Bank of Belgium.
    28. William Goetzmann & Christophe Spaenjers & Stijn van Nieuwerburgh, 2021. "Real and Private-Value Assets," Working Papers hal-03501704, HAL.
    29. Dragana Cvijanović & Christophe Spaenjers, 2021. "“We’ll Always Have Paris”: Out-of-Country Buyers in the Housing Market," Management Science, INFORMS, vol. 67(7), pages 4120-4138, July.
    30. Korevaar, Matthijs, 2023. "Reaching for yield and the housing market: Evidence from 18th-century Amsterdam," Journal of Financial Economics, Elsevier, vol. 148(3), pages 273-296.
    31. Saiz, Albert, 2023. "The Global Housing Affordability Crisis: Policy Options and Strategies," IZA Policy Papers 203, Institute of Labor Economics (IZA).
    32. Fan, Ying & Sing, Tien Foo, 2021. "Macroeconomic policy-induced wealth effects on Chinese foreign housing investments," China Economic Review, Elsevier, vol. 69(C).
    33. Hilber, Christian Albin Lukas & Mense, Andreas, 2021. "Why have house prices risen so much more than rents in superstar cities?," LSE Research Online Documents on Economics 114283, London School of Economics and Political Science, LSE Library.
    34. Yongheng Deng & Maggie R. Hu & Adrian D. Lee, 2021. "Melting pot or salad bowl: Cultural distance and housing investments," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 49(S1), pages 235-267, March.
    35. Tatiana Mocanu & Pedro Tremacoldi‐Rossi, 2023. "The impact of international students on housing markets," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 56(2), pages 647-675, May.
    36. Jeanne Bomare & Ségal Le Guern Herry, 2022. "Will We Ever Be Able to Track Offshore Wealth? Evidence from the Offshore Real Estate Market in the UK," SciencePo Working papers Main hal-03811306, HAL.
    37. Jonathan Bourne, 2019. "Empty homes: mapping the extent and value of low-use domestic property in England and Wales," Palgrave Communications, Palgrave Macmillan, vol. 5(1), pages 1-14, December.
    38. Lukasz Mach & Dariusz Zmarzly & Ireneusz Dabrowski & Pawel Fracz, 2020. "Comparison on Subannual Seasonality of Building Construction in European Countries," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 241-257.
    39. Zhimin Li & Leslie Sheng Shen & Calvin Zhang, 2020. "Capital Flows, Asset Prices, and the Real Economy: A "China Shock" in the U.S. Real Estate Market," International Finance Discussion Papers 1286, Board of Governors of the Federal Reserve System (U.S.).
    40. Alessandra Canepa & Emilio Zanetti Chini & Huthaifa Alqaralleh, 2020. "Global Cities and Local Housing Market Cycles," The Journal of Real Estate Finance and Economics, Springer, vol. 61(4), pages 671-697, November.
    41. L. Li & K. W. Chau, 2024. "Information Asymmetry with Heterogeneous Buyers and Sellers in the Housing Market," The Journal of Real Estate Finance and Economics, Springer, vol. 68(1), pages 138-159, January.
    42. Karsten Kohler, 2022. "Capital Flows and the Eurozone's North-South Divide," Working Papers PKWP2211, Post Keynesian Economics Society (PKES).
    43. Ahlfeldt, Gabriel M. & Heblich, Stephan & Seidel, Tobias, 2021. "Micro-geographic property price and rent indices," LSE Research Online Documents on Economics 113922, London School of Economics and Political Science, LSE Library.
    44. William Barcelona & Nathan Converse & Anna Wong, 2021. "U.S. Housing as a Global Safe Asset: Evidence from China Shocks," International Finance Discussion Papers 1332, Board of Governors of the Federal Reserve System (U.S.).
    45. Michael J. Seiler & Liuming Yang, 2023. "The burgeoning role of iBuyers in the housing market," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 51(3), pages 721-753, May.
    46. Tsai, I-Chun, 2022. "Changes in social behavior and impacts of the COVID-19 pandemic on regional housing markets: Independence and risk," Journal of Behavioral and Experimental Finance, Elsevier, vol. 35(C).
    47. Kwabena Mintah & Woon-Weng Wong & Peng Yew Wong, 2020. "Cross Border Real Estate Investments and Commercial Office Property Market Performance: Evidence from Australia," International Real Estate Review, Global Social Science Institute, vol. 23(2), pages 211-234.
    48. Canepa, Alessandra & Zanetti Chini, Emilio & Alqaralleh, Huthaifa, 2020. "Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market," Department of Economics and Statistics Cognetti de Martiis. Working Papers 202011, University of Turin.
    49. William Miles, 2020. "The Dynamics of House Prices and Income in the UK," International Real Estate Review, Global Social Science Institute, vol. 23(3), pages 397-416.
    50. Yuk Ying Chang & Sudipto Dasgupta, 2023. "Escaping Air Pollution: Immigrants, Students, and Spillover Effects on Property Prices Abroad," Review of Finance, European Finance Association, vol. 27(5), pages 1699-1741.
    51. Jian Yang & Meng Tong & Ziliang Yu, 2023. "Can volume be more informative than prices? Evidence from Chinese housing markets," Review of Quantitative Finance and Accounting, Springer, vol. 61(2), pages 633-672, August.
    52. Matthew Collin & Florian M. Hollenbach & David Szakonyi, 2023. "The end of Londongrad? The impact of beneficial ownership transparency on offshore investment in UK property," WIDER Working Paper Series wp-2023-11, World Institute for Development Economic Research (UNU-WIDER).
    53. Alkan Gökler, Leyla, 2021. "Foreign demand and high-rise luxury housing projects in two Turkish cities: Ankara and Trabzon," Land Use Policy, Elsevier, vol. 103(C).
    54. Nektarios A. Michail & George Thucydides, 2019. "The impact of foreign demand on Cyprus house prices," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, vol. 13(2), pages 48-71, December.
    55. Mr. Adrian Alter & Elizabeth M. Mahoney, 2020. "Household Debt and House Prices-at-risk: A Tale of Two Countries," IMF Working Papers 2020/042, International Monetary Fund.
    56. Christiane Kneer & Alexander Raabe, 2019. "Tracking foreign capital: the effect of capital inflows on bank lending in the UK," ECON - Working Papers 326, Department of Economics - University of Zurich.
    57. Lokman Gunduz & Ismail H Genc & Ahmet Faruk Aysan, 2021. "Buying citizenship: A boon to district-level house prices in Istanbul," Working Papers hal-03365115, HAL.
    58. Ahnert, Toni & Perotti, Enrico, 2021. "Cheap but flighty: A theory of safety-seeking capital flows," Journal of Banking & Finance, Elsevier, vol. 131(C).
    59. Branikas, Ioannis & Hong, Harrison & Xu, Jiangmin, 2020. "Location choice, portfolio choice," Journal of Financial Economics, Elsevier, vol. 138(1), pages 74-94.
    60. John Muellbauer, 2019. "A Tale of Two Cities: is Overvaluation a Capital Issue?," Economics Series Working Papers 872, University of Oxford, Department of Economics.
    61. Robert Webb & Duncan Watson & Steven Cook, 2021. "Price adjustment in the London housing market," Urban Studies, Urban Studies Journal Limited, vol. 58(1), pages 113-130, January.
    62. Jeanne Bomare & Ségal Le Guern Herry, 2022. "Will We Ever Be Able to Track Offshore Wealth? Evidence from the Offshore Real Estate Market in the UK," Working Papers hal-03811306, HAL.
    63. Jonathan Reades & Loretta Lees & Phil Hubbard & Guy Lansley, 2023. "Quantifying state-led gentrification in London: Using linked consumer and administrative records to trace displacement from council estates," Environment and Planning A, , vol. 55(4), pages 810-827, June.
    64. Michael Funke & Petar Mihaylovski & Adrian Wende, 2021. "Out of Sync Subnational Housing Markets and Macroprudential Policies in the UK," De Economist, Springer, vol. 169(4), pages 445-467, November.
    65. Niels Johannesen & Jakob Miethe & Daniel Weishaar, 2022. "Homes Incorporated: Offshore Ownership of Real Estate in the U.K," CESifo Working Paper Series 10159, CESifo.
    66. Mr. Damien Puy & Mr. Anil Ari & Ms. Yu Shi, 2020. "Foreign Demand and Local House Prices: Evidence from the US," IMF Working Papers 2020/043, International Monetary Fund.
    67. Gábor Márk Pellényi, 2019. "Regional Spillovers in the Hungarian Housing Market: Evidence from a Spatio-Temporal Model," European Economy - Discussion Papers 095, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
    68. Mr. Tobias Adrian & Andrea Deghi & Mitsuru Katagiri & Mr. Sohaib Shahid & Nico Valckx, 2020. "Predicting Downside Risks to House Prices and Macro-Financial Stability," IMF Working Papers 2020/011, International Monetary Fund.
    69. Alter, Adrian & Mahoney, Elizabeth M., 2021. "Local house-price vulnerability: Evidence from the U.S. and Canada," Journal of Housing Economics, Elsevier, vol. 54(C).
    70. Cyprian Chwiałkowski & Adam Zydroń & Dariusz Kayzer, 2022. "Assessing the Impact of Selected Attributes on Dwelling Prices Using Ordinary Least Squares Regression and Geographically Weighted Regression: A Case Study in Poznań, Poland," Land, MDPI, vol. 12(1), pages 1-20, December.
    71. Caitlin S. Gorback & Benjamin J. Keys, 2020. "Global Capital and Local Assets: House Prices, Quantities, and Elasticities," NBER Working Papers 27370, National Bureau of Economic Research, Inc.
    72. Morteza Moallemi & Daniel Melser & Xiaoyan Chen & Ashton Silva, 2022. "The Globalization of Local Housing Markets: Immigrants, the Motherland and Housing Prices in Australia," The Journal of Real Estate Finance and Economics, Springer, vol. 65(1), pages 103-126, July.
    73. Jeanne Bomare & Ségal Le Guern Herry, 2022. "Will We Ever Be Able to Track Offshore Wealth? Evidence from the Offshore Real Estate Market in the UK," SciencePo Working papers hal-03811306, HAL.

  13. Cristian Badarinza & John Y. Campbell & Tarun Ramadorai, 2018. "What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages," Management Science, INFORMS, vol. 64(5), pages 2275-2288, May.
    See citations under working paper version above.
  14. Badarinza, Cristian & Balasubramaniam, Vimal & Ramadorai, Tarun, 2017. "The Indian Household Finance Landscape," India Policy Forum, National Council of Applied Economic Research, vol. 13(1), pages 1-71.

    Cited by:

    1. Renuka Sane, 2018. "Stock Market Trading in the Aftermath of an Accounting Scandal," Working Papers id:12835, eSocialSciences.
    2. Kumar, Alok, 2023. "Financial market imperfections, informality and government spending multipliers," Journal of Development Economics, Elsevier, vol. 163(C).
    3. Kumar, Rishabh, 2019. "The evolution of wealth-income ratios in India 1860-2012," SocArXiv sj6h2, Center for Open Science.
    4. Singh, Nirvikar, 2018. "Financial Inclusion: Concepts, Issues and Policies for India," MPRA Paper 91047, University Library of Munich, Germany.
    5. Saibal Ghosh, 2020. "Access to and use of finance in India: does religion matter?," Indian Economic Review, Springer, vol. 55(1), pages 67-92, June.
    6. Balakina, Olga & Balasubramaniam, Vimal & Dimri, Aditi & Sane, Renuka, 2021. "Unshrouding product-specific attributes through financial education," Working Papers 21/344, National Institute of Public Finance and Policy.
    7. Havran, Dániel & Gosztonyi, Márton, 2021. "Karátos likviditásmenedzserek. Az arany ékszerek szerepe a háztartások likviditáskezelésében [Liquidity managers with carats. The role of gold jewellery in the liquidity management of households]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(11), pages 1141-1161.

  15. Della Corte, Pasquale & Ramadorai, Tarun & Sarno, Lucio, 2016. "Volatility risk premia and exchange rate predictability," Journal of Financial Economics, Elsevier, vol. 120(1), pages 21-40.
    See citations under working paper version above.
  16. Cristian Badarinza & John Y. Campbell & Tarun Ramadorai, 2016. "International Comparative Household Finance," Annual Review of Economics, Annual Reviews, vol. 8(1), pages 111-144, October.
    See citations under working paper version above.
  17. Albuquerque, Rui & Ramadorai, Tarun & Watugala, Sumudu W., 2015. "Trade credit and cross-country predictable firm returns," Journal of Financial Economics, Elsevier, vol. 115(3), pages 592-613.
    See citations under working paper version above.
  18. Mathias S. Kruttli & Andrew J. Patton & Tarun Ramadorai, 2015. "The Impact of Hedge Funds on Asset Markets," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 5(2), pages 185-226.
    See citations under working paper version above.
  19. John Y. Campbell & Tarun Ramadorai & Benjamin Ranish, 2015. "The Impact of Regulation on Mortgage Risk: Evidence from India," American Economic Journal: Economic Policy, American Economic Association, vol. 7(4), pages 71-102, November.
    See citations under working paper version above.
  20. Andrew J. Patton & Tarun Ramadorai & Michael Streatfield, 2015. "Change You Can Believe In? Hedge Fund Data Revisions," Journal of Finance, American Finance Association, vol. 70(3), pages 963-999, June.
    See citations under working paper version above.
  21. Andrew J. Patton & Tarun Ramadorai & Michael Streatfield, 2015. "Change You Can Believe In? Hedge Fund Data Revisions: Erratum," Journal of Finance, American Finance Association, vol. 70(4), pages 1862-1862, August.

    Cited by:

    1. Jesse Blocher & Marat Molyboga, 2017. "The Revealed Preference of Sophisticated Investors," European Financial Management, European Financial Management Association, vol. 23(5), pages 839-872, October.
    2. Almeida, Caio & Ardison, Kym & Garcia, René, 2020. "Nonparametric assessment of hedge fund performance," Journal of Econometrics, Elsevier, vol. 214(2), pages 349-378.
    3. Fan Yang & Tomas Havranek & Zuzana Irsova & Jiri Novak, 2022. "Hedge Fund Performance: A Quantitative Survey," Working Papers IES 2022/15, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jun 2022.
    4. Guillermo Baquero & Marno Verbeek, 2022. "Hedge Fund Flows and Performance Streaks: How Investors Weigh Information," Management Science, INFORMS, vol. 68(6), pages 4151-4172, June.
    5. Gregoriou, Greg N. & Racicot, François-Éric & Théoret, Raymond, 2021. "The response of hedge fund tail risk to macroeconomic shocks: A nonlinear VAR approach," Economic Modelling, Elsevier, vol. 94(C), pages 843-872.
    6. Racicot, François-Éric & Théoret, Raymond, 2018. "Multi-moment risk, hedging strategies, & the business cycle," International Review of Economics & Finance, Elsevier, vol. 58(C), pages 637-675.
    7. Sinclair, Andrew J., 2023. "Do prime brokers intermediate capital?," Journal of Financial Intermediation, Elsevier, vol. 53(C).
    8. François-Éric Racicot & Raymond Théoret, 2022. "Tracking market and non-traditional sources of risks in procyclical and countercyclical hedge fund strategies under extreme scenarios: a nonlinear VAR approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-56, December.
    9. Aiken, Adam L. & Kilic, Osman & Reid, Sean, 2016. "Can hedge funds time global equity markets? Evidence from emerging markets," Review of Financial Economics, Elsevier, vol. 29(C), pages 2-11.
    10. Arpit Gupta & Kunal Sachdeva, 2019. "Skin or Skim? Inside Investment and Hedge Fund Performance," NBER Working Papers 26113, National Bureau of Economic Research, Inc.
    11. Adam L. Aiken & Osman Kilic & Sean Reid, 2016. "Can hedge funds time global equity markets? Evidence from emerging markets," Review of Financial Economics, John Wiley & Sons, vol. 29(1), pages 2-11, April.
    12. Bali, Turan G. & Weigert, Florian, 2021. "Hedge funds and the positive idiosyncratic volatility effect," CFR Working Papers 21-01, University of Cologne, Centre for Financial Research (CFR).
    13. Gordon Cookson & Tim Jenkinson & Howard Jones & Jose Vicente Martinez, 2022. "Virtual Reality? Investment Consultants’ Claims About Their Own Performance," Management Science, INFORMS, vol. 68(11), pages 8301-8318, November.
    14. Qifei Zhu, 2020. "The Missing New Funds," Management Science, INFORMS, vol. 66(3), pages 1193-1204, March.
    15. Hao Liang & Lin Sun & Melvyn Teo, 2022. "Responsible Hedge Funds [Role of managerial incentives and discretion in hedge fund performance]," Review of Finance, European Finance Association, vol. 26(6), pages 1585-1633.
    16. Kosowski, Robert & Joenväärä, Juha & Kaupila, Mikko & Tolonen, Pekka, 2019. "Hedge Fund Performance: Are Stylized Facts Sensitive to Which Database One Uses?," CEPR Discussion Papers 13618, C.E.P.R. Discussion Papers.
    17. Yao, Juan & Wu, Bochen & Gao, Yang, 2021. "Death and the life hereafter: A study of the subsequent hedge funds," Finance Research Letters, Elsevier, vol. 40(C).
    18. Vikas Agarwal & Yan Lu & Sugata Ray, 2016. "Under One Roof: A Study of Simultaneously Managed Hedge Funds and Funds of Hedge Funds," Management Science, INFORMS, vol. 62(3), pages 722-740, March.

  22. Easley, David & Hendershott, Terrence & Ramadorai, Tarun, 2014. "Leveling the trading field," Journal of Financial Markets, Elsevier, vol. 17(C), pages 65-93.

    Cited by:

    1. Alex Frino & Ognjen Kovacevic & Vito Mollica & Robert I. Webb, 2022. "Connectivity costs and price efficiency: An event study," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(2), pages 296-309, February.
    2. Hatch, Brian C. & Johnson, Shane A. & Wang, Qin Emma & Zhang, Jun, 2021. "Algorithmic trading and firm value," Journal of Banking & Finance, Elsevier, vol. 125(C).
    3. O'Hara, Maureen & Alex Zhou, Xing, 2021. "The electronic evolution of corporate bond dealers," Journal of Financial Economics, Elsevier, vol. 140(2), pages 368-390.
    4. Manahov, Viktor, 2016. "A note on the relationship between high-frequency trading and latency arbitrage," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 281-296.
    5. Murray, Hamish & Pham, Thu Phuong & Singh, Harminder, 2016. "Latency reduction and market quality: The case of the Australian Stock Exchange," International Review of Financial Analysis, Elsevier, vol. 46(C), pages 257-265.
    6. Markus Baldauf & Joshua Mollner, 2015. "High-Frequency Trading and Market Performance," Discussion Papers 15-017, Stanford Institute for Economic Policy Research.
    7. Yılmaz, Mustafa Kemal & Erdem, Orhan & Eraslan, Veysel & Arık, Evren, 2015. "Technology upgrades in emerging equity markets: Effects on liquidity and trading activity," Finance Research Letters, Elsevier, vol. 14(C), pages 87-92.

  23. Ramadorai, Tarun, 2013. "Capacity constraints, investor information, and hedge fund returns," Journal of Financial Economics, Elsevier, vol. 107(2), pages 401-416.

    Cited by:

    1. Della Corte, Pasquale & Ramadorai, Tarun & Sarno, Lucio, 2016. "Volatility risk premia and exchange rate predictability," Journal of Financial Economics, Elsevier, vol. 120(1), pages 21-40.
    2. Taylor D. Nadauld & Berk A. Sensoy & Keith Vorkink & Michael S. Weisbach, 2016. "The Liquidity Cost of Private Equity Investments: Evidence from Secondary Market Transactions," NBER Working Papers 22404, National Bureau of Economic Research, Inc.
    3. Vikas Agarwal & Stefan Ruenzi & Florian Weigert, 2018. "Unobserved Performance of Hedge Funds," Working Papers on Finance 1825, University of St. Gallen, School of Finance.
    4. Stafylas, Dimitrios & Andrikopoulos, Athanasios, 2020. "Determinants of hedge fund performance during ‘good’ and ‘bad’ economic periods," Research in International Business and Finance, Elsevier, vol. 52(C).
    5. Guillermo Baquero & Marno Verbeek, 2022. "Hedge Fund Flows and Performance Streaks: How Investors Weigh Information," Management Science, INFORMS, vol. 68(6), pages 4151-4172, June.
    6. Kosowski, Robert & Joenväärä, Juha & Tolonen, Pekka, 2018. "The Effect of Investment Constraints on Hedge Fund Investor Returns," CEPR Discussion Papers 12599, C.E.P.R. Discussion Papers.
    7. Guillermo Baquero & Marno Verbeek, 2015. "Hedge fund flows and performance streaks: How investors weigh information," ESMT Research Working Papers ESMT-15-01, ESMT European School of Management and Technology.
    8. Arpit Gupta & Kunal Sachdeva, 2019. "Skin or Skim? Inside Investment and Hedge Fund Performance," NBER Working Papers 26113, National Bureau of Economic Research, Inc.
    9. Shashank Kathpal & Asif Akhtar & Asma Zaheer & Mohd Naved Khan, 2021. "Covid-19 and heuristic biases: evidence from India," Journal of Financial Services Marketing, Palgrave Macmillan, vol. 26(4), pages 305-316, December.
    10. Andrew W. Lo & Mila Getmansky & Peter A. Lee, 2015. "Hedge Funds: A Dynamic Industry in Transition," Annual Review of Financial Economics, Annual Reviews, vol. 7(1), pages 483-577, December.
    11. Bali, Turan G. & Weigert, Florian, 2021. "Hedge funds and the positive idiosyncratic volatility effect," CFR Working Papers 21-01, University of Cologne, Centre for Financial Research (CFR).
    12. Huang, Huichou & MacDonald, Ronald & Zhao, Yang, 2012. "Global Currency Misalignments, Crash Sensitivity, and Downside Insurance Costs," MPRA Paper 53745, University Library of Munich, Germany, revised 18 Nov 2013.
    13. Jinesh Jain & Nidhi Walia & Himanshu Singla & Simarjeet Singh & Kiran Sood & Simon Grima, 2023. "Heuristic Biases as Mental Shortcuts to Investment Decision-Making: A Mediation Analysis of Risk Perception," Risks, MDPI, vol. 11(4), pages 1-22, April.
    14. Hao Liang & Lin Sun & Melvyn Teo, 2022. "Responsible Hedge Funds [Role of managerial incentives and discretion in hedge fund performance]," Review of Finance, European Finance Association, vol. 26(6), pages 1585-1633.
    15. Akay, Ozgur (Ozzy) & Senyuz, Zeynep & Yoldas, Emre, 2013. "Hedge fund contagion and risk-adjusted returns: A Markov-switching dynamic factor approach," Journal of Empirical Finance, Elsevier, vol. 22(C), pages 16-29.
    16. Agarwal, Vikas & Aragon, George O. & Shi, Zhen, 2015. "Funding liquidity risk of funds of hedge funds: Evidence from their holdings," CFR Working Papers 15-12, University of Cologne, Centre for Financial Research (CFR).
    17. George Aragon & Bing Liang & Hyuna Park, 2014. "Onshore and Offshore Hedge Funds: Are They Twins?," Management Science, INFORMS, vol. 60(1), pages 74-91, January.

  24. Acharya, Viral V. & Lochstoer, Lars A. & Ramadorai, Tarun, 2013. "Limits to arbitrage and hedging: Evidence from commodity markets," Journal of Financial Economics, Elsevier, vol. 109(2), pages 441-465.
    See citations under working paper version above.
  25. Tim Jenkinson & Tarun Ramadorai, 2013. "Does One Size Fit All? The Consequences of Switching Markets with Different Regulatory Standards," European Financial Management, European Financial Management Association, vol. 19(5), pages 852-886, November.

    Cited by:

    1. Valérie Revest & Alessandro Sapio, 2014. "L'Alternative Investment Market : un modèle pour le financement des petites et moyennes capitalisations ?," Post-Print halshs-01062613, HAL.
    2. Yuji Honjo & Koki Kurihara, 2023. "Graduation of initial public offering firms from junior stock markets: evidence from the Tokyo Stock Exchange," Small Business Economics, Springer, vol. 60(2), pages 813-841, February.
    3. Park, Jong-Ho & Binh, Ki Beom & Eom, Kyong Shik, 2016. "The effect of listing switches from a growth market to a main board: An alternative perspective," Emerging Markets Review, Elsevier, vol. 29(C), pages 246-273.
    4. Styliani Panetsidou & Angelos Synapis & Ioannis Tsalavoutas, 2022. "Price run-ups and insider trading laws under different regulatory environments," Review of Quantitative Finance and Accounting, Springer, vol. 59(2), pages 601-639, August.
    5. Wolfgang Bessler & Wolfgang Drobetz & Martin Seim & Jan Zimmermann, 2016. "Equity Issues and Stock Repurchases of Initial Public Offerings," European Financial Management, European Financial Management Association, vol. 22(1), pages 31-62, January.
    6. Valerie Revest & Alessandro Sapio, 2016. "The creation function of a junior listing venue: An empirical test on the Alternative Investment Market," LEM Papers Series 2016/32, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    7. Bessler, Wolfgang & Beyenbach, Johannes & Rapp, Marc Steffen & Vendrasco, Marco, 2021. "The global financial crisis and stock market migrations: An analysis of family and non-family firms in Germany," International Review of Financial Analysis, Elsevier, vol. 74(C).
    8. Bernstein, Shai & Dev, Abhishek & Lerner, Josh, 2020. "The creation and evolution of entrepreneurial public markets," Journal of Financial Economics, Elsevier, vol. 136(2), pages 307-329.
    9. HONJO Yuji & KURIHARA Koki, 2021. "Graduation of Initial Public Offering Firms from Junior Stock Markets: Evidence from the Tokyo Stock Exchange," Discussion papers 21049, Research Institute of Economy, Trade and Industry (RIETI).
    10. Cécile Carpentier & Jean-Marc Suret, 2018. "Entrepreneurs and Junior Markets: An Assessment," CIRANO Working Papers 2018s-18, CIRANO.
    11. Farinha, Jorge & Mateus, Cesario & Soares, Nuno, 2018. "Cash holdings and earnings quality: evidence from the Main and Alternative UK markets," International Review of Financial Analysis, Elsevier, vol. 56(C), pages 238-252.
    12. Doukas, John A. & Hoque, Hafiz, 2016. "Why firms favour the AIM when they can list on main market?," Journal of International Money and Finance, Elsevier, vol. 60(C), pages 378-404.
    13. Campbell, Kevin & Tabner, Isaac T., 2014. "Bonding and the agency risk premium: An analysis of migrations between the AIM and the Official List of the London Stock Exchange," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 30(C), pages 1-20.
    14. Roscoe, Philip & Willman, Paul, 2021. "Flaunt the imperfections: information, entanglements and the regulation of London’s Alternative Investment Market," LSE Research Online Documents on Economics 114480, London School of Economics and Political Science, LSE Library.
    15. Wolfgang Bessler & Johannes Beyenbach & Marc Steffen Rapp & Marco Vendrasco, 2023. "Why do firms down-list or exit from securities markets?," Review of Managerial Science, Springer, vol. 17(4), pages 1175-1211, May.

  26. Jotikasthira, Chotibhak & Lundblad, Christian & Ramadorai, Tarun, 2013. "How do foreign investors impact domestic economic activity? Evidence from India and China," Journal of International Money and Finance, Elsevier, vol. 39(C), pages 89-110.

    Cited by:

    1. Karolyi, G. Andrew & McLaren, Kirsty J., 2017. "Racing to the exits: International transmissions of funding shocks during the Federal Reserve's taper experiment," Emerging Markets Review, Elsevier, vol. 32(C), pages 96-115.
    2. Larrain, Borja & Muñoz, Daniel & Tessada, José, 2017. "Asset fire sales in equity markets: Evidence from a quasi-natural experiment," Journal of Financial Intermediation, Elsevier, vol. 30(C), pages 71-85.
    3. Al-Abri, Almukhtar & Baghestani, Hamid, 2015. "Foreign investment and real exchange rate volatility in emerging Asian countries," Journal of Asian Economics, Elsevier, vol. 37(C), pages 34-47.

  27. Andrew J. Patton & Tarun Ramadorai, 2013. "On the High-Frequency Dynamics of Hedge Fund Risk Exposures," Journal of Finance, American Finance Association, vol. 68(2), pages 597-635, April.
    See citations under working paper version above.
  28. Tarun Ramadorai, 2012. "The Secondary Market for Hedge Funds and the Closed Hedge Fund Premium," Journal of Finance, American Finance Association, vol. 67(2), pages 479-512, April.

    Cited by:

    1. Taylor D. Nadauld & Berk A. Sensoy & Keith Vorkink & Michael S. Weisbach, 2016. "The Liquidity Cost of Private Equity Investments: Evidence from Secondary Market Transactions," NBER Working Papers 22404, National Bureau of Economic Research, Inc.
    2. Stafylas, Dimitrios & Andrikopoulos, Athanasios, 2020. "Determinants of hedge fund performance during ‘good’ and ‘bad’ economic periods," Research in International Business and Finance, Elsevier, vol. 52(C).
    3. Stephen G. Dimmock & Neng Wang & Jinqiang Yang, 2019. "The Endowment Model and Modern Portfolio Theory," NBER Working Papers 25559, National Bureau of Economic Research, Inc.
    4. Charles Jackson, 2013. "Can alignment of active manager and investor interests be improved?," Journal of Asset Management, Palgrave Macmillan, vol. 14(6), pages 376-384, December.
    5. Campbell, John Y, 2014. "What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable Rate Mortgages," CEPR Discussion Papers 10117, C.E.P.R. Discussion Papers.
    6. Jonathan Fletcher & Andrew Marshall, 2014. "Investor Heterogeneity and the Cross-section of U.K. Investment Trust Performance," Journal of Financial Services Research, Springer;Western Finance Association, vol. 45(1), pages 67-89, February.
    7. Guo, J., 2012. "Quantitative investment strategies and portfolio management," Other publications TiSEM 4d5766f2-94ab-412e-ba8e-5, Tilburg University, School of Economics and Management.
    8. Shive, Sophie & Yun, Hayong, 2013. "Are mutual funds sitting ducks?," Journal of Financial Economics, Elsevier, vol. 107(1), pages 220-237.
    9. Aiken, Adam L. & Clifford, Christopher P. & Ellis, Jesse A., 2015. "Hedge funds and discretionary liquidity restrictions," Journal of Financial Economics, Elsevier, vol. 116(1), pages 197-218.
    10. Chen, Fan & Sanger, Gary C. & Slovin, Myron B., 2013. "Asset sales in the mutual fund industry: Who gains?," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 4834-4849.
    11. Stafylas, Dimitrios & Andrikopoulos, Athanasios & Tolikas, Konstantinos, 2023. "Hedge fund performance persistence under different business cycles and stock market regimes," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).
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    79. Mohamed Douch & Omar Farooq & Yuliya Kalinina, 2020. "Exposure to Provincial and National Information and Firm Performance: Crisis Period Evidence from China," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 26(1), pages 1-11, February.

  33. Tarun Ramadorai, 2008. "What determines transaction costs in foreign exchange markets?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(1), pages 14-25.

    Cited by:

    1. Osler, Carol & Savaser, Tanseli, 2022. "Shrouding and the FX trades of global custody bank," Journal of Banking & Finance, Elsevier, vol. 136(C).
    2. Cui, Zhenyu & Taylor, Stephen, 2020. "Arbitrage detection using max plus product iteration on foreign exchange rate graphs," Finance Research Letters, Elsevier, vol. 35(C).
    3. Michael R. King & Carol Osler & Dagfinn Rime, 2011. "Foreign exchange market structure, players and evolution," Working Paper 2011/10, Norges Bank.
    4. Lukas Menkhoff & Carol L. Osler & Maik Schmeling, 2010. "Limit-Order Submission Strategies under Asymmetric Information," CESifo Working Paper Series 3054, CESifo.
    5. Carol Osler & Alexander Mende & Lukas Menkhoff, 2010. "Price Discovery in Currency Markets," Working Papers 03, Brandeis University, Department of Economics and International Business School.
    6. Nicholas Wilson, 2011. "Fertility Responses to Prevention of Mother-to-Child Transmission of HIV," Center for Development Economics 2011-08, Department of Economics, Williams College, revised Sep 2011.
    7. Michael Melvin & John Prins & Duncan Shand, 2013. "Forecasting Exchange Rates: An Investor Perspective," CESifo Working Paper Series 4238, CESifo.
    8. Menkhoff, Lukas & Schmeling, Maik, 2010. "Trader see, trader do: How do (small) FX traders react to large counterparties' trades?," Journal of International Money and Finance, Elsevier, vol. 29(7), pages 1283-1302, November.
    9. Pintér, Gábor & Wang, Chaojun & Zou, Junyuan, 2022. "Information chasing versus adverse selection," Bank of England working papers 971, Bank of England.
    10. Hsu, Po-Hsuan & Taylor, Mark P. & Wang, Zigan, 2016. "Technical trading: Is it still beating the foreign exchange market?," Journal of International Economics, Elsevier, vol. 102(C), pages 188-208.
    11. Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.
    12. Bent Jesper Christensen & Rasmus Tangsgaard Varneskov, 2021. "Dynamic Global Currency Hedging [Arbitrage in the Foreign Exchange Market: Turning on the Microscope]," Journal of Financial Econometrics, Oxford University Press, vol. 19(1), pages 97-127.
    13. Carol Osler & Tanseli Savaser & Thang Tan Nguyen, 2012. "Asymetric Information and the Foreign-Exchange Trades of Global Custody Banks," Working Papers 55, Brandeis University, Department of Economics and International Business School.
    14. Wang, Chaojun, 2023. "The limits of multi-dealer platforms," Journal of Financial Economics, Elsevier, vol. 149(3), pages 434-450.
    15. Carol Osler & Xuhang Wang, 2012. "The Microstructure of Currency Markets," Working Papers 49, Brandeis University, Department of Economics and International Business School.
    16. Tajaddini, Reza & Crack, Timothy Falcon, 2012. "Do momentum-based trading strategies work in emerging currency markets?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(3), pages 521-537.
    17. Taylor, Mark & Hsu, Po-Hsuan, 2014. "Forty Years, Thirty Currencies and 21,000 Trading Rules: A Large-scale, Data-Snooping Robust Analysis of Technical Trading in t," CEPR Discussion Papers 10018, C.E.P.R. Discussion Papers.
    18. Crépellière, Tommy & Pelster, Matthias & Zeisberger, Stefan, 2023. "Arbitrage in the market for cryptocurrencies," Journal of Financial Markets, Elsevier, vol. 64(C).
    19. Hasbrouck, Joel & Levich, Richard M., 2021. "Network structure and pricing in the FX market," Journal of Financial Economics, Elsevier, vol. 141(2), pages 705-729.
    20. Geir H. Bjønnes & Carol L. Osler & Dagfinn Rime, 2009. "Asymmetric information in the interbank foreign exchange market," Working Paper 2008/25, Norges Bank.

  34. Narayan Y. Naik & Tarun Ramadorai & Maria Stromqvist, 2007. "Capacity Constraints and Hedge Fund Strategy Returns," European Financial Management, European Financial Management Association, vol. 13(2), pages 239-256, March.

    Cited by:

    1. Vikas Agarwal & Stefan Ruenzi & Florian Weigert, 2018. "Unobserved Performance of Hedge Funds," Working Papers on Finance 1825, University of St. Gallen, School of Finance.
    2. Shawky, Hany A. & Dai, Na & Cumming, Douglas, 2012. "Diversification in the hedge fund industry," Journal of Corporate Finance, Elsevier, vol. 18(1), pages 166-178.
    3. Sun, Lin & Teo, Melvyn, 2019. "Public hedge funds," Journal of Financial Economics, Elsevier, vol. 131(1), pages 44-60.
    4. Sugato Chakravarty & Meifang Xiang, 2012. "The International Evidence on Discouraged Small Businesses," Working Papers 1013, Purdue University, Department of Consumer Sciences.
    5. Eling, Martin & Faust, Roger, 2010. "The performance of hedge funds and mutual funds in emerging markets," Journal of Banking & Finance, Elsevier, vol. 34(8), pages 1993-2009, August.
    6. Guillermo Baquero & Marno Verbeek, 2022. "Hedge Fund Flows and Performance Streaks: How Investors Weigh Information," Management Science, INFORMS, vol. 68(6), pages 4151-4172, June.
    7. Roumpis, Efthymios & Syriopoulos, Theodore, 2014. "Dynamics and risk factors in hedge funds returns: Implications for portfolio construction and performance evaluation," The Journal of Economic Asymmetries, Elsevier, vol. 11(C), pages 58-77.
    8. Horst, Jenke ter & Salganik, Galla, 2014. "Style chasing by hedge fund investors," Journal of Banking & Finance, Elsevier, vol. 39(C), pages 29-42.
    9. Bae, Jongwan & Haight, Timothy & Kuang, Xin & Yin, Chengdong, 2023. "Advisory firm paths to side-by-side management and mutual fund performance," Journal of Empirical Finance, Elsevier, vol. 73(C), pages 1-21.
    10. Agarwal, Vikas & Ray, Sugata, 2011. "Determinants and implications of fee changes in the hedge fund industry," CFR Working Papers 11-09, University of Cologne, Centre for Financial Research (CFR).
    11. Hany A. Shawky & Ying Wang, 2017. "Can Liquidity Risk Explain Diseconomies of Scale in Hedge Funds?," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 7(02), pages 1-35, June.
    12. Jongha Lim & Berk A. Sensoy & Michael S. Weisbach, 2013. "Indirect Incentives of Hedge Fund Managers," NBER Working Papers 18903, National Bureau of Economic Research, Inc.
    13. Andrés García Mirantes & Javier Población & Gregorio Serna, 2012. "The Stochastic Seasonal Behaviour of Natural Gas Prices," European Financial Management, European Financial Management Association, vol. 18(3), pages 410-443, June.
    14. Guillermo Baquero & Marno Verbeek, 2015. "Hedge fund flows and performance streaks: How investors weigh information," ESMT Research Working Papers ESMT-15-01, ESMT European School of Management and Technology.
    15. Akihiko Takahashi & Kyo Yamamoto, 2008. "Hedge Fund Replication," CIRJE F-Series CIRJE-F-592, CIRJE, Faculty of Economics, University of Tokyo.
    16. Ramadorai, Tarun, 2013. "Capacity constraints, investor information, and hedge fund returns," Journal of Financial Economics, Elsevier, vol. 107(2), pages 401-416.
    17. Cumming, Douglas & Dai, Na & Haß, Lars Helge & Schweizer, Denis, 2012. "Regulatory induced performance persistence: Evidence from hedge funds," Journal of Corporate Finance, Elsevier, vol. 18(5), pages 1005-1022.
    18. Federico Nucera & Giorgio Valente, 2013. "Carry Trades and the Performance of Currency Hedge Funds," Working Papers 032013, Hong Kong Institute for Monetary Research.
    19. Manuel Ammann & Otto Huber & Markus Schmid, 2013. "Hedge Fund Characteristics and Performance Persistence," European Financial Management, European Financial Management Association, vol. 19(2), pages 209-250, March.
    20. Benoît Dewaele, 2013. "Leverage and Alpha: The Case of Funds of Hedge Funds," Working Papers CEB 13-033, ULB -- Universite Libre de Bruxelles.
    21. Akay, Ozgur (Ozzy) & Senyuz, Zeynep & Yoldas, Emre, 2013. "Hedge fund contagion and risk-adjusted returns: A Markov-switching dynamic factor approach," Journal of Empirical Finance, Elsevier, vol. 22(C), pages 16-29.
    22. Dichev, Ilia D. & Yu, Gwen, 2011. "Higher risk, lower returns: What hedge fund investors really earn," Journal of Financial Economics, Elsevier, vol. 100(2), pages 248-263, May.
    23. Rzakhanov, Zaur & Jetley, Gaurav, 2019. "Competition, scale and hedge fund performance: Evidence from merger arbitrage," Journal of Economics and Business, Elsevier, vol. 105(C).
    24. Lee, Jennifer Eunkyeong & Cho, Hoon & Ryu, Doojin & Seok, Sangik, 2023. "Does performance-chasing behavior matter? International evidence," Journal of Multinational Financial Management, Elsevier, vol. 68(C).
    25. Akihiko Takahashi & Kyo Yamamoto, 2008. "Hedge Fund Replication ?Revised in November 2008, forthcoming in The Recent Trend of Hedge Fund Strategies)," CARF F-Series CARF-F-137, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    26. Benoît Dewaele, 2013. "Portfolio Optimization for Hedge Funds through Time-Varying Coefficients," Working Papers CEB 13-032, ULB -- Universite Libre de Bruxelles.
    27. Douglas Cumming & Na Dai, 2010. "Hedge Fund Regulation and Misreported Returns," European Financial Management, European Financial Management Association, vol. 16(5), pages 829-857, November.
    28. El Kalak, Izidin & Azevedo, Alcino & Hudson, Robert, 2016. "Reviewing the hedge funds literature II: Hedge funds' returns and risk management characteristics," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 55-66.
    29. Jackwerth, Jens Carsten & Slavutskaya, Anna, 2016. "The total benefit of alternative assets to pension fund portfolios," Journal of Financial Markets, Elsevier, vol. 31(C), pages 25-42.

  35. Kenneth A. Froot & Tarun Ramadorai, 2005. "Currency Returns, Intrinsic Value, and Institutional‐Investor Flows," Journal of Finance, American Finance Association, vol. 60(3), pages 1535-1566, June.

    Cited by:

    1. Kitamura, Yoshihiro, 2017. "Simple measures of market efficiency: A study in foreign exchange markets," Japan and the World Economy, Elsevier, vol. 41(C), pages 1-16.
    2. Della Corte, Pasquale & Ramadorai, Tarun & Sarno, Lucio, 2016. "Volatility risk premia and exchange rate predictability," Journal of Financial Economics, Elsevier, vol. 120(1), pages 21-40.
    3. Valentina Bruno & Hyun Song Shin, 2012. "Capital Flows and the Risk-Taking Channel of Monetary Policy," BIS Working Papers 400, Bank for International Settlements.
    4. Gordon Y. Liao & Tony Zhang, 2020. "The Hedging Channel of Exchange Rate Determination," International Finance Discussion Papers 1283, Board of Governors of the Federal Reserve System (U.S.).
    5. Jacob Gyntelberg & Mico Loretan & Tientip Subhanij & Eric Chan, 2009. "Private information, stock markets, and exchange rates," Working Papers 2009-07, Monetary Policy Group, Bank of Thailand.
    6. Martin Evans & Dagfinn Rime, 2015. "Order Flow Information and Spot Rate Dynamics," Working Papers gueconwpa~15-15-02, Georgetown University, Department of Economics.
    7. Martin D. D. Evans & Dagfinn Rime, 2011. "Micro approaches to foreign exchange determination," Working Paper 2011/05, Norges Bank.
    8. Fuertes, Ana-Maria & Phylaktis, Kate & Yan, Cheng, 2019. "Uncovered equity “disparity” in emerging markets," Journal of International Money and Finance, Elsevier, vol. 98(C), pages 1-1.
    9. Breedon, Francis & Vitale, Paolo, 2010. "An empirical study of portfolio-balance and information effects of order flow on exchange rates," Journal of International Money and Finance, Elsevier, vol. 29(3), pages 504-524, April.
    10. Abuelfadl, Moustafa & Yamani, Ehab, 2021. "Currency news and international bond markets," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
    11. Cenedese, Gino & Mallucci, Enrico, 2015. "What moves international stock and bond markets?," LSE Research Online Documents on Economics 86296, London School of Economics and Political Science, LSE Library.
    12. Adrian, Tobias & Xie, Peichu, 2020. "The Non-U.S. Bank Demand for U.S. Dollar Assets," CEPR Discussion Papers 14437, C.E.P.R. Discussion Papers.
    13. Francis Breedon & Dagfinn Rime & Paolo Vital, 2010. "A Transaction Data Study of the Forward Bias Puzzle," Working Paper 2010/26, Norges Bank.
    14. Dagfinn Rime & Hans Jørgen Tranvåg, 2012. "Flows Of The Pacific: Asian Foreign Exchange Markets Through Tranquility And Turbulence," Pacific Economic Review, Wiley Blackwell, vol. 17(3), pages 434-466, August.
    15. Rey, Hélène & Camanho, Nelson & Hau, Harald, 2020. "Global Portfolio Rebalancing and Exchange Rates," CEPR Discussion Papers 15617, C.E.P.R. Discussion Papers.
    16. International Monetary Fund, 2009. "South Africa: Selected Issues," IMF Staff Country Reports 2009/276, International Monetary Fund.
    17. Sarno, Lucio & Schmeling, Maik, 2013. "Which Fundamentals Drive Exchange Rates? A Cross-Sectional Perspective," CEPR Discussion Papers 9472, C.E.P.R. Discussion Papers.
    18. Mr. Jacob Gyntelberg & Mr. Subhanij Tientip & Mr. Mico Loretan, 2012. "Private Information, Capital Flows, and Exchange Rates," IMF Working Papers 2012/213, International Monetary Fund.
    19. Joshua V. Rosenberg & Leah G. Traub, 2006. "Price discovery in the foreign currency futures and spot market," Staff Reports 262, Federal Reserve Bank of New York.
    20. Charles Engel, 2013. "Exchange Rates and Interest Parity," NBER Working Papers 19336, National Bureau of Economic Research, Inc.
    21. Roberto Santis, 2015. "Quantity theory is alive: the role of international portfolio shifts," Empirical Economics, Springer, vol. 49(4), pages 1401-1430, December.
    22. Momtchil Pojarliev & Richard M. Levich, 2010. "Detecting Crowded Trades in Currency Funds," NBER Working Papers 15698, National Bureau of Economic Research, Inc.
    23. Marcel Fratzscher, 2011. "Capital Flows, Push versus Pull Factors and the Global Financial Crisis," NBER Working Papers 17357, National Bureau of Economic Research, Inc.
    24. Francis Breedon & Angelo Ranaldo, 2011. "Intraday patterns in FX returns and order flow," Working Papers 2011-04, Swiss National Bank.
    25. Brandao-Marques, Luis & Gelos, Gaston & Ichiue, Hibiki & Oura, Hiroko, 2022. "Changes in the global investor base and the stability of portfolio flows to emerging markets," Journal of Banking & Finance, Elsevier, vol. 144(C).
    26. Carol Osler & Alexander Mende & Lukas Menkhoff, 2010. "Price Discovery in Currency Markets," Working Papers 03, Brandeis University, Department of Economics and International Business School.
    27. 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).
    28. Yang, Sheng-Ping, 2017. "Exchange rate dynamics and stock prices in small open economies: Evidence from Asia-Pacific countries," Pacific-Basin Finance Journal, Elsevier, vol. 46(PB), pages 337-354.
    29. Dahlquist, Magnus & Pénasse, Julien, 2022. "The missing risk premium in exchange rates," Journal of Financial Economics, Elsevier, vol. 143(2), pages 697-715.
    30. Charles Engel, 2015. "Exchange Rates, Interest Rates, and the Risk Premium," NBER Working Papers 21042, National Bureau of Economic Research, Inc.
    31. Vitale, Paolo, 2006. "A market microstructure analysis of foreign exchange intervention," Working Paper Series 629, European Central Bank.
    32. Francesca Pancotto & Giuseppe Pignataro & Davide Raggi, 2015. "Social Learning and Higher Order Beliefs: A Structural Model of Exchange Rates Dynamics," LEM Papers Series 2015/24, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    33. Anusha Chari, 2007. "Heterogeneous Market-Making in Foreign Exchange Markets: Evidence from Individual Bank Responses to Central Bank Interventions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(5), pages 1131-1162, August.
    34. Martin D. D. Evans & Richard K. Lyons, 2006. "Understanding order flow," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(1), pages 3-23.
    35. Martin D. D. Evans (Georgetown University), 2005. "Foreign Exchange Market Microstructure," Working Papers gueconwpa~05-05-20, Georgetown University, Department of Economics.
    36. Tobias Adrian & Erkko Etula & Hyun Song Shin, 2009. "Risk appetite and exchange Rates," Staff Reports 361, Federal Reserve Bank of New York.
    37. Ingomar Krohn & Philippe Mueller & Paul Whelan, 2021. "Foreign Exchange Fixings and Returns Around the Clock," Staff Working Papers 21-48, Bank of Canada.
    38. Chelley-Steeley, Patricia L. & Tsorakidis, Nikos, 2013. "Bid-ask spread dynamics in foreign exchange markets," International Review of Financial Analysis, Elsevier, vol. 29(C), pages 119-131.
    39. Carpenter, Andrew & Wang, Jianxin, 2007. "Herding and the information content of trades in the Australian dollar market," Pacific-Basin Finance Journal, Elsevier, vol. 15(2), pages 173-194, April.
    40. Aldo Barrios & Rob Franolic & Davide Giovanardi & Michael Melvin, 2022. "Trading with the Informed and against the Uninformed: Flows and Positioning in the Global Currency Market," CESifo Working Paper Series 9921, CESifo.
    41. Gurnain Pasricha & Matteo Falagiarda & Martin Bijsterbosch & Joshua Aizenman, 2015. "Domestic and Multilateral Effects of Capital Controls in Emerging Markets," Staff Working Papers 15-37, Bank of Canada.
    42. Hanno Lustig & Nikolai Roussanov & Adrien Verdelhan, 2010. "Countercyclical Currency Risk Premia," NBER Working Papers 16427, National Bureau of Economic Research, Inc.
    43. Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.
    44. Hoffmann, Mathias & MacDonald, Ronald, 2009. "Real exchange rates and real interest rate differentials: A present value interpretation," European Economic Review, Elsevier, vol. 53(8), pages 952-970, November.
    45. Massa, Massimo & Hau, Harald & Peress, Joël, 2005. "Do Demand Curves for Currencies Slope Down? Evidence from the MSCI Global Index Change," CEPR Discussion Papers 4862, C.E.P.R. Discussion Papers.
    46. Stenfors, Alexis & Susai, Masayuki, 2021. "Spoofing and pinging in foreign exchange markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 70(C).
    47. Hau, Harald, 2009. "The Exchange Rate Effect of Multi-Currency Risk Arbitrage," CEPR Discussion Papers 7348, C.E.P.R. Discussion Papers.
    48. Vargas, Gregorio A., 2008. "What Drives the Dynamic Conditional Correlation of Foreign Exchange and Equity Returns?," MPRA Paper 7174, University Library of Munich, Germany.
    49. Martin D. D. Evans & Richard K. Lyons, 2003. "How is Macro News Transmitted to Exchange Rates?," NBER Working Papers 9433, National Bureau of Economic Research, Inc.
    50. Burger, John D. & Warnock, Francis E. & Warnock, Veronica Cacdac, 2022. "A natural level of capital flows," Journal of Monetary Economics, Elsevier, vol. 130(C), pages 1-16.
    51. Pi‐Hsia Hung & Donald Lien & Yun‐Ju Chien, 2020. "Portfolio concentration and fund manager performance," Review of Financial Economics, John Wiley & Sons, vol. 38(3), pages 423-451, July.
    52. Richard K. Lyons & Ganesh Viswanath-Natraj, 2020. "What Keeps Stablecoins Stable?," NBER Working Papers 27136, National Bureau of Economic Research, Inc.
    53. Scalia, Antonio, 2008. "Is foreign exchange intervention effective? Some microanalytical evidence from the Czech Republic," Journal of International Money and Finance, Elsevier, vol. 27(4), pages 529-546, June.
    54. Martin Evans, 2008. "Order Flows and The Exchange Rate Disconnect Puzzle," Working Papers gueconwpa~08-08-05, Georgetown University, Department of Economics.
    55. Aggarwal, Raj & Muckley, Cal B., 2010. "Assessing co-ordinated Asian exchange rate regimes: Proposal for a possible move towards a common currency," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(2), pages 149-165, April.
    56. Nina Karnaukh & Angelo Ranaldo & Paul Söderlind, 2015. "Understanding FX Liquidity," The Review of Financial Studies, Society for Financial Studies, vol. 28(11), pages 3073-3108.
    57. Sensoy, Ahmet & Serdengeçti, Süleyman, 2020. "Impact of portfolio flows and heterogeneous expectations on FX jumps: Evidence from an emerging market," International Review of Financial Analysis, Elsevier, vol. 68(C).
    58. Zhang, Zhichao & Chau, Frankie & Zhang, Wenting, 2013. "Exchange rate determination and dynamics in China: A market microstructure analysis," International Review of Financial Analysis, Elsevier, vol. 29(C), pages 303-316.
    59. Vania Stavrakeva & Jenny Tang, 2015. "Exchange rates and monetary policy," Working Papers 15-16, Federal Reserve Bank of Boston.
    60. Gräb, Johannes & Kostka, Thomas, 2018. "Predicting risk premia in short-term interest rates and exchange rates," Working Paper Series 2131, European Central Bank.
    61. Lo, Yuen C. & Medda, Francesca, 2020. "Assets on the blockchain: An empirical study of Tokenomics," Information Economics and Policy, Elsevier, vol. 53(C).
    62. Banti, Chiara & Phylaktis, Kate & Sarno, Lucio, 2012. "Global liquidity risk in the foreign exchange market," Journal of International Money and Finance, Elsevier, vol. 31(2), pages 267-291.
    63. Hung, Pi-Hsia & Lien, Donald & Kuo, Ming-Sin, 2020. "Window dressing in equity mutual funds," The Quarterly Review of Economics and Finance, Elsevier, vol. 78(C), pages 338-354.
    64. Oscar Jorda, 2010. "Carry Trade," Working Papers 196, University of California, Davis, Department of Economics.
    65. Martin D. D. Evans(Georgetown University and NBER) and Richard K. Lyons(U.C. Berkeley and NBER, Haas School of Business), 2005. "How is Macro News Transmitted to Exchange Rates? (December 2003)," Working Papers gueconwpa~05-05-05, Georgetown University, Department of Economics.
    66. F. Pancotto & G. Pignataro & D. Raggi, 2014. "Higher order beliefs and the dynamics of exchange rates," Working Papers wp957, Dipartimento Scienze Economiche, Universita' di Bologna.
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    68. Aribawa, Dwitya & Nopphon Tangjitprom, 2019. "The Preferences of Non-governmental Organizations to Sustainable Investment: Evidence From Emerging Equity Market," Journal of Accounting and Finance in Emerging Economies, CSRC Publishing, Center for Sustainability Research and Consultancy Pakistan, vol. 5(2), pages 313-324, December.
    69. Abolaji Daniel Anifowose & Izlin Ismail & Mohd Edil Abd Sukor, 2018. "Currency Order Flow and Exchange Rate Determination: Empirical Evidence from the Malaysian Foreign Exchange Market," Global Business Review, International Management Institute, vol. 19(4), pages 902-920, August.
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    86. Tarun Ramadorai, 2008. "What determines transaction costs in foreign exchange markets?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(1), pages 14-25.
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